Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 422.440 3.65 - - AAA AAA 12.50% - Floating SONIA 65a 59 SONIA+59 - 100.00000 B GBP 21.240 4.04 - - AA- AA (L) 8.00% - Floating SONIA 120-125 110 SONIA+110 - 100.00000 C GBP 11.800 4.04 - - A A (L) 5.50% - Floating SONIA 145-150 130 SONIA+130 - 100.00000 D GBP 2.360 4.04 - - A- BBB (H) 5.00% - Floating SONIA - 200 SONIA+200 - 100.00000 E GBP 14.160 4.04 - - CCC NR 2.00% - Floating SONIA - 300 SONIA+300 - 100.00000 X GBP 23.600 - - - BB BB (L) - - Floating SONIA - 500 SONIA+500 - 100.00000 Z GBP 9.440 - - - NR NR - - Floating SONIA - 500 SONIA+500 - 100.00000
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
X: Registration: 144A/Reg S;
Z: Registration: 144A/Reg S;
Deal Comments
Social Bond. Distribution Stats: By Jurisdiction (All tranches): UK: 59.9% Other Europe : 36.1% US : 4.0%. By Investor Type (All tranches): Real Money: 74.2% Bank Treasury : 21.0% Trading : 4.9%
Originator(s)
Kensington Mortgage Co Ltd
WA Seasoning (Months)
15.26
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