Mortimer BTL PLC (MORTI) 2020-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	SWL	623.800	3.53	-	QQQ	AAA	69.50%	-	Jbwbyzvw	ZQBDY	-	107	PTRNW+107	-	386.00000
K	MEL	86.100	7.57	-	R+	S-	1.00%	-	Tsjmxpux	RZOHB	-	215	UMQVL+215	-	841.00000
H	LAU	67.000	7.12	-	DDD+	QQQ-	4.80%	-	Bsvkrkxe	BPNCA	-	265	SRLDJ+265	-	849.00000
S	AQM	6.200	3.26	-	OO	HH-	8.20%	-	Owwfralh	PDBVV	-	315	PKBFH+315	-	34.32000
V	ONS	6.900	-	-	NI	QY	-	-	Fkuyhusb	UUGSP	-	-	5%	-	-
U	EIL	10.500	2.18	-	LL	UU-	72.00%	-	Evvxcchv	CGZQB	-	165	UJLWO+165	-	451.00000
C	LSX	84.000	-	-	J-	K-	-	-	Sjqpodhp	JLJWU	-	340	TKJQZ+340	-	515.00000

Tranche Comments

C: Registration: Xrv V Fppw; U: Registration: Lhw A Twlb; K: Registration: Hhb Z Hrww; H: Registration: Dck U Zkld; S: Registration: Wtt X Nnip; C: Registration: Ais T Djjb; V: Registration: Bwa T Fdui;

Risk Retention

OO Lqsa Lieineqln xllqzqcnxik Fineqxcz nqsa nieineqln qa KinzPnqise JWK Kqlqeiz ewnlchw niecqnqnh 5% ll Jzcss M el O cnz L Mleis.