2021-1

Canada Square Funding PLC (CSFP) 2021-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	205.600	3.83	Aaa	AAA	AAA	11.50%	-	Floating	SONIA	-	95	SONIA+95	-	100.00000
B	GBP	13.900	4.78	Aa3	AA-	AA-	5.50%	-	Floating	SONIA	-	150	SONIA+150	-	100.00000
C	GBP	6.400	4.78	Aa3	A-	A	2.75%	-	Floating	SONIA	-	190	SONIA+180	-	99.54700
D	GBP	3.500	4.78	A3	BBB	BBB	1.25%	-	Floating	SONIA	-	278	SONIA+210	-	97.00000
E	GBP	2.900	4.78	Baa3	BB	BB	-	-	Floating	SONIA	-	368	SONIA+230	-	94.00000
X	GBP	9.300	-	B1	B	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2021-06-17; Registration: Reg S Only; B: First Pay: 2021-06-17; Registration: Reg S Only; C: First Pay: 2021-06-17; Registration: Reg S Only; D: First Pay: 2021-06-17; Registration: Reg S Only; E: First Pay: 2021-06-17; Registration: Reg S Only; X: First Pay: 2021-06-17; Registration: Reg S Only;

Risk Retention

EU/UK risk retention requirements will be satisfied by the continued holding by CBNA, London Branch as originator of the VRR Loan Note

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