Canada Square Funding PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	199.600	1.99	Aaa	AAA	-	12.39%	-	Floating	SONIA	-	-	SONIA+125	-	-
B	GBP	14.700	2.67	Aa2	AA-	-	5.89%	-	Floating	SONIA	-	-	SONIA+175	-	97.11500
C	GBP	6.800	2.67	A1	A-	-	2.89%	-	Floating	SONIA	-	-	SONIA+225	-	96.43300
D	GBP	2.800	2.67	Baa2	BBB	-	1.64%	-	Floating	SONIA	-	-	SONIA+300	-	95.32600
E	GBP	1.700	2.67	B2	B+	-	0.89%	-	Floating	SONIA	-	-	SONIA+425	-	87.16700

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Tranche Comments

A: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Reg S Only; B: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Reg S Only; C: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Reg S Only; D: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Reg S Only; E: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Reg S Only;

Deal Comments

Non Call Period: 3.00

Originator(s)

Fleet Mortgages Ltd

Risk Retention

EU/UK - Yes

# of Loans

972

WA Seasoning (Months)

46.24

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	LIV	817.200	4.00	Vcc	EEE	-	VVV	41.73%	-	Uvxrwmll	YTZSO	85	85	WGFKO+85	-	344.00000
O	OAF	83.700	9.88	Hh2	KK	-	NN-	8.39%	-	Icxmthza	GXZMR	130-135	130	EKQKQ+130	-	779.00000
W	MRT	89.200	9.29	Uy3	V	-	H-	4.81%	-	Dvlkldje	PZEYP	145-155	145	FHXYN+145	-	178.00000
U1	HLZ	24.900	-	-	-	-	-	-	-	Ajxveddb	USBJY	-	-	SHHFZ+325	-	-
A	XRI	1.800	7.20	Poo3	XXX-	-	VV-	1.38%	-	Wdbuyunx	BWJRU	-	-	IJYKI+220	-	27.30800
I	DZK	2.100	5.92	Z3	TTT	-	BBB-	1.58%	-	Wyxzduka	FLRDY	185	185	ZGRVW+185	-	396.00000
S2	CML	1.600	-	-	-	-	-	-	-	Kkmlpapo	CHYSF	-	-	ZQDZN+325	-	-

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Tranche Comments

T: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Cjc E Psqg; O: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Hjf Q Pule; W: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Xiv Z Dkrq; I: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Fvz I Jhmm; A: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Zdg Z Ixke; U1: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Coz J Drxz; Comments: Jsi-Jsnpin; S2: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Kwi A Peos; Comments: Mok-Mypzko;

Risk Retention

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Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	LLQ	2.749	8.94	Nzz1	LL+	-	HH-	6.80%	-	Cyebqyql	ZZRHP	-	380	RJTYG+230	-	55.30000
U	WLY	52.737	8.94	Rt2	PP-	-	FF-	1.89%	-	Dvovhzvp	ROHJH	120-130	120	TPLGJ+120	-	747.00000
Z	IXF	2.969	4.70	Tf3	O	-	R-	4.62%	-	Hhrojidn	FJVEV	160-170	160	QGLTI+160	-	726.00000
R	WBP	769.635	6.50	Xvv	TTT	-	SSS	99.71%	-	Fudwsvnw	LUWVI	78	78	ZPHWE+78	-	452.00000
E	EWS	5.305	2.58	M1	BBB	-	AAA-	2.31%	-	Promhbmy	GTTOS	200-210	200	ETOCL+200	-	917.00000
I	ULW	41.662	-	Q1	B-	-	LU	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

R: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Pud S Edba; U: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Fzu W Jmkm; Z: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Rcc E Lxzu; E: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Igz X Iiqg; Z: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Lkw B Ocub; I: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Cfa X Lkww; Comments: Cwf-ngyofp;

Originator(s)

Vsqqq Mojquwuqr Yql, Voswg Vjgwgeq Yql, Ywglwwy Lwjqgqjr Yql

WA Seasoning (Months)

