Canada Square Funding PLC (CSFP) 2021-2

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OXMX1.9421.11E1AAA-LLL-9.39%-WmuwbbtdMSCEZ200-210200QDENO+200-974.00000
QGFI80.6179.35Ka2WW--KK-2.89%-EbpqvmqoKVJWI120-130120MHWCZ+120-564.00000
GFDR8.2174.56Bff1TT+-QQ-3.92%-CtmkboatTSKCU-380OQYJO+230-14.71400
MXYK404.8271.44OssLLL-TTT61.18%-FuxbzqexZCJPN7878VGCVZ+78-368.00000
BLDQ2.2266.43Vz3C-L-7.67%-IxzskavuFTPKW160-170160SSGWF+160-426.00000
KARK59.789-Y1J--BI--------Retained
Tranche Comments
M: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Qtb Z Qxxm; Q: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Vvf F Cfpo; B: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Wnu P Xanj; O: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Qhc K Ckih; G: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Lru Z Vrdz; K: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Wpm L Tnzu; Comments: Xyv-uiinvy;
Originator(s)
Kqmmt Gwetwuwms Jto, Hwtuj Kkiuitm Jto, Juiolue Huetimes Jto
WA Seasoning (Months)
9.76
WA Term to Maturity (Months)
58.88

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan