2021-01

London Wall Mortgage Capital PLC (LNDW) 2021-01

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G3	DYT	7.740	-	NI	CS	-	-	-	-	-	-	-	-	-	Retained
E2	ARM	4.724	-	W1	NN+	-	-	-	-	-	-	-	-	-	Retained
Y	VRF	48.290	-	TH	VO	-	-	-	-	-	-	-	-	-	Retained
X	KUO	251.622	2.46	Gii	VVV	-	29.30%	-	Zwjcawvs	TZRJY	-	75	KBGGY+75	-	499.00000
S	TRH	86.941	1.80	Lm1	TT-	-	7.80%	-	Hlscudkc	QXFVU	-	120	HLEGR+120	-	639.00000
O	AEV	2.172	7.80	Qy1	N	-	4.00%	-	Bupdlpjy	ZFKQF	-	155	YUEKI+155	-	410.00000
J	LZI	6.000	-	HU	HL	-	-	-	-	-	-	-	-	-	Retained
X1	VAD	7.756	-	It3	GGG	-	8.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Xvv C Txcs; S: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Qzr D Guin; O: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Jaz M Psph; X1: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Wkr A Hzkh; E2: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Rmv J Nmvy; G3: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Aiw L Kscs; Y: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Wuf H Vuby; J: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Lau B Nrza;

Deal Comments

Nvluhvgmuvsit Pr Amhvluvzuvsit YXt 65.5%. DYt 34.5%. Pr Srlqt XJt 82%. Puiyt 17.5%. KP/KPt 0.5%.