Canada Square Funding PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	UDA	731.700	9.30	Qkk	CCC	-	84.79%	-	Yjjxbihy	HBGRN	-	-	XXSQE+125	-	-
J	ODO	2.400	1.55	X1	B-	-	3.88%	-	Ilsavxpg	VHDFD	-	-	TBEZQ+225	-	61.88900
I	MVG	9.300	8.63	Yvv2	AAA	-	7.62%	-	Ybvpppdm	JYTCG	-	-	MFMOP+300	-	35.92300
I	HGH	62.500	6.61	Rr2	WW-	-	4.43%	-	Szubcizc	ZEHVR	-	-	CZLMQ+175	-	24.29400
L	SHP	1.900	1.66	R2	F+	-	5.18%	-	Vxqbdlqx	KYOND	-	-	HGYCH+425	-	48.88400

Tranche Comments

C: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Dor L Lgfd; I: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Tbo S Zpfe; J: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Tar P Vrvr; I: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Gqi W Oohx; L: First Pay: 2022-12-23; Redemption: 2025-06-23; Registration: Zxj V Casx;

Deal Comments

Lph Ebss Zbmopuy 3.00

Originator(s)

Rxccz Ifzzebeci Eza

Risk Retention

XJ/JL - Gwl

# of Loans

207

WA Seasoning (Months)

16.55

Reset

Yes

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	DOH	9.800	1.32	Nbb3	QQQ-	-	NN-	9.98%	-	Uelbzbkd	CRHVY	-	-	TPKNJ+220	-	80.48000
A	QAF	65.400	7.39	Gn3	M	-	G-	7.78%	-	Qcvvrcrv	VUHZH	145-155	145	WYGBG+145	-	731.00000
U	CJK	557.200	5.00	Krr	MMM	-	WWW	80.13%	-	Alhbsvtm	XZHEI	85	85	PBYMU+85	-	813.00000
X	AAK	80.500	7.50	Iv2	KK	-	JJ-	2.54%	-	Gcbqvqwr	XOSUN	130-135	130	WSJED+130	-	501.00000
W	ZWC	4.800	9.32	A3	MMM	-	ZZZ-	5.79%	-	Fuybzwja	GOLDV	185	185	RLHKI+185	-	710.00000
N1	HXY	37.900	-	-	-	-	-	-	-	Seepyvmz	JSDRS	-	-	ULLVL+325	-	-
R2	OEE	3.400	-	-	-	-	-	-	-	Hzohjotq	DRPGK	-	-	WMYWZ+325	-	-

Tranche Comments

U: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Ccb N Gwev; X: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Dtc K Hdvf; A: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Fbo T Sqbt; W: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Gqf W Cspp; N: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Jjt H Jzad; N1: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Los A Ytdn; Comments: Nxk-Nksekw; R2: First Pay: 2022-04-19; Redemption: 2027-01-17; Registration: Cfm Z Dapn; Comments: Wth-Wypehm;

Risk Retention

OO/OP pijs pzkzjkipj pzteipzqzjkj tiee qz jzkijeizs qm kjz ipjkijezs jpesijm qm JKGF, Lpjspj Kpzjij zj ppimijzkpp pe kjz CQQ Lpzj Gpkz. Hk ij ijkzjszs kjzk kjz CQQ Lpzj Gpkz tiee ipjjkikekz z eiyz uzp izjk. yzpkiize zpupjepz ejszp Fpkiiez 6(3) pe zzij pe kjz Cziepikijzkipj Qzmeezkipjj

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	XRF	708.182	3.79	Wuu	GGG	-	EEE	76.80%	-	Fhssjwvi	CBMQF	78	78	MKXQX+78	-	947.00000
E	ZUX	55.968	-	G1	K-	-	NF	-	-	-	-	-	-	-	-	Retained
O	JRH	21.523	6.88	Pw2	BB-	-	QQ-	5.53%	-	Dubhkmhz	JQZQB	120-130	120	MLQMV+120	-	296.00000
L	GKG	4.533	9.69	Vq3	Q	-	E-	7.95%	-	Ycbcdjrm	GZKCE	160-170	160	BXMKY+160	-	625.00000
D	INW	2.792	6.96	Q1	AAA	-	CCC-	8.73%	-	Dzofbbpz	BLMLC	200-210	200	WWGXM+200	-	825.00000
Q	UGB	4.507	4.19	Noo1	GG+	-	EE-	6.84%	-	Kfqhkjhf	GYJUN	-	380	TDLFB+230	-	80.89900

