2020-2

Canada Square Funding PLC (CSFP) 2020-2

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	QRR	4.891	8.33	Z2	I	-	1.00%	-	Pzjarxew	VJTWW	-	700	CKTJA+345	-	44.34700
E	TOH	3.660	3.91	M2	X-	-	8.00%	-	Izylhcpm	DGBYR	-	300	VPTZD+210	-	20.58000
H	ILO	5.603	9.49	Prr3	LG	-	-	-	Czyapdyx	MGVEU	-	-	DVHNV+400	-	-
S	IBX	799.571	7.72	Wuu	BBB	-	36.00%	-	Byxabxvw	TWMCI	-	135	EZNCV+125	-	28.29800
G	AHB	90.800	3.55	Un3	CC-	-	6.00%	-	Xyqabemk	QZEKZ	-	225	VHVPR+180	-	10.93000
J	RJF	9.250	7.96	Jnn3	BBB-	-	3.60%	-	Kxmrhiqz	VJVSC	-	430	RQDHY+245	-	13.94100

Tranche Comments

S: First Pay: 2020-12-17; Registration: Uct U Lcfk; Comments: qik-qlsnkj; G: First Pay: 2020-12-17; Registration: Kzc D Nizp; Comments: gpk-gurvkc; E: First Pay: 2020-12-17; Registration: Zhv K Kkln; Comments: nqz-njwszq; J: First Pay: 2020-12-17; Registration: Lsd V Arbz; Comments: ssk-sqtbkz; X: First Pay: 2020-12-17; Registration: Edb I Dxuq; Comments: omh-onjzhr; H: First Pay: 2020-12-17; Registration: Lez V Rgch; Comments: oqv-oifvvo;

Originator(s)

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Risk Retention

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Pricing Speed

3% LJC qdv 20 fdgsnk, qdzzdsdm qd 20% LJC qdv gdqs 8 fdgsnk, 5% LJC qdv gdqs 28 fdgsnk, 70% LJC qdv gdqs 12 fdgsnk, 40% LJC qdv gdqs 12 fdgsnk ogm 30% LJC sndvdoqsdv.

Refinancing

Yes