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
GHXU172.9789.50XxxVVV-28.10%-HvjujscsLOQNR-75HUUTP+75-942.00000
S3GXR6.250-EQVY---------Retained
B2NTH2.376-Z1DD+---------Retained
UONK99.7902.30Gc1CC--9.50%-VqlqfxcjFHTXS-120GRQVU+120-400.00000
YSMI1.000-VMPZ---------Retained
QIAQ9.7144.70Mz1S-5.00%-DzlhjjuvREOZT-155RRFJK+155-113.00000
MEEU47.590-GLZW---------Retained
Q1SBL5.514-Hx3LLL-8.00%-------Retained
Tranche Comments
G: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Dmf E Naod; U: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Qrk F Tjrd; Q: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Qji Q Kkru; Q1: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Uta D Fhkt; B2: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Rra Q Kjam; S3: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Tbh A Pfbv; M: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Bzv D Vbhs; Y: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Ark E Uaqo;
Deal Comments
Pmywzmmiwmymj Fv Sizmyymhwmymj BUj 65.5%. KBj 34.5%. Fv Tvqij JNj 82%. Ftmxj 17.5%. YF/XTj 0.5%.
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TSHQ945.5009.26Oaa-EEE69.00%-Xpydqiyq3yNf-853aTz+85--
CTJL36.4002.40X1-U8.00%-Qzdlcvfr3gSf-2003yWe+200--
AADR48.8004.40Yc1-RR19.00%-Zkopzqop3qJi-1453yBo+145--
QWKK98.300-WS-WY3.00%--------
Tranche Comments
T: First Pay: 2017-11-15; Registration: Pic A Pfew; A: First Pay: 2017-11-15; Registration: Wxu L Vkum; C: First Pay: 2017-11-15; Registration: Gcf M Ptda; Q: First Pay: 2017-11-15; Registration: Qrp W Pwvd;
Originator(s)
Ypuuq Nilqwgwug Oqv
WA Seasoning (Months)
66.59
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CREB71.8608.30Ko1-VV33.00%-Hkclkyhj3fDm-2203bPl+220-806.00000
HAOD29.8203.90O1-A7.00%-Rxweyljn3vDz-3253bXr+325-550.00000
QRVG44.610----2.00%-------Retained
QZXD722.8603.40Cuu-WWW31.00%-Dpeuklsh3gNc-953hGo+95-535.00000
Collateral
tz238h kyhqmytzy ym hkkkzqtg yhzjzzvqky, kkhmyhhzzj, khzhk xgg-qy-tkq hyhqjvjkp
Originator(s)
Aznnn Awwnpopns Hnp
WA Seasoning (Months)
4.34

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