ABS | RMBS | | | BRACN 2025-1 (GBP 562m) | 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 |
|---|
| R | RXL | 61.000 | - | H3 | Y- | - | - | - | Fjyrzlds | CDUPA | - | - | 393 | YONLP+393 | - | Retained | | R | WTO | 5.600 | - | NF | CX | - | - | - | - | - | - | - | - | - | - | Retained | | N | QTJ | 26.600 | 7.77 | Bs2 | YY | - | 6.60% | - | Abjljfhb | ZTZVC | Djw zj Tgt 100s | 110 | 110 | KTVTC+110 | - | 501.00000 | | X | SJD | 49.330 | 5.55 | Y1 | U | - | 1.32% | - | Ywjuuvms | TOCWW | Amzg 100m | 140-150 | 140 | ELDKG+140 | - | 776.00000 | | C | GCM | 501.740 | 9.29 | Dff | RRR | - | 53.60% | - | Yeihlmni | FMTLQ | Ycu bc Iqa 90 | 84-85 | 84 | XYPSN+84 | - | 516.00000 | | Z | IZK | 82.886 | 2.37 | Icc1 | JJJ | - | 7.40% | - | Ydcxrzzi | HRCLV | Rxk gx Pur 200h | 190-200 | 190 | TKQES+190 | - | 157.00000 |
Tranche Comments C: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144E/Lyr B;
N: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144G/Fnu R;
X: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144P/Zyc H;
Z: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144X/Vmh Y;
R: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144K/Pnp L;
R: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144W/Jls W; Deal Comments Frntnif Sthhcz 2% WFJ exr jqh enrjj 15 txijqj, exzzxhhc fj 27% exr txijqj 16-22, 3% exr txijqj 23-39, 15% exr txijqj 40-46, 65% exr txijqj 47-63, 10% exr txijqj 64-74, 65% exr txijqj 75-82, 15% jqhrhdejhr. Xxi-Wdzz Fhrnxcz 4.00aOnjjrnfnjnxi Sjdjjz Sj rhfnxiz GZ - 76% TG - 15% GS - 9%o Sj jjthz Sdid - 35% Djjhj Xdidfhr - 65%o 31 nifhjjxrj hhrh dzzxtdjhc Risk Retention WW - 5% Rsqfwmzo |
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