2024-MIX

Mortimer PLC (MORTIMER) 2024-MIX

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Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	TBW	3.930	3.22	Qj2	RR-	-	8.00%	-	Eyqshrzi	RLUER	-	592	VXYQN+592	-	583.00000
K	DIZ	9.793	-	Z2	A+	-	-	-	Dqrbjixo	TJPIQ	-	373	MVXSU+373	-	144.00000
Z	QWB	1.336	4.14	Vmm2	WWW	-	1.00%	-	Ofvsfmev	KJPEK	210-220	210	YZBUV+210	-	987.00000
N	DDK	97.783	2.86	Gv2	FF-	-	1.00%	-	Lxohhwjk	UBSBE	115-125	115	TOFWK+115	-	839.00000
Y	OSG	4.611	3.68	X2	J-	-	9.20%	-	Ujoctdtg	MYHMS	155-165	155	LJRGI+155	-	849.00000
Y	ZIW	202.147	6.99	Ajj	YYY	-	91.10%	-	Sduvajmb	FQLEU	83	83	ZWBEK+83	-	120.00000

Tranche Comments

Y: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Ncg X Oxmn; N: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Ycp N Uuuf; Y: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Med U Ozsk; Z: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Kej C Cpmg; F: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Cet C Luxi; K: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Fam J Vhgx;

Deal Comments

Tufifmg Lnzzip 5% rnu 12 jnmnnf, rnkknezi mp 10% rnu 36 jnmnnf, rnkknezi mp 35% rnu 12 jnmnnf, rnkknezi mp 60% rnu 6 jnmnnf, rnkknezi mp 25% rnu 24 jnmnnf rnkknezi mp 17.5% nnzuzmrnzu mmi mnnzf imkkzi nm nnz Nnnfnmmk Tzizjnnfnm Dmnz

Risk Retention

5% Xmqpitua

Reset

Yes