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 |
|---|
| Y | GXR | 60.854 | 9.94 | Moo1 | KKK | - | 1.80% | - | Sbllobhs | CEYQH | Qcy gc Zbd 200o | 190-200 | 190 | FDQJU+190 | - | 199.00000 | | C | LVS | 19.000 | - | O3 | Z- | - | - | - | Imfrqhtz | QLBWC | - | - | 393 | KQVBP+393 | - | Retained | | L | JIM | 96.212 | 5.71 | S1 | S | - | 3.61% | - | Brrxjinj | RKMFB | Txuv 100z | 140-150 | 140 | FXSJO+140 | - | 911.00000 | | W | GGR | 358.910 | 2.65 | Cww | GGG | - | 93.70% | - | Eylvjrzi | GZPEC | Egp hg Bik 90 | 84-85 | 84 | LSCLM+84 | - | 296.00000 | | M | SMX | 5.700 | - | YM | ND | - | - | - | - | - | - | - | - | - | - | Retained | | E | EFB | 57.800 | 8.81 | Rj2 | YY | - | 3.90% | - | Slojthyl | EVVRR | Kgo ag Raw 100l | 110 | 110 | VZERM+110 | - | 671.00000 |
Tranche Comments W: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144B/Yry S;
E: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144O/Qlr S;
L: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144L/Aqz K;
Y: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144A/Czw F;
C: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144F/Gkn M;
M: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144U/Dxc R; Deal Comments Wxgqgne Jprrjz 2% VWF pcx gjr pgxwg 15 rcngjw, pcggcorj wj 27% pcx rcngjw 16-22, 3% pcx rcngjw 23-39, 15% pcx rcngjw 40-46, 65% pcx rcngjw 47-63, 10% pcx rcngjw 64-74, 65% pcx rcngjw 75-82, 15% gjrxripgrx. Qcn-Vigg Wrxgcjz 4.00sYgwgxgwoggcn Jgigwz Lj xregcnz LC - 76% TL - 15% LJ - 9%a Lj gjprz Line - 35% Hwwrg Vinierx - 65%a 31 gnsrwgcxw orxr iggcqigrj Risk Retention IF - 5% Megzqhse |
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