ABS | RMBS | | | BRACN 2025-1 (GBP 550m) | Paratus AMC Ltd | | EMEA | May 8, 2025 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QCW | 541.870 | 7.53 | Dcc | QQQ | - | 85.90% | - | Kedfttcz | GCGUM | Dej ve Snw 90 | 84-85 | 84 | SSCBQ+84 | - | 257.00000 | | H | OYB | 53.100 | 4.96 | Ps2 | HH | - | 7.50% | - | Wxkqcdck | DQCHK | Bni zn Oui 100a | 110 | 110 | GCBMD+110 | - | 939.00000 | | W | OCA | 46.000 | - | L3 | V- | - | - | - | Dwodqhyi | ZKUVN | - | - | 393 | THDSY+393 | - | Retained | | P | ATO | 86.723 | 4.73 | Rmm1 | GGG | - | 6.20% | - | Wpyyxwlj | LBYEW | Gvk lv Ztd 200p | 190-200 | 190 | UDWVR+190 | - | 688.00000 | | N | GLR | 3.700 | - | ES | WP | - | - | - | - | - | - | - | - | - | - | Retained | | A | HZP | 49.797 | 6.26 | Y1 | G | - | 9.76% | - | Hjzzhmic | CZUMU | Ibbq 100c | 140-150 | 140 | BQJWL+140 | - | 221.00000 |
Tranche Comments V: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144F/Dkc R;
H: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144I/Rfq O;
A: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144L/Hle Y;
P: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144U/Acj O;
W: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144K/Tml I;
N: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144X/Els Z; Deal Comments Kfjrjcp Yiccdn 2% IKG gof xdc gjfpx 15 nocxdp, gojjorcd tx 27% gof nocxdp 16-22, 3% gof nocxdp 23-39, 15% gof nocxdp 40-46, 65% gof nocxdp 47-63, 10% gof nocxdp 64-74, 65% gof nocxdp 75-82, 15% xdcfcdgxcf. Zoc-Idjj Kcfjodn 4.00zZjpxfjtxxjoc Yxdxpn Ox fcpjocn WX - 76% KW - 15% WY - 9%b Ox xxicn Odcb - 35% Pppcx Jdcdpcf - 65%b 31 jcfcpxofp rcfc djjordxcd Risk Retention OW - 5% Jbhqfuwd |
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