Rochester Financing PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	QBH	5.220	9.80	-	V-	J-	-	-	Yvuhbirr	EJEUH	-	390	WXSCJ+400	-	847.96000
I	EEG	85.610	4.30	-	JJ	NN	14.00%	-	Qzowmorn	YZVIM	130-140	130	YFUOU+120	-	55.64000
Z	ZRL	942.660	4.90	-	CCC	EEE	79.10%	-	Yrtrhmrt	LMBSO	80	80	BSGEC+70	-	75.15900
T	YCK	2.680	9.60	-	AAA	VVV	2.80%	-	Ouyvrhaj	YCRKM	200o	200	WORXX+185	-	70.14200
Y	HXJ	72.430	1.20	-	W	O-	7.50%	-	Deudskkw	CRMTF	160-170	160	YSQBW+150	-	27.45500
W	UIL	7.230	2.90	-	IX	NL	1.70%	-	Nmijd	WGL	-	-	1.50%	-	-
O	VCE	4.760	9.70	-	P	CC+	6.00%	-	Ewmucawa	JHCRI	-	400	KBRRW+250	-	94.36500
C	AFG	7.860	-	-	VD	OA	-	-	Jljvqmsc	XLHIZ	-	-	-	-	-
Y	IUE	1.640	9.40	-	HH	NN+	6.00%	-	Jhzbpuxr	DGRMY	300i	300	WJWMO+250	-	12.11300

Tranche Comments

Z: First Pay: 2021-09-20; I: First Pay: 2021-09-20; Y: First Pay: 2021-09-20; T: First Pay: 2021-09-20; Y: First Pay: 2021-09-20; O: First Pay: 2021-09-20; W: First Pay: 2021-09-20; B: First Pay: 2021-09-20; C: First Pay: 2021-09-20;

Risk Retention

MS - Abs