No.2

Canterbury Finance (CANBY) No.2

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	UTN	56.700	6.76	Vaa1	-	UUU	5.00%	-	Wbljwxwg	VRBBL	-	190	KOYCB+190	-	-
Y1	LRO	629.840	2.88	Whh	-	DDD	25.50%	-	Qljszpmt	PQMQJ	-	95	LTQBX+95	-	-
U	JXN	42.820	8.28	Tk1	-	RR	66.10%	-	Bxukhaue	JMWUL	-	130	YCRVR+130	-	-
N4	NUK	92.810	7.30	Ecc3	-	U	4.00%	-	-	-	-	-	-	-	Retained
J	IDQ	95.400	7.24	Rbb3	-	EE+	5.60%	-	Ahqat	-	-	300	0.80%	-	-
H2	NDM	594.500	9.41	Jgg	-	KKK	26.80%	-	Foupodul	RXDJT	-	110	COYGZ+110	-	-
B	ZZS	43.700	5.91	Uo3	-	X	8.40%	-	Dqpvwrau	JVRKN	-	160	TJTLG+160	-	-
Q	LIR	94.675	6.37	E3	-	CC+	9.60%	-	Cqsudenf	TVRBJ	-	325	JLRUA+325	-	-

Tranche Comments

Y1: First Pay: 2020-04-16; Registration: Kcz J Khby; H2: First Pay: 2020-04-16; Registration: Cfg P Ydjs; U: First Pay: 2020-04-16; Registration: Trp A Kuuz; B: First Pay: 2020-04-16; Registration: Ppg J Ojte; S: First Pay: 2020-04-16; Registration: Pvw R Zaix; J: First Pay: 2020-04-16; Registration: Zev G Nmbr; Q: First Pay: 2020-04-16; Registration: Xxi Q Tirk; N4: First Pay: 2020-04-16; Registration: Ypw I Svkc;