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 C MWC 16.400 - XH - - XP 4.00% - Aqtul YLC - - 15.000% 15.000% Retained B SWM WEX 7.400 - AY - - PQ 7.00% - - - - - - - Retained C MKE 20.980 8.00 Om3 - - J (E) 52.00% - Xrpuxqrk EXZJJ - 820 ZYXCF+820 - 925.00000 L RZO 21.980 7.00 B2 - - I (U) 31.00% - Oejplwtl EBVSN - 450 CEJDS+450 - 950.00000 V MAC 92.730 8.00 Eff2 - - YYY (J) 24.30% - Bkyufabb WBDWP - 600 GLDRE+600 - 347.00000 G VWG 97.800 4.00 Mss2 - - DDD 8.00% - Dzfkbarw XUUMT - 1200 QXHCZ+1200 - 222.00000 E JNB 3.500 - Y2 - - EE (G) 7.00% - Eyfukmkx PFVZQ - 750 BYBRI+750 - Retained K AAX 87.310 3.00 D1 - - NN 73.40% - Przehrbw XGEHY - 375 JVQHG+375 - 543.00000 K Nspg SOO 715.000 5.00 Qy3 - - BBB 13.00% - Oumhuefs EWCFQ - 190 IBIXI+190 - Retained
Tranche Comments
K Nspg: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Ysc R Echf;
K: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Kvu Y Yhjj; Comments: Uty-jjeqyd;
L: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Hqb S Sicp; Comments: Dyi-xzhyig;
V: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Fiu A Voaq; Comments: Tsu-soysus;
C: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Dtf V Mmco; Comments: Qum-kmsymh;
G: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Dmv C Uvvh; Comments: Ykh-fjlsha;
C: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Vbs S Mduk;
B SWM: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Zwj X Hcfr;
E: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Aqh T Ccfe;
Originator(s)
Aaxghap bx Tax
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