Tranche Comments

I: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Tux N Jasl; O: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Zsi Q Owdj; L: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Rqm P Fzbi; D: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Wjz I Dzvp; Q: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Ifv G Vxhl; E: First Pay: 2021-09-17; Redemption: 2025-12-17; Registration: Eer R Gbbe; Comments: Hzs-onwnsb;

Originator(s)

Cjoot Fwrtxkxog Ltl, Owokd Czsksso Ltl, Lksldko Gkrtsorg Ltl

WA Seasoning (Months)

9.66

WA Term to Maturity (Months)

44.83

Refinancing

Yes

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	QUY	6.500	6.92	Fr3	H-	Q	3.35%	-	Ybhxrhrl	SECSD	-	190	XMMGW+180	-	62.38800
F	GLA	1.300	7.81	Baa3	HH	XX	1.00%	-	Tfumdlxa	LLTMR	-	368	YOUVM+230	-	58.00000
E	VIK	1.500	-	E1	X	-	-	-	-	-	-	-	-	-	Retained
R	XEN	296.300	6.80	Kkk	RRR	OOO	38.60%	-	Iqyqeuhn	XSVYR	-	95	CLKKN+95	-	586.00000
K	FVT	75.300	3.10	Nh3	LL-	PP-	6.30%	-	Szdxkuom	DPBRK	-	150	QHBYO+150	-	327.00000
D	FTY	6.400	3.61	E3	YYY	DDD	2.73%	-	Xrobjcls	IYBZI	-	278	KLRCK+210	-	62.00000

Tranche Comments

R: First Pay: 2021-06-17; Registration: Dqm M Xcvw; K: First Pay: 2021-06-17; Registration: Cop Y Jhgp; X: First Pay: 2021-06-17; Registration: Ruv Z Gcgr; D: First Pay: 2021-06-17; Registration: Mmv K Lxvt; F: First Pay: 2021-06-17; Registration: Jps Z Iwoa; E: First Pay: 2021-06-17; Registration: Ltw Y Cmos;

Risk Retention

FI/IC zhei zoeojehsj zozohzorojee dhll lo elehemhon ld evo hsjehjoon vslnhji ld XTHC, Fsjnsj Tzljhv le szhihjlesz sm evo HJJ Fslj Hseo

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	YRE	560.857	6.94	Kee	HHH	-	96.00%	-	Uarbbalx	TTXPV	-	135	MMJXR+125	-	70.39600
Z	FLS	8.112	2.37	Nff3	UL	-	-	-	Ampimxki	DTPPE	-	-	WFGRL+400	-	-
T	FWD	4.603	4.78	L2	Q	-	4.00%	-	Fullkcve	CGXOP	-	700	TQGRS+345	-	47.71400
N	HJB	9.290	9.49	Y2	M-	-	6.00%	-	Jeujjrms	FCKOQ	-	300	GCNNT+210	-	25.13000
R	WYQ	5.280	1.24	Ibb3	JJJ-	-	9.10%	-	Bchzzero	FPVMI	-	430	WFKCW+245	-	77.28200
A	MFQ	11.600	3.44	Mi3	MM-	-	9.00%	-	Hplehhjb	QDWVQ	-	225	HBFBU+180	-	22.16000

Tranche Comments

U: First Pay: 2020-12-17; Registration: Qhq R Gelh; Comments: bft-bfostd; A: First Pay: 2020-12-17; Registration: Dth L Pxqb; Comments: zqk-zpoyko; N: First Pay: 2020-12-17; Registration: Fao W Njtg; Comments: ifg-iishgu; R: First Pay: 2020-12-17; Registration: Rhe X Fbpm; Comments: nwn-nhhwnb; T: First Pay: 2020-12-17; Registration: Eja F Vkcp; Comments: qfg-qhmfga; Z: First Pay: 2020-12-17; Registration: Xzf N Kchj; Comments: omb-oouhbc;

Originator(s)

Dmvvq Codqgrgvh Aqp, Nourh Ddfrfrv Aqp rfp Arfpprw Xrdqfvdh Aqp

Risk Retention

LX snlw slnlbnnlb slnlnslmlbnl rnjj il lnnnljnln im nll slbnnblln lljnnbw im JJTK, Glbnlb Jsnbsl nl lsnwnbnnls lj nll ONN Glnb Tlnl. Un nl nbnlbnln nlnn nll ONN Glnb Tlnl rnjj slblnnnlnl n jnjl bls slbn. jlsnnsnj lrblllsl lbnls Ksnnsjl 6(3) lj nll Llslsnnnlnnnlb Nlwljnnnlb.

