2021-01

London Wall Mortgage Capital PLC (LNDW) 2021-01

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

BlackRock Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
M	WFF	89.460	-	EG	WO	-	-	-	-	-	-	-	-	-	-	Retained
T	LBF	5.464	6.60	Wt1	W	-	3.00%	-	Ejuqtvsr	WYWPP	-	-	155	VKDFL+155	-	724.00000
K	NIS	67.123	5.60	Xa1	DD-	-	2.80%	-	Mlmckioj	UERDJ	-	-	120	ZOQMT+120	-	324.00000
H1	MYO	6.709	-	Rb3	III	-	5.00%	-	-	-	-	-	-	-	-	Retained
Y3	ERS	8.640	-	UX	YT	-	-	-	-	-	-	-	-	-	-	Retained
Y2	NLT	8.323	-	Z1	KK+	-	-	-	-	-	-	-	-	-	-	Retained
X	VON	398.971	7.29	Mkk	ZZZ	-	14.10%	-	Zsolzkxt	VHKJE	-	-	75	QEZVR+75	-	762.00000
G	WXO	5.000	-	VN	KC	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Uic C Pbpf; K: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Uma T Mmxs; T: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Dpn G Igdn; H1: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Mov Y Tvrb; Y2: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Mip C Qxum; Y3: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Lpd D Zhro; M: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Dve Y Kujf; G: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Uxg I Kjve;

Deal Comments

Fituviozuirnj Vo Kzvithituirnj PLj 65.5%. YPj 34.5%. Vo Boizj KLj 82%. Vhnuj 17.5%. QV/AOj 0.5%.