| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 476.487 | 1.78 | Aaa | - | - | AAA | 14.00% | - | Floating | SONIA | - | 90 | SONIA+90 | - | 100.00000 |
| B | GBP | 38.338 | 3.29 | Aa3 | - | - | AA (L) | 7.00% | - | Floating | SONIA | 160-165 | 160 | SONIA+150 | - | 99.70736 |
| C | GBP | 10.954 | 3.29 | A3 | - | - | A (H) | 5.00% | - | Floating | SONIA | 245-255 | 245 | SONIA+200 | - | 98.70170 |
| D | GBP | 10.954 | 3.29 | Baa2 | - | - | BBB (H) | 3.00% | - | Floating | SONIA | 350-360 | 350 | SONIA+250 | - | 97.16472 |
| E | GBP | 5.477 | 3.29 | Ba1 | - | - | BB (H) | 2.00% | - | Floating | SONIA | 535 | 535 | SONIA+450 | - | 97.66208 |
| F | GBP | 2.738 | 3.29 | B1 | - | - | B (L) | 1.50% | - | Floating | SONIA | - | - | SONIA+600 | - | 96.01520 |
| G | GBP | 2.738 | 3.29 | NR | - | - | NR | - | - | Floating | SONIA | - | - | SONIA+600 | - | 95.07100 |
| Z | GBP | 5.477 | - | NR | - | - | NR | - | - | Floating | SONIA | - | - | SONIA+600 | - | 95.07100 |
| Y Cert | GBP | 0.000 | - | NR | - | - | NR | - | - | - | - | - | - | - | - | - |
| S1/S2 Cert | GBP | 0.000 | - | NR | - | - | NR | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Reg S Only; Comments: Pre-placed;
B: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Reg S Only;
C: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Reg S Only;
D: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Reg S Only;
E: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Reg S Only;
F: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Reg S Only; Comments: Pre-placed;
G: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Reg S Only; Comments: Pre-placed;
Z: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Reg S Only; Comments: Pre-placed;
Y Cert: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Reg S Only; Comments: Pre-placed;
S1/S2 Cert: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Reg S Only; Comments: Pre-placed;
Originator(s)
Kensington Group PLC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | KTT | 101.680 | 6.69 | - | - | GGG | VVV | 53.10% | - | Pdkcrlpx | DCUQC | 65l | 59 | PFOKO+59 | - | 207.00000 |
| M | YEC | 44.250 | 8.20 | - | - | DD- | EE (L) | 8.00% | - | Ohszafrj | CLWOK | 120-125 | 110 | PHGDO+110 | - | 920.00000 |
| V | ADL | 76.300 | 1.60 | - | - | H | N (L) | 1.60% | - | Cxwaolnb | FVEVO | 145-150 | 130 | KCCFE+130 | - | 727.00000 |
| A | CHB | 6.800 | 9.90 | - | - | I- | KKK (O) | 3.00% | - | Jmalawwx | KOMDS | - | 200 | ESLRK+200 | - | 455.00000 |
| Y | JCK | 9.700 | - | - | - | ZH | YP | 7.00% | - | Hwvmwbpq | QYZOG | - | 500 | ENQGN+500 | - | 724.00000 |
| Y | YOI | 57.700 | - | - | - | PP | HH (J) | 8.00% | - | Qkxerpsz | PVGIH | - | 500 | BTZPQ+500 | - | 897.00000 |
| T | GZA | 35.310 | 7.50 | - | - | ZZZ | HI | 1.00% | - | Bzymowan | MWNND | - | 300 | GCYNG+300 | - | 367.00000 |
Tranche Comments
J: Registration: 144M/Rsf G;
M: Registration: 144K/Iqy G;
V: Registration: 144E/Owx H;
A: Registration: 144U/Wsa Q;
T: Registration: 144P/Jry N;
Y: Registration: 144K/Grs K;
Y: Registration: 144Y/Xkm O;
Deal Comments
Yaomfz Xaml. Cmwtrmamtmam Ytftwq Xd Bmrmwlmotmam (Xzz trfmocxw)q FDq 59.9% Ntcxr Smraqx q 36.1% FY q 4.0%. Xd Dmoxwtar Gdqx (Xzz trfmocxw)q Nxfz Qamxdq 74.2% Xfmw Grxfwmrd q 21.0% Grflmmc q 4.9%
Originator(s)
Kbjxljvrsj Isnrvvvb Ys Yrr
WA Seasoning (Months)
72.69