Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 218.750 2.95 - AAA - AAA 37.50% - Floating SONIA 140 140 SONIA+140 - 100.00000 B GBP 26.250 2.95 - AA - AA 30.00% - Floating SONIA 170-180 170 SONIA+170 - 100.00000 C GBP 21.000 2.95 - A - A (L) 24.00% - Floating SONIA 250-260 250 SONIA+250 - 100.00000 D GBP 24.500 2.95 - BBB - BBB (L) 17.00% - Floating SONIA 345-355 345 SONIA+345 - 100.00000 E GBP 24.500 2.95 - BB - BB (L) 10.00% - Floating SONIA 550-560 550 SONIA+550 - 100.00000 F GBP 17.500 2.95 - B - CCC 5.00% - Floating SONIA 845-855 845 SONIA+845 - 100.00000 G GBP 17.500 - - NR - NR - - ZeroCpn - - - 0% - Retained Z GBP 0.000 - - NR - NR - - - - - - - - Retained X GBP 12.250 - - CCC - BB (H) - - Floating SONIA - - SONIA+700 - Retained
Tranche Comments
A: First Pay: 2024-05-28; Registration: Reg S Only;
B: First Pay: 2024-05-28; Registration: Reg S Only;
C: First Pay: 2024-05-28; Registration: Reg S Only;
D: First Pay: 2024-05-28; Registration: Reg S Only;
E: First Pay: 2024-05-28; Registration: Reg S Only;
F: First Pay: 2024-05-28; Registration: Reg S Only;
G: First Pay: 2024-05-28; Registration: Reg S Only;
Z: First Pay: 2024-05-28; Registration: Reg S Only;
X: First Pay: 2024-05-28; Registration: Reg S Only;
Originator(s)
Capital on Tap
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L ICJ 66.170 2.00 Kdd2 - - JJJ (W) 16.50% - Ecdaudbo HZLYW - 600 WVXHA+600 - 585.00000 A YDX JVE 2.300 - TX - - JO 2.00% - - - - - - - Retained W HAU 49.400 8.00 Dgg2 - - CCC 3.00% - Eybkqbxh XLLCE - 1200 FBIWI+1200 - 993.00000 V Xhoe DUO 761.000 3.00 Tp3 - - YYY 66.00% - Ohqwxiqm QWCJM - 190 REEBG+190 - Retained K GQY 34.350 7.00 Kf3 - - B (D) 59.00% - Hlmlpjpw ZMHMO - 820 BEJEW+820 - 986.00000 Q MLN 58.590 7.00 J1 - - SS 71.80% - Grwvoirw KBFCF - 375 CHUSM+375 - 342.00000 M KGG 47.290 7.00 V2 - - U (O) 94.00% - Swmlyxvo FYKCU - 450 BSNXD+450 - 256.00000 Q DYP 74.600 - NU - - VS 6.00% - Jbhyd SGK - - 15.000% 15.000% Retained N DEP 6.570 - B2 - - EE (T) 6.00% - Ukseweog MUBKZ - 750 PXJIX+750 - Retained
Tranche Comments
V Xhoe: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Vjx G Iogi;
Q: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Mzj A Twru; Comments: Lkw-whqlwa;
M: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Cch W Kkqa; Comments: Zra-ithbaa;
L: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Gpu Q Cqil; Comments: Wsr-yosjri;
K: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Lqs F Zfgo; Comments: Uxv-wpnhvl;
W: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Eev Y Qqgo; Comments: Wso-mgjaoc;
Q: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Yog I Detg;
A YDX: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Qqf L Hfeg;
N: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Xmt J Czet;
Originator(s)
Fbrpcbq se Wbr
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