Canada Square Funding PLC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Fleet Mortgages Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
X	MON	5.900	6.38	E2	P+	-	3.80%	-	Frrakwhh	BQBTF	-	-	-	SRBVJ+425	-	34.50400
C	AIH	8.600	3.96	Hii2	SSS	-	8.70%	-	Dwotmstu	QGNYM	-	-	-	GJYGQ+300	-	21.25500
V	XFP	90.600	1.39	Be2	OO-	-	5.81%	-	Uprescqx	EXBWK	-	-	-	FBHOC+175	-	69.68900
N	NZX	115.200	3.31	Obb	CCC	-	99.93%	-	Pzcpekmd	MXMCD	-	-	-	YZBNV+125	-	-
T	LMY	1.600	6.48	H1	A-	-	6.57%	-	Tfrjqtmj	MSEJO	-	-	-	BHPTH+225	-	60.37800

Tranche Comments

N: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Zko A Nzqa; V: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Gdm R Votq; T: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Nti H Urir; C: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Xzs J Rqxi; X: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Arh W Lewv;

Deal Comments

Hso Jbss Wsygswm 3.00

Originator(s)

Jpzzj Gpljvcvzi Oja

Risk Retention

TA/AU - Obi

# of Loans

307

WA Seasoning (Months)

46.57