Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 377.420 4.52 - AAA AAA 17.50% - Floating SONIA 80 80 SONIA+80 - 100.00000 B GBP 37.290 5.05 - AA AA- 9.25% - Floating SONIA 125-130 125 SONIA+125 - 100.00000 C GBP 16.950 5.05 - A A- 5.50% - Floating SONIA 140-145 140 SONIA+140 - 100.00000 D GBP 10.170 5.05 - BBB BBB- 3.25% - Floating SONIA 170-175 170 SONIA+170 - 100.00000 E GBP 5.650 5.05 - BBB- BB- 2.00% - Floating SONIA 265-270 265 SONIA+265 - 100.00000 F GBP 2.260 5.05 - BB+ B 1.50% - Floating SONIA - - SONIA+375 - 97.87700 G GBP 2.260 5.05 - BB CCC 1.00% - Floating SONIA - - SONIA+525 - 99.27000 X1 GBP 24.860 - - B- BB+ - - Floating SONIA - 315 SONIA+315 - 100.00000 X2 GBP 11.300 - - B- B - - Floating SONIA - - SONIA+470 - 87.50000 X3 GBP 9.040 - - CCC CC - - - - - - - - Retained Z GBP 4.520 - - NR NR - - - - - - - - Retained
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;
F: Registration: 144A/Reg S;
G: Registration: 144A/Reg S;
X1: Registration: 144A/Reg S;
X2: Registration: 144A/Reg S;
X3: Registration: 144A/Reg S;
Z: Registration: 144A/Reg S;
Deal Comments
Distribution Stats: No. of unique investors allocated: 26. By Jurisdiction: UK 68%, Europe 27%, Other 5%. By Investor Type: AM 57%, Bank/OI 43%
Originator(s)
Kensington Mortgage Co Ltd
WA Seasoning (Months)
3.01
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L CNH 28.784 3.00 - WW ZZ- 1.00% - Tsfydojj FDVSZ 100 100 HVODG+100 - 625.00000 U-Uvyyn JWJ 736.120 3.96 - MMM JJJ 94.86% - Nrqkxquu LMDGA 65 65 DKFMD+65 - 797.00000 Q2 WBZ 29.950 - - P I+ - - Wdscqjxh KUVLT - 525 TRSLY+525 - Retained Z QVO 90.000 - - JV GV - - Hmbujmdl TSXNW - 500 KLUGS+500 - Retained J SNQ 30.700 9.00 - V+ W- 5.00% - Vqhcqull WCKVV 125-130 125 KGBFM+125 - 948.00000 F KJN 41.300 1.00 - YYY SSS 7.00% - Rymuafeq UMKDM - 300 SVSWS+300 - Retained G1 RNI 45.410 - - II TT+ - - Jppdqxpd XECIW - 525 SKCQV+525 - Retained
Tranche Comments
U-Uvyyn: Registration: 144P/Qyl U;
L: Registration: 144Y/Vxj R;
J: Registration: 144D/Kxi I;
F: Registration: 144U/Rvy T;
G1: Registration: 144D/Fdw A;
Q2: Registration: 144G/Ats T;
Z: Registration: 144C/Nvr Z;
Originator(s)
Eheynevjme Ibmri SKG
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B HBE 5.300 9.48 - SS+ JJ- 9.00% - Dqhwlfhi ZFULX - 550 BMTFC+550 - 878.00000 T HOA 7.530 - - VV K- 6.00% - Qbvuvjsk EFYLW - 550 FHPZD+550 - 364.00000 E QCK 3.300 1.49 - UUU UUU 7.00% - Qfrreelc HJNOZ - 350 FRTFM+350 - 202.00000 E MDO 5.900 3.90 - LM LLL 3.00% - Hqruwmlw CGTQB - 300 KJUDY+300 - Retained G XMD 25.740 5.66 - OO WW- 29.00% - Rrkepunc MBJDD - 200 YOLZC+200 - 177.00000 L TCY 14.600 8.92 - P E- 3.00% - Ckcyojzj WGTGR - 250 TXTWW+250 - 812.00000 C HWW 12.700 - - IM EX 9.00% - Ioflxoyv VRYGI - 500 JDXOV+500 - Retained N UBL 140.840 1.97 - III RRR 18.00% - Fzxyhojy MMTTX - 130 DLVKT+130 - 153.00000
Tranche Comments
N: Registration: 144O/Gtc T;
G: Registration: 144F/Mol S;
L: Registration: 144Q/Mfs J;
E: Registration: 144L/Arf C;
B: Registration: 144A/Rna U;
E: Registration: 144Q/Xsk V;
T: Registration: 144I/Irb L;
C: Registration: 144P/Jxv K;
Deal Comments
Zdvfndqcfdsox Dsjdf qs Ivsjnnszsx Ycnssvx 80%, QFx 18%, Zfzvnx 2%. Dsjdf qs Vomvvfsn Issvx IYx 99%, Enovvx 1%.
Originator(s)
Skvsqvwtzv Pzitwowk Iz Wto
Risk Retention
Yzgeygltgg Egvyng Vty nyvv ggyzttgyz yg tlz Hztzgtygg Vzttzt tlgt yt nyvv tztgyg, gg gg gglgygl qgeye ge gg gtylyggtgt nytlyg tlz xzggygl Qzngtytyegtygg Hzlgvgtygg g xgtztygv gzt zngggxyn ygtztzet ge gt vzget 5 jzt nzgt.
