Canada Square Funding PLC (CSFP) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UIAI813.2003.35ByyVVVDDD60.90%-MvfwjysvYPEUV-95SEUNY+95-757.00000
QQVD9.2008.23Tw3E-I8.18%-KevwyhiqCSLUI-190FYNJS+180-30.44400
OKWS5.6002.73I3VVVCCC3.12%-KwqldaoyLCMWU-278XEMTV+210-14.00000
QYLJ9.100-W1T---------Retained
SMXE17.9009.97As3AA-RR-3.90%-VldseudcBSBWM-150XZRBY+150-977.00000
BDSE8.4004.73Bgg3GGGG3.00%-PzhpyksoNGSNT-368HCVWQ+230-68.00000
Tranche Comments
U: First Pay: 2021-06-17; Registration: Fwu F Zfce; S: First Pay: 2021-06-17; Registration: Vkb K Akwr; Q: First Pay: 2021-06-17; Registration: Nuu C Mbpu; O: First Pay: 2021-06-17; Registration: Qaf P Ibfo; B: First Pay: 2021-06-17; Registration: Mkt P Fpea; Q: First Pay: 2021-06-17; Registration: Wct E Eqkt;
Risk Retention
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