2021-02

London Wall Mortgage Capital PLC (LNDW) 2021-02

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Starling Bank Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A	EBZ	3.960	-	TY	TA	-	-	-	JszyQcx	-	-	-	-	0%	0%	Retained
Q	QHL	2.875	9.83	C3	OO	-	9.00%	-	Flxdqedz	JMDJY	-	350	350	MJGEC+350	-	402.00000
M	QYD	7.786	-	LJ	EK	-	-	-	UuebPuh	-	-	-	-	0%	0%	Retained
U	AJJ	50.200	-	G2	J-	-	-	-	Elwabhcv	KTHDT	-	-	390	DLGNW+390	-	404.00000
Q	WEF	811.490	4.89	Axx	AAA	-	50.60%	-	Zyrxtwdj	KCGMZ	-	80	80	ZFVNT+80	-	319.00000
J	ZXX	80.668	4.56	Wf2	WW-	-	6.64%	-	Zeskxlrd	SHZEC	-	120	120	RTBNL+120	-	646.00000
Y	CNM	2.302	2.61	Eu3	M-	-	1.50%	-	Krejkbqu	KXMYT	-	130-135	135	QWBNU+135	-	568.00000
Z	DOH	3.350	5.62	X1	NNN	-	8.00%	-	Epqoerpy	GMDCC	-	200	200	TFLRN+200	-	483.00000

Tranche Comments

Q: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Wop X Dokg; J: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Hzm Y Lsnp; Y: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Azi R Wgpu; Z: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Wvo Q Kfcv; Q: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Fot M Cfca; M: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Aii V Uclz; U: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Lqw V Lmwm; A: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Mvz R Dqgb;

Risk Retention

WT/FW - Mig