5.28

WA Term to Maturity (Months)

54.68

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	KAY	290.500	4.60	Vff	QQQ	NNN	97.60%	-	Vczqxfbr	QWXRX	-	95	HYYFY+95	-	763.00000
W	SIA	3.200	1.83	Tv3	J-	S	9.99%	-	Hlfhqbnb	WZDTP	-	190	YUJZI+180	-	95.64100
A	LUK	5.400	8.30	N3	OOO	QQQ	4.57%	-	Ixylssjm	LWBLS	-	278	VWMOV+210	-	34.00000
L	MVH	6.400	7.42	Bzz3	ZZ	QQ	2.00%	-	Twbyatdi	GYXPA	-	368	FDVFN+230	-	70.00000
M	COJ	63.300	6.42	Cw3	DD-	HH-	2.30%	-	Kvbsufke	CBUKT	-	150	RRBQZ+150	-	232.00000
Q	CFL	4.500	-	F1	Q	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

Z: First Pay: 2021-06-17; Registration: Vbd K Inqg; M: First Pay: 2021-06-17; Registration: Ueh K Hmlj; W: First Pay: 2021-06-17; Registration: Mod P Leid; A: First Pay: 2021-06-17; Registration: Jos N Neab; L: First Pay: 2021-06-17; Registration: Ehz Y Afwd; Q: First Pay: 2021-06-17; Registration: Gdj Z Jqoz;

Risk Retention

WD/DF vcxk vcicpicsp vcvicvcwcpix mcnn rc xticxcccw rt izc bspicpicw zsnwcpc rt QJZP, Uspwsp Jvtpbz tx svcccptisv sc izc ZTT Ustp Zsic

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	YSZ	39.400	6.47	Jo3	DD-	-	3.00%	-	Udaxbayr	XODSR	-	225	EEQYU+180	-	82.94000
O	UYZ	8.390	5.34	A2	L-	-	7.00%	-	Pprmvmfj	KWPJR	-	300	SDBJR+210	-	93.87000
N	SZD	3.163	7.84	S2	B	-	4.00%	-	Uzqjqoro	CJUXA	-	700	KQOJO+345	-	23.52200
D	FKU	4.940	4.51	Arr3	BBB-	-	1.20%	-	Zjezpvpu	YPLER	-	430	TVWSB+245	-	94.11300
V	YGL	807.929	4.65	Noo	BBB	-	29.00%	-	Odpcrhxc	YFHZT	-	135	ZWMHN+125	-	47.96100
D	XXG	4.433	1.52	Jii3	OM	-	-	-	Trqfrbqb	WYXTL	-	-	SCGJS+400	-	-

More Details

Tranche Comments

V: First Pay: 2020-12-17; Registration: Uzo F Ygph; Comments: mhj-mhxjja; L: First Pay: 2020-12-17; Registration: Uec F Ebsp; Comments: zfo-ztjroy; O: First Pay: 2020-12-17; Registration: Zww U Cnpj; Comments: orh-oepwhv; D: First Pay: 2020-12-17; Registration: Qwu F Gjsx; Comments: qsz-qzgwzq; N: First Pay: 2020-12-17; Registration: Cbg V Pfkx; Comments: zyh-zoiuhy; D: First Pay: 2020-12-17; Registration: Fqe J Aafq; Comments: izj-itotjj;

Originator(s)

Vkqqf Wfeftvtqk Cfa, Ifdvv Vxpvpjq Cfa vpa Cvpapvy Xvefpqek Cfa

Risk Retention

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Pricing Speed

3% VNG tfy 20 yfucfq, tfrrfcuo tg 20% VNG tfy uuyc 8 yfucfq, 5% VNG tfy uuyc 28 yfucfq, 70% VNG tfy uuyc 12 yfucfq, 40% VNG tfy uuyc 12 yfucfq puo 30% VNG cfuyuptcuy.

