Rochester Financing PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	BEB	5.660	2.70	-	S	MM+	3.00%	-	Wudljihp	XEGSP	-	400	XDCTT+250	-	97.38700
B	ARB	8.429	9.10	-	UW	KN	2.80%	-	Bliwh	CJX	-	-	1.50%	-	-
D	HLX	197.580	8.47	-	ZZZ	BBB	72.10%	-	Xfzhwxxs	HJYOK	80	80	TQDPG+70	-	27.45000
O	SMS	39.280	7.60	-	HH	UU	33.00%	-	Ixbpwadp	BBDLH	130-140	130	KCRMH+120	-	79.90000
F	UWG	65.620	4.70	-	Y	K-	4.60%	-	Rocbofnj	ZPZXK	160-170	160	VEHUY+150	-	99.19600
M	KZM	5.200	5.10	-	I-	F-	-	-	Jfhrcimm	YGYLX	-	390	VDPDY+400	-	120.60000
W	YMM	5.380	-	-	TG	QH	-	-	Zxzhvlkp	TKDEC	-	-	-	-	-
V	GMU	3.390	9.70	-	AA	QQ+	2.00%	-	Nbzhwjvh	GHJHY	300q	300	QPTRI+250	-	73.18300
B	VHA	2.280	2.90	-	MMM	MMM	2.10%	-	Avoemizy	ZRFWR	200t	200	VXLEY+185	-	60.48200

Tranche Comments

D: First Pay: 2021-09-20; O: First Pay: 2021-09-20; F: First Pay: 2021-09-20; B: First Pay: 2021-09-20; V: First Pay: 2021-09-20; N: First Pay: 2021-09-20; B: First Pay: 2021-09-20; M: First Pay: 2021-09-20; W: First Pay: 2021-09-20;

Risk Retention

PI - Ofk