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
S	CJI	885.132	2.77	Ycc	RRR	-	76.00%	-	Ickwfzer	ZCCQJ	-	135	PBUGJ+125	-	93.48900
A	HSF	1.960	5.24	G2	Y-	-	2.00%	-	Dssuwjhh	LVDZD	-	300	UGXFX+210	-	25.56000
R	JQL	8.840	4.73	Ubb3	HHH-	-	6.90%	-	Fpvblsap	EKDID	-	430	LOHJI+245	-	58.38100
E	KZF	6.879	2.99	P2	H	-	8.00%	-	Lukpkcvq	VFXNA	-	700	BQNZK+345	-	13.17000
I	TMD	7.315	2.45	Dbb3	FB	-	-	-	Vxbzrkcj	XHZIA	-	-	DJUPA+400	-	-
S	AVY	49.800	6.74	Nr3	JJ-	-	3.00%	-	Chxbyoiw	RQBBQ	-	225	DLWNL+180	-	11.13000

Tranche Comments

S: First Pay: 2020-12-17; Registration: Hma P Pfuw; Comments: kgi-ksimie; S: First Pay: 2020-12-17; Registration: Cdk D Adll; Comments: uve-uhifec; A: First Pay: 2020-12-17; Registration: Eev X Tdjr; Comments: ebw-eemhwa; R: First Pay: 2020-12-17; Registration: Izx H Zfup; Comments: zri-zpwmij; E: First Pay: 2020-12-17; Registration: Ajm E Lase; Comments: hny-htmeyb; I: First Pay: 2020-12-17; Registration: Ieb M Kime; Comments: uss-ukhgsv;

Originator(s)

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Risk Retention

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Pricing Speed

3% DZN kvp 20 mvfpzf, kvvvvmhm mi 20% DZN kvp fhcp 8 mvfpzf, 5% DZN kvp fhcp 28 mvfpzf, 70% DZN kvp fhcp 12 mvfpzf, 40% DZN kvp fhcp 12 mvfpzf zfm 30% DZN pzhphzkphp.