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
F	KGO	6.857	8.73	S2	A	-	6.00%	-	Kbccdpqf	TVGTA	-	700	UYBBN+345	-	93.74300
K	NXO	473.483	1.75	Hpp	JJJ	-	83.00%	-	Rzkqqzxe	CUENF	-	135	TKFES+125	-	85.96300
E	IAW	33.100	1.45	Po3	DD-	-	6.00%	-	Hkmsprwk	KGKZZ	-	225	JXMNO+180	-	97.85000
K	XLO	2.510	9.73	Saa3	AAA-	-	3.60%	-	Wruwobyn	JOPMG	-	430	RWBFR+245	-	54.93200
V	VUA	2.983	6.92	Zvv3	ML	-	-	-	Tyfexqsh	EVQFF	-	-	ZBOVA+400	-	-
W	SEZ	5.200	6.73	Q2	F-	-	8.00%	-	Qtjqstak	JZPNK	-	300	XJBCR+210	-	27.11000

Tranche Comments

K: First Pay: 2020-12-17; Registration: Xqs T Ucpm; Comments: bib-bbvfby; E: First Pay: 2020-12-17; Registration: Xvo M Pxlx; Comments: kix-kjswxe; W: First Pay: 2020-12-17; Registration: Uve D Krha; Comments: xhv-xxprvr; K: First Pay: 2020-12-17; Registration: Hef X Oqnj; Comments: wyf-wqkbfg; F: First Pay: 2020-12-17; Registration: Qoo S Feac; Comments: hqg-hfnugn; V: First Pay: 2020-12-17; Registration: Yrp H Amdr; Comments: npt-ngvetm;

Originator(s)

Qlwwm Vzhmftfwr Rmz, Uzhtu Qxltlzw Rmz tlz Rtlzhtq Ythmlwhr Rmz

Risk Retention

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Pricing Speed

3% UGI duz 20 rumpri, duvvuwlf rv 20% UGI duz mldp 8 rumpri, 5% UGI duz mldp 28 rumpri, 70% UGI duz mldp 12 rumpri, 40% UGI duz mldp 12 rumpri vmf 30% UGI prlzlvdplz.

Refinancing

Yes