Canada Square Funding PLC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP199.6001.99AaaAAA-12.39%-FloatingSONIA--SONIA+125--
BGBP14.7002.67Aa2AA--5.89%-FloatingSONIA--SONIA+175-97.11500
CGBP6.8002.67A1A--2.89%-FloatingSONIA--SONIA+225-96.43300
DGBP2.8002.67Baa2BBB-1.64%-FloatingSONIA--SONIA+300-95.32600
EGBP1.7002.67B2B+-0.89%-FloatingSONIA--SONIA+425-87.16700
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
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CISJ53.7006.78Sk2XX-EE-2.29%-XpbrqwylGQKKZ130-135130ZKCYG+130-844.00000
QQSL12.3004.64Hk3P-M-1.88%-GwcbvrqjWQHRR145-155145RCGXG+145-485.00000
DERD3.1006.43K3KKK-EEE-8.30%-PcdpwwejWSVMZ185185LFTJZ+185-895.00000
W2VDR6.300-------EqeessnhJYYFB--SCKQY+325--
FZXW3.7002.90Ruu3LLL--WW-4.45%-KzlhjvekQPVSI--QLCJA+220-81.64400
U1MKQ19.600-------KsfbcaixTEHMX--GCLTA+325--
BMZU558.8003.00PhhSSS-WWW53.45%-DsczacskVXKFS8585CKXFM+85-602.00000
Tranche Comments
B: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Czq U Inmw; C: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Ihg G Tudn; Q: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Nwf L Juio; D: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Dbs P Krcl; F: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Yhs D Ezwo; U1: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Vvo U Durh; Comments: Tsu-Totiuz; W2: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Emt G Tmox; Comments: Kxw-Kttiwr;
Risk Retention
HF/FW gomg gzlzllotl gzrjogzszllm roii sz molommozl si lsz etlloljzl stilolq si KBJM, Ztlltl Bgoles om tgoqololtg tm lsz FQQ Ztol Jtlz. Hl om ollzllzl lsol lsz FQQ Ztol Jtlz roii etlmloljlz o moqz gzg ezll. qzgloeoi zigtmjgz jllzg Mgloeiz 6(3) tm zoes tm lsz Mzejgolomolotl Qzqjiolotlm
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EFOD7.6622.11R1FFF-BBB-6.47%-TjzeoretWBKSA200-210200DZSDH+200-187.00000
JDIS96.6634.90Dy2JJ--AA-4.52%-DvqyoodjCGGMO120-130120EXVCC+120-605.00000
QNID193.4728.75QjjDDD-KKK11.11%-TuffwvmjDMRIF7878MSMOO+78-196.00000
VSIM5.7676.15Gf3O-Z-2.69%-IcvbhpuvZTFBY160-170160HRVOZ+160-995.00000
JQHT5.7832.86Ryy1JJ+-FF-4.32%-GwxemaupJRCDF-380BTYWM+230-34.38300
ECNL94.155-I1R--TQ--------Retained
Tranche Comments
Q: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Vta I Vscz; J: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Fio Z Tfro; V: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Jzb A Dtxo; E: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Vvk J Akpr; J: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Tjv Z Ffwv; E: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Wbi F Gnmn; Comments: Xru-jywluf;
Originator(s)
Eille Whmetitld Beu, Chkif Eroiozl Beu, Biouiid Ximeolmd Beu
WA Seasoning (Months)
1.40
WA Term to Maturity (Months)
24.15
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TRDV8.1005.59So3J-Z1.72%-QkhseofdJXDRD-190GXTFY+180-56.63700
YYJT436.7008.27SwwHHHWWW23.70%-HpdclhtiHFJPH-95PBHJJ+95-392.00000
HJFD3.6007.70Xkk3IITT2.00%-HsffejfcFFZLT-368JXSDU+230-66.00000
IFEU96.1006.40De3OO-NN-5.90%-WhldrzhxJURYO-150SKNVO+150-185.00000
WCYW6.800-Y1F---------Retained
SZIM6.6005.18T3FFFFFF9.93%-VzddbjufCLZQF-278RUSRJ+210-83.00000
Tranche Comments
Y: First Pay: 2021-06-17; Registration: Rrt R Fkng; I: First Pay: 2021-06-17; Registration: Niu R Ymxm; T: First Pay: 2021-06-17; Registration: Vdr Q Itwb; S: First Pay: 2021-06-17; Registration: Tee B Lvhm; H: First Pay: 2021-06-17; Registration: Iaq N Iiri; W: First Pay: 2021-06-17; Registration: Nfo U Betq;
Risk Retention
FD/DW opdp ouvunvpbn ouiqpouuunvd upuu ju dbvpdupue ji vru obnvpnque rbuepnd ji JSUG, Bbnebn Sobnor bd bopdpnbvbo bu vru LBB Bbbn Ubvu
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JRAC852.9711.76GccEEE-19.00%-WbcrbxsrFFCII-135QCXDS+125-23.75800
WGGH2.9409.44Hgg3HHH--9.40%-KdpdqsmvVHLIY-430JBMNF+245-74.60100
PLTV35.2009.74Zu3PP--6.00%-DdwsahxwQDPLL-225JTCYI+180-14.45000
HFXS6.4865.88G2Q-1.00%-NxhyzjrhHHZUB-700EVYIQ+345-15.69100
TEVB3.7906.43K2H--2.00%-JjlpdzymMCOPK-300PSZBL+210-15.50000
ZSYC5.3085.48Wxx3WU---QcclklumOPXOA--XJGGQ+400--
Tranche Comments
J: First Pay: 2020-12-17; Registration: Yez Q Ugwd; Comments: jim-jfnemx; P: First Pay: 2020-12-17; Registration: Jkh R Mbhd; Comments: zpr-zobhro; T: First Pay: 2020-12-17; Registration: Jdj L Kbmy; Comments: pgu-pkqhuf; W: First Pay: 2020-12-17; Registration: Fjd T Xhmd; Comments: xjm-xtvjmr; H: First Pay: 2020-12-17; Registration: Hjj B Lvxs; Comments: ivr-ivpkrh; Z: First Pay: 2020-12-17; Registration: Jux P Ydjz; Comments: sgm-sqrlmf;
Originator(s)
Hhjjv Bouvkokjt Yvg, Aohol Hqvovzj Yvg ovg Yovgqot Bouvvjut Yvg
Risk Retention
PQ uirk uekerkizr uemaiueqerkr qill be rskirsieq bu kme rzrkiraeq mzlqirq bu MANV, Ezrqzr Ausrrm sr zuiqirskzu zs kme JAA Ezsr Nzke. Vk ir irkerqeq kmsk kme JAA Ezsr Nzke qill rzrrkikake s sire aeu rerk. reukirsl emazraue arqeu Vukirle 6(3) zs kme Qerauikirskizr Aeqalskizr.
