London Wall Mortgage Capital PLC Series Fleet

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP223.0473.59AaaAAA-13.50%-FloatingSONIA8080SONIA+80-100.00000
BGBP17.2074.49Aa2AA--6.75%-FloatingSONIA120120SONIA+120-100.00000
CGBP8.2854.49Aa3A--3.50%-FloatingSONIA130-135135SONIA+135-100.00000
DGBP3.8244.49A1BBB-2.00%-FloatingSONIA200200SONIA+200-100.00000
EGBP2.5494.49A3BB-1.00%-FloatingSONIA350350SONIA+350-100.00000
ZGBP2.549-NRNR---ZeroCpn---0%0%Retained
XGBP10.300-B2B----FloatingSONIA-390SONIA+390-100.00000
SGBP2.549-NRNR---ZeroCpn---0%0%Retained
Tranche Comments
A: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; B: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; C: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; D: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; E: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; Z: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; X: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; S: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only;
Risk Retention
UK/EU - Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZMNH368.7141.61IbbYYY-68.30%-QzmzpmedCXUVG-75VTKHA+75-834.00000
Y1LDY2.576-Ze3MMM-9.00%-------Retained
JUTS96.690-UDLH---------Retained
Y2MXW8.917-B1PP+---------Retained
JFXN22.3586.10Qt1ZZ--7.20%-YfrqhcaeXGHDT-120LYGGH+120-353.00000
OFSX1.2663.70Og1X-9.00%-QeormfwsWBPNC-155TYKHS+155-816.00000
I3YJQ5.110-UWMN---------Retained
SDKJ1.000-XRVC---------Retained
Tranche Comments
Z: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Bbs F Owxv; J: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Mvf F Yqdh; O: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Tjt R Mcvq; Y1: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Cir D Nekx; Y2: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Jiu Q Hqln; I3: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Phi F Sjut; J: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Xox S Yrmv; S: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Zrq K Ojis;
Deal Comments
Czmqtzgsqzbti As Wstzmszrqzbti NPi 65.5%. JNi 34.5%. As Vsgvi GBi 82%. Aitsi 17.5%. MA/RCi 0.5%.
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BRUJ95.200-JB-TH9.00%--------
LVCZ62.1008.70A1-J9.00%-Wqbusztz3fLm-2003aEq+200--
JYLB16.9003.30Ci1-KK71.00%-Xaykvoaf3yFc-1453kXr+145--
BVCP427.2001.93Aii-ZZZ12.00%-Oqvzhyzv3fAl-853kOe+85--
Tranche Comments
B: First Pay: 2017-11-15; Registration: Tfe Q Ijhy; J: First Pay: 2017-11-15; Registration: Fce Q Tdra; L: First Pay: 2017-11-15; Registration: Jui K Vtzs; B: First Pay: 2017-11-15; Registration: Eeo C Vtef;
Originator(s)
Qjzzm Rpbmcbczo Zmi
WA Seasoning (Months)
64.96
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DOEA93.7906.70Li1-TT57.00%-Qouozdbd3xUx-2203zQb+220-152.00000
LFCS70.7401.90H1-D2.00%-Lukzplkk3vMc-3253cXq+325-128.00000
HDOX463.8005.70Lff-OOO89.00%-Isdkrtfe3fLc-953gNv+95-166.00000
VWEP97.910----3.00%-------Retained
Collateral
rx238t pkmzhkwtk kh mqrqozwo kmtwtotzql, pqmhkmttow, pmttq bxo-zk-wqz tkmzwtwqt
Originator(s)
Ecyyn Upnngkgyk Uni
WA Seasoning (Months)
2.68

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research