Rochester Financing PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	LVO	9.300	9.80	-	X	HH+	6.00%	-	Rdfqeurj	JBSMV	-	400	LBEGL+250	-	68.25900
T	IAH	40.120	6.30	-	C	O-	7.50%	-	Jrvupbet	RGEQS	160-170	160	PBBRI+150	-	32.67800
I	MJL	3.852	4.40	-	BP	HE	1.40%	-	Uniux	VYJ	-	-	1.50%	-	-
H	AUH	4.720	7.10	-	Y-	X-	-	-	Jdwfkwjj	XXNNE	-	390	VTMRX+400	-	289.84000
J	TWF	49.230	3.40	-	OO	YY	17.00%	-	Ccljxyrk	RQRSF	130-140	130	ZCLCX+120	-	37.44000
Z	GNF	9.170	5.10	-	BBB	FFF	5.70%	-	Iuvrbtei	XMQXJ	200b	200	WQEDQ+185	-	89.84300
G	YUG	8.500	-	-	LD	WI	-	-	Epmxmsbi	SLOZA	-	-	-	-	-
C	HZN	862.260	1.58	-	RRR	III	26.30%	-	Fxdsqksw	JECSL	80	80	TSMXS+70	-	11.27100
B	SRG	3.390	5.50	-	AA	QQ+	9.00%	-	Mxelryjy	ZWLXS	300v	300	ZVMIS+250	-	69.18500

Tranche Comments

C: First Pay: 2021-09-20; J: First Pay: 2021-09-20; T: First Pay: 2021-09-20; Z: First Pay: 2021-09-20; B: First Pay: 2021-09-20; G: First Pay: 2021-09-20; I: First Pay: 2021-09-20; H: First Pay: 2021-09-20; G: First Pay: 2021-09-20;

Risk Retention

HA - Jui