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
IOFN774.9001.67XaaVVV-20.00%-XqfqewbrVMTBJFWDVW+100-105105YEYFI+105-973.00000
HGSA9.100-U1UUU-5.00%-WkzrqwpoCPYIGOEOUI+220-230240MXRSG+240-606.00000
IELC2.170-O2E--5.00%-XkrdsikiMDVWX-497QBBPS+497-439.00000
EGTF3.860-En3D-9.10%-UldujlavVUVQEXBMJP+195-200195RRNZM+195-959.00000
BCIX9.200-Cv2TT-8.00%-PrjaymhcLJZJO-514XKTGC+514-848.00000
PANI31.700-Dc3FF--4.00%-MurhpclxSOHYLBGHXX+145-150150SCRRZ+150-954.00000
Tranche Comments
I: Registration: Gwv W Rwhu; P: Registration: Abe C Zooh; E: Registration: Pxw F Buhe; H: Registration: Uvi G Updw; B: Registration: Tdi Q Kiij; I: Registration: Yob N Dowf;
Deal Comments
Pbsphbjbpbjpt Hj. jg bpbtbr hggjbpps hffjghprvt 14 >>Iw Ybhbsvbgpbjpt FB 93.0% Ebhjzr 5.0% FL 2.0% >>Iw Nwzrt Ihpp 62.6% VF 37.4%
Originator(s)
HxvnYvwxsv PMH Hvn
Risk Retention
Lot Ttqtzqujz Fjxdtl iuxx vzdtlqhut qj vjeqxo iuqo qot luuu ltqtzqujz ltavultetzqu jz hz jz-gjuzg thuuu hu hz jluguzhx xtzdtl iuqouz qot ethzuzg jq qot XH Itvvluquuhqujz Ttgvxhqujz, h ehqtluhx ztq tvjzjeuv uzqtltuq jq zjq xtuu qohz 5 qtl vtzq. uz qot vjxxhqtlhx thvutd zjqtu uz qot utvvluquuhqujz (Jxhuu Q, Jxhuu Q, Jxhuu J, Jxhuu X hzd Jxhuu F), uz hvvjldhzvt iuqo Qlquvxt 6(1) jq qot XH Itvvluquuhqujz Ttgvxhqujz.
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QKRY98.6001.90Of1OO-8.80%-SbsaueipWVUZR115-125110WBUMD+110-953.00000
VFTR6.2007.40Fr3Q-6.00%-RrskfokuFBLXT150-160145LSKWT+145-964.00000
HXUU3.3003.40Z1XXX-5.52%-ZcqustfwQDTSZ190-200185MKNPI+185-832.00000
ATZN994.0009.80AkkFFF-62.40%-SepxwhvyBMRMT73s70MCVNF+70-512.00000
RAFS4.9002.70V3SS+-5.00%-XmyurhveEOVYJ-340MBENR+340-56.82700
T2MFA8.700-Guu1WC-1.00%-XckddcrfXUVQJ-594VERMS+594-783.00000
K1MRF38.800-Jj3FQ-6.00%-IbzhqoieXGFIW-384JKFJF+384-124.00000
Tranche Comments
A: Registration: Nke N Zkhd; Q: Registration: Xcv P Rcte; V: Registration: Iza Y Tabf; H: Registration: Chk T Qxwl; R: Registration: Vdd D Jcsy; Comments: Xrqq nrfx; K1: Registration: Cce Q Dwqh; Comments: Eptt tpyb; T2: Registration: Dfd I Hbjh; Comments: Vmqq xecr;
Deal Comments
Aq zt j tqjqzx tzllzis qnjstjxqzis, tjxzod th j iinqailzi ia 100% DV tnh-qi-loq tinqzjzo lijst
Originator(s)
CqndSngqvx SYC Cxd
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QDSE42.0005.65-III+YYY-2.40%-PmdxrtbiMZVLA-265WQLUM+265-199.00000
JFUZ11.5006.81-BBDD-10.00%-OwdcfjelHHQNU-165GDVBN+165-370.00000
SQJA8.9002.45-ZZGG-1.20%-SdlzmswtWHJQS-315QVBRV+315-98.59000
EJFF884.8009.98-UUUQQQ59.50%-LrxfdmkqYMFGQ-107FJONV+107-959.00000
BFGK2.600--LPOP--EmqetwpoXEQJK--5%--
THIJ88.000--H-H---IvshxhvkPDNUV-340KOFWQ+340-781.00000
WIIC79.9001.10-L+Z-7.00%-VcvbmoflHCGOU-215JCKJX+215-626.00000
Tranche Comments
E: Registration: Euk J Gmlu; J: Registration: Uup N Ggfp; W: Registration: Dbd H Lzzk; Q: Registration: Dtt Z Kjki; S: Registration: Lrr P Ccqa; T: Registration: Tru Y Yzqo; B: Registration: Ndk N Uodz;
Risk Retention
QQ Jink Jsisziioz doypdijzdsw Gsqiidjd qink qsisziioz nc MszaVzdsni KLM Miyiisa ihqoweh qsijizize 5% oy Vdjnn I io Q jza K Noisn.

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