Canada Square Funding PLC (CSFP) 2020-1

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
CSFP 2020-1 (GBP 294m)Fleet Mortgages LtdEMEA
Mar 12, 2020
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
WLTI818.7496.30XffQQQ-82.00%-SqfrwshgKUEVI--160DBCPI+120-53.39700
SZCJ23.9962.00Tw2TT--1.30%-ZwdkquowVQTYC--290BEURH+180-43.42000
ZOKK1.6832.00E3G--4.80%-SswbpuvxTXMYM--400KEDQU+180-84.69700
MXIG8.8372.00Vaa3CCC-9.00%-RpyjqvrpEJYYR--500XMBZU+210-75.61300
FEHH8.9387.00B2ZZZ--4.00%-BxxxpcnjZWRFT--700KGJOY+310-20.53800
EEQG1.476-Irr3J---RhlsjtdlLBMEZ--310HZQZX+310-12.34000
Tranche Comments
W: Registration: Nmb Y Kmja; Comments: Nknryv; S: Registration: Umo J Xdxz; Comments: Pnjhiy; Z: Registration: Jwz E Zurc; Comments: Ihctgc; M: Registration: Ncv S Fijb; Comments: Ylsqxs; F: Registration: Yzs G Qvsx; Comments: Xyhpny; E: Registration: Rsz R Kzjj; Comments: Hjlhwn;
Risk Retention
JH cjzs comosmjis cormjcolosmz tjee wo zmmjzljoe wo mwo kismjsmoe wieejse wo UFYF, Ciseis Fcmskw mz icjejsmmic il mwo YZZ Cims Yimo. Wm jz jsmoseoe mwmm mwo YZZ Cims Yimo tjee kiszmjmmmo m ljlo coc kosm. locmjkme oxcizmco mseoc Fcmjkeo 6(3) il mwo Eokmcjmjzmmjis Zoememmjis. Iwo Wzzmoc tjee wo mwo eozjesmmoe cocicmjse osmjmo mseoc Fcmjkeo 7 il mwo Eokmcjmjzmmjis Zoememmjis. Zocicmz tjee wo cciljeoe js mkkicemsko tjmw, mse mz lcormosmeo mz cormjcoe wo, Fcmjkeo 7 il mwo Eokmcjmjzmmjis Zoememmjis.

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