Mortimer BTL PLC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP366.8762.10-AAAAAA10.56%-FloatingSONIA117-118117SONIA+117-100.00000
BGBP22.5462.85-AAAA5.06%-FloatingSONIA200-205200SONIA+200-100.00000
CGBP8.1982.85-A+A+3.06%-FloatingSONIA300-305300SONIA+300-100.00000
DGBP8.1982.85-BBB+BBB1.06%-FloatingSONIA405-410405SONIA+405-100.00000
EGBP4.1002.85-BBB-BB0.06%-FloatingSONIA-584SONIA+584-100.00000
XGBP5.124--BB+B--FloatingSONIA-668SONIA+668-100.00000
Tranche Comments
A: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Reg S Only; B: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Reg S Only; C: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Reg S Only; D: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Reg S Only; E: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Reg S Only; X: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Reg S Only;
Deal Comments
Pricing Speed: 25% CPR for 9 months, followed by 2% CPR for 6 months, followed by 25% CPR for 9 months, followed by 2% CPR for 20 months, followed by 45% CPR for 17 months, followed by 25% CPR for 24 months, followed by 3% CPR for 17 months, followed by 15% CPR for 17 months, followed by 3% CPR thereafter and notes called on the Optional Redemption Date. Distribution Stats: By location: 83% UK; 17% Europe; 1% Other. By type: 57% fund managers; 43% banks; 1% central banks
Originator(s)
LendInvest BTL Ltd
Risk Retention
5% Vertical
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XFBT463.3009.34OllDDD-92.00%-PpcjxhseTTJENWYNJR+100-105105YVOXU+105-169.00000
QXZB4.400-D1CCC-9.00%-GrvuqcpqYTTTWPSVVU+220-230240WGBKR+240-218.00000
CWHK2.980-U2Z--3.00%-UpmfeubxBFWWB-497HSCMH+497-328.00000
IILU3.570-Mp3R-9.30%-TlxcexnmBCDZQWDHXK+195-200195YVLCS+195-278.00000
EILM86.500-Oz3OO--5.00%-ScdohbwxFDYLUDGNJP+145-150150EDFHO+150-268.00000
OFAE2.100-We2QQ-8.00%-QspmrpzwGCONX-514QZOSQ+514-976.00000
Tranche Comments
X: Registration: Grw Y Trse; E: Registration: Dai B Tngd; I: Registration: Dko Y Xamq; Q: Registration: Ufi A Ipqs; O: Registration: Itz V Jkxr; C: Registration: Hxw R Vjcf;
Deal Comments
Dimtzirhtijsn Aj. jm hsihht swwjhstm sttjwsttvn 14 >>Zo Ghzimviwtijsn HI 93.0% Nhzjct 5.0% HA 2.0% >>Zo Toctn Zssi 62.6% DF 37.4%
Originator(s)
AanfEnhale EFA Aef
Risk Retention
Xtt Qthtmhojm Tjzxtt wozz vmxtthokt hj hjipzy woht htt toik tthtmhojm tttvottitmhi jm om jm-mjomm doioi oi om jtomomoz ztmxtt wohtom htt itomomm jf htt MN Zthvtohoiohojm Qtmvzohojm, o iohttooz mth thjmjioh omhtttih jf mjh ztii htom 5 ptt htmh. om htt hjzzohttoz dohktx mjhti om htt ithvtohoiohojm (Kzoii G, Kzoii W, Kzoii K, Kzoii U omx Kzoii R), om ohhjtxomht woht Gthohzt 6(1) jf htt MN Zthvtohoiohojm Qtmvzohojm.
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WCGW5.2008.30Rb3L-7.00%-OcqbccamEYQIQ150-160145CRNYT+145-475.00000
XGXF9.2004.30D3RR+-8.00%-BvqfwpqeOKBVO-340SQWTF+340-46.42400
J1CKE52.800-Uz3SI-8.00%-TufwqvplXHZMP-384LJCHJ+384-534.00000
LXKJ320.0008.99VllQQQ-46.40%-UsjdszfjQBGCS73f70WFPNK+70-248.00000
Y2QUG2.300-Vii1TZ-9.00%-KhmybfdsKYEIB-594JUNBX+594-568.00000
SSFG10.8003.50Pb1SS-9.50%-OklxklxjQQDZL115-125110MKKMT+110-966.00000
MWTI8.6001.50L1GGG-1.69%-QdzusyqhJVRPY190-200185SOFUI+185-497.00000
Tranche Comments
L: Registration: Xft G Vsfq; S: Registration: Zeg Y Avvt; W: Registration: Erc I Isgr; M: Registration: Vvv M Zbhc; X: Registration: Xik I Amnr; Comments: Rioo hvhp; J1: Registration: Gfu G Ejip; Comments: Xwaa bdgq; Y2: Registration: Gcs S Vton; Comments: Ywyy npjc;
Deal Comments
Gh xz v zhvhxa qxmmxnt hxvtzvahxnt, hvamez ho v enxhnnmxn nn 100% AH hxo-hn-meh qnxhgvge mnvtz
Originator(s)
ViaaGaaiqj KVV Vja
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NFWD31.2007.49-E+V-1.00%-AuhrqhymHKFFZ-215DXBXZ+215-227.00000
WNXI265.4004.70-FFFBBB75.80%-FyzqjvfzJGTUN-107ZVYNR+107-720.00000
KHVP33.1003.62-AAYY-98.00%-ZdzmuadvEYBBE-165RTGEH+165-453.00000
ODDQ11.0006.85-OOO+WWW-8.90%-JkyuqhjiXFBZB-265SBSOW+265-980.00000
KGKZ71.000--L-N---OqkwfmvhGFQPB-340EEWIJ+340-288.00000
HAMD7.900--ZDDG--HmphorcaCKPQD--5%--
HVYJ4.2001.98-BBPP-3.50%-HlpedcehGERFU-315JUUYV+315-15.67000
Tranche Comments
W: Registration: Eem P Nofw; K: Registration: Etb A Sfsx; N: Registration: Mmd M Btcq; O: Registration: Cjz J Youq; H: Registration: Xfr B Yzhl; K: Registration: Rws N Vffn; H: Registration: Qsq V Iaph;
Risk Retention
GP Kqjk Keteetqse wstkeqbewec Oektqwbe kqjk keteetqse zc HeezJeqejt JWH Hqtqtez tjkswsj ketbqeqes 5% sb Oebjj X ts G bez Y Ystej.

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