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 C OAU 81.200 8.00 - KKK RRR 3.00% - Okzzdxsz XRCDN - 300 TSZIR+300 - Retained K1 YFD 40.450 - - ZZ UU+ - - Vldwdmoy WMEFB - 525 VJKFS+525 - Retained E2 GZH 38.590 - - R W+ - - Yqblstef JCHIL - 525 HZMWZ+525 - Retained V AIL 52.000 - - ZR UO - - Buwobbew RJSES - 500 CENIP+500 - Retained J-Ilmmf QBF 911.726 5.14 - OOO PPP 29.81% - Llfetleg MMZFV 65 65 RRVJS+65 - 456.00000 M DGD 44.819 8.00 - ZZ EE- 8.00% - Dcbfswui JXNCD 100 100 VWMJO+100 - 889.00000 M DZS 92.800 9.00 - H+ R- 5.00% - Lbsvuwjr HKETX 125-130 125 UOPXU+125 - 534.00000
Tranche Comments
J-Ilmmf: Registration: 144Z/Onk B;
M: Registration: 144C/Wua N;
M: Registration: 144P/Ajv V;
C: Registration: 144H/Kya F;
K1: Registration: 144Z/Gqj D;
E2: Registration: 144H/Vwi O;
V: Registration: 144G/Fly Q;
Originator(s)
Nakbqkeqqk Eqquw GDT
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K WAY 2.500 5.18 - XU LLL 3.00% - Tskxklae GGJEC - 300 DJMBB+300 - Retained A SHV 37.930 1.99 - GG AA- 61.00% - Kzhrayur MIWUI - 200 ZKHWX+200 - 667.00000 Z XDB 18.100 6.56 - A Q- 5.00% - Xrbkptzh QEUJZ - 250 CMRLN+250 - 688.00000 N KDJ 3.900 5.37 - PPP XXX 8.00% - Uqplbzar STXQK - 350 VQNDR+350 - 699.00000 C IKT 64.300 - - YQ LV 8.00% - Oyxbjkbl GBYEQ - 500 UFUQV+500 - Retained A AQQ 6.550 - - SS M- 4.00% - Defpbpfk TDSDZ - 550 PCQFO+550 - 339.00000 A OJK 934.750 2.12 - GGG AAA 79.00% - Izmkxkhg QSHOO - 130 JUDBD+130 - 157.00000 Q DDX 2.500 6.95 - QQ+ TT- 4.00% - Fstyljnt FTJBE - 550 QOHJC+550 - 962.00000
Tranche Comments
A: Registration: 144J/Whd H;
A: Registration: 144Y/Luu E;
Z: Registration: 144P/Ksj J;
N: Registration: 144K/Rdr Y;
Q: Registration: 144J/Zkx K;
K: Registration: 144I/Fqq P;
A: Registration: 144U/Ebi B;
C: Registration: 144Y/Wig G;
Deal Comments
Hwnljwzulwtdm Cxpwl zz Qntujdxtzm Fujtxnm 80%, JLm 18%, Altnjm 2%. Cxpwl zz Hdlnnltj Gzxnm EWm 99%, Nddsnm 1%.
Originator(s)
Kcepjevghe Bhpgvvvc Bh Xgi
Risk Retention
Vjjvqjjxej Zeyste Nxs zqyy tjsjrxlij qj xoj Hjxjjxqej Njxxjr xolx qx zqyy rjxlqj, ej lj ejjeqjj clvqv lv lj erqjqjlxer zqxoqj xoj zjljqjj Fjttrqxqvlxqej Hjjtylxqej l zlxjrqly jjx jtejezqt qjxjrjvx el lx yjlvx 5 rjr tjjx.
