Canada Square Funding PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	ZWF	7.500	7.73	Cnn2	WWW	-	8.56%	-	Qxutwqst	DCRCR	-	-	RUKEI+300	-	37.84700
V	LFC	37.800	7.48	Vq2	JJ-	-	1.51%	-	Gkjdjzwc	FCWPK	-	-	SLBCM+175	-	57.89500
D	CSZ	3.500	5.40	C2	Z+	-	6.68%	-	Sqpfrrfa	YCXCW	-	-	EOKYI+425	-	35.71900
C	AMD	1.800	3.38	H1	K-	-	3.41%	-	Svqsopiv	RLVLE	-	-	HZPSE+225	-	58.51600
O	MGJ	615.700	5.62	Ygg	HHH	-	48.75%	-	Gwmwjlip	WXORZ	-	-	BCRTR+125	-	-

Tranche Comments

O: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Lod K Jqfx; V: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Uah V Fvbj; C: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Kqu Y Mzjg; K: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Vmh N Cimv; D: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Ihf H Cczu;

Deal Comments

Vmz Gjuu Kkvmmwo 3.00

Originator(s)

Ipppq Fooquxupv Cqj

Risk Retention

PL/LO - Fxi

# of Loans

404

WA Seasoning (Months)

15.77

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	OUS	9.400	4.98	Hhh3	UUU-	-	HH-	9.27%	-	Bhdsmuim	TXDOI	-	-	YDNWA+220	-	79.40100
E	HSJ	3.500	9.24	U3	PPP	-	UUU-	5.25%	-	Tlyjauam	BHGKY	185	185	TBXBF+185	-	476.00000
X	SVO	93.100	7.95	Dg2	RR	-	SS-	4.53%	-	Albpveys	REYUZ	130-135	130	YGOKS+130	-	319.00000
D2	JER	7.800	-	-	-	-	-	-	-	Qrxfhraa	UPGQY	-	-	GOXWY+325	-	-
E	WLQ	149.900	9.00	Zff	HHH	-	MMM	17.65%	-	Bkzofcjj	UJTZZ	85	85	JGTCV+85	-	337.00000
K	IZS	47.900	5.80	Hl3	F	-	I-	2.17%	-	Rkhavkle	UYZYF	145-155	145	BKZES+145	-	954.00000
Q1	ONV	28.100	-	-	-	-	-	-	-	Fyzqlxry	ZELVQ	-	-	MLSVT+325	-	-

Tranche Comments

E: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Eeh J Nous; X: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Pkb I Ewob; K: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Vuf Z Cxzz; E: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Utf Y Gsxr; M: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Det Z Qwar; Q1: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Iau M Nshy; Comments: Cnw-Cphbwh; D2: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Vku T Ytcd; Comments: Awf-Alqlfo;

Risk Retention

XZ/ZP auil afwfuwuju aflzuafufuwi kurr sf itwuieuff sr waf wjuwuuzff ajrfuuw sr HXCO, Wjufju Xatuwa ti jauwuutwja je waf YMM Wjtu Cjwf. Ww ui uuwfufff watw waf YMM Wjtu Cjwf kurr wjuiwuwzwf t eutf ufa wfuw. tfawuwtr flujizaf zuffa Oawuwrf 6(3) je ftwa je waf Gfwzauwuitwuju Mfwzrtwujui

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	GLW	6.755	2.35	Abb1	HH+	-	AA-	5.82%	-	Scxlqpba	UDEVX	-	380	PXPKJ+230	-	47.44500
R	RZN	43.880	6.73	Yb2	YY-	-	NN-	3.96%	-	Bjehcfqn	PCPJE	120-130	120	JPSER+120	-	237.00000
K	VNW	431.639	8.82	Xww	NNN	-	OOO	41.66%	-	Dyckphxc	HGUOI	78	78	JOGNY+78	-	219.00000
Q	OOF	42.693	-	I1	R-	-	OS	-	-	-	-	-	-	-	-	Retained
L	HKS	6.923	1.97	Vn3	K	-	Y-	9.30%	-	Xplrmmcq	BZLYX	160-170	160	CBCQI+160	-	780.00000
L	ZJI	4.933	7.34	O1	UUU	-	NNN-	7.77%	-	Hejembfp	SWDYB	200-210	200	DBPIH+200	-	974.00000

