FINSIGHT

Canada Square Funding PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	199.600	1.99	Aaa	AAA	-	12.39%	-	Floating	SONIA	-	-	SONIA+125	-	-
B	GBP	14.700	2.67	Aa2	AA-	-	5.89%	-	Floating	SONIA	-	-	SONIA+175	-	97.11500
C	GBP	6.800	2.67	A1	A-	-	2.89%	-	Floating	SONIA	-	-	SONIA+225	-	96.43300
D	GBP	2.800	2.67	Baa2	BBB	-	1.64%	-	Floating	SONIA	-	-	SONIA+300	-	95.32600
E	GBP	1.700	2.67	B2	B+	-	0.89%	-	Floating	SONIA	-	-	SONIA+425	-	87.16700

More Details

Tranche Comments

A: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Reg S Only; B: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Reg S Only; C: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Reg S Only; D: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Reg S Only; E: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Reg S Only;

Deal Comments

Non Call Period: 3.00

Originator(s)

Fleet Mortgages Ltd

Risk Retention

EU/UK - Yes

# of Loans

972

WA Seasoning (Months)

46.24

Fleet Mortgages Ltd