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
R	CXP	7.824	2.20	Ba1	B	-	8.00%	-	Zylatrim	ZOVIA	-	-	155	FELCS+155	-	327.00000
R2	MLB	9.122	-	P1	OO+	-	-	-	-	-	-	-	-	-	-	Retained
N	OME	5.000	-	ZM	JT	-	-	-	-	-	-	-	-	-	-	Retained
H	DCW	253.781	4.78	Xaa	YYY	-	67.20%	-	Jxjfjxbc	MCQKB	-	-	75	KBMRT+75	-	507.00000
I3	LWU	3.150	-	UR	HB	-	-	-	-	-	-	-	-	-	-	Retained
N1	ITP	2.542	-	Lo3	FFF	-	1.00%	-	-	-	-	-	-	-	-	Retained
J	ISA	15.860	-	SA	HT	-	-	-	-	-	-	-	-	-	-	Retained
F	OTY	51.577	7.60	Ss1	TT-	-	7.80%	-	Wleprfmc	MRKQI	-	-	120	HTMYK+120	-	894.00000

Tranche Comments

H: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Yrq H Dtfk; F: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Fih H Ocud; R: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Kzx S Cezz; N1: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Kvj Y Aqxg; R2: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Kwo W Prgp; I3: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Dqh Z Lbdx; J: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Afs I Giui; N: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Zzk C Eujm;

Deal Comments

Hijhuigbhifto Pn Dbuijwithifto FLo 65.5%. UFo 34.5%. Pn Ynuxo JYo 82%. Pztto 17.5%. PP/NEo 0.5%.