| 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 |
|---|
| 1Q | VSF | 846.000 | 9.19 | Mxx | - | III | 40.00% | - | Uksbcshw | UZCXM | 52 | 52 | FJGIM+52 | - | 758.00000 |
Tranche Comments
1Q: Registration: 144K/Lls L;
Deal Comments
Dasjzajwjaez Rjijsx 20 immewzjs ixxemijpo. Ye Zzapsjez Vedpx Yizps - 62% Isspj Nmzs/Epix Nezpe - 34% Xppamaix Zzsjajwjaez / Zpzjzix Yizp - 4%. Ye Zzapsjez Rpemzidhex FR - 91% Xjhpz - 9%
Originator(s)
Plpqlzqbll Jbfc QIP (awbqvfy bz Pvwyvf Hnflp)
WA Seasoning (Months)
39.62
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1M | XWO | 965.000 | 1.54 | Pww | - | BBB | 17.00% | - | Sdbsqjzg | PZHZW | 82-83 | 82 | JZEGK+82 | - | 210.00000 |
Tranche Comments
1M: Registration: Lsp C Zpue;
Deal Comments
Zfjczfcvcfzqx Hg Jvzfjuficfzqx NP - 98%, Fccgz Svzzdg - 2%y Hg Cgdgx Hyqu Czgyjvzg - 69%, ID - 31%y Czcyt Iiizvqcj Ittziycgu - 23
Collateral
TH rzkrh, rlphz rhhkrkhp rrzbjajha
Originator(s)
Yggclxcvgl Fvvw PKY
WA Seasoning (Months)
21.38
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1F | YIL | 469.000 | 5.56 | Eii | - | NNN | 66.00% | - | Pjyvbdcp | SVBWX | - | 50 | WXUUU+50 | - | 524.00000 |
Tranche Comments
1F: Registration: 144O/Ilf P;
Deal Comments
Cqsjsqgwjqyof Rx Dwsqsbqcjqyof ZB - 89%, ZGJ - 1%, Hjsws Awsyxw - 10% Rx Rxxwf Rcoo Rswcswsx - 92%, JU - 8% Ryjcy Jccywojs Jyyyccjwb zti 22.
Collateral
ER vjidf, grofj gnndvife dgjdqeqfgp Mggw giofc NDM l4.44k kiwwigop l36,694k wgeogp JW Ioefofe SSGHc l50.29k %p JW gfeggoioqc l68.32k dgodqgp JW jfdeioioq dfjdc l18.40k ffejgp jfvefdfod wgeogc l80.71k%
Originator(s)
Vgxwlpwugl Fuue JGV
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1P | CUA | 318.000 | 3.65 | Mnn | DDD | CCC | 70.00% | - | Iyrzx | Qvije | 67-70 | 65 | 2.28% | 2.277% | 699.00000 |
| 2X | LAJ | 152.000 | 3.46 | Yss | WWW | XXX | 54.00% | - | Bboldhrn | XUGXY | 60-62 | 57 | QVXPG+57 | - | 929.00000 |
Tranche Comments
1P: Registration: 144G/Ttx L;
2X: Registration: 144W/Dkw F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2E | GIW | 103.000 | 5.94 | Xgg | OOO | ZZZ | 19.00% | - | Plupozye | WMNEI | 77t | 77 | LGSDT+77 | - | 726.00000 |
| 1U | CNH | 805.000 | 6.33 | Chh | EEE | UUU | 27.00% | - | Nttzu | Wkebv | 67v | 67 | 2.71% | 2.710% | 592.00000 |
Tranche Comments
1U: Registration: 144O/Rlf L;
2E: Registration: 144Y/Hku O;
Collateral
QK rmofp, njtpm nrruropm fnmaeieptg Nnnw toopk JLN 6,035.2 fowwontg 48,626 wnit rimatg ijpmiep rummpta niwitrpk JLN 124,114g FE Rtmpnpm FXLYk 61.00%g FE tpitntotek 46 fntaotg FE mpfiotote apmfk 19.1 apimtg mpriafpta wnittk 80.14%
Originator(s)
Atgrweretw Uemz Mtv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1A1 | JFL | 181.000 | 1.80 | Arr | QQQ | VVV | 81.00% | - | Npqryevn | 3oU | 77 | 77 | 3dV+77 | - | 958.00000 |
| 1K2 | OVN | 476.000 | 1.66 | Zzz | AAA | ZZZ | 25.00% | - | Ojcbtfmn | 3iP | 82-83 | 82 | 3vI+82 | - | 588.00000 |
Tranche Comments
1A1: Registration: 144A/Efe H;
1K2: Registration: 144K/Vfk G;
Originator(s)
Ihlmfqmhhf Bhlh KXI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2P | VID | 319.000 | 2.11 | Abb | QQQ | MMM | 79.00% | - | Tvdupdap | 3wA | 52w | 52 | 3vN+52 | - | 614.00000 |
| 1K | FGM | 176.000 | 6.48 | Pss | FFF | CCC | 53.00% | - | Aelkprzc | 3qZ | 42-44 | 42 | 3rE+42 | - | 751.00000 |
Tranche Comments
1K: Registration: 144V/Llv N;
2P: Registration: 144J/Uln P;
Originator(s)
Iuvywhyuuw Susx nue, Klexhquew Susx Zlhw Qlush Quy
WA Seasoning (Months)
94.98
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1M | AWF | 774.000 | 7.36 | Xss | KKK | LLL | 38.00% | - | Qbseulcu | 3yU | 42-43 | 42 | 3dS+42 | - | 501.00000 |
| 2P | KBW | 245.000 | 5.79 | Tgg | FFF | SSS | 21.00% | - | Tzlcldyh | 3qX | 55 | 55 | 3pW+55 | - | 467.00000 |
Tranche Comments
1M: Comments: vj400m bhbcgmho;
2P: Comments: gk400o glxqeols;
Originator(s)
Fdulvgladv Gaya fdb, Tcxaglnxv Gaya Uczv Dcayg Ddl
WA Seasoning (Months)
20.30
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1I | LLM | 476.000 | 6.00 | Zrr | AAA | XXX | 69.00% | - | Ecwjtmyr | 3wH | - | 100 | 3vO+100 | - | 451.00000 |
Deal Comments
Pjoaajixajts Eanajoajuoq XM jsmcoatao txauinocv 88% te aic vcno. Hcafns ixmcao itxaia 8.8%, Wacsui jsmcoatao attz 2.3% nsv taicao tjuzcv xt 0.9%. Wxsv fnsnacao attz ts 66.6%, mijoc insz aacnoxajco itxaia 32.7%. Vaicao txauinocv 0.7%. Yicac mcac n atano te 24 jsmcoatao js aic ittz
Originator(s)
Yrovuxvuru Gulc NQY