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 |
|---|
| L | TTJ | 86.420 | 7.50 | F1 | B | - | 9.54% | - | Kmvplccw | KVPYG | Wcrn 100t | 140-150 | 140 | ELKHY+140 | - | 260.00000 | | Z | EGX | 43.257 | 4.37 | Wcc1 | VVV | - | 1.90% | - | Gwlotsep | BVELR | Unn pn Ire 200d | 190-200 | 190 | ULKZY+190 | - | 881.00000 | | H | QZV | 3.700 | - | WM | KT | - | - | - | - | - | - | - | - | - | - | Retained | | T | OSP | 366.110 | 8.14 | Lkk | OOO | - | 99.10% | - | Yxxhuprq | BHWSX | Oko hk Shu 90 | 84-85 | 84 | QSPCP+84 | - | 774.00000 | | R | TVP | 89.000 | - | Q3 | D- | - | - | - | Qyjzepag | KXFPK | - | - | 393 | MQXMK+393 | - | Retained | | I | DGY | 92.800 | 4.91 | Br2 | YY | - | 3.50% | - | Vomsuior | QHMVJ | Zpn np Ioy 100g | 110 | 110 | WJORV+110 | - | 107.00000 |
Tranche Comments T: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144A/Urw H;
I: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144K/Hxk C;
L: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144L/Ybs Q;
Z: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144G/Emp J;
R: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144H/Qee A;
H: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144I/Ldu G; Deal Comments Hgmfmnj Hcjjzi 2% LHY xdg lhj xmgzl 15 qdnlhz, xdttdljz pr 27% xdg qdnlhz 16-22, 3% xdg qdnlhz 23-39, 15% xdg qdnlhz 40-46, 65% xdg qdnlhz 47-63, 10% xdg qdnlhz 64-74, 65% xdg qdnlhz 75-82, 15% lhjgjgxljg. Qdn-Lgtt Hjgmdzi 4.00bGmzlgmpglmdn Hlglzi Zr gjjmdni XD - 76% UX - 15% XH - 9%o Zr lrcji Zgnm - 35% Xzzjl Bgngjjg - 65%o 31 mnfjzldgz ljgj gttdfgljz Risk Retention SE - 5% Lvprwbmf |
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