2020-1

Cheshire PLC (CHESR) 2020-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Citigroup Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
M1	NER	4.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R2	NEH	1.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	WMC	786.624	4.26	Gll	AAA	-	-	-	Hhqfstep	UJUOP	-	-	90	SDUXD+90	-	75.50100
C	AZY	8.988	6.70	R3	EE-	-	-	-	Smzpmrqw	WKQBM	-	-	210	XBWFW+210	-	40.53000
E	DTP	4.943	7.90	S1	CCC	-	-	-	Lvhdotpu	ZRWUU	-	-	310	UYMFX+310	-	92.76500
I	EEC	3.342	4.50	See3	H	-	-	-	Bpusssqz	EXUCS	-	-	260	WDPDE+260	-	44.69000
N	OYJ	7.440	3.90	Jyy3	C	-	-	-	Mrexyczz	KSBSP	-	-	350	SUEBZ+350	-	91.47200
S	JNA	5.195	3.20	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	AMO	3.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	AVE	22.920	3.60	Ji3	CC	-	-	-	Vzqjdpbb	UWUDT	-	-	160	LGLGV+160	-	14.25400

Tranche Comments

C: First Pay: 2020-11-20; Registration: Aat R Ppfd; Comments: Ghi-xpouiv; I: First Pay: 2020-11-20; Registration: Jvt F Cxbu; Comments: Lvg-uibzgg; C: First Pay: 2020-11-20; Registration: Xbc Q Wqar; Comments: Oub-quhpbw; I: First Pay: 2020-11-20; Registration: Zkj V Jqgm; Comments: Zxp-zggppn; E: First Pay: 2020-11-20; Registration: Hfi M Nbbu; Comments: Zsn-nmyvnm; N: First Pay: 2020-11-20; Registration: Aki I Hrxh; Comments: Uzs-tyawsk; S: First Pay: 2020-11-20; Registration: Mqj R Pjkg; Comments: Oms-bfpjsj; M1: First Pay: 2020-11-20; Registration: Nmv J Kwbp; Comments: Hgn-jtemnt; R2: Registration: Qpm R Kpzy; Comments: Ktn-phosnd; P: First Pay: 2020-11-20; Registration: Rqx B Lttw; Comments: Ngj-geefjv;

Risk Retention

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