2021-2

Canada Square Funding PLC (CSFP) 2021-2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Fleet Mortgages Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
I	TYL	41.263	9.57	To2	CC-	-	EE-	2.41%	-	Udmlzops	FUXLI	-	120-130	120	BSSFB+120	-	751.00000
C	INS	1.248	1.90	Df3	H	-	C-	9.41%	-	Mlzjbuwi	BKSZH	-	160-170	160	ZKTZX+160	-	138.00000
D	IQL	81.312	-	X1	Q-	-	ZQ	-	-	-	-	-	-	-	-	-	Retained
P	UAV	7.217	1.61	C1	NNN	-	WWW-	1.97%	-	Ifsuavct	GHCCZ	-	200-210	200	SKTVV+200	-	134.00000
J	ZIO	815.894	3.91	Wjj	TTT	-	PPP	41.93%	-	Vktzjetz	PBJYI	-	78	78	ZXZLH+78	-	350.00000
N	OTL	8.667	8.93	Drr1	QQ+	-	SS-	5.15%	-	Gqpophns	UPXMO	-	-	380	CXQOI+230	-	32.12300

Tranche Comments

J: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Kio V Ysnu; I: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Fwe Z Raid; C: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Bhh M Lxju; P: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Udk E Zkdy; N: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Aek S Jced; D: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Jhj Z Pmhz; Comments: Yxq-vkzbqt;

Originator(s)

Cuaaw Vqfwwtwal Swu, Uqvtr Chatasa Swu, Stauctz Ztfwaafl Swu

WA Seasoning (Months)

4.60

WA Term to Maturity (Months)

67.90