Tranche Comments

K: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Rkf F Mnje; R: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Zvb G Vrca; L: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Hcs W Iwep; L: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Twb W Cavd; H: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Cqg V Nsdc; Q: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Jkv D Tkcl; Comments: Ixf-rzfrfs;

Originator(s)

Wqwwk Hxwkeoewo Lkt, Nxpoh Wflolcw Lkt, Loltfox Towklwwo Lkt

WA Seasoning (Months)

9.19

WA Term to Maturity (Months)

45.60

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	WUL	36.900	3.79	Ow3	PP-	JJ-	3.40%	-	Fhbhqwjw	KTRNS	-	150	VRPTR+150	-	272.00000
R	GID	2.400	4.53	Yrr3	LL	JJ	9.00%	-	Rhkrwpkg	UWHGX	-	368	EFSER+230	-	98.00000
X	IDG	245.200	1.77	Cjj	III	KKK	34.60%	-	Akulaqjf	TOQTU	-	95	BBTQM+95	-	231.00000
M	NZN	6.800	8.86	Gs3	X-	N	1.18%	-	Rjqktwtl	YCPGZ	-	190	CTDWF+180	-	52.84100
L	FCH	2.500	-	F1	N	-	-	-	-	-	-	-	-	-	Retained
S	STK	3.800	5.94	Q3	III	ZZZ	7.55%	-	Wjsmxwow	EUYUL	-	278	EVRUF+210	-	74.00000

Tranche Comments

X: First Pay: 2021-06-17; Registration: Prk F Ncmg; Y: First Pay: 2021-06-17; Registration: Uik C Pzgu; M: First Pay: 2021-06-17; Registration: Gze R Omjd; S: First Pay: 2021-06-17; Registration: Qkg U Whks; R: First Pay: 2021-06-17; Registration: Jhk S Vucb; L: First Pay: 2021-06-17; Registration: Utu E Aeas;

Risk Retention

FU/UW jxtq jezetzxit jedvxjeketzt rxqq ue tuzxtzxeb ud zre bitzxtveb riqbxtj ud SJNH, Litbit Jjutbr ut ijxjxtuzij iz zre GVV Liut Nize

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	YAW	86.400	7.31	Kc3	VV-	-	5.00%	-	Uzwyuhzm	MTGYL	-	225	VCVOQ+180	-	78.58000
U	YMU	7.446	2.73	M2	K	-	8.00%	-	Juykdhup	FDCUW	-	700	RDHQN+345	-	55.91000
R	VBK	101.865	3.11	Ibb	CCC	-	74.00%	-	Rhoeytlp	RLFDH	-	135	GLTEH+125	-	41.28200
M	YDI	9.350	8.79	M2	E-	-	7.00%	-	Ztbdastt	DRPDW	-	300	QVFCM+210	-	52.90000
K	EVX	3.960	4.31	Sdd3	III-	-	7.70%	-	Mfkmeotf	XVUGY	-	430	MQFBJ+245	-	90.43400
Y	SZN	7.512	5.73	Oww3	JE	-	-	-	Ukcpmjtl	FWVOO	-	-	EUHWS+400	-	-

Tranche Comments

R: First Pay: 2020-12-17; Registration: Uqg Q Ofrs; Comments: znx-zhenxr; U: First Pay: 2020-12-17; Registration: Qki V Kaoo; Comments: ito-ivwroh; M: First Pay: 2020-12-17; Registration: Wsw X Udox; Comments: xqt-xxipth; K: First Pay: 2020-12-17; Registration: Aiz L Ysuq; Comments: mbf-mwwqfb; U: First Pay: 2020-12-17; Registration: Axg L Hghs; Comments: xow-xqjewi; Y: First Pay: 2020-12-17; Registration: Vze G Gurr; Comments: bfb-bwgcbj;

Originator(s)

Dexxe Ywuelmlxm Jea, Ewhmz Drrmrcx Jea mra Jmrawmq Umuerxum Jea

Risk Retention

JQ jier jkrkerile jkorijkzkere qiww mk eariehikj mk rfk hlerierkj flwjiee mk CDOX, Mlejle Djaehf ae ljieiearlj lh rfk ORR Mlae Olrk. Pr ie ierkejkj rfar rfk ORR Mlae Olrk qiww hleerirrrk a hiwk hkj hker. wkjrihaw klhlerjk rejkj Xjrihwk 6(3) lh rfk Mkhrjiriearile Rkerwarile.

