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
C	MMD	2.615	-	GO	ZX	-	-	-	AuyrEus	-	-	-	-	0%	0%	Retained
W	UGP	42.622	1.82	Jc2	DD-	-	5.78%	-	Ijfufdyb	ZGGSY	-	120	120	JSNJX+120	-	615.00000
Q	CFB	9.109	4.84	O1	NNN	-	1.00%	-	Swurwbaz	CMDWQ	-	200	200	FOLXS+200	-	135.00000
T	YAM	4.284	6.71	D3	CC	-	4.00%	-	Dwherwse	PWWKE	-	350	350	CRZML+350	-	437.00000
U	RTG	3.400	-	NY	UN	-	-	-	SzisJhl	-	-	-	-	0%	0%	Retained
C	FMV	81.800	-	G2	H-	-	-	-	Mukvurbj	BCWXW	-	-	390	QHWTD+390	-	998.00000
U	QUD	8.853	1.36	Rf3	L-	-	2.50%	-	Pxqflqzw	QXSML	-	130-135	135	FJDIB+135	-	330.00000
E	XHF	214.810	5.64	Mcc	FFF	-	44.30%	-	Bppxtzmn	TFMCF	-	80	80	WFBLI+80	-	210.00000

Tranche Comments

E: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Tdf R Gdbb; W: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Ghe R Jtdv; U: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Ydc K Eepz; Q: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Ugq D Sagi; T: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Mhb H Ccuy; U: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Jif U Qhtf; C: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Cmt I Strm; C: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Ett F Xmil;

Risk Retention

FA/LF - Fib