No.2

Canterbury Finance (CANBY) No.2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

OneSavings Bank PLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
E1	FGN	835.970	1.54	Yww	-	QQQ	64.90%	-	Zxvwvfzx	CSZLF	-	-	95	TFCFD+95	-	-
I	QFE	20.630	7.12	Hy1	-	BB	88.40%	-	Berudjjg	BRVSK	-	-	130	DPLZY+130	-	-
N	ETI	51.510	8.82	Vg3	-	P	4.10%	-	Flkjhvrn	JRDJW	-	-	160	JELHW+160	-	-
J4	WFM	63.430	6.70	Syy3	-	S	9.00%	-	-	-	-	-	-	-	-	Retained
O	EEA	66.280	7.96	Jee1	-	QQQ	2.00%	-	Lqxaefya	DCWQR	-	-	190	SSCNX+190	-	-
V	SWC	69.450	2.33	Ekk3	-	MM+	3.20%	-	Iisfs	-	-	-	300	0.80%	-	-
B	NWP	75.193	8.62	O3	-	VV+	6.70%	-	Bbvuqpyk	PSOTB	-	-	325	HJULA+325	-	-
U2	KWH	852.520	9.70	Kxx	-	CCC	59.20%	-	Guwojvza	WOOCP	-	-	110	GETFL+110	-	-

Tranche Comments

E1: First Pay: 2020-04-16; Registration: Zfm B Drjj; U2: First Pay: 2020-04-16; Registration: Lnk B Jano; I: First Pay: 2020-04-16; Registration: Thx A Vdsk; N: First Pay: 2020-04-16; Registration: Yrk C Cnur; O: First Pay: 2020-04-16; Registration: Etf P Yfpg; V: First Pay: 2020-04-16; Registration: Ndj K Fkvi; B: First Pay: 2020-04-16; Registration: Koz A Ezkx; J4: First Pay: 2020-04-16; Registration: Tft E Qucn;