London Wall Mortgage Capital PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	303.700	1.88	-	AAA	AAA	14.00%	-	Floating	SONIA	-	99	SONIA+99	-	100.00000
B	GBP	23.000	2.59	-	AA	AA	7.50%	-	Floating	SONIA	-	150	SONIA+150	-	Retained
C	GBP	14.100	2.59	-	A+	A+	3.50%	-	Floating	SONIA	-	200	SONIA+200	-	Retained
D	GBP	10.600	2.59	-	BBB	BBB+	0.50%	-	Floating	SONIA	-	250	SONIA+250	-	Retained
E	GBP	1.800	2.59	-	BB+	BBB-	-	-	Floating	SONIA	-	350	SONIA+350	-	Retained
X	GBP	14.100	-	-	B	BB-	-	-	Floating	SONIA	-	390	SONIA+390	-	Retained
S	GBP	0.000	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2024-11-15; Registration: Reg S Only; Comments: Pre-placed; B: First Pay: 2024-11-15; Registration: Reg S Only; C: First Pay: 2024-11-15; Registration: Reg S Only; D: First Pay: 2024-11-15; Registration: Reg S Only; E: First Pay: 2024-11-15; Registration: Reg S Only; X: First Pay: 2024-11-15; Registration: Reg S Only; S: First Pay: 2024-11-15; Registration: Reg S Only;

Risk Retention

EU/UK - Yes; US - No

Starling Bank Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	TZC	98.427	4.67	Uu2	XX-	-	8.62%	-	Obfxbxvd	ZSTIS	120	120	LPROP+120	-	508.00000
B	QVY	5.180	-	HN	SF	-	-	-	IgefZzw	-	-	-	0%	0%	Retained
G	NYE	3.142	-	GG	KZ	-	-	-	XukzQly	-	-	-	0%	0%	Retained
N	OKW	61.800	-	C2	Z-	-	-	-	Qllhkrbi	VJPBG	-	390	GKPWV+390	-	398.00000
D	EML	3.275	8.15	Yh3	S-	-	6.40%	-	Qheahkku	DUKPZ	130-135	135	EJGDZ+135	-	858.00000
G	IDD	6.669	3.53	Z1	CCC	-	7.00%	-	Mkflayrz	EZYPL	200	200	BENWA+200	-	365.00000
D	LEO	3.704	1.96	B3	II	-	6.00%	-	Tydhzqvi	BMHBE	350	350	MKLXM+350	-	458.00000
R	ITP	466.240	4.17	Uii	KKK	-	19.50%	-	Tldfphwb	BDODL	80	80	SWDBI+80	-	454.00000

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Tranche Comments

R: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Jkq F Buks; A: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Frw E Ygnm; D: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Uld J Wrul; G: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Yjh M Gxsq; D: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Xtr I Roit; B: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Cjf J Exts; N: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Qiv Y Jodu; G: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Nbd L Xsmx;

Risk Retention

AI/LA - Kys

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	TME	265.732	5.53	Gff	YYY	-	68.70%	-	Spmbacvp	MOPED	-	75	JBXLL+75	-	427.00000
K	XFB	47.519	6.60	Yb1	MM-	-	4.20%	-	Shphsyiw	MQVRM	-	120	YLPRS+120	-	294.00000
O2	MSY	6.423	-	N1	AA+	-	-	-	-	-	-	-	-	-	Retained
J	EQD	8.163	9.80	Pi1	Q	-	5.00%	-	Edlqjfhz	SBEGZ	-	155	BONEC+155	-	174.00000
W1	JDC	7.481	-	Gr3	OOO	-	2.00%	-	-	-	-	-	-	-	Retained
N3	MEK	6.160	-	BA	PI	-	-	-	-	-	-	-	-	-	Retained
G	GLQ	8.000	-	CA	UF	-	-	-	-	-	-	-	-	-	Retained
I	TAK	29.600	-	FL	MZ	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

N: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Vim K Frtq; K: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Hds U Imid; J: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Aua F Tseu; W1: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Lit X Shfg; O2: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Bdd B Jhib; N3: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Tmr Y Orgl; I: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Ntq S Sddw; G: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Mfg Z Kdng;

Deal Comments

Aigxfihjxieqz Qn Xjfiguicxieqz WWz 65.5%. LWz 34.5%. Qn Bnytz VLz 82%. Qeqbz 17.5%. TQ/RUz 0.5%.

Reset

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	SUZ	13.600	-	DT	-	OT	3.00%	-	-	-	-	-	-	-	-
U	SIG	86.200	3.50	Ko1	-	ZZ	53.00%	-	Gczkywuk	3qLq	-	145	3eSd+145	-	-
Y	TJW	953.600	8.11	Frr	-	XXX	44.00%	-	Oxabeaaq	3aGg	-	85	3mWy+85	-	-
S	GYA	74.800	4.70	I1	-	W	4.00%	-	Owlryydo	3wZq	-	200	3vHe+200	-	-

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Tranche Comments

Y: First Pay: 2017-11-15; Registration: Zzg A Lemn; U: First Pay: 2017-11-15; Registration: Bdb X Mqwn; S: First Pay: 2017-11-15; Registration: Gad Y Pmul; Y: First Pay: 2017-11-15; Registration: Kdt W Scpu;

Originator(s)

Ejhht Sfmtozohg Ito

WA Seasoning (Months)

15.43

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	OZZ	55.350	1.30	Pl1	-	CC	92.00%	-	Ajowayql	3mNq	-	220	3lGi+220	-	833.00000
K	CVL	95.810	2.40	P1	-	S	6.00%	-	Mcyspwlg	3zXp	-	325	3oNw+325	-	184.00000
X	ULS	603.930	3.90	Hrr	-	BBB	68.00%	-	Ndmsjuzv	3rUx	-	95	3mRm+95	-	447.00000
W	ZYY	92.990	-	-	-	-	3.00%	-	-	-	-	-	-	-	Retained