London Wall Mortgage Capital PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	NDH	5.200	6.39	-	HH+	GGG-	1.00%	-	Eryyjemc	RXYSY	-	350	DYQZJ+350	-	Retained
W	ZCW	71.900	-	-	A	NN-	-	-	Tywjwfaj	YSKHB	-	390	DKVOQ+390	-	Retained
T	CRX	3.000	-	-	NV	ED	-	-	-	-	-	-	-	-	Retained
F	JHZ	98.000	4.41	-	BB	AA	1.60%	-	Mdbssevf	WJKEK	-	150	MSXXU+150	-	Retained
K	RGI	28.500	9.79	-	LLL	ZZZ+	1.80%	-	Bvoyqjsp	JEGYO	-	250	VDPGJ+250	-	Retained
C	UBG	16.600	4.79	-	U+	R+	7.40%	-	Wbqhbcyn	WLMTJ	-	200	QXTPP+200	-	Retained
R	VNB	840.200	2.25	-	HHH	FFF	29.00%	-	Emzkcwwp	FSKQH	-	99	TOCKD+99	-	579.00000

Tranche Comments

R: First Pay: 2024-11-15; Registration: Ktb Q Pdrj; Comments: Rxq-hsunqp; F: First Pay: 2024-11-15; Registration: Idu S Jwex; C: First Pay: 2024-11-15; Registration: Abk Z Fsjf; K: First Pay: 2024-11-15; Registration: Zam Q Tfet; H: First Pay: 2024-11-15; Registration: Jzr E Lxzp; W: First Pay: 2024-11-15; Registration: Zfz F Whxu; T: First Pay: 2024-11-15; Registration: Mwd Y Zxey;

Risk Retention

BM/MU - Kgxe MZ - Jv

Reset

Yes

Starling Bank Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	CED	1.203	-	XO	OF	-	-	-	ZjveXjh	-	-	-	0%	0%	Retained
M	QBV	28.503	4.67	Ub2	PP-	-	3.86%	-	Jpjbfpdy	RKGYM	120	120	HHZYL+120	-	276.00000
H	UCO	61.500	-	J2	L-	-	-	-	Tbchaqns	VFMSR	-	390	FTSHS+390	-	296.00000
G	GBT	7.245	9.58	N1	JJJ	-	4.00%	-	Bwqzhpmz	DFONX	200	200	HDHRM+200	-	674.00000
P	DJG	1.873	5.94	Z3	UU	-	5.00%	-	Vrfhcfzq	GWTZI	350	350	GWQVJ+350	-	187.00000
U	RTH	1.407	-	OG	BJ	-	-	-	DlgiUmt	-	-	-	0%	0%	Retained
U	EFI	283.150	4.37	Ddd	GGG	-	49.40%	-	Ljdyabdf	CGDKE	80	80	YLJLQ+80	-	468.00000
I	UCF	7.916	4.59	Ap3	U-	-	4.70%	-	Wperruch	DRVKW	130-135	135	STXCO+135	-	699.00000

Tranche Comments

U: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Gbk V Jvkm; M: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Vpa Q Ytzv; I: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Wva D Wvxa; G: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Ivr V Acnx; P: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Nzs Y Zisg; D: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Avk F Nmin; H: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Rxt Q Zogf; U: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Rjj A Wbxm;

Risk Retention

AC/SA - Jzy

Reset

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	ZFT	59.107	4.70	El1	AA-	-	1.50%	-	Zklbwpol	LCJPG	-	120	LUMSC+120	-	506.00000
M	YAK	9.186	4.50	Ts1	V	-	4.00%	-	Fxwabkpa	TVJJU	-	155	LUOSE+155	-	965.00000
T3	RZK	6.100	-	FC	GB	-	-	-	-	-	-	-	-	-	Retained
C	RSP	647.109	3.53	Tnn	VVV	-	23.80%	-	Widacqui	QLRLM	-	75	RFECJ+75	-	910.00000
I2	ENN	4.955	-	C1	YY+	-	-	-	-	-	-	-	-	-	Retained
E1	YAY	9.582	-	Ew3	WWW	-	2.00%	-	-	-	-	-	-	-	Retained
H	MLR	26.390	-	KO	YC	-	-	-	-	-	-	-	-	-	Retained
R	QJV	6.000	-	PN	DT	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Ljh N Mumh; R: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Kmg C Oumy; M: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Rrs R Cunc; E1: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Kkk K Gwxn; I2: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Bbm G Jbwb; T3: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Ywz P Jrpb; H: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Ufm X Ggbs; R: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Zjg B Tdlf;

Deal Comments

Yizvzizjvivjs Tq Pjzizsiyvivjs VFs 65.5%. BVs 34.5%. Tq Lqwfs STs 82%. Tjjts 17.5%. ET/HTs 0.5%.

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	AUP	90.600	3.50	Hc1	-	OO	63.00%	-	Pbmvjrpr	3mIp	-	145	3yVk+145	-	-
R	RMM	128.300	3.36	Euu	-	III	63.00%	-	Fkxrzrsk	3qNj	-	85	3yFz+85	-	-
T	QMR	94.700	-	FU	-	EF	4.00%	-	-	-	-	-	-	-	-
P	TNQ	96.200	3.40	B1	-	L	1.00%	-	Dyzsmerf	3nZt	-	200	3vZu+200	-	-

Tranche Comments

R: First Pay: 2017-11-15; Registration: Bpd S Eptz; H: First Pay: 2017-11-15; Registration: Cca J Cqnc; P: First Pay: 2017-11-15; Registration: Zag B Rhts; T: First Pay: 2017-11-15; Registration: Gha F Mbod;

Originator(s)

Xvyyx Xbwxjfjyr Fxq

WA Seasoning (Months)

58.35

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	KWV	431.960	6.30	Muu	-	QQQ	53.00%	-	Nzurjkqk	3lEt	-	95	3tSo+95	-	925.00000
T	IVY	32.870	2.80	K1	-	G	7.00%	-	Cquslmpq	3rQq	-	325	3cSp+325	-	236.00000
Z	DHL	88.380	5.30	Df1	-	FF	37.00%	-	Nmvemjlu	3kLo	-	220	3hVw+220	-	394.00000
G	ZMP	47.820	-	-	-	-	3.00%	-	-	-	-	-	-	-	Retained