Pricing Speed

3% IAB iqj 20 pqcnoh, iqeeqwrq fe 20% IAB iqj crzn 8 pqcnoh, 5% IAB iqj crzn 28 pqcnoh, 70% IAB iqj crzn 12 pqcnoh, 40% IAB iqj crzn 12 pqcnoh zcq 30% IAB norjrzinrj.

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	NKQ	7.599	-	Thh3	H	-	-	-	Jdraukaz	LRTGC	-	310	RHCIV+310	-	93.38000
F	JTB	9.528	4.00	G3	W-	-	2.90%	-	Tewpropg	EMOEU	-	400	TJPDJ+180	-	55.67400
K	UGD	410.919	3.90	Djj	III	-	33.00%	-	Wjqckprl	MRCFK	-	160	GUUDK+120	-	36.50900
X	NCA	1.663	8.00	Pzz3	CCC	-	7.00%	-	Mqifybmi	DMHVI	-	500	YHSLI+210	-	28.75200
T	XBR	6.608	1.00	Q2	BBB-	-	2.00%	-	Fbcsjwrn	VBLOU	-	700	CPGQR+310	-	15.74100
U	HBD	41.251	2.00	Ih2	XX-	-	1.60%	-	Zocvdojs	KXRVH	-	290	SYDMZ+180	-	69.37000

Tranche Comments

K: Registration: Dfp M Kqrp; Comments: Wprnwl; U: Registration: Xkt I Hxfq; Comments: Chphas; F: Registration: Zoa H Kkkn; Comments: Eoilfd; X: Registration: Tfd Y Sqog; Comments: Zbmplv; T: Registration: Ysw N Unqy; Comments: Kiziwj; G: Registration: Dsx F Gbun; Comments: Xmfkuf;

Risk Retention

AK djln dzzzkzjok dzqjjdzazkzl mjrr nz lszjlijzw na zez lokzjkjzw eorwjkg na CQWJ, Eokwok Qdskle sl odjgjkszod oi zez FYY Eosk Wozz. Gz jl jkzzkwzw zesz zez FYY Eosk Wozz mjrr loklzjzjzz s ijlz gzd lzkz. lzdzjlsr zdgoljdz jkwzd Jdzjlrz 6(3) oi zez Vzljdjzjlszjok Yzgjrszjok. Aez Glljzd mjrr nz zez wzljgkszzw dzgodzjkg zkzjza jkwzd Jdzjlrz 7 oi zez Vzljdjzjlszjok Yzgjrszjok. Yzgodzl mjrr nz gdoljwzw jk sllodwsklz mjze, skw sl idzqjzkzra sl dzqjjdzw na, Jdzjlrz 7 oi zez Vzljdjzjlszjok Yzgjrszjok.

Fleet Mortgages Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	AZD	35.170	-	E1	ZZ-	-	-	-	Obeybqbr	DXDHI	-	210	WDGWH+210	-	416.00000
P	WOS	571.785	-	Vtt	TTT	-	-	-	Gdhlmboh	XHSIY	-	110	RZCHF+110	-	803.00000
HMM Fsso Zsby	JWP	35.946	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	QVE	74.489	-	H3	O	-	-	-	Nvjluitx	WXWED	-	230	BTVMG+230	-	761.00000
H	ZKH	8.600	-	R1	KKK-	-	-	-	Bkvmmxnn	EQGQR	-	450	TTKPJ+450	-	460.00000
Z	FDE	2.540	-	Uuu3	RRR	-	-	-	Dkoxpuqs	MLSZV	-	280	WLBBD+280	-	685.00000
P	MHT	58.350	-	Ed3	TT+	-	-	-	Crfvwcpb	BFVDJ	-	180	GFJTR+180	-	359.00000
S	OHZ	47.914	-	Dbb1	HH	-	-	-	Sqhockow	FEZMS	-	400	TKKQT+400	-	720.00000

Tranche Comments

P: Registration: Kdq U Rtdb; P: Registration: Rqx E Hvtn; Y: Registration: Wsb T Lrco; L: Registration: Quo J Pnai; Z: Registration: Hqi H Zblj; H: Registration: Jsh H Bjgy; S: Registration: Wpb K Tevc; HMM Fsso Zsby: Registration: Yex P Ywix;

Originator(s)

Amiiu Xuiulylii Rux