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
P	JKX	13.635	8.37	Xo2	WW-	-	9.33%	-	Lpsrqbpj	ZMQYW	120	120	LDQKC+120	-	368.00000
Q	DEV	428.650	7.28	Unn	SSS	-	52.10%	-	Almmleki	LKWHK	80	80	BVCWD+80	-	499.00000
S	UJY	38.300	-	R2	A-	-	-	-	Cfuychvz	FPRGG	-	390	CSQIM+390	-	143.00000
C	NMJ	6.987	-	FO	YX	-	-	-	VuwlEah	-	-	-	0%	0%	Retained
W	SNE	3.580	2.83	Eq3	H-	-	6.30%	-	Ylpdvvmc	RMWXY	130-135	135	EEZIY+135	-	313.00000
M	GFR	1.495	2.90	M3	EE	-	6.00%	-	Ybxroacn	VDQYE	350	350	ROKPP+350	-	521.00000
I	SWC	4.841	1.49	R1	QQQ	-	1.00%	-	Pwyodqnq	QQGFE	200	200	CCTVY+200	-	628.00000
U	DTE	2.792	-	OM	MY	-	-	-	GbrlSao	-	-	-	0%	0%	Retained

Tranche Comments

Q: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Nhc D Htgx; P: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Ksc D Zkhf; W: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Gpb K Rxfl; I: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Ubb T Ufty; M: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Rtt F Yznx; C: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Azk P Dspu; S: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Xtw B Akqo; U: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Fcu I Nskz;

Risk Retention

BV/AB - Vgd