Canada Square Funding PLC (CSFP) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP205.6003.83AaaAAAAAA11.50%-FloatingSONIA-95SONIA+95-100.00000
BGBP13.9004.78Aa3AA-AA-5.50%-FloatingSONIA-150SONIA+150-100.00000
CGBP6.4004.78Aa3A-A2.75%-FloatingSONIA-190SONIA+180-99.54700
DGBP3.5004.78A3BBBBBB1.25%-FloatingSONIA-278SONIA+210-97.00000
EGBP2.9004.78Baa3BBBB--FloatingSONIA-368SONIA+230-94.00000
XGBP9.300-B1B---------Retained
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