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
A	GBP	246.967	3.13	Aaa	AAA	-	13.50%	-	Floating	SONIA	83	83	SONIA+83	-	100.00000
B	GBP	18.558	3.63	Aa2	AA-	-	7.00%	-	Floating	SONIA	115-125	115	SONIA+115	-	100.00000
C	GBP	9.993	3.63	A2	A-	-	3.50%	-	Floating	SONIA	155-165	155	SONIA+155	-	100.00000
D	GBP	4.283	3.63	Baa2	BBB	-	2.00%	-	Floating	SONIA	210-220	210	SONIA+210	-	100.00000
E	GBP	5.710	3.63	Ba2	BB-	-	-	-	Floating	SONIA	-	592	SONIA+592	-	100.00000
X	GBP	3.569	-	B2	B+	-	-	-	Floating	SONIA	-	373	SONIA+373	-	100.00000

More Details

Tranche Comments

A: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Reg S Only; B: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Reg S Only; C: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Reg S Only; D: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Reg S Only; E: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Reg S Only; X: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Reg S Only;

Deal Comments

Pricing Speed: 5% for 12 months, followed by 10% for 36 months, followed by 35% for 12 months, followed by 60% for 6 months, followed by 25% for 24 months followed by 17.5% thereafter and notes called on the Optional Redemption Date

Risk Retention

5% Vertical