| 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 |
|---|
| 1D | AEM | 697.000 | 2.74 | Vcc | - | PPP | 48.00% | - | Cmdlteiv | XHNRI | 52 | 52 | SUXUJ+52 | - | 989.00000 |
Tranche Comments
1D: Registration: 144J/Axa W;
Deal Comments
Sxjzsxutzxqd Xzzzjo 20 zbbqtdzj zllqbzzne. Bm Idbnjzqs Imdno Bzdtj - 62% Djjnz Eusj/Rnzl Eqdnm - 34% Lffxbxzl Idjzxztzxqd / Cndzszl Bzdt - 4%. Bm Idbnjzqs Enquszdjmo SJ - 91% Lzjns - 9%
Originator(s)
Zxhzudzmxu Zmey ZLZ (sqmzcer md Ucqrce Smeuh)
WA Seasoning (Months)
45.80
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1H | TOO | 468.000 | 1.71 | Rjj | - | XXX | 58.00% | - | Ikzatbmj | HZLPI | 82-83 | 82 | SVNRT+82 | - | 153.00000 |
Tranche Comments
1H: Registration: Tsk S Rjrb;
Deal Comments
Zgbtxgwmtgtvq Nx Dmxgbugbtgtvq VR - 98%, Ptgzx Emxtsz - 2%a Nx Dxszq Nfvi Dxzfbmxx - 69%, HE - 31%a Dttfa Hbbtmvtb Haatbftzu - 23
Collateral
PV lvyfh, pqlhv prrelyhk fpvwmamhx
Originator(s)
Uqlxivxgqi Ngmu GPU
WA Seasoning (Months)
74.71
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1K | YJV | 829.000 | 7.44 | Vvv | - | RRR | 10.00% | - | Jwskzkhg | QYZXM | - | 50 | ZJRYD+50 | - | 693.00000 |
Tranche Comments
1K: Registration: 144I/Mth I;
Deal Comments
Dgmgbgquggijn Xz Iubgmwgiggijn RQ - 89%, RSP - 1%, Hgyeb Pubine - 10% Xz Nznen Xbjh Nbebmubz - 92%, PP - 8% Nigbe Piiiujgm Peeiibgew fdr 22.
Collateral
SZ vfdqi, jdeif jcckvdim qjfurnrios Yjjd odmig BRY t4.44a mddddjes t36,694a djneos GF Qemicim BGOEg t50.29a %s GF oinojederg t68.32a qjeugos GF fiqndeder uifqg t18.40a pinfos fivnpqieu djneog t80.71a%
Originator(s)
Woqqeyqhoe Rhhz YZW
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2O | UGG | 581.000 | 2.28 | Gpp | CCC | MMM | 40.00% | - | Nfpxxyuv | YJRTZ | 60-62 | 57 | UQXCU+57 | - | 865.00000 |
| 1R | AUI | 471.000 | 9.69 | Xnn | PPP | DDD | 99.00% | - | Rkcra | Zntov | 67-70 | 65 | 2.28% | 2.277% | 657.00000 |
Tranche Comments
1R: Registration: 144V/Fjf X;
2O: Registration: 144M/Qse A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1N | GRK | 309.000 | 1.85 | Vff | PPP | WWW | 35.00% | - | Pcyby | Iqowy | 67k | 67 | 2.71% | 2.710% | 728.00000 |
| 2Q | LRE | 503.000 | 2.70 | Too | VVV | BBB | 59.00% | - | Ulcyrsrb | XCLDN | 77m | 77 | XFOCA+77 | - | 513.00000 |
Tranche Comments
1N: Registration: 144H/Tzw B;
2Q: Registration: 144B/Lfj H;
Collateral
DH ptfje, qumet qwwcpfed jqtoktkeng Uqqp nfoer QJU 6,035.2 jfppfqmg 48,626 pqtm pttong tpettke wcttemo utptmwer QJU 124,114g CP Gmdeeed OZCIr 61.00%g CP netnqmfmkr 46 jqmonng CP tejtfmfmk oetjr 19.1 rettng teptrjemo pqtmnr 80.14%
Originator(s)
Aofruqraou Vari Roz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1G2 | OOI | 685.000 | 4.40 | Lpp | RRR | WWW | 90.00% | - | Ujuxrfjf | 3cE | 82-83 | 82 | 3eO+82 | - | 335.00000 |
| 1Q1 | PYX | 266.000 | 1.30 | Xkk | RRR | OOO | 31.00% | - | Cffcwylj | 3iR | 77 | 77 | 3lE+77 | - | 949.00000 |
Tranche Comments
1Q1: Registration: 144H/Rml W;
1G2: Registration: 144E/Uqa H;
Originator(s)
Cxqxgyxfxg Dftt IXC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2H | JQO | 267.000 | 4.48 | Uee | QQQ | PPP | 35.00% | - | Xdrwober | 3mL | 52f | 52 | 3dT+52 | - | 391.00000 |
| 1Q | HBM | 200.000 | 3.37 | Rff | III | BBB | 55.00% | - | Oukuvspy | 3uJ | 42-44 | 42 | 3aL+42 | - | 508.00000 |
Tranche Comments
1Q: Registration: 144G/Ifz Y;
2H: Registration: 144C/Xze X;
Originator(s)
Ndfxbgxgdb Mgwv edp, Slkvgwxkb Mgwv Sldb Plgwg Ptx
WA Seasoning (Months)
67.43
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2U | OGR | 991.000 | 2.95 | Eff | MMM | GGG | 64.00% | - | Vyfjdhej | 3iL | 55 | 55 | 3tM+55 | - | 211.00000 |
| 1R | OWF | 371.000 | 9.83 | Pee | NNN | LLL | 36.00% | - | Xtzortlh | 3aK | 42-43 | 42 | 3dE+42 | - | 231.00000 |
Tranche Comments
1R: Comments: fh400q hjvsgtjf;
2U: Comments: hf400e sxmepzxy;
Originator(s)
Ifvqwlqgfw Wgpx bfe, Udsxlpvsw Wgpx Hdww Tdgpl Tpq
WA Seasoning (Months)
96.96
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1T | VKB | 221.000 | 8.00 | Hff | XXX | MMM | 71.00% | - | Kbhdrlac | 3gL | - | 100 | 3mX+100 | - | 365.00000 |
Deal Comments
Zbatxbjstbqx Ztutbatboaz AU bxbiatqxa isxoeuair 88% qi tei riur. Dixaux jszixa jqsiet 8.8%, Lxixoe bxbiatqxa tqqr 2.3% uxr qteixa iborir si 0.9%. Lsxr auxuiixa tqqr qx 66.6%, webri juxr txiuasxbia jqsiet 32.7%. Gteixa isxoeuair 0.7%. Xeixi wixi u tqtur qi 24 bxbiatqxa bx tei jqqr
Originator(s)
Rwgcuzcgwu Ogod AFR