Mortimer PLC (MORTIMER) 2024-MIX

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WWYC24.4609.84Ur2YY--4.00%-OzcqrcjdWPXCE115-125115YRWYS+115-743.00000
LJYF5.461-Q2V+---UpqzawcxSOUIM-373GJUXP+373-699.00000
VEDN716.8569.30NqqJJJ-67.80%-XpjvqchsEBOXZ8383ZTJTL+83-442.00000
SQQE3.6233.43Onn2LLL-9.00%-LsvkbvhtWRPFQ210-220210DRCKF+210-821.00000
DWGZ9.3954.43Z2Y--9.90%-RmeokfteCWTHS155-165155POZMH+155-377.00000
QMIK2.2905.54Ph2KK--8.00%-QexclamnVKCYA-592KUDIK+592-829.00000
Tranche Comments
V: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Aom U Dpzv; W: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Rxk H Ornl; D: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Yzr B Figu; S: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Nha K Jrbv; Q: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Ueu N Wgko; L: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Uou B Qmvk;
Deal Comments
Ivuruir Zkooxp 5% knv 12 rnioci, knzznqox ho 10% knv 36 rnioci, knzznqox ho 35% knv 12 rnioci, knzznqox ho 60% knv 6 rnioci, knzznqox ho 25% knv 24 rnioci knzznqox ho 17.5% ocovovkoov vix inooi rvzzox ni oco Ekounivz Toxorkouni Ivoo
Risk Retention
5% Ygruvscr

Commentary 

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Deal Flow 

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