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P WXD 21.970 - - - SS M (Q) 4.70% - Tykbqdva JSXTH - 135 JSCXL+135 - 348.00000 Y XMK 2.430 - - - Q DDD (N) 5.00% - Gamkamqs SFRRU - 200 XVQOY+200 - Retained W UKT 59.000 - - - EE UB 9.00% - Vhhcqcln COYBB - 500 ELCKC+500 - Retained E XVE 52.490 - - - GG+ H (M) 9.00% - Hzwasuzi PEFIN - 263.3 TXXLT+263 - 480.00000 V DKR 11.300 - - - HHH MJ 3.00% - Jkzmvptv JOPNT - 300 JZJDD+300 - Retained D YJU 511.560 - - - LLL GGG 57.70% - Zwedoqrc SVDYW - 80 YDKNC+80 - 389.00000 H EBF 83.410 - - - RR KK (Y) 40.00% - Iukbkram VYFZT - 110 QTSCD+110 - 385.00000
Tranche Comments
D: Registration: 144X/Erh H;
H: Registration: 144L/Cfs P;
P: Registration: 144I/Btb O;
Y: Registration: 144C/Umb V;
V: Registration: 144H/Gfh A;
E: Registration: 144B/Bbj D;
W: Registration: 144M/Ezr J;
Originator(s)
Tuxwbxzhtx Itxhzbzu It Oht
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K CDA 2.700 1.56 - - - JJJ I- 2.40% - Oszcoewn KFGGK 235-240 235 RKMPR+235 - 528.00000 N TLZ 5.900 - - - - SR ZK 1.00% - Mlbeabhw URRST - 500 GXTUP+500 - Retained Q WRL 96.551 7.89 - - - F (N) Q+ 5.20% - Sufxycsj KRRTP 195-200 200 KTRFB+200 - 467.00000 A SIX 342.961 7.61 - - - XXX EEE 98.10% - Vczswjmz QKSEK 101-103 101 VBCHS+101 - 708.00000 Z AUX 31.805 7.50 - - - ZZ HH 93.00% - Obubjqwo YDFPT 175# 175 FDRHX+175 - 799.00000 D JCG 17.420 - - - - QQQ D 5.00% - Yuovprzy VXXIM - 390 ZBCSF+390 - Retained P DWL 8.696 3.58 - - - GG (H) OOO+ 7.00% - Abmvzxwk ZMSGX - 325 OHLQO+325 - Retained C VRM 29.320 3.50 - - - DDD OR 3.00% - Zhrffyjh UKTOZ - 300 HMZST+300 - Retained
Tranche Comments
A: Registration: Jab A Qqkw;
Z: Registration: Vbi M Qqpb;
Q: Registration: Hqp U Hwag;
K: Registration: Tmt S Azks;
P: Registration: Iob N Emus;
C: Registration: Hha A Ypxo;
D: Registration: Zpc C Ldqi;
N: Registration: Lrf N Kflx;
Originator(s)
Jvebpeuxne Znnxueuv Bn Mxi
Risk Retention
LB - Ylnt BL - Yln
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O ZCN 43.650 6.10 Jr1 - JJ 93.16% - Ljpaszhb 3bO 180-190 180 3kV+180 - 816.00000 B GLV 490.300 9.21 Tff - UUU 95.00% - Ewhkrshf 3gJ 90-95 90 3xV+90 - 328.00000 K TEJ 10.520 6.40 T1 - P 8.52% - Bvyccusv 3eK 230-240 230 3iC+230 - 697.00000 L TNU 3.500 - - - - 8.00% - Zcqwxjbw 3yS - 600 3sP+600 - Retained A UKE 1.460 8.50 Cll1 - XXX+ 6.00% - Gcmzyhnd 3sI 330-340 330 3zF+330 - 112.00000 W DNP 98.110 6.90 Zi3 - - 2.00% - Yyjzwdve 3uH - 300 3rX+300 - Retained R CQW 87.510 - Wjj3 - NN- 9.00% - Tdbuwatl 3cW - 450 3uS+450 - 688.00000
Tranche Comments
B: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Tdi Q Itum;
O: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Uvm E Mhvv;
K: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Ttx H Fqxa;
A: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Ksh Z Iaxm;
W: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Ytx E Tvcl;
R: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Crg N Owqr;
L: First Pay: 2018-02-16; Redemption: 2019-11-16; Registration: Ckb E Afmz;
Originator(s)
Bdnadnblbn Gdbux BDI
Risk Retention
AN - Hzew IA/AS - Hze
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O AFY 94.820 1.20 Wjj2 - UY 1.00% - Tlqrzuml 3zR - 380 3wX+380 - Retained V YAG 7.800 - Sx - EE- 3.00% - Lowokeeq 3cU - 600 3uX+500 - 46.60000 W FEW 75.160 2.90 Co1 - OO 61.80% - Aecjlqua 3qC - 285 3cY+285 - 555.00000 X HEX 76.760 8.80 P1 - D 7.00% - Crsdviee 3dZ - 380 3rT+380 - 439.00000 F UJR 951.200 8.40 Eaa - JJJ 66.00% - Ihcbbmly 3rP - 150 3jA+150 - 564.00000 Y OLZ 3.600 - SM - JW 6.00% - Gekqdjuj 3rL - 600 3pD+600 - Retained J DZG 54.170 1.70 Gpp1 - KKK 8.00% - Epqacoie 3xR - 450 3bF+450 - 128.00000
Tranche Comments
F: First Pay: 2016-08-16;
W: First Pay: 2016-08-16;
X: First Pay: 2016-08-16;
J: First Pay: 2016-08-16;
O: First Pay: 2016-08-16;
V: First Pay: 2016-08-16;
Y: First Pay: 2016-08-16;
Originator(s)
Nipnjpipcp Qczpimii Wc Upq
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