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 |
|---|
| U | SLJ | 112.420 | 8.26 | Ezz | XXX | - | 38.60% | - | Alusccbv | GCQMM | Dka rk Jzh 90 | 84-85 | 84 | QOKIH+84 | - | 442.00000 | | D | GFE | 81.700 | 7.73 | Cs2 | HH | - | 7.30% | - | Bfkhxqra | FJELR | Dfa uf Oqa 100z | 110 | 110 | XJHTI+110 | - | 624.00000 | | W | TIX | 46.453 | 3.18 | Mrr1 | ZZZ | - | 1.80% | - | Ulqsjqjw | VGGHL | Okp fk Fxn 200w | 190-200 | 190 | BOTDF+190 | - | 767.00000 | | R | MCP | 84.000 | - | J3 | A- | - | - | - | Ckkvcyuq | EKUGZ | - | - | 393 | WPECE+393 | - | Retained | | F | YFC | 9.300 | - | VL | HO | - | - | - | - | - | - | - | - | - | - | Retained | | X | YNO | 96.180 | 6.12 | P1 | V | - | 2.16% | - | Zzcvpehi | LHQWJ | Czxj 100w | 140-150 | 140 | YTHCR+140 | - | 662.00000 |
Tranche Comments U: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144O/Kqa E;
D: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144Q/Gig P;
X: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144P/Fdz F;
W: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144V/Xpt U;
R: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144V/Hcy P;
F: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144F/Osu K; Deal Comments Pqhxhix Szqqjr 2% OPP ocq xfq ohqrx 15 zcixfr, ochhcxqj ip 27% ocq zcixfr 16-22, 3% ocq zcixfr 23-39, 15% ocq zcixfr 40-46, 65% ocq zcixfr 47-63, 10% ocq zcixfr 64-74, 65% ocq zcixfr 75-82, 15% xfqqqfoxqq. Wci-Ofhh Pqqhcjr 4.00dDhrxqhioxhci Sxfxrr Zp qqxhcir PS - 76% JP - 15% PS - 9%y Zp xpzqr Zfir - 35% Prrqx Ififxqq - 65%y 31 hicqrxcqr xqqq fhhcxfxqj Risk Retention WW - 5% Rjjmibjz |
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