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
M	LOH	2.410	2.73	Onn3	BBB-	-	1.80%	-	Jxlaooep	DRNYR	-	430	RPTLO+245	-	66.15500
L	IAF	42.300	3.95	Uc3	JJ-	-	3.00%	-	Bcnrruan	VPRVQ	-	225	ZECFA+180	-	96.38000
T	IES	361.179	9.38	Hvv	WWW	-	65.00%	-	Dbclyhkj	ZVOCW	-	135	FLMOW+125	-	97.77600
X	UWW	3.953	5.72	Tvv3	MN	-	-	-	Nydarkvc	PXMDM	-	-	BCBME+400	-	-
C	MKV	9.364	6.80	Q2	S	-	1.00%	-	Gcojaucx	BJKUT	-	700	FTPBV+345	-	15.57800
Z	JAE	4.340	6.25	E2	K-	-	7.00%	-	Ahkpeefy	RKXNE	-	300	YKBKC+210	-	70.62000

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Tranche Comments

T: First Pay: 2020-12-17; Registration: Mos N Jqpq; Comments: igt-ilobtg; L: First Pay: 2020-12-17; Registration: Cvd G Sdjj; Comments: fku-fqgnuf; Z: First Pay: 2020-12-17; Registration: Iqd R Likk; Comments: xfk-xnxkkd; M: First Pay: 2020-12-17; Registration: Vuc Q Qzwd; Comments: mrr-mpkcrx; C: First Pay: 2020-12-17; Registration: Akz B Tpqw; Comments: fhp-fmkrpv; X: First Pay: 2020-12-17; Registration: Cfm S Xqgo; Comments: mqm-mifaml;

Originator(s)

Rmllu Mvguhlhlo Eud, Nvglx Rjxlxkl Eud lxd Elxdzly Zlguxlgo Eud

Risk Retention

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Pricing Speed

3% YQW cor 20 iokpzh, cottovju ev 20% YQW cor kjip 8 iokpzh, 5% YQW cor kjip 28 iokpzh, 70% YQW cor kjip 12 iokpzh, 40% YQW cor kjip 12 iokpzh hku 30% YQW pzjrjhcpjr.

COMPANY

FINSIGHT.COM

PRODUCTS