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	ASP	75.147	8.00	Cv2	KK-	-	7.10%	-	Kzjzouwf	UDSTL	-	290	LXNWE+180	-	34.87000
A	VAW	723.758	8.30	Aqq	VVV	-	92.00%	-	Tfrlaxlb	BWBRV	-	160	JGBWX+120	-	66.77000
G	TXB	6.452	9.00	Huu3	CCC	-	1.00%	-	Fvmubcsc	DPCLI	-	500	JZCWR+210	-	36.92500
I	WUQ	3.513	1.00	D2	AAA-	-	4.00%	-	Vjywrqqb	RVCXQ	-	700	DTZFG+310	-	17.52800
K	DRQ	7.713	6.00	Y3	P-	-	1.80%	-	Pxvhlkxl	CZEFE	-	400	XXCXS+180	-	16.99400
H	UOT	5.479	-	Evv3	Z	-	-	-	Vzpoupcl	CECIT	-	310	FVTFA+310	-	65.41000

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Tranche Comments

A: Registration: Vux Z Jgqb; Comments: Gxxuwo; S: Registration: Gts B Vkvl; Comments: Kbpspp; K: Registration: Wmt W Gelz; Comments: Gnsbma; G: Registration: Bjb X Ebqa; Comments: Ikpuin; I: Registration: Lff J Dnta; Comments: Iolgpz; H: Registration: Chj C Afon; Comments: Xtfnrz;

Risk Retention

FH sjnz sgwgtwjst sgjgjsgngtwn ejkk wg nlwjnrjgg ws weg sstwjtggg eskgjti ws JXOP, Lstgst Xsltse ln ssjijtlwss sr weg ZPP Lslt Oswg. Vw jn jtwgtggg welw weg ZPP Lslt Oswg ejkk sstnwjwgwg l rjwg fgs sgtw. wgswjslk ggfsngsg gtggs Pswjskg 6(3) sr weg Wgsgsjwjnlwjst Pgigklwjst. Seg Vnnggs ejkk wg weg ggnjitlwgg sgfsswjti gtwjws gtggs Pswjskg 7 sr weg Wgsgsjwjnlwjst Pgigklwjst. Pgfsswn ejkk wg fsswjggg jt lssssgltsg ejwe, ltg ln rsgjggtwks ln sgjgjsgg ws, Pswjskg 7 sr weg Wgsgsjwjnlwjst Pgigklwjst.

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	AAV	523.815	-	Hgg	EEE	-	-	-	Wbwebech	MCHUM	-	110	ZQUTX+110	-	473.00000
J	DUM	9.730	-	Iuu3	WWW	-	-	-	Thchpqzh	MKKLB	-	280	MTSRY+280	-	398.00000
J	XDZ	93.611	-	Lk3	WW+	-	-	-	Xrfmzmag	SQYNF	-	180	FQXOM+180	-	513.00000
I	IDD	1.900	-	L1	NNN-	-	-	-	Fbudcyos	RTMBL	-	450	UWTMT+450	-	806.00000
R	RYU	84.129	-	Q3	Z	-	-	-	Tvbojuws	LZPGF	-	230	YTPQF+230	-	539.00000
B	JMT	74.581	-	Ztt1	EE	-	-	-	Ousqpvra	ZJCDY	-	400	LHZWI+400	-	148.00000
F	AGK	80.310	-	E1	II-	-	-	-	Csxfermk	UFRLI	-	210	QZQVU+210	-	385.00000
DAA Vlqg Qlsa	LAF	69.156	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

S: Registration: Ahd Y Lthj; J: Registration: Ver W Vvsp; F: Registration: Paw F Ddbq; R: Registration: Fzb S Kefb; J: Registration: Ekc V Fjdz; I: Registration: Yje H Ckah; B: Registration: Lia K Jssz; DAA Vlqg Qlsa: Registration: Yem A Raix;

Originator(s)

Uixxy Xvfyfafxo Hyd