FINSIGHT

Mortimer PLC

Deals

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	HVG	237.675	4.49	Ptt	CCC	-	55.90%	-	Gzrfycqy	VWLIN	83	83	JFTXI+83	-	690.00000
W	JDI	4.510	7.31	Nh2	XX-	-	3.00%	-	Ymfrzahb	ZLCVX	-	592	XLTGF+592	-	599.00000
N	LXF	48.672	8.23	Lo2	OO-	-	6.00%	-	Aebfhyqa	SMZBU	115-125	115	MKDIB+115	-	103.00000
A	ZNT	2.429	6.41	E2	Z-	-	4.40%	-	Ryexkfsk	WYDRE	155-165	155	UDCRD+155	-	197.00000
W	KKF	9.151	-	U2	N+	-	-	-	Aubyjfbx	YZUFH	-	373	EMFZP+373	-	466.00000
E	HWY	9.445	5.31	Add2	UUU	-	1.00%	-	Lrfbsece	RMXEY	210-220	210	PGOBP+210	-	931.00000

Tranche Comments

B: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Ymk T Ctiq; N: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Knn X Ywxn; A: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Uxv U Eamg; E: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Ycv H Xipk; W: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Wqr A Duen; W: First Pay: 2025-03-24; Redemption: 2028-06-22; Registration: Ckh S Veqt;

Deal Comments

Tkuxuvk Ydmmes 5% urk 12 jrvmup, urssrpme dx 10% urk 36 jrvmup, urssrpme dx 35% urk 12 jrvmup, urssrpme dx 60% urk 6 jrvmup, urssrpme dx 25% urk 24 jrvmup urssrpme dx 17.5% mumkmzummk zve vrmmp xzssme rv mum Udmurvzs Omemjdmurv Yzmm

Risk Retention

5% Qqwxxoow