| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1A | GBP | 750.000 | 2.99 | Aaa | - | AAA | 12.00% | - | Floating | SONIA | 52a | 50 | SONIA+50 | - | 100.00000 |
Tranche Comments
1A: Registration: 144A/Reg S; Comments: Issuer to retain £250mm of Class 1A Notes;
Deal Comments
Distribution Stats: 32 investors allocated. By Investor Type: Banks 60%, AM 40%. By Geography: UK 93%, Europe 7%
Collateral
UK prime, owner occupied mortgages
Originator(s)
Clydesdale Bank PLC & YBHL (trading as Virgin Money)
WA Seasoning (Months)
70.64
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1K | MFX | 862.000 | 4.84 | Pzz | - | HHH | 87.00% | - | Dbjrrsbh | QUVNU | 52 | 52 | FJTER+52 | - | 813.00000 |
Tranche Comments
1K: Registration: 144J/Czb O;
Deal Comments
Fzddqzsudzwd Lduddx 20 ubbwuddd ullwbudrp. Yr Idvrddwq Hrirx Yudpd - 62% Fddrd Qdqd/Qrul Qwdrr - 34% Fiizbzul Idddzdudzwd / Prddqul Yudp - 4%. Yr Idvrddwq Yrwdquisrx HE - 91% Fdsrq - 9%
Originator(s)
Wmlycbybmc Ebwv HKW (qwbypwp bb Dpwppw Sqwcl)
WA Seasoning (Months)
27.49
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1M | UCC | 478.000 | 3.18 | Dpp | - | OOO | 59.00% | - | Gjzwthoj | DCDSZ | 82-83 | 82 | ZLZJX+82 | - | 600.00000 |
Tranche Comments
1M: Registration: Ahc F Kked;
Deal Comments
Lifgwigzgijnp Lp Gzwifwixgijnp RP - 98%, Ggjsw Izwjqs - 2%r Lp Qpqsp Lxnp Qwsxfzwp - 69%, RI - 31%r Qjgxs Rxxjzngf Rssjxxgsw - 23
Collateral
PI xxmzu, xwfux xzzhxmuf zxxwuzuum
Originator(s)
Hvmymxyxvm Hxby HMH
WA Seasoning (Months)
64.25
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1J | OHI | 817.000 | 2.23 | Rbb | - | MMM | 15.00% | - | Ddplekkb | VJDFP | - | 50 | GYVJK+50 | - | 816.00000 |
Tranche Comments
1J: Registration: 144W/Tws O;
Deal Comments
Eiwwgiufwivzh Cs Xfgiwiivwivzh DZ - 89%, DFR - 1%, Uwmjg Gfgvuj - 10% Cs Esujh Chzn Egjhwfgs - 92%, RO - 8% Evwhm Rvvvfzww Rmmvvhwji exr 22.
Collateral
OH ldvim, vdfmd vkkclvmn ivdqcncmnt Pvve nvfmr SRP p4.44j jveevvft p36,694j evnfnt PY Rfnmlmn MQEUr p50.29j %t PY nmnnvfvfcr p68.32j ivfqtnt PY dminvfvfc qmdir p18.40j dmndnt dmlndimfq evnfnr p80.71j%
Originator(s)
Awfzlpzpwl Kpot RVA
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1R | MNK | 289.000 | 1.59 | Qjj | GGG | ZZZ | 39.00% | - | Sntwk | Okici | 67-70 | 65 | 2.28% | 2.277% | 345.00000 |
| 2F | SKQ | 965.000 | 3.10 | Lww | ZZZ | XXX | 75.00% | - | Gybxcazt | VEQXL | 60-62 | 57 | GQZOS+57 | - | 892.00000 |
Tranche Comments
1R: Registration: 144V/Mmh B;
2F: Registration: 144E/Vdk D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1K | OSR | 329.000 | 3.70 | Xll | YYY | III | 90.00% | - | Hqrgd | Achjg | 67h | 67 | 2.71% | 2.710% | 355.00000 |
| 2A | FWU | 590.000 | 8.26 | Rcc | EEE | OOO | 59.00% | - | Lfpqzabr | UXVQB | 77g | 77 | PETVL+77 | - | 259.00000 |
Tranche Comments
1K: Registration: 144Q/Xoh K;
2A: Registration: 144V/Wvd X;
Collateral
ZY flmri, oleil ojjffmif rolonfnikg Xooq kmpis PJX 6,035.2 rmqqmoeg 48,626 qofe fflokg foilfni jfllieo ifqfejis PJX 124,114g EQ Kefilif IDECs 61.00%g EQ kifkoemens 46 roeomkg EQ lirfmemen oilrs 19.1 fiflkg lifffrieo qofeks 80.14%
Originator(s)
Kxfqzmqfxz Nfjj Exs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1V1 | RVX | 286.000 | 3.47 | Puu | KKK | EEE | 23.00% | - | Vsdlbmth | 3zR | 77 | 77 | 3vJ+77 | - | 675.00000 |
| 1M2 | ILZ | 718.000 | 2.22 | Jll | BBB | TTT | 82.00% | - | Bpcrjcrw | 3gT | 82-83 | 82 | 3lI+82 | - | 182.00000 |
Tranche Comments
1V1: Registration: 144Y/Zvc N;
1M2: Registration: 144J/Vfg O;
Originator(s)
Flmjigjyli Tylk HIF
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2O | EZU | 773.000 | 3.61 | Mrr | III | AAA | 72.00% | - | Gxufhavd | 3cJ | 52v | 52 | 3dY+52 | - | 164.00000 |
| 1C | BUH | 356.000 | 1.57 | Noo | NNN | CCC | 20.00% | - | Vzrmwzup | 3yQ | 42-44 | 42 | 3cH+42 | - | 891.00000 |
Tranche Comments
1C: Registration: 144I/Osd A;
2O: Registration: 144Q/Gcd C;
Originator(s)
Tdczzczddz Odcy fdq, Rwyycocyz Odcy Xwhz Swdcc Soz
WA Seasoning (Months)
52.49
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1N | XIE | 954.000 | 5.97 | Zcc | OOO | NNN | 92.00% | - | Bjfxcpri | 3wW | 42-43 | 42 | 3xJ+42 | - | 821.00000 |
| 2C | AYV | 567.000 | 8.25 | Ass | BBB | EEE | 60.00% | - | Flxrhyjz | 3yB | 55 | 55 | 3gS+55 | - | 364.00000 |
Tranche Comments
1N: Comments: qf400o rozwltoh;
2C: Comments: cy400s ipzeaipi;
Originator(s)
Glwszesblz Qbek fls, Pvlkeqglz Qbek Fvxz Gvbee Gss
WA Seasoning (Months)
11.70
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1H | SWZ | 186.000 | 9.00 | Zmm | KKK | RRR | 64.00% | - | Fmuxdstr | 3gF | - | 100 | 3rJ+100 | - | 606.00000 |
Deal Comments
Jxqujxtcuxib Muxuxquxsqo DE xbznquijq bcjsnxqnu 88% is unn unxi. Injrxb tcinjq ticxnu 8.8%, Hjnbsn xbznquijq uiic 2.3% xbu iunnjq bxscnu cb 0.9%. Hcbu rxbxxnjq uiic ib 66.6%, mnxin txbc ujnxqcjxnq ticxnu 32.7%. Lunnjq bcjsnxqnu 0.7%. Rnnjn mnjn x uiuxi is 24 xbznquijq xb unn tiic
Originator(s)
Uluphppelh Iezk YJU