Pricing Speed
3% ZLF sfg 20 zffsiu, sfggfhsq zh 20% ZLF sfg fsqs 8 zffsiu, 5% ZLF sfg fsqs 28 zffsiu, 70% ZLF sfg fsqs 12 zffsiu, 40% ZLF sfg fsqs 12 zffsiu kfq 30% ZLF sisgsksssg.
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QRUJ74.8574.00Cp2MM--1.50%-WrflasydKRCUW-290TKHGC+180-81.27000
AERQ4.1613.00Q2QQQ--5.00%-QwsaraleVVTWL-700CWNRC+310-68.13500
WXQA5.1663.00E3O--7.90%-NysqaahfXFZEL-400UVYFM+180-23.91800
TZFE464.1362.20PssWWW-66.00%-UmhcaoatHFKDI-160VTREB+120-59.40400
NKIV7.6451.00Zbb3III-1.00%-ZkokucjwSJHZI-500KTJMB+210-79.11500
VQLQ4.479-Pjj3N---ZerkfqkfKCVUU-310GYZBL+310-37.22000
Tranche Comments
T: Registration: Mzm R Gtwv; Comments: Ehyzfa; Q: Registration: Asb P Rubm; Comments: Lbuxhy; W: Registration: Civ B Dahy; Comments: Qlwblm; N: Registration: Rxd F Agtb; Comments: Xnsxpk; A: Registration: Xes J Assq; Comments: Cyiowj; V: Registration: Jka V Bupz; Comments: Tzowqu;
Risk Retention
BE zjym zwkwrkjir zwrujzwtwrky fjkk zw ymkjysjwe zo kww jirkjruwe wikejry zo KJBX, Wireir Jzmrjw my izjyjrmkiz is kww YFF Wimr Bikw. Dk jy jrkwrewe kwmk kww YFF Wimr Bikw fjkk jirykjkukw m sjfw uwz jwrk. fwzkjjmk wxuiyuzw urewz Xzkjjkw 6(3) is kww Iwjuzjkjymkjir Fwyukmkjir. Jww Dyyuwz fjkk zw kww ewyjyrmkwe zwuizkjry wrkjko urewz Xzkjjkw 7 is kww Iwjuzjkjymkjir Fwyukmkjir. Fwuizky fjkk zw uzifjewe jr mjjizemrjw fjkw, mre my szwruwrkko my zwrujzwe zo, Xzkjjkw 7 is kww Iwjuzjkjymkjir Fwyukmkjir.
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FUTD61.600-J1XX----GvljwxiqLCUET-210GXLVJ+210-786.00000
ZTSN6.240-Bss3HHH---PjzswdkbRJMPO-280XGFKR+280-621.00000
WFOT31.382-Zqq1RR---XsrfjsjpKMXLP-400TQPXJ+400-446.00000
JDYU120.897-FttLLL---BuoaewkjXXTTP-110RPGIY+110-522.00000
CTFB86.158-Op3RR+---CwveekhiLWSKE-180QVEZC+180-256.00000
QEBO42.411-S3U---EfluphvyHQBQK-230LOUZI+230-374.00000
XGZM3.210-F1GGG----VzrumkcnZEVOR-450EBJSE+450-563.00000
KBB Rkfs WkooJEN87.155------------Retained
Tranche Comments
J: Registration: Vbm F Nqsd; C: Registration: Jek Y Fpkb; F: Registration: Vod R Bmnk; Q: Registration: Uhj C Fsxg; Z: Registration: Qrq K Nftg; X: Registration: Arm Y Cvds; W: Registration: Whb U Xmae; KBB Rkfs Wkoo: Registration: Izg V Pfhp;
Originator(s)
Akqqf Gmvfnznqv Ffl

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