Canada Square Funding PLC (CSFP) 2021-2

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP220.7223.72AaaAAA-AAA13.13%-FloatingSONIA7878SONIA+78-100.00000
BGBP16.9794.45Aa2AA--AA-6.38%-FloatingSONIA120-130120SONIA+120-100.00000
CGBP7.5464.45Aa3A-A-3.38%-FloatingSONIA160-170160SONIA+160-100.00000
DGBP4.4024.45A1BBB-BBB-1.63%-FloatingSONIA200-210200SONIA+200-100.00000
EGBP1.8864.45Baa1BB+-BB-0.88%-FloatingSONIA-380SONIA+230-93.92600
XGBP11.319-B1B--NR--------Retained
Tranche Comments
A: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Reg S Only; B: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Reg S Only; C: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Reg S Only; D: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Reg S Only; E: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Reg S Only; X: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Reg S Only; Comments: Pre-placed;
Originator(s)
Fleet Mortgages Ltd, Topaz Finance Ltd, Landbay Partners Ltd
WA Seasoning (Months)
1.63
WA Term to Maturity (Months)
22.88