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 H JKX 45.800 4.00 Xxx2 - - AAA 8.00% - Pqztftsm XXNKB - 1200 FUMCY+1200 - 688.00000 M PKS MDH 3.600 - NZ - - BZ 4.00% - - - - - - - Retained H CCS 34.770 4.00 N2 - - O (Q) 87.00% - Pyvqarqv HKPWO - 450 MCWCZ+450 - 889.00000 U LUJ 83.240 8.00 Mii2 - - OOO (X) 26.70% - Dvxfyvrx JQFZW - 600 JZBCR+600 - 168.00000 A VCM 67.400 - CB - - GP 7.00% - Juzrn XCF - - 15.000% 15.000% Retained W WBO 97.180 7.00 R1 - - ZZ 75.80% - Avheamya BPMJN - 375 VEXVE+375 - 275.00000 O JNJ 20.820 6.00 Ba3 - - V (P) 72.00% - Texbbfbg LUPGM - 820 KNWIN+820 - 232.00000 T LZP 9.480 - O2 - - KK (U) 8.00% - Cmesrbmj LZMLW - 750 EKDHI+750 - Retained R Bvkk FVP 117.000 9.00 Ft3 - - JJJ 83.00% - Mkuysenw YEMRZ - 190 EJYVD+190 - Retained
Tranche Comments
R Bvkk: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Crm Z Iitd;
W: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Nos S Mrfi; Comments: Ryg-iulrgf;
H: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Qpt L Bsun; Comments: Rky-hsrgyi;
U: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Hpp C Ivnt; Comments: Utb-slmxbc;
O: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Mfs T Mthy; Comments: Bqg-sqiigh;
H: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Gcq C Bnhp; Comments: Gnx-ygpnxx;
A: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Ctx Y Lvhe;
M PKS: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Fhr Q Ovrr;
T: First Pay: 2023-08-15; Redemption: 2026-06-15; Registration: Xxz Q Wxua;
Originator(s)
Nkzqvkc rh Dkz
Missing something? Tell us.