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
O	DOH	5.500	2.60	Ao3	N-	A	6.50%	-	Vsjpujsf	GUKHE	-	190	WOQGE+180	-	27.79400
X	FQN	3.800	-	Z1	A	-	-	-	-	-	-	-	-	-	Retained
U	AWM	836.700	7.53	Txx	QQQ	WWW	12.10%	-	Fdoyyzju	XMEUP	-	95	MPQJR+95	-	448.00000
S	WXV	9.200	2.60	Wgg3	II	JJ	8.00%	-	Bkybqutx	FHENQ	-	368	GRPTU+230	-	83.00000
A	YMV	38.400	2.32	Go3	II-	OO-	3.70%	-	Qfztrtms	EGEZM	-	150	RCPQK+150	-	386.00000
P	SOE	8.600	2.44	C3	EEE	HHH	3.16%	-	Tpvkcdqt	XORMA	-	278	SOHSH+210	-	10.00000

Tranche Comments

U: First Pay: 2021-06-17; Registration: Hbe X Naeq; A: First Pay: 2021-06-17; Registration: Hzs X Yivv; O: First Pay: 2021-06-17; Registration: Prs P Iqrf; P: First Pay: 2021-06-17; Registration: Pst P Ndjf; S: First Pay: 2021-06-17; Registration: Hmv R Xbnq; X: First Pay: 2021-06-17; Registration: Rmw R Gptn;

Risk Retention

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