FINSIGHT

Cheshire PLC

Deals

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
T2	ORS	4.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	HWC	92.416	4.90	Zu3	WW	-	-	-	Ysdyfjco	JLMWC	-	-	160	BWORJ+160	-	66.35300
P	JEW	7.614	5.20	Tll3	A	-	-	-	Auwhrpwc	JCQYT	-	-	260	JZLZZ+260	-	69.57000
R	EBP	9.578	4.30	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W1	ERO	9.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	WWP	2.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	YHO	105.912	6.65	Wvv	JJJ	-	-	-	Saxdoaka	UEHJT	-	-	90	THRGX+90	-	27.94300
K	JEB	6.649	8.90	K3	XX-	-	-	-	Akyhejcp	RMWPK	-	-	210	UMRNE+210	-	39.78800
B	DWD	2.840	5.60	U1	TTT	-	-	-	Uyylfqrb	MXPTZ	-	-	310	JUVYR+310	-	49.67400
F	JRP	4.113	6.20	Nuu3	B	-	-	-	Ewdqkbqy	KXZWD	-	-	350	XVXVZ+350	-	15.47600

Tranche Comments

D: First Pay: 2020-11-20; Registration: Ikr S Atwc; Comments: Dwr-xvgfre; A: First Pay: 2020-11-20; Registration: Xpi A Pjok; Comments: Ytb-bmmfbi; K: First Pay: 2020-11-20; Registration: Mdq S Innk; Comments: Wim-twsbmt; P: First Pay: 2020-11-20; Registration: Yqr S Cuuw; Comments: Bwv-wmybvy; B: First Pay: 2020-11-20; Registration: Nxr U Csca; Comments: Grz-jshezb; F: First Pay: 2020-11-20; Registration: Hcf C Cwin; Comments: Pyn-jzphni; R: First Pay: 2020-11-20; Registration: Etx F Lgrk; Comments: Shb-xphzby; W1: First Pay: 2020-11-20; Registration: Diu Y Hvrm; Comments: Oum-pizbmd; T2: Registration: Itb Y Brjt; Comments: Bii-bmxvir; Y: First Pay: 2020-11-20; Registration: Kkc Y Ioal; Comments: Usg-xpozgl;

Risk Retention

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