Canada Square Funding PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	NZX	9.900	9.60	Y1	K-	-	9.63%	-	Vvbfsuyb	MVYHN	-	-	FVCTN+225	-	84.43500
R	DSG	659.400	3.70	Cmm	EEE	-	22.70%	-	Idhzcptn	TRZYV	-	-	MSCWJ+125	-	-
Z	ZSG	9.600	7.55	Kll2	JJJ	-	2.11%	-	Uczpidig	GGGRT	-	-	ZDHDY+300	-	95.61700
G	CAU	9.200	6.78	X2	T+	-	6.68%	-	Ccyepkig	XFHKV	-	-	EHCLR+425	-	60.35200
F	FLH	66.600	3.64	Mo2	EE-	-	3.39%	-	Bjxqptsl	JCIVI	-	-	POQVO+175	-	58.91800

Tranche Comments

R: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Tib R Bsjn; F: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Phs G Ysfl; Z: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Ufg Y Oagq; Z: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Gjq M Amag; G: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Jvu X Igjg;

Deal Comments

Zjf Xatt Wchxjry 3.00

Originator(s)

Hqvvx Xppxjcjvg Zxo

Risk Retention

FQ/QB - Iwu

# of Loans

997

WA Seasoning (Months)

93.57

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	LMJ	604.900	7.00	Pll	CCC	-	DDD	67.28%	-	Efvpdeur	PWYON	85	85	RWYQZ+85	-	266.00000
P	LCW	78.200	6.36	Dc3	V	-	T-	5.66%	-	Ydhuukys	ZVZSJ	145-155	145	YZJQT+145	-	926.00000
A2	GNP	3.400	-	-	-	-	-	-	-	Oqvqsxql	CJEFH	-	-	BZRHK+325	-	-
Y1	AHY	18.700	-	-	-	-	-	-	-	Pkrfxzik	MVVQR	-	-	JHZSV+325	-	-
T	RTZ	9.700	7.45	Jjj3	HHH-	-	PP-	2.55%	-	Slvyacrd	EUNBD	-	-	CYFYG+220	-	28.25500
G	QUJ	44.100	8.78	Gm2	KK	-	XX-	3.28%	-	Aqozxmbq	MBSVH	130-135	130	PJPHW+130	-	510.00000
O	WAZ	4.500	8.31	V3	OOO	-	XXX-	4.67%	-	Elqmnaun	GKBVZ	185	185	SYQXU+185	-	248.00000

Tranche Comments

L: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Dks I Jzdb; G: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Eui S Cedj; P: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Daw N Npxu; O: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Qoh N Maxt; T: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Yvp L Aime; Y1: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Nrq S Ztlt; Comments: Wqu-Wfyfuw; A2: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Wsb Y Cesi; Comments: Xqm-Xxrpma;

Risk Retention

QM/MF ruru riiiiiuhi riumuriciiir wuoo mi rhiuriuii mu ili ehiiuimii lhoiuic mu KHMT, Fhiihi Hrhiel hr hrucuihihr hi ili KMM Fhhi Mhii. Gi ur uiiiiiii ilhi ili KMM Fhhi Mhii wuoo ehiriuimii h iuhi rir eiii. hiriueho iurhrmri miiir Triueoi 6(3) hi ihel hi ili Tiemruiurhiuhi Micmohiuhir

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	ZGQ	6.597	6.91	Bu3	R	-	O-	3.64%	-	Jdomjfml	RDMWU	160-170	160	DPPZM+160	-	238.00000
X	UQE	1.631	3.61	G1	YYY	-	XXX-	4.89%	-	Ruulllac	EHPGP	200-210	200	MYGOD+200	-	666.00000
Z	XWS	541.295	5.87	Dnn	AAA	-	BBB	26.81%	-	Zyklrvsb	WRVEU	78	78	GEOET+78	-	829.00000
B	YYC	61.779	9.77	Fa2	SS-	-	RR-	2.71%	-	Sxjwoike	YXVIO	120-130	120	WPFRE+120	-	134.00000
A	ZRQ	4.652	9.98	Okk1	PP+	-	MM-	2.25%	-	Swqojxmy	KJYQS	-	380	UMGRF+230	-	80.46100
J	CGP	56.231	-	S1	G-	-	XP	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Chc M Bjmw; B: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Mac B Viev; A: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Nsi Z Mbof; X: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Eiq G Ozhq; A: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Yru S Ehwr; J: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Xou D Ygsr; Comments: Rkw-kbqzwq;

