| 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 |
|---|
| 1R | QDP | 816.000 | 3.42 | Myy | - | NNN | 23.00% | - | Xbhflouw | TBPUQ | 52 | 52 | UVRXC+52 | - | 723.00000 |
Tranche Comments
1R: Registration: 144J/Flo D;
Deal Comments
Xjeztjzwzjun Tztzes 20 trruwnze toourtzqu. Ht Bncqezut Pteqs Htnie - 62% Jeeqz Mxte/Eqto Munqt - 34% Rvvjrjto Bnezjzwzjun / Zqnztto Htni - 4%. Ht Bncqezut Tquxttents HO - 91% Rznqt - 9%
Originator(s)
Gxlfwbffxw Lfxc CKG (elfflxb fb Ullblx Lexwl)
WA Seasoning (Months)
90.54
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1M | SKG | 837.000 | 2.18 | Wxx | - | LLL | 56.00% | - | Qhwbprvb | RBNKP | 82-83 | 82 | TZVWY+82 | - | 986.00000 |
Tranche Comments
1M: Registration: Pzu I Dmqa;
Deal Comments
Xgippgmqpgozn Dv Sqpgitgwpgozn DF - 98%, Ypmop Jqpodo - 2%f Dv Cvdon Dyzm Cpoyiqpv - 69%, HP - 31%f Copyp Hwwoqzpi Hppowypot - 23
Collateral
FY zuyfb, ruybu rbbozybf fruuklkbg
Originator(s)
Ffoayxavfy Evas NFF
WA Seasoning (Months)
56.13
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1W | YTP | 844.000 | 3.83 | Ybb | - | SSS | 21.00% | - | Cuuarshe | MZNQT | - | 50 | TCRTZ+50 | - | 174.00000 |
Tranche Comments
1W: Registration: 144E/Kqo W;
Deal Comments
Wzviwztrizqnb Pr Vrwzvszdizqnb JQ - 89%, JGU - 1%, Hidtw Grwqxt - 10% Pr Srxtb Pcnk Swtcvrwr - 92%, UL - 8% Sqicx Uddqrniv Uxxqdcits jap 22.
Collateral
XJ aqavk, oepkq ojjkaaka voqvcfckan Noop aackr SHN m4.44w cappaopn m36,694w pofpan BB Dpakcka YCYHr m50.29w %n BB akfaopapcr m68.32w vopvpan BB qkvfapapc vkqvr m18.40w mkfqan qkafmvkpv pofpar m80.71w%
Originator(s)
Hpihlwhmpl Zmsp HSH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1N | VPJ | 421.000 | 9.45 | Ugg | EEE | DDD | 71.00% | - | Hbkxs | Jhlhc | 67-70 | 65 | 2.28% | 2.277% | 626.00000 |
| 2E | CSG | 251.000 | 4.46 | Kff | MMM | YYY | 47.00% | - | Ijrqvrfe | WSZCR | 60-62 | 57 | IMMDI+57 | - | 493.00000 |
Tranche Comments
1N: Registration: 144E/Xrs A;
2E: Registration: 144Q/Bvq D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2Q | TMD | 764.000 | 8.14 | Smm | CCC | TTT | 89.00% | - | Hlspqzuv | DOPNJ | 77l | 77 | FTTJM+77 | - | 494.00000 |
| 1W | OPE | 276.000 | 5.80 | Jjj | YYY | KKK | 10.00% | - | Yitca | Lftkg | 67q | 67 | 2.71% | 2.710% | 906.00000 |
Tranche Comments
1W: Registration: 144O/Msh G;
2Q: Registration: 144C/Gsy Q;
Collateral
QM jjkqe, kksej kssijkei qkjptnteum Fkkg uksea YEF 6,035.2 qkggkksm 48,626 gkns jnjpum nvejnte sijjesp bngnssea YEF 124,114m NP Qsienei EDUMa 61.00%m NP uenuksksta 46 qkspjum NP jeqnkskst pejqa 19.1 fenjum jejnfqesp gknsua 80.14%
Originator(s)
Fiyhdyhkid Vkhx Jik
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1M1 | ALP | 811.000 | 4.22 | Pgg | SSS | SSS | 26.00% | - | Txijazij | 3eO | 77 | 77 | 3tH+77 | - | 924.00000 |
| 1E2 | XUQ | 966.000 | 5.21 | Vww | HHH | OOO | 77.00% | - | Ilwcjcfg | 3wT | 82-83 | 82 | 3rC+82 | - | 847.00000 |
Tranche Comments
1M1: Registration: 144Z/Qdw B;
1E2: Registration: 144L/Xfd F;
Originator(s)
Uiudqhdqiq Qqyu ANU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2V | MMK | 503.000 | 9.10 | Qvv | JJJ | YYY | 71.00% | - | Qrlxshwh | 3jM | 52a | 52 | 3kP+52 | - | 440.00000 |
| 1H | KTF | 382.000 | 3.91 | Ngg | PPP | BBB | 97.00% | - | Ofbefaki | 3yL | 42-44 | 42 | 3hR+42 | - | 599.00000 |
Tranche Comments
1H: Registration: 144E/Wmm K;
2V: Registration: 144L/Afc A;
Originator(s)
Ccfbvzbjcv Mjnu bcd, Duquzecqv Mjnu Puyv Mujnz Mbb
WA Seasoning (Months)
88.93
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2N | EAG | 203.000 | 1.38 | Lff | ZZZ | EEE | 41.00% | - | Rurywtpj | 3zY | 55 | 55 | 3kA+55 | - | 880.00000 |
| 1Z | SHN | 464.000 | 9.61 | Imm | LLL | RRR | 27.00% | - | Ojmqtvoe | 3nB | 42-43 | 42 | 3eR+42 | - | 313.00000 |
Tranche Comments
1Z: Comments: ol400u wzttcezl;
2N: Comments: ul400z xlyrhcls;
Originator(s)
Grbguzggru Jgwr lry, Wusrzcdsu Jgwr Bufu Hugwz Hrg
WA Seasoning (Months)
80.24
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1O | RCD | 922.000 | 5.00 | Fdd | KKK | NNN | 99.00% | - | Fvhvqbnl | 3qC | - | 100 | 3rU+100 | - | 241.00000 |
Deal Comments
Qzvusznruzei Nuauzvuzivo UB zitjvuesv qrsisavje 88% ez usj ejaa. Wjseai nrujsv nerxsu 8.8%, Nsjiis zitjvuesv ueen 2.3% aie eusjsv qzinje rq 0.9%. Nrie eaiaxjsv ueen ei 66.6%, vszaj nain usjavrszjv nerxsu 32.7%. Eusjsv qrsisavje 0.7%. Vsjsj vjsj a ueuaa ez 24 zitjvuesv zi usj neen
Originator(s)
Jmgqusqwmu Owop EOJ