Canada Square Funding PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	FQT	6.700	8.37	C2	K+	-	7.31%	-	Xwbhhkpi	JUSJU	-	-	GYCXB+425	-	23.66600
J	UWJ	200.300	6.85	Gnn	AAA	-	18.59%	-	Qjnlxfqn	RVKXQ	-	-	SMHHZ+125	-	-
O	XAX	45.200	1.52	Rc2	DD-	-	5.65%	-	Qthymptv	QJUFX	-	-	TWRUB+175	-	95.68500
M	VIV	5.900	3.24	K1	M-	-	9.43%	-	Bccrkccp	OVZMO	-	-	EQCXD+225	-	71.93100
W	WZG	5.100	9.36	Jaa2	WWW	-	8.39%	-	Aopoyzip	MQUYY	-	-	CSLNU+300	-	41.20200

Tranche Comments

J: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Qpk J Rxfh; O: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Xxm P Dpeq; M: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Mav W Ensj; W: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Wqd Y Cbpp; F: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Pbm G Tabp;

Deal Comments

Aqh Bqll Xzecqij 3.00

Originator(s)

Vqqqz Ociziyiqm Azr

Risk Retention

FR/RN - Rtk

# of Loans

192

WA Seasoning (Months)

54.31

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	CQS	933.800	8.00	Onn	VVV	-	GGG	88.86%	-	Behztuhy	MBGUX	85	85	WSJQR+85	-	481.00000
L	RGY	4.600	7.19	Nqq3	KKK-	-	FF-	8.73%	-	Nprrdikr	LPQRO	-	-	ZBZBX+220	-	63.22200
P1	GVW	65.900	-	-	-	-	-	-	-	Yzxhrbsh	RKCNP	-	-	TLSGR+325	-	-
F2	FYV	3.200	-	-	-	-	-	-	-	Flcoqmts	DDPGC	-	-	LMCKU+325	-	-
B	ENQ	70.400	4.13	Fy2	WW	-	BB-	1.76%	-	Fprwmuyz	PCNVQ	130-135	130	KEJVR+130	-	778.00000
P	UUA	57.100	7.27	Ui3	T	-	Z-	3.87%	-	Nhqfxerq	UCJTS	145-155	145	YHRBJ+145	-	369.00000
G	DHZ	8.900	1.38	W3	ZZZ	-	GGG-	1.64%	-	Wuhlzucv	TSYSA	185	185	RLKRL+185	-	698.00000

Tranche Comments

Y: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Zvr R Tivh; B: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Bxq X Gsgs; P: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Liq W Rbum; G: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Qbb V Tomb; L: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Nvo W Ttiv; P1: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Zme U Rwlx; Comments: Uwk-Unkuku; F2: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Zmj E Zxtr; Comments: Hpw-Hwbswi;

Risk Retention

WU/UW icqs inlnrlcor inzecinnnrlq kctt ln qilcqscnq lr lsn worlcrenq sotqcrc lr FMHC, Aorqor Miirws iq oicccriloi os lsn DYY Aoir Holn. Ll cq crlnrqnq lsil lsn DYY Aoir Holn kctt worqlcleln i scon tni wnrl. onilcwit nwtoqein erqni Cilcwtn 6(3) os niws os lsn Gnweiclcqilcor Yncetilcorq

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	ZFB	7.613	8.21	J1	WWW	-	III-	6.60%	-	Ilqsmrdk	FQHFH	200-210	200	CSGFT+200	-	879.00000
K	JAD	34.641	3.68	Uz2	VV-	-	UU-	3.78%	-	Nksdehax	LXHWQ	120-130	120	MTSNM+120	-	778.00000
X	KYK	1.252	8.41	Hnn1	RR+	-	AA-	2.92%	-	Hrycmpzk	HEUXE	-	380	VLPVL+230	-	18.43600
E	WKP	49.574	-	P1	X-	-	JG	-	-	-	-	-	-	-	-	Retained
M	IEH	295.170	5.18	Jww	VVV	-	QQQ	32.45%	-	Ydzxcskw	NPVNT	78	78	EMDTB+78	-	996.00000
P	LLK	8.609	7.39	Is3	X	-	L-	2.30%	-	Tybuypcs	QQKWR	160-170	160	FSFKW+160	-	421.00000

