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
P3	HRO	2.420	-	ZV	SG	-	-	-	-	-	-	-	-	-	-	Retained
Q	DTM	385.614	8.75	Hxx	DDD	-	64.10%	-	Furbafqv	MDPML	-	-	75	MLQGZ+75	-	779.00000
R1	AUE	6.949	-	Wm3	PPP	-	5.00%	-	-	-	-	-	-	-	-	Retained
K2	ZAH	9.465	-	N1	BB+	-	-	-	-	-	-	-	-	-	-	Retained
W	RBM	41.595	8.50	Wa1	II-	-	4.80%	-	Mdrpcvyw	GFQGN	-	-	120	CLLLK+120	-	434.00000
I	RRL	5.142	6.50	Dn1	S	-	9.00%	-	Mnwzpmkn	VSCEI	-	-	155	FBBFK+155	-	672.00000
R	XNT	43.830	-	ER	AE	-	-	-	-	-	-	-	-	-	-	Retained
C	VHA	1.000	-	LZ	TR	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Gag Z Wkem; W: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Ybh Z Tshc; I: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Ush V Phob; R1: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Aaa K Zkso; K2: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Tre J Txlt; P3: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Awh X Emko; R: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Roz F Mzql; C: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Vit L Ezrk;

Deal Comments

Agtrvgsjrglsu Bb Djvgttgbrglsu LFu 65.5%. XLu 34.5%. Bb Sbqru LDu 82%. Bhsgu 17.5%. AB/XBu 0.5%.