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 |
---|
U | ZRV | 39.760 | 3.90 | - | - | DD- | WW (B) | 2.00% | - | Dsrqofxf | RWIYI | 120-125 | 110 | YSBVM+110 | - | 973.00000 |
O | HGV | 2.580 | - | - | - | PO | SG | 4.00% | - | Jmwcoini | RSSRM | - | 500 | FYZZR+500 | - | 523.00000 |
A | XVV | 27.300 | 1.70 | - | - | H | X (Z) | 6.50% | - | Wdmanxen | REHXC | 145-150 | 130 | VGKRO+130 | - | 712.00000 |
W | AAT | 57.500 | - | - | - | UU | AA (X) | 2.00% | - | Acdqusvk | MDTZW | - | 500 | BMNMO+500 | - | 313.00000 |
O | QVL | 292.810 | 3.48 | - | - | LLL | NNN | 55.70% | - | Mqjostzz | FLGOZ | 65d | 59 | TUVFC+59 | - | 587.00000 |
T | DQY | 45.240 | 4.10 | - | - | DDD | LR | 6.00% | - | Xywaalfl | TTCPB | - | 300 | RLPCZ+300 | - | 741.00000 |
B | LMT | 6.910 | 3.30 | - | - | C- | SSS (Y) | 7.00% | - | Fkwerumu | PYUIV | - | 200 | FOWEQ+200 | - | 597.00000 |
Tranche Comments
O: Registration: 144Y/Yit F;
U: Registration: 144B/Zic Y;
A: Registration: 144A/Xvo J;
B: Registration: 144U/Feg M;
T: Registration: 144C/Jkr P;
W: Registration: 144L/Dlx W;
O: Registration: 144A/Bub U;
Deal Comments
Gzxlif Kzad. Zlbmnltumlza Gmimbj Ky Sunlbdlxmlza (Kff mniaxlab)j GNj 59.9% Dmlan Xunzoa j 36.1% GG j 4.0%. Ky Pavabmzn Byoa (Kff mniaxlab)j Kaif Nzaayj 74.2% Kiab Bnaibuny j 21.0% Bnidlay j 4.9%
Originator(s)
Dxuhqubbku Ykgbbsbx Kk Bbu
WA Seasoning (Months)
87.40