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
P	OLV	9.900	2.72	Cn3	T-	B	1.94%	-	Zrzavbxj	ZVLLP	-	190	EXMJZ+180	-	77.48400
K	UZC	818.100	1.36	Jkk	PPP	QQQ	57.90%	-	Ehmrxraw	JFXEZ	-	95	ROEJC+95	-	609.00000
Q	HAM	33.600	3.58	Nw3	LL-	AA-	9.20%	-	Axrrzxlo	WCOKR	-	150	YMUST+150	-	119.00000
T	XNW	5.900	-	C1	J	-	-	-	-	-	-	-	-	-	Retained
C	JBI	8.300	5.67	F3	WWW	EEE	3.91%	-	Oxphshtj	CBNMQ	-	278	PUKET+210	-	85.00000
U	UBK	1.100	7.89	Jgg3	LL	DD	4.00%	-	Apuhrdrs	ZSPCL	-	368	TXGYC+230	-	57.00000

Tranche Comments

K: First Pay: 2021-06-17; Registration: Hka G Jgpn; Q: First Pay: 2021-06-17; Registration: Yzt W Zmfl; P: First Pay: 2021-06-17; Registration: Yet V Zzah; C: First Pay: 2021-06-17; Registration: Kpb S Lete; U: First Pay: 2021-06-17; Registration: Uqd U Mxmf; T: First Pay: 2021-06-17; Registration: Uta I Nhcl;

Risk Retention

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