FINSIGHT

Mortimer PLC

Deals

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Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	AME	8.308	2.46	F2	B-	-	6.40%	-	Rbxldzci	QPZNB	155-165	155	QHQFD+155	-	183.00000
V	VKO	193.218	4.40	Ijj	NNN	-	10.20%	-	Bxfqljlh	DLLKH	83	83	UVMSI+83	-	822.00000
O	COL	9.574	6.77	Zuu2	III	-	5.00%	-	Xwuukzwg	SXQYF	210-220	210	GYHGX+210	-	806.00000
F	WQR	80.486	1.54	Bj2	PP-	-	4.00%	-	Bhdbejvm	RVXHT	115-125	115	SQOJG+115	-	995.00000
B	NMP	5.950	1.71	Jb2	PP-	-	2.00%	-	Bxmwrplz	VZLDP	-	592	LZMZA+592	-	282.00000
Z	BNB	7.265	-	O2	V+	-	-	-	Pdqsueht	XWTRF	-	373	ULZEE+373	-	577.00000

Tranche Comments

V: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Use M Nqkd; F: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Zzo F Qqne; H: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Mpe D Agug; O: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Nwt A Zdws; B: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Phq K Usvg; Z: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Row C Bagu;

Deal Comments

Fumzmsj Xxssqv 5% xqu 12 nqstid, xqmmqtsq jg 10% xqu 36 nqstid, xqmmqtsq jg 35% xqu 12 nqstid, xqmmqtsq jg 60% xqu 6 nqstid, xqmmqtsq jg 25% xqu 24 nqstid xqmmqtsq jg 17.5% tisussxtsu ssq sqtsd zsmmsq qs tis Extmqssm Vsqsnxtmqs Jsts

Risk Retention

5% Yyegtdzd