Grosvenor Square RMBS PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	1,138.323	3.17	-	AAA	AAA	12.50%	-	Floating	SONIA	-	120	SONIA+120	-	100.00000
B	GBP	68.299	3.28	-	AA-	AA	7.25%	-	Floating	SONIA	-	200	SONIA+200	-	100.00000
C	GBP	32.524	3.28	-	A	A+	4.75%	-	Floating	SONIA	-	340	SONIA+300	-	98.93710
D	GBP	26.019	3.28	-	BBB	BBB+	2.75%	-	Floating	SONIA	-	440	SONIA+400	-	98.95340
E	GBP	16.262	3.28	-	BB	BB	1.50%	-	Floating	SONIA	-	600	SONIA+550	-	98.72340
F	GBP	9.757	3.28	-	B	B-	0.75%	-	Floating	SONIA	-	750	SONIA+700	-	98.75200
G	GBP	9.756	3.28	-	CCC	CC	-	-	Floating	SONIA	-	900	SONIA+800	-	97.55940
XS1	GBP	9.757	-	-	BB	CCC	-	-	Floating	SONIA	-	-	SONIA+600	-	99.26460
XS2	GBP	6.505	-	-	CCC	CC	-	-	Floating	SONIA	-	-	SONIA+750	-	91.39920
Z	GBP	13.010	-	-	NR	NR	-	-	Floating	SONIA	-	800	SONIA+800	-	100.00000
X Certificates	GBP	0.000	-	-	NR	NR	-	-	-	-	-	-	-	-	-
Y Certificates	GBP	0.000	-	-	NR	NR	-	-	-	-	-	-	-	-	-

More Details

Filings

ABS-15G

Tranche Comments

A: Registration: 144A/Reg S; Comments: Pre-Placed; B: Registration: 144A/Reg S; Comments: Pre-Placed; C: Registration: 144A/Reg S; Comments: Pre-Placed; D: Registration: 144A/Reg S; Comments: Pre-Placed; E: Registration: 144A/Reg S; Comments: Pre-Placed; F: Registration: 144A/Reg S; Comments: Pre-Placed; G: Registration: 144A/Reg S; Comments: Pre-Placed; XS1: Registration: 144A/Reg S; Comments: Pre-Placed; XS2: Registration: 144A/Reg S; Comments: Pre-Placed; Z: Registration: 144A/Reg S; Comments: Pre-Placed; X Certificates: Registration: 144A/Reg S; Comments: Pre-Placed; Y Certificates: Registration: 144A/Reg S; Comments: Pre-Placed;

Originator(s)

Kensington Mortgage Co Ltd