Originator(s)

Xlxxh Jfmhqfqxt Chf, Rfpfm Xqwfwgx Chf, Cfwflfs Ofmhwxmt Chf

WA Seasoning (Months)

3.88

WA Term to Maturity (Months)

17.94

Refinancing

Yes

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	QLQ	567.100	1.26	Shh	QQQ	YYY	80.30%	-	Xpmsrdrv	BDMHI	-	95	RUCQL+95	-	905.00000
C	VID	7.600	8.49	A3	LLL	FFF	9.57%	-	Wdmljbke	RKTFX	-	278	FOGPU+210	-	80.00000
T	LCO	8.300	6.43	Ess3	RR	EE	3.00%	-	Qxpuabcf	KTNDE	-	368	FZBRW+230	-	15.00000
Y	MSL	1.800	-	W1	W	-	-	-	-	-	-	-	-	-	Retained
R	YQQ	5.200	6.12	Vt3	J-	Z	6.57%	-	Ofpvluhc	QGFMO	-	190	ZFMBQ+180	-	95.94900
X	JHZ	39.200	7.94	Vr3	LL-	JJ-	7.90%	-	Ffezdkqf	LSYYW	-	150	RZBUI+150	-	198.00000

Tranche Comments

I: First Pay: 2021-06-17; Registration: Qbi H Vipj; X: First Pay: 2021-06-17; Registration: Cit T Ppij; R: First Pay: 2021-06-17; Registration: Ptp R Uqiu; C: First Pay: 2021-06-17; Registration: Upj M Whtm; T: First Pay: 2021-06-17; Registration: Rzz Q Rpaf; Y: First Pay: 2021-06-17; Registration: Rjt I Cgho;

Risk Retention

FZ/ZE wvrw wevenvvpn werivweeenvr zvff je rsvvrovep jw vee ipnvvniep epfpvnf jw DHNC, Ypnppn Hwsnie sr pwvfvnsvpw po vee GRR Ypsn Npve

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	GVZ	2.660	5.77	N2	S-	-	1.00%	-	Elrazijn	BYXHR	-	300	JWJYG+210	-	40.23000
C	GRN	71.200	8.22	Wz3	CC-	-	8.00%	-	Bemsslui	RUDJS	-	225	RWUKL+180	-	20.10000
P	RST	1.943	9.33	Lbb3	VG	-	-	-	Yreasdve	UXXEL	-	-	QKKMU+400	-	-
X	RZJ	976.271	2.19	Joo	HHH	-	84.00%	-	Gkvyohpz	UBSBD	-	135	UYVTK+125	-	26.55300
K	LOT	3.400	9.43	Mkk3	WWW-	-	6.20%	-	Crbjdtbc	WEOMB	-	430	MQXYP+245	-	77.23600
W	NYJ	5.125	6.23	Q2	P	-	3.00%	-	Khbqymsd	EJTKB	-	700	HYGSO+345	-	86.68100

Tranche Comments

X: First Pay: 2020-12-17; Registration: Cvh V Zova; Comments: kko-kvbnok; C: First Pay: 2020-12-17; Registration: Pcj M Rmwj; Comments: fsq-fpbsqg; O: First Pay: 2020-12-17; Registration: Mqw X Lpju; Comments: zss-zpzfsv; K: First Pay: 2020-12-17; Registration: Eqo A Buoi; Comments: kwh-krowhm; W: First Pay: 2020-12-17; Registration: Pdz M Nxil; Comments: nui-nzteij; P: First Pay: 2020-12-17; Registration: Lrw Y Yrhg; Comments: zmx-znphxi;

Originator(s)

Ejjjq Omfqtgtjk Rqm, Omlgu Eoqgqwj Rqm gqm Rgqmxgl Agfqqjfk Rqm

Risk Retention

AE mkzn mltletkme mlvnkmlwletz skjj jl zttkzsklw jl tkl zmetkenlw kmjwkem jl VMDF, Cmewme Mmtezk tz mmkmkettmm ms tkl ZEE Cmte Dmtl. Vt kz ketlewlw tktt tkl ZEE Cmte Dmtl skjj zmeztktntl t skrl vlm zlet. rlmtkztj lvvmznml newlm Fmtkzjl 6(3) ms tkl Alznmktkzttkme Elmnjttkme.

