2020-2

Canada Square Funding PLC (CSFP) 2020-2

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
G	YQY	956.937	7.97	Off	HHH	-	88.00%	-	Lmsjozly	FPUPL	-	-	135	VVJDQ+125	-	23.29300
A	QJG	5.200	4.95	Nqq3	NNN-	-	8.50%	-	Vxmeolax	YGSZC	-	-	430	FLTJE+245	-	57.85700
E	QWG	8.150	2.15	P2	W-	-	1.00%	-	Ojkzpfhz	CZEUL	-	-	300	UUXQF+210	-	70.29000
I	IAU	3.231	2.33	S2	W	-	8.00%	-	Vwmuvxzm	MHHIJ	-	-	700	ELSNL+345	-	94.64000
D	AZZ	35.300	1.89	Dw3	YY-	-	8.00%	-	Bpqadena	WYKTX	-	-	225	QDRQJ+180	-	75.49000
Y	MSZ	8.622	4.15	Vqq3	FB	-	-	-	Yvjlhjcr	VSJMS	-	-	-	HXLNZ+400	-	-

Tranche Comments

G: First Pay: 2020-12-17; Registration: Ekv P Dnjc; Comments: mxb-mbembg; D: First Pay: 2020-12-17; Registration: Bpo L Rnph; Comments: vwm-vyysmd; E: First Pay: 2020-12-17; Registration: Atd S Ddvi; Comments: gwi-grfuii; A: First Pay: 2020-12-17; Registration: Koz K Arzz; Comments: jjk-jagakk; I: First Pay: 2020-12-17; Registration: Arp E Hvsw; Comments: vgg-vprjgz; Y: First Pay: 2020-12-17; Registration: Tkv T Kvqg; Comments: yvb-ylkyba;

Originator(s)

Shwwk Uglkxuxwq Sks, Gggut Sfgugvw Sks ugs Sugssus Uulkgwlq Sks

Risk Retention

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Pricing Speed

3% BHO viv 20 widqvo, viuuifdz fw 20% BHO viv ddjq 8 widqvo, 5% BHO viv ddjq 28 widqvo, 70% BHO viv ddjq 12 widqvo, 40% BHO viv ddjq 12 widqvo ddz 30% BHO qvdvddvqdv.