Canterbury Finance (CANBY) No.2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1GBP414.6401.94Aaa-AAA18.50%-FloatingSONIA-95SONIA+95--
A2GBP445.7304.52Aaa-AAA18.50%-FloatingSONIA-110SONIA+110--
BGBP51.8304.98Aa1-AA13.50%-FloatingSONIA-130SONIA+130--
CGBP51.8304.98Aa3-A8.50%-FloatingSONIA-160SONIA+160--
DGBP25.9104.98Baa1-BBB6.00%-FloatingSONIA-190SONIA+190--
EGBP25.9104.98Baa3-BB+3.50%-Fixed--3000.80%--
FGBP20.7424.98B3-BB+1.50%-FloatingSONIA-325SONIA+325--
X4GBP41.4601.05Caa3-B--------Retained
Tranche Comments
A1: First Pay: 2020-04-16; Registration: Reg S Only; A2: First Pay: 2020-04-16; Registration: Reg S Only; B: First Pay: 2020-04-16; Registration: Reg S Only; C: First Pay: 2020-04-16; Registration: Reg S Only; D: First Pay: 2020-04-16; Registration: Reg S Only; E: First Pay: 2020-04-16; Registration: Reg S Only; F: First Pay: 2020-04-16; Registration: Reg S Only; X4: First Pay: 2020-04-16; Registration: Reg S Only;