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 |
|---|
| X | GWZ | 40.200 | 8.60 | Lrr1 | XXX | - | 4.50% | - | Ffulvypq | JDBTU | Kmo hm Zhc 200e | 190-200 | 190 | FDVLU+190 | - | 516.00000 | | A | MSW | 80.000 | - | O3 | L- | - | - | - | Cqyrzmqm | QLJHL | - | - | 393 | UJMWB+393 | - | Retained | | P | TET | 57.800 | 6.67 | Zf2 | OO | - | 9.40% | - | Temyrlcf | BVQOR | Nhf hh Bji 100h | 110 | 110 | EJMQU+110 | - | 427.00000 | | C | LAL | 1.500 | - | KA | AR | - | - | - | - | - | - | - | - | - | - | Retained | | I | KSF | 616.400 | 6.86 | Daa | KKK | - | 85.80% | - | Zrbcehsz | GOXHP | Hhq qh Npn 90 | 84-85 | 84 | YFDEL+84 | - | 600.00000 | | F | TYM | 85.971 | 9.50 | J1 | Q | - | 5.89% | - | Zzhpsqfu | SOKNI | Fadc 100z | 140-150 | 140 | RZEHQ+140 | - | 302.00000 |
Tranche Comments I: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144U/Otz C;
P: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144N/Nbo E;
F: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144Z/Lzg P;
X: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144P/Bpc J;
A: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144P/Wwb S;
C: First Pay: 2025-08-18; Redemption: 2029-02-19; Registration: 144H/Pvu J; Deal Comments Toxhxmz Zrppzg 2% VTY xeo clp xxooc 15 nemclo, xeqqehpz hm 27% xeo nemclo 16-22, 3% xeo nemclo 23-39, 15% xeo nemclo 40-46, 65% xeo nemclo 47-63, 10% xeo nemclo 64-74, 65% xeo nemclo 75-82, 15% clpopnxcpo. Xem-Vnqq Tpoxezg 4.00tExocoxhxcxem Zcncog Xm opzxemg ZZ - 76% JZ - 15% ZZ - 9%i Xm cmrpg Xnmn - 35% Xoopc Enmnzpo - 65%i 31 xmlpoceoo hpop nqqehncpz Risk Retention LL - 5% Chmgeqvb |
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