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
W4	DZU	12.510	8.10	Ruu3	-	C	2.00%	-	-	-	-	-	-	-	Retained
H1	KED	345.500	3.89	Xqq	-	AAA	69.50%	-	Rxhydjns	RLJXP	-	95	TREEP+95	-	-
A2	RRU	290.390	2.71	Fpp	-	JJJ	65.50%	-	Ozkskqhx	ZDPUU	-	110	XBFWE+110	-	-
T	ERK	29.120	4.77	Kb1	-	FF	90.90%	-	Suykhppu	GGWEM	-	130	TPJOA+130	-	-
C	JUQ	50.300	8.22	Cp3	-	L	4.10%	-	Dwpwdfzj	UKHBA	-	160	JBZLU+160	-	-
N	JYV	61.550	5.57	Kss3	-	JJ+	9.60%	-	Rhcqm	-	-	300	0.80%	-	-
I	XIG	78.845	3.87	B3	-	FF+	8.50%	-	Cwmcdohd	RUDMO	-	325	UMPYZ+325	-	-
N	DDX	91.420	8.70	Upp1	-	JJJ	6.00%	-	Gyyyltjf	PEYPL	-	190	GBSWM+190	-	-

Tranche Comments

H1: First Pay: 2020-04-16; Registration: Pwj X Irzn; A2: First Pay: 2020-04-16; Registration: Ejg C Pbbm; T: First Pay: 2020-04-16; Registration: Vks V Cmtx; C: First Pay: 2020-04-16; Registration: Uzd V Rmuo; N: First Pay: 2020-04-16; Registration: Auu P Pujh; N: First Pay: 2020-04-16; Registration: Asw P Cxfl; I: First Pay: 2020-04-16; Registration: Ueg X Bxda; W4: First Pay: 2020-04-16; Registration: Aor E Okgg;