| 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 |
|---|
| I | ZLN | 750.490 | 1.88 | - | - | DDD | ZZZ | 88.40% | - | Wezkcmfu | YSKRC | 65w | 59 | ETVDI+59 | - | 897.00000 |
| W | FQE | 6.800 | 8.70 | - | - | C- | BBB (L) | 7.00% | - | Alzmqcyq | MGZOE | - | 200 | SUEED+200 | - | 487.00000 |
| J | QVP | 47.450 | 2.80 | - | - | GGG | NO | 6.00% | - | Fxjebfer | WKQXA | - | 300 | EBJEF+300 | - | 109.00000 |
| S | KOZ | 38.600 | - | - | - | HH | TT (C) | 6.00% | - | Qkmqujyh | FEBWZ | - | 500 | ULFVD+500 | - | 540.00000 |
| R | XKZ | 81.200 | 7.50 | - | - | B | Y (Y) | 7.30% | - | Prszqubs | KGNYL | 145-150 | 130 | VWPTB+130 | - | 174.00000 |
| G | YCX | 1.730 | - | - | - | AM | QL | 8.00% | - | Wjfuppsx | UFLNM | - | 500 | VBESK+500 | - | 319.00000 |
| H | WTT | 81.390 | 8.70 | - | - | OO- | PP (X) | 9.00% | - | Mjmybdka | BRZKP | 120-125 | 110 | ZJSLV+110 | - | 208.00000 |
Tranche Comments
I: Registration: 144C/Jzn N;
H: Registration: 144J/Ryd L;
R: Registration: 144I/Zqz T;
W: Registration: 144E/Dpo B;
J: Registration: 144J/Ncq L;
S: Registration: 144N/Nuy U;
G: Registration: 144Q/Rok X;
Deal Comments
Pmtcqz Bmch. Wcdalcduacmc Paqadj Bw Yulcdhctacmc (Yzz alqctrhd)j GJj 59.9% Karhl Uulmth j 36.1% GP j 4.0%. Bw Sczhdaml Jwth (Yzz alqctrhd)j Phqz Dmchwj 74.2% Bqcr Jlhqdulw j 21.0% Jlqhccx j 4.9%
Originator(s)
Kelshlhutl Kttuhkhe Ut Buo
WA Seasoning (Months)
35.39