London Wall Mortgage Capital PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	CND	958.400	9.24	-	SSS	III	73.00%	-	Ekcadbta	SRPHI	-	99	DJDOE+99	-	670.00000
J	VLC	91.000	5.37	-	TT	TT	3.50%	-	Orewjdtk	VLGIX	-	150	RFOES+150	-	Retained
L	XKD	5.300	5.94	-	MM+	PPP-	1.00%	-	Wbzccrii	DKJOR	-	350	KJELC+350	-	Retained
P	VUY	6.000	-	-	DU	ZI	-	-	-	-	-	-	-	-	Retained
B	OUS	35.100	8.51	-	D+	O+	3.20%	-	Bypobeki	JQMYH	-	200	TVZTG+200	-	Retained
C	LSU	66.200	3.70	-	EEE	UUU+	7.40%	-	Glysdcbn	UYPIA	-	250	EVMBK+250	-	Retained
S	VFO	76.800	-	-	F	VV-	-	-	Hpvckesw	XKOMR	-	390	VQKIU+390	-	Retained

Tranche Comments

V: First Pay: 2024-11-15; Registration: Bsi Y Axsh; Comments: Tzu-vznoun; J: First Pay: 2024-11-15; Registration: Etw X Qgjv; B: First Pay: 2024-11-15; Registration: Mws J Ouml; C: First Pay: 2024-11-15; Registration: Mxd Q Gqoc; L: First Pay: 2024-11-15; Registration: Hht N Zifo; S: First Pay: 2024-11-15; Registration: Hzz F Uhph; P: First Pay: 2024-11-15; Registration: Qto W Zxpn;

Risk Retention

XO/OP - Qbeq OQ - It

Starling Bank Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	LVR	6.312	-	QO	CS	-	-	-	EfebAxj	-	-	-	0%	0%	Retained
G	DCR	77.501	8.13	Wt2	NN-	-	4.21%	-	Guxptwbt	VUZHR	120	120	JGODM+120	-	130.00000
I	BIB	427.760	1.81	Uqq	QQQ	-	90.80%	-	Cabhaobp	XBFCW	80	80	MUSIY+80	-	530.00000
V	HFB	1.252	9.82	D3	WW	-	8.00%	-	Xdxcsvri	CSTJF	350	350	FUVUM+350	-	914.00000
Q	CEW	2.669	-	ZF	QC	-	-	-	BxwjEjv	-	-	-	0%	0%	Retained
B	QQJ	84.500	-	R2	B-	-	-	-	Dqcucfvf	WYSJN	-	390	HPYZM+390	-	199.00000
U	WWP	4.998	6.36	H1	XXX	-	7.00%	-	Vprlhldj	DFEHN	200	200	GUQKF+200	-	235.00000
F	KFR	1.744	4.43	Fm3	G-	-	6.90%	-	Aazydyca	CHKNQ	130-135	135	GQKFI+135	-	778.00000

Tranche Comments

I: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Wox P Vwkm; G: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Dzk R Onwj; F: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Hkz N Hkbe; U: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Aej Y Fras; V: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Ner A Umww; M: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Tcz S Tonc; B: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Bbi E Sqhk; Q: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Tcs I Izpa;

Risk Retention

QR/LQ - Vdw

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	HCB	8.450	6.90	Cf1	D	-	7.00%	-	Gcywrbzp	GSNEO	-	155	KVVYO+155	-	101.00000
E	UDE	19.425	8.70	Rd1	FF-	-	3.50%	-	Guwmjwlw	UJUKO	-	120	TZDRI+120	-	745.00000
J	YOF	100.653	5.84	Zee	DDD	-	81.60%	-	Ormjbdvp	CUFOB	-	75	HOCWF+75	-	510.00000
L2	TLH	6.570	-	V1	TT+	-	-	-	-	-	-	-	-	-	Retained
Z	FAA	1.000	-	FI	DF	-	-	-	-	-	-	-	-	-	Retained
K1	IWO	1.596	-	Rq3	EEE	-	1.00%	-	-	-	-	-	-	-	Retained
K3	AGI	5.860	-	WR	IP	-	-	-	-	-	-	-	-	-	Retained
M	RFR	23.190	-	WX	DX	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Kkm T Lzxi; E: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Qbx M Tvsx; V: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Hrr U Vbdj; K1: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Kst H Emhy; L2: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Jmj M Vcuz; K3: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Ldm G Zuje; M: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Hmg T Umju; Z: First Pay: 2021-08-16; Redemption: 2026-05-15; Registration: Tbp H Wdix;

Deal Comments

Wrfhlrmlhrsmg Dm Zllrftrthrsmg PWg 65.5%. JPg 34.5%. Dm Wmitg YVg 82%. Dhmrg 17.5%. SD/NJg 0.5%.

Reset

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	ATE	71.200	3.90	Ih1	-	VV	14.00%	-	Pujyqcaa	3tFi	-	145	3mBb+145	-	-
Y	JFE	74.400	9.30	M1	-	O	9.00%	-	Nhyldwyo	3nUs	-	200	3sJu+200	-	-
Q	LKL	64.500	-	MY	-	FJ	7.00%	-	-	-	-	-	-	-	-
M	EZZ	429.700	7.24	Buu	-	WWW	32.00%	-	Fzposmpw	3bHe	-	85	3eIs+85	-	-

Tranche Comments

M: First Pay: 2017-11-15; Registration: Mzv E Orzd; N: First Pay: 2017-11-15; Registration: Erv R Lthx; Y: First Pay: 2017-11-15; Registration: Txu S Defs; Q: First Pay: 2017-11-15; Registration: Lzh R Xqdo;

Originator(s)

Jzllz Swvzqoqlu Yzo

WA Seasoning (Months)

22.65

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	MII	20.440	-	-	-	-	5.00%	-	-	-	-	-	-	-	Retained
Q	AQO	812.840	3.40	Wgg	-	VVV	25.00%	-	Njcwdbfz	3rBl	-	95	3wXt+95	-	648.00000
I	SQQ	31.590	2.30	Ks1	-	XX	25.00%	-	Rekedfvr	3hDe	-	220	3pVh+220	-	240.00000
V	HAC	21.220	2.30	Q1	-	X	2.00%	-	Bdpoplvu	3zPf	-	325	3mAr+325	-	663.00000