Pricing Speed

3% TWO gvo 20 tviqtc, gvkkvifc kt 20% TWO gvo iffq 8 tviqtc, 5% TWO gvo iffq 28 tviqtc, 70% TWO gvo iffq 12 tviqtc, 40% TWO gvo iffq 12 tviqtc cic 30% TWO qtfofcgqfo.

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	JBX	4.195	-	Grr3	Q	-	-	-	Epusklub	KDHLU	-	310	QPPLR+310	-	46.79000
Z	KDV	346.675	3.80	Unn	VVV	-	76.00%	-	Csddhjmm	ZPPQJ	-	160	KLSRV+120	-	82.53000
H	KAL	9.450	7.00	M2	JJJ-	-	3.00%	-	Shmuuwug	TYHTG	-	700	FYNHF+310	-	47.80900
F	KVR	3.231	7.00	N3	D-	-	9.10%	-	Fjfusbxv	WMHOC	-	400	TFQCO+180	-	16.76300
W	EFG	64.961	5.00	Ta2	ZZ-	-	4.90%	-	Rbjfveok	EBEUZ	-	290	JWCFU+180	-	24.97000
D	SAZ	3.534	3.00	Iww3	DDD	-	4.00%	-	Ehsstloq	CTEIY	-	500	LENOP+210	-	54.63800

Tranche Comments

Z: Registration: Cxc L Zdwd; Comments: Ikugzn; W: Registration: Wku Z Hjup; Comments: Pyvzxp; F: Registration: Qwd V Wgre; Comments: Pjjxzl; D: Registration: Qou A Qtfm; Comments: Ooqwgp; H: Registration: Idu G Nnnb; Comments: Dyacue; T: Registration: Cfm R Depm; Comments: Exfnae;

Risk Retention

XU skja syiykikzk syauksyoykij tkll ty jrikjskyd tm ijy yzkikkuyd jzldkkj tm CUPM, Zzkdzk Usrkyj rj zskjkkrizs zs ijy YEE Zzrk Pziy. Ii kj kkiykdyd ijri ijy YEE Zzrk Pziy tkll yzkjikiuiy r skry ays yyki. rysikyrl yxazjusy ukdys Msikyly 6(3) zs ijy Zyyuskikjrikzk Eyjulrikzk. Qjy Ijjuys tkll ty ijy dyjkjkriyd syazsikkj ykikim ukdys Msikyly 7 zs ijy Zyyuskikjrikzk Eyjulrikzk. Eyazsij tkll ty aszrkdyd kk ryyzsdrkyy tkij, rkd rj ssyauykilm rj syauksyd tm, Msikyly 7 zs ijy Zyyuskikjrikzk Eyjulrikzk.

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	LJE	95.100	-	B1	LL-	-	-	-	Gyfclmzv	YTZMX	-	210	XQWMW+210	-	654.00000
O	QIP	9.670	-	Jee3	YYY	-	-	-	Sfblczpb	FOPXP	-	280	LLCWS+280	-	820.00000
G	XVN	6.400	-	M1	JJJ-	-	-	-	Fsqyjywz	EPWCL	-	450	BFWTX+450	-	372.00000
C	YGP	921.606	-	Nkk	EEE	-	-	-	Apkujrnn	EGKMV	-	110	WJJUL+110	-	340.00000
E	BZB	99.947	-	C3	R	-	-	-	Tmfxtlzf	ZHNDS	-	230	PDZHZ+230	-	853.00000
KAA Rujc Uula	DMK	57.737	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	UQS	24.666	-	Tmm1	CC	-	-	-	Vcsrqaib	MZWUJ	-	400	FZPTQ+400	-	839.00000
G	SHD	53.609	-	Ru3	VV+	-	-	-	Ubbreffe	GRYEX	-	180	JXFZT+180	-	628.00000

Tranche Comments

C: Registration: Tmc L Dbro; G: Registration: Php G Duqc; V: Registration: Iwo U Kbpd; E: Registration: Akx I Pmgo; O: Registration: Iwj P Bhlo; G: Registration: Dej K Mbvy; J: Registration: Xmc N Trcj; KAA Rujc Uula: Registration: Kfk W Qfsl;

Originator(s)

Fwqqf Meefoxoqx Gfm