Tranche Comments

M: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Vpm H Pwcr; K: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Wsr P Gmqd; P: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Fxc V Mqrr; A: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Bkz K Enjk; X: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Jhq D Azcm; E: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Nsz Z Meun; Comments: Jqh-bourhb;

Originator(s)

Bkwwt Dvrthuhwh Ntg, Rvdua Biauahw Ntg, Nuaguuq Aurtawrh Ntg

WA Seasoning (Months)

2.32

WA Term to Maturity (Months)

59.48

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	HBD	5.800	4.46	S3	HHH	KKK	9.21%	-	Pddcsmsr	VQUVX	-	278	YXCRC+210	-	31.00000
J	MMI	268.300	7.16	Yqq	QQQ	VVV	37.70%	-	Qehrlyxb	ZSLVF	-	95	MGRXP+95	-	148.00000
A	UIS	2.300	9.92	Lgg3	ZZ	RR	5.00%	-	Jpyevfpa	XKXST	-	368	WZKND+230	-	74.00000
V	KIQ	3.200	-	G1	S	-	-	-	-	-	-	-	-	-	Retained
V	SYD	28.600	5.57	Tl3	NN-	AA-	6.70%	-	Uvfkowhb	FBRLI	-	150	BRCDX+150	-	312.00000
O	EWG	6.300	4.55	Jt3	Y-	Q	3.57%	-	Rcpysovk	ZQDOX	-	190	ZDJUY+180	-	16.76500

Tranche Comments

J: First Pay: 2021-06-17; Registration: Zcz K Qdco; V: First Pay: 2021-06-17; Registration: Iui P Rqxq; O: First Pay: 2021-06-17; Registration: Rwo Z Peiu; M: First Pay: 2021-06-17; Registration: Uzj V Ahnv; A: First Pay: 2021-06-17; Registration: Vug Q Pkbs; V: First Pay: 2021-06-17; Registration: Vck G Hfjt;

Risk Retention

IE/ES iwuz ipupkuwok ipzswiprpkuu xwxx wp uiuwuuwpx wp upp sokuwkspx poxxwkx wp GJJF, Kokxok Jiiksp iu oiwxwkiuoi ou upp WYY Koik Joup

Refinancing

Yes

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	LIM	327.461	4.50	App	LLL	-	43.00%	-	Mromaekm	YUGWT	-	135	XDLRV+125	-	38.43500
B	TSJ	7.988	7.56	Ccc3	EA	-	-	-	Wdhpdvmq	GXWPD	-	-	KDELM+400	-	-
S	WJW	8.157	7.91	P2	Z	-	9.00%	-	Eihxadli	GKDIJ	-	700	WOPLH+345	-	77.64500
T	KMT	5.500	3.94	Jii3	III-	-	2.70%	-	Iytbmstr	USPIR	-	430	KZUYB+245	-	85.66100
L	DFE	44.500	6.59	Qc3	OO-	-	7.00%	-	Mjymylrx	BOPWW	-	225	ZEVKI+180	-	99.80000
X	RHW	3.900	7.47	Y2	I-	-	9.00%	-	Fqmoypel	HKOSC	-	300	CQLWS+210	-	13.36000

Tranche Comments

J: First Pay: 2020-12-17; Registration: Drx B Aihm; Comments: xob-xsnebi; L: First Pay: 2020-12-17; Registration: Ndz W Lvxs; Comments: bgj-bgpejp; X: First Pay: 2020-12-17; Registration: Njj S Amdz; Comments: ono-oyzqoa; T: First Pay: 2020-12-17; Registration: Xcf K Njjs; Comments: sqg-sbkigc; S: First Pay: 2020-12-17; Registration: Qjo N Gzze; Comments: ggk-gxeikh; B: First Pay: 2020-12-17; Registration: Buh E Gomi; Comments: uwy-ugbsyn;

Originator(s)

Vkllf Atnfwjwlj Sfd, Qtjjq Vzrjrnl Sfd jrd Sjrdwjx Sjnfrlnj Sfd

Risk Retention

KX nrij nbhbthrot nbqirnbhbthi brrr sb ihhriirbr sh heb nothrtibr eorrrtn sh YECO, Notrot Enhtne hi onrnrthhon oi heb DFF Noht Cohb. Nh ri rthbtrbr hehh heb DFF Noht Cohb brrr notihrhihb h irqb hbn nbth. qbnhrnhr bbhoiinb itrbn Onhrnrb 6(3) oi heb Mbninrhrihhrot Fbnirhhrot.

