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
C	RHI	3.579	1.24	V1	PPP	-	9.00%	-	Vpurjiqi	ZBKEW	200	200	FGHFG+200	-	310.00000
N	LVN	7.363	3.95	Z3	RR	-	2.00%	-	Lbcqvkiv	WWECC	350	350	URDVC+350	-	242.00000
D	UDC	26.690	4.57	Lo2	CC-	-	7.11%	-	Cmyoffjt	JGGPK	120	120	DCLHK+120	-	172.00000
J	UJL	7.177	8.93	Uc3	S-	-	3.10%	-	Buqqdpyq	CLETA	130-135	135	JCSKD+135	-	892.00000
N	UCE	5.118	-	PP	HS	-	-	-	JmcfEeu	-	-	-	0%	0%	Retained
F	NIB	428.580	2.32	Hqq	RRR	-	23.20%	-	Mfsczjtn	XGLBV	80	80	QCMHA+80	-	410.00000
C	ZSO	43.400	-	J2	J-	-	-	-	Nfrkwwbo	UVZLY	-	390	HJREF+390	-	116.00000
J	MHX	6.499	-	YZ	DU	-	-	-	JqwhFqs	-	-	-	0%	0%	Retained

Tranche Comments

F: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Fri K Zczr; D: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Iix X Cwej; J: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Ack B Iksh; C: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Qdp T Xgqp; N: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Lqt T Qzxp; N: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Mip V Tvtb; C: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Ejj P Iitx; J: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Deq F Hucl;

Risk Retention

PK/PP - Gcw