FINSIGHT

Cheshire PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	190.112	3.35	Aaa	AAA	-	-	-	Floating	SONIA	-	90	SONIA+90	-	98.85100
B	GBP	10.561	5.02	Aa3	AA	-	-	-	Floating	SONIA	-	160	SONIA+160	-	98.56500
C	GBP	5.868	5.02	A3	AA-	-	-	-	Floating	SONIA	-	210	SONIA+210	-	99.52500
D	GBP	5.868	5.02	Baa3	A	-	-	-	Floating	SONIA	-	260	SONIA+260	-	98.14000
E	GBP	8.214	5.02	B1	BBB	-	-	-	Floating	SONIA	-	310	SONIA+310	-	94.60200
F	GBP	8.215	5.02	Caa3	B	-	-	-	Floating	SONIA	-	350	SONIA+350	-	87.22500
Z	GBP	5.867	5.02	-	-	-	-	-	-	-	-	-	-	-	Retained
S1	GBP	0.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S2	GBP	0.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	GBP	0.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2020-11-20; Registration: Reg S Only; Comments: Pre-placed; B: First Pay: 2020-11-20; Registration: Reg S Only; Comments: Pre-placed; C: First Pay: 2020-11-20; Registration: Reg S Only; Comments: Pre-placed; D: First Pay: 2020-11-20; Registration: Reg S Only; Comments: Pre-placed; E: First Pay: 2020-11-20; Registration: Reg S Only; Comments: Pre-placed; F: First Pay: 2020-11-20; Registration: Reg S Only; Comments: Pre-placed; Z: First Pay: 2020-11-20; Registration: Reg S Only; Comments: Pre-placed; S1: First Pay: 2020-11-20; Registration: Reg S Only; Comments: Pre-placed; S2: Registration: Reg S Only; Comments: Pre-placed; Y: First Pay: 2020-11-20; Registration: Reg S Only; Comments: Pre-placed;

Risk Retention

The Sponsor will comply with EU and US Risk Retention requirements by retaining a single vertical VRR Loan Note issued by the Issuer which will be equal to no less than 5% of the nominal value of notes (including VRR Loan Note)