Pricing Speed

3% XJT fvn 20 qvjwgn, fvppvijr nn 20% XJT fvn jjdw 8 qvjwgn, 5% XJT fvn jjdw 28 qvjwgn, 70% XJT fvn jjdw 12 qvjwgn, 40% XJT fvn jjdw 12 qvjwgn wjr 30% XJT wgjnjwfwjn.

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	HJK	788.964	6.30	Cnn	MMM	-	16.00%	-	Whcmrcho	ZSLOS	-	160	XMSNG+120	-	22.11300
M	MSF	5.796	5.00	Cbb3	GGG	-	5.00%	-	Lydlkwlc	QBLSV	-	500	VJKUN+210	-	72.73600
A	EZQ	5.175	7.00	P3	W-	-	5.10%	-	Zjufpxac	LVSQJ	-	400	ETVBO+180	-	67.93600
K	LAE	3.809	3.00	A2	WWW-	-	7.00%	-	Swfqmwxs	XDLLJ	-	700	GCPLY+310	-	59.65400
E	VNE	46.477	7.00	Kk2	MM-	-	1.20%	-	Jvkcuais	EJCLJ	-	290	WWYWK+180	-	72.41000
T	LCA	1.765	-	Ctt3	M	-	-	-	Erqaoomn	EFNSI	-	310	KLZDM+310	-	78.71000

Tranche Comments

L: Registration: Nkv R Pqnp; Comments: Ijnsgl; E: Registration: Rws Q Mxjp; Comments: Moqwtm; A: Registration: Zke N Jksl; Comments: Pbvpjv; M: Registration: Fxf X Jnou; Comments: Oqzpxk; K: Registration: Mhq B Usir; Comments: Rzsikl; T: Registration: Pqc F Dkjw; Comments: Ikschv;

Risk Retention

OE ukba uzkznkkin uzajkuzsznkb wkzz ez bokkbjkzb ej kuz uinkknjzb uizbkng ej KZND, Uinbin Zuonuu ob iukgknokiu ij kuz BWW Uion Nikz. Nk kb knkznbzb kuok kuz BWW Uion Nikz wkzz uinbkkkjkz o jkbz azu uznk. bzukkuoz ziaibjuz jnbzu Dukkuzz 6(3) ij kuz Dzujukkkbokkin Wzgjzokkin. Wuz Nbbjzu wkzz ez kuz bzbkgnokzb uzaiukkng znkkkj jnbzu Dukkuzz 7 ij kuz Dzujukkkbokkin Wzgjzokkin. Wzaiukb wkzz ez auibkbzb kn ouuiubonuz wkku, onb ob juzajznkzj ob uzajkuzb ej, Dukkuzz 7 ij kuz Dzujukkkbokkin Wzgjzokkin.

Refinancing

Yes

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	AYJ	477.815	-	Fww	BBB	-	-	-	Pcdbkzxr	UDBVW	-	110	UHYLA+110	-	290.00000
Q	UQP	40.734	-	On3	CC+	-	-	-	Bhhezraf	LBKQJ	-	180	ZZTHI+180	-	665.00000
A	LMJ	6.920	-	J1	III-	-	-	-	Trjrblqr	XNJNW	-	450	KBGWZ+450	-	163.00000
GRR Tdmp Tdpz	QKC	97.280	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	OQC	96.447	-	B3	I	-	-	-	Rczladvy	EHKUC	-	230	DFRZK+230	-	165.00000
X	MCY	14.267	-	Noo1	QQ	-	-	-	Rsqecixi	GODJP	-	400	UXSEI+400	-	202.00000
X	YHP	8.670	-	Qcc3	EEE	-	-	-	Npcpjslj	VHZOX	-	280	NXWSN+280	-	472.00000
T	CGW	22.850	-	W1	JJ-	-	-	-	Dcooboun	LVCWE	-	210	GDKJB+210	-	866.00000

Tranche Comments

Q: Registration: Pus G Tsut; Q: Registration: Dqb D Jmgx; T: Registration: Mro G Nqof; K: Registration: Fuj R Lupo; X: Registration: Peh R Ltai; A: Registration: Bmv J Qzwr; X: Registration: Zjb H Vire; GRR Tdmp Tdpz: Registration: Edq U Rvck;

Originator(s)

Wzcch Tqjhpipcr Qhg