2021-02

London Wall Mortgage Capital PLC (LNDW) 2021-02

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	WTG	6.708	4.97	Xp3	B-	-	5.60%	-	Aelqhymk	MKJSV	130-135	135	XVVWC+135	-	990.00000
J	LNY	1.758	-	ME	HT	-	-	-	VdgdCei	-	-	-	0%	0%	Retained
B	ERS	66.500	-	Y2	W-	-	-	-	Pscflydv	BUVDT	-	390	WJVUP+390	-	919.00000
N	DUH	2.482	-	ZR	GM	-	-	-	ZuqzEay	-	-	-	0%	0%	Retained
Z	EWP	8.959	9.98	M3	FF	-	6.00%	-	Zumpwbox	LPROK	350	350	VMEPG+350	-	155.00000
W	TYR	309.520	6.68	Kqq	MMM	-	66.60%	-	Yqzhyrjd	FEEEO	80	80	HLUGT+80	-	373.00000
Q	DHX	48.626	3.71	Es2	CC-	-	1.61%	-	Tblxhcax	XFEFW	120	120	UPZOB+120	-	816.00000
E	OED	4.228	3.83	K1	BBB	-	7.00%	-	Qujjvvqp	BLVUC	200	200	EOEMR+200	-	244.00000

Tranche Comments

W: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Dxw A Ybhk; Q: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Mob H Ctey; H: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Vtm N Vaqe; E: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Ihr F Udvp; Z: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Mhq L Gxpv; J: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Atp E Vpvi; B: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Gdd G Pdpd; N: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Ecr J Qhve;

Risk Retention

MN/GM - Vxy