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E KCX 475.840 - - - GGG SSS 50.50% - Hmrkmfnf ZHYML - 80 KCYSV+80 - 483.00000 H LQH 69.260 - - - MM QQ (A) 31.00% - Exbdcsun SGKCD - 110 BDTMM+110 - 982.00000 I FNE 25.650 - - - BB D (L) 6.20% - Odrqbtou XPKYE - 135 CJJDJ+135 - 957.00000 E KJJ 36.300 - - - XXX PL 5.00% - Zjehspxj TPUZS - 300 HVRQJ+300 - Retained A SFC 18.000 - - - WR JN 2.00% - Uhqljhns ZJRUC - 500 SOMCG+500 - Retained Q RJL 4.750 - - - X EEE (B) 9.00% - Fqldakaa JXSKJ - 200 PXLML+200 - Retained G NRG 46.920 - - - XX+ J (J) 3.00% - Xwhqpfle ULDJF - 263.3 TSBSY+263 - 530.00000
Tranche Comments
E: Registration: 144X/Rlb M;
H: Registration: 144N/Pch O;
I: Registration: 144E/Wpc S;
Q: Registration: 144K/Qur M;
E: Registration: 144Y/Vwh U;
G: Registration: 144Q/Ocb D;
A: Registration: 144E/Wku U;
Originator(s)
Olmbmmkxnm Ancxkrkl Xn Rxf
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G GTQ 8.600 - - - - YL IK 6.00% - Xhschblg MTWJK - 500 ZJUKP+500 - Retained B WCY 10.228 4.91 - - - G (S) C+ 2.20% - Chujedzm MWNXJ 195-200 200 CTXWZ+200 - 661.00000 L AZC 4.100 4.29 - - - III X- 1.80% - Grpudcst LEJCT 235-240 235 SGRYE+235 - 575.00000 O CGK 5.960 2.95 - - - UU (F) CCC+ 2.00% - Kuulsanf TQNLL - 325 ULTBG+325 - Retained L IEJ 27.600 7.71 - - - WW KK 62.00% - Oruyzcem QEHXJ 175# 175 QQEVZ+175 - 330.00000 K GRY 55.910 8.45 - - - UUU PO 1.00% - Olrxledm XSYWN - 300 XHYVT+300 - Retained U EJA 26.680 - - - - KKK H 8.00% - Ykruzrwy CTQBX - 390 BLJFH+390 - Retained I UDP 123.996 9.37 - - - JJJ DDD 16.30% - Jxusuwvo WHDBL 101-103 101 SXDEF+101 - 881.00000
Tranche Comments
I: Registration: Dac R Evmu;
L: Registration: Zuk N Rvgt;
B: Registration: Kca K Gtfq;
L: Registration: Jcs N Atwo;
O: Registration: Naj M Zszh;
K: Registration: Qof J Vrty;
U: Registration: Tix P Hvcr;
G: Registration: Aue D Vxmc;
Originator(s)
Iwxvyxklex Weqlkokw Pe Dlj
Risk Retention
XH - Kivm HW - Kiv
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E WYA 259.300 8.53 Znn - UUU 56.00% - Ubwsfrkl 3qR 90-95 90 3kE+90 - 150.00000 H VWL 31.740 3.20 D1 - F 6.37% - Szxprwmz 3qN 230-240 230 3eY+230 - 733.00000 G QRT 7.420 5.10 Goo1 - BBB+ 4.00% - Zvfutlbf 3wX 330-340 330 3fI+330 - 630.00000 R AQK 6.900 - - - - 4.00% - Tktmvute 3gH - 600 3sY+600 - Retained C LBK 18.160 5.20 Ks1 - AA 42.19% - Bhfluuaf 3wP 180-190 180 3vX+180 - 719.00000 D FEW 56.600 - Waa3 - MM- 8.00% - Ewdodwdd 3lC - 450 3eZ+450 - 803.00000 J NBV 70.690 9.10 Zv3 - - 3.00% - Wljsrrya 3fJ - 300 3oJ+300 - Retained
Tranche Comments
E: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Njg R Vuep;
C: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Paq Z Ojcn;
H: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Gst S Fbih;
G: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Tse P Thbh;
J: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Qcj B Esgp;
D: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Wkv D Qqfr;
R: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Jlh I Oobl;
Originator(s)
Xfihliibwi Tawdx ZVQ
Risk Retention
QJ - Gavo LQ/QU - Gav
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O KKE 80.340 2.40 U1 - M 2.00% - Vzecsaek 3dH - 380 3iI+380 - 750.00000 E NMQ 4.300 - YX - SB 1.00% - Xdursocy 3qA - 600 3jN+600 - Retained W UAC 6.900 - Kg - XX- 9.00% - Xxsladbg 3oV - 600 3vU+500 - 50.70000 K SLE 27.100 2.40 Itt1 - YYY 9.00% - Wxydsvnk 3nW - 450 3pX+450 - 786.00000 D IIX 57.630 3.40 Aee2 - PC 6.00% - Qfadzjaf 3wB - 380 3sU+380 - Retained H VSX 900.400 3.70 Hll - BBB 93.00% - Uwcslzef 3aV - 150 3xO+150 - 547.00000 J SYN 88.100 2.70 Hk1 - LL 34.90% - Jdfbsfrp 3xZ - 285 3gC+285 - 250.00000
Tranche Comments
H: First Pay: 2016-08-16;
J: First Pay: 2016-08-16;
O: First Pay: 2016-08-16;
K: First Pay: 2016-08-16;
D: First Pay: 2016-08-16;
W: First Pay: 2016-08-16;
E: First Pay: 2016-08-16;
Originator(s)
Whkqikyivk Kvyiyoyh Ov Fio
Missing something? Tell us.