Rochester Financing PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	167.260	3.94	-	AAA	AAA	23.50%	-	Floating	SONIA	80	80	SONIA+70	-	99.61700
B	GBP	18.230	5.01	-	AA	AA	15.00%	-	Floating	SONIA	130-140	130	SONIA+120	-	99.52000
C	GBP	11.790	5.01	-	A	A-	9.50%	-	Floating	SONIA	160-170	160	SONIA+150	-	99.52400
D	GBP	4.290	5.01	-	BBB	BBB	7.50%	-	Floating	SONIA	200a	200	SONIA+185	-	99.29300
E	GBP	3.220	5.01	-	BB	BB+	6.00%	-	Floating	SONIA	300a	300	SONIA+250	-	97.70100
F	GBP	2.140	5.01	-	B	BB+	5.00%	-	Floating	SONIA	-	400	SONIA+250	-	93.27500
G	GBP	7.499	5.01	-	NR	NR	1.50%	-	Fixed	YLD	-	-	1.50%	-	-
X	GBP	5.360	1.08	-	B-	B-	-	-	Floating	SONIA	-	390	SONIA+400	-	100.09800
R	GBP	4.290	-	-	NR	NR	-	-	Floating	SONIA	-	-	-	-	-

More Details

Tranche Comments

A: First Pay: 2021-09-20; B: First Pay: 2021-09-20; C: First Pay: 2021-09-20; D: First Pay: 2021-09-20; E: First Pay: 2021-09-20; F: First Pay: 2021-09-20; G: First Pay: 2021-09-20; X: First Pay: 2021-09-20; R: First Pay: 2021-09-20;

Risk Retention

EU - Yes