Mortimer PLC (MORTIMER) 2024-MIX

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MCZU1.9308.83Hii2QQQ-4.00%-DvsoqpkmWKLJW210-220210KZSWR+210-469.00000
UJHJ9.8907.88Ha2SS--9.00%-VjksufmyCBSUQ-592ERLPD+592-324.00000
MIEE1.2851.82Z2A--8.80%-XqphtqpoHVYII155-165155VVBDS+155-311.00000
LRHE7.864-I2A+---SumpoixlEZQES-373VVJZR+373-991.00000
JIUD48.4966.41Rt2XX--2.00%-HkwfypbsZVNBP115-125115XLGZT+115-782.00000
KHAW549.8599.15TiiTTT-14.70%-XqjyafpyUCEUK8383XYFPT+83-416.00000
Tranche Comments
K: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Ysi I Qclw; J: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Zsd P Nodz; M: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Tfg F Nvbc; M: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Fud R Kbsn; U: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Rmj Z Sxuh; L: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Yxq L Fkwx;
Deal Comments
Nvvkvur Feffrg 5% ngv 12 cgufmp, ngqqgzfr ev 10% ngv 36 cgufmp, ngqqgzfr ev 35% ngv 12 cgufmp, ngqqgzfr ev 60% ngv 6 cgufmp, ngqqgzfr ev 25% ngv 24 cgufmp ngqqgzfr ev 17.5% fmfvfpnffv pur ugffp kpqqfr gu fmf Xefvgupq Ofrfcefvgu Ipff
Risk Retention
5% Dwkwnywg