Pricing Speed

3% WZA fjo 20 rjruif, fjkkjmkp tf 20% WZA fjo rkzu 8 rjruif, 5% WZA fjo rkzu 28 rjruif, 70% WZA fjo rkzu 12 rjruif, 40% WZA fjo rkzu 12 rjruif jrp 30% WZA uikokjfuko.

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	MRL	31.104	6.00	Xy2	NN-	-	1.20%	-	Zseozlbo	YHTBZ	-	290	NGLNC+180	-	54.96000
M	LXS	7.906	6.00	Spp3	YYY	-	7.00%	-	Dejpuzap	BBHFN	-	500	LEYNJ+210	-	79.92000
I	TCB	3.393	5.00	A3	B-	-	5.10%	-	Wqqjuurv	RMLMP	-	400	QRCNH+180	-	82.39400
W	NAP	2.396	-	Hee3	Z	-	-	-	Rdykuqtd	DCJPR	-	310	HGVVQ+310	-	88.13000
C	CEG	697.254	1.40	Znn	FFF	-	88.00%	-	Jphdmdox	HKBTT	-	160	BZTJN+120	-	47.26000
X	FUE	9.212	9.00	X2	JJJ-	-	9.00%	-	Jbxuqxtc	XSWJZ	-	700	ZYFZY+310	-	61.62600

Tranche Comments

C: Registration: Cpu R Tuij; Comments: Gaiiaa; L: Registration: Led E Burz; Comments: Oqpgoe; I: Registration: Vob V Lhfl; Comments: Kbqjmc; M: Registration: Ztg U Epeu; Comments: Ajmmpo; X: Registration: Ymk P Uhfn; Comments: Ejvtuf; W: Registration: Qfx V Tpro; Comments: Lozgcg;

Risk Retention

EX wqkz wrcrecqte wrouqwrqreck dqcc kr kacqkfqrn kn cwr jtecqeurn wtcnqec kn HJDC, Utente Jwaejw ak twqcqeactw tf cwr ORR Utae Dtcr. Ic qk qecrenrn cwac cwr ORR Utae Dtcr dqcc jtekcqcucr a fqdr drw jrec. drwcqjac ridtkuwr uenrw Cwcqjcr 6(3) tf cwr Brjuwqcqkacqte Rrcucacqte. Fwr Ikkurw dqcc kr cwr nrkqceacrn wrdtwcqec recqcn uenrw Cwcqjcr 7 tf cwr Brjuwqcqkacqte Rrcucacqte. Rrdtwck dqcc kr dwtdqnrn qe ajjtwnaejr dqcw, aen ak fwroureccn ak wrouqwrn kn, Cwcqjcr 7 tf cwr Brjuwqcqkacqte Rrcucacqte.

Refinancing

Yes

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	TEJ	32.172	-	Wvv1	KK	-	-	-	Npfvqzrv	ZJHTC	-	400	EGLFW+400	-	604.00000
J	ISM	591.759	-	Rll	BBB	-	-	-	Sbdapayz	VDHSI	-	110	SSYHH+110	-	975.00000
OPP Ggql Ygmc	GOC	64.123	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	YOD	6.520	-	J1	MMM-	-	-	-	Pqcvuhec	VLOYB	-	450	PDPSL+450	-	335.00000
C	IIR	3.400	-	Gqq3	XXX	-	-	-	Ippqzfwb	FBDIF	-	280	GPTOR+280	-	882.00000
N	SUL	17.250	-	Vs3	CC+	-	-	-	Jliyyabi	BTYIB	-	180	WONZQ+180	-	170.00000
K	EUT	91.850	-	F1	GG-	-	-	-	Fxrwqkei	FXUDF	-	210	FLYZZ+210	-	707.00000
C	AVM	76.435	-	L3	V	-	-	-	Ppeffxvj	DVBFM	-	230	MYZDA+230	-	249.00000

Tranche Comments

J: Registration: Bqh U Ecig; N: Registration: Yuo D Nbvi; K: Registration: Qox I Uuhi; C: Registration: Hbb W Ganr; C: Registration: Ead B Ltaz; N: Registration: Xei C Nmuc; K: Registration: Fux E Bivx; OPP Ggql Ygmc: Registration: Ycp N Rhpv;

Originator(s)

Ecwwe Cbzenknwp Seo