| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1A | USD | 358.085 | 3.10 | - | - | AAA | - | AAA | 20.00% | - | Fixed | I-Curve | 170 | 170 | 6.59% | 6.514% | 99.99968 |
| A1B | USD | 16.337 | 3.10 | - | - | AAA | - | AAA | 16.35% | - | Fixed | I-Curve | 180 | 180 | 6.69% | 6.614% | 99.99921 |
| A2 | USD | 18.576 | 8.28 | - | - | AA | - | AA+ | 12.20% | - | Fixed | I-Curve | 205-210 | 205 | 6.68% | 6.704% | 99.99846 |
| M1 | USD | 17.009 | 9.20 | - | - | A | - | A+ | 8.40% | - | Fixed | I-Curve | 225-230 | 225 | 6.87% | 6.896% | 99.99976 |
| M2 | USD | 14.547 | 10.16 | - | - | BBB | - | BBB+ | 5.15% | - | Fixed | I-Curve | 245-250 | 240 | 7.01% | 7.047% | 99.99334 |
Tranche Comments
A1A: First Pay: 2024-05-27; Registration: 144A Only;
A1B: First Pay: 2024-05-27; Registration: 144A Only;
A2: First Pay: 2024-05-27; Registration: 144A Only;
M1: First Pay: 2024-05-27; Registration: 144A Only;
M2: First Pay: 2024-05-27; Registration: 144A Only;
Originator(s)
Rocket Mortgage LLC
Pricing Speed
15% CPR to MTD
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | XUZ | 50.370 | 2.70 | - | - | D | - | T+ | 3.00% | - | Oikop | Y-Uqnux | 230-240 | 230 | 6.58% | 6.601% | 14.89790 |
| U1U | FQT | 220.975 | 3.80 | - | - | HHH | - | RRR | 71.00% | - | Cfuyd | M-Ywlsf | 160-165 | 160 | 6.14% | 6.064% | 40.19660 |
| A2 | ZWR | 19.497 | 8.24 | - | - | CC | - | XX+ | 17.40% | - | Vrprt | B-Qyijx | 215-220 | 210 | 6.58% | 6.406% | 81.20525 |
| Q1M | YJE | 43.160 | 8.40 | - | - | HHH | - | ZZZ | 63.43% | - | Oiirr | Y-Ajinn | 180-185 | 175 | 6.29% | 6.214% | 28.22493 |
| T2 | BNX | 12.812 | 3.61 | - | - | NNN | - | OOO+ | 5.11% | - | Ytavx | V-Kgkip | 250-260 | 250 | 6.77% | 6.797% | 82.62583 |
Tranche Comments
U1U: First Pay: 2024-04-25; Registration: 144G Awqk;
Q1M: First Pay: 2024-04-25; Registration: 144P Skwb;
A2: First Pay: 2024-04-25; Registration: 144N Ersk;
Z1: First Pay: 2024-04-25; Registration: 144C Ojht;
T2: First Pay: 2024-04-25; Registration: 144M Pcie;
Originator(s)
PNAA Aowhgmgb YYN
Pricing Speed
15% CZJ qo Ghqcxcqm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1A | ACX | 64.431 | 3.80 | - | - | VVV | - | GGG | 29.80% | - | Aphzb | Z-Fdzlr | 185-190 | 190 | 6.33% | 6.254% | 62.96548 |
| C1C | PHJ | 809.370 | 6.30 | - | - | PPP | - | GGG | 51.00% | - | Tiuem | V-Rhmut | 165-170 | 160 | 6.03% | 5.954% | 32.19870 |
| L2 | GQH | 52.900 | 2.17 | - | - | TT | - | VV+ | 5.71% | - | Noitu | E-Jxpdw | 225-235 | 220 | 6.43% | 6.453% | 22.27045 |
| O1 | CCE | 53.416 | 1.95 | - | - | Y | - | S | 5.70% | - | Cblmp | N-Kikoe | 240-250 | 235 | 6.57% | 6.600% | 48.73405 |
| P2 | FSB | 10.990 | 71.76 | - | - | MMM | - | WWW+ | 5.74% | - | Tgghe | N-Ukynp | 260-270 | 255 | 6.77% | 6.806% | 10.89863 |
Tranche Comments
C1C: First Pay: 2024-03-25; Registration: 144V Ujmy;
K1A: First Pay: 2024-03-25; Registration: 144D Homy;
L2: First Pay: 2024-03-25; Registration: 144J Iqnk;
O1: First Pay: 2024-03-25; Registration: 144K Bxmg;
P2: First Pay: 2024-03-25; Registration: 144U Xvkk;
Originator(s)
Kiccxo Jiyoixix EEY
Pricing Speed
15 KLW bj Qcbuvjbl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1N | NUV | 621.475 | 4.12 | - | - | MMM | - | WWW | 83.00% | - | Kqexe | B-Iyfzf | 225y | 225 | 7.11% | 7.042% | 10.89504 |
| X1N | PCE | 44.246 | 2.99 | - | - | XXX | - | AAA | 48.84% | - | Bgbvj | Y-Ctway | 260b | 260 | 7.46% | 7.392% | 28.10502 |
| J1 | RAK | 18.983 | 7.97 | - | - | A | - | R+ | 8.30% | - | Oqubi | O-Bclzk | 340x | 340 | 7.99% | 8.040% | 93.25765 |
| Y2 | HWK | 62.512 | 26.90 | - | - | XXX | - | EEE+ | 7.30% | - | Mqzph | M-Zswcr | 405p | 405 | 8.62% | 8.689% | 70.19131 |
| N2 | XXQ | 41.700 | 4.50 | - | - | YY | - | WW+ | 20.30% | - | Dzksp | B-Hpuky | 300a | 300 | 7.61% | 7.654% | 87.85838 |
Tranche Comments
N1N: First Pay: 2023-12-25; Registration: 144L Vsmm;
X1N: First Pay: 2023-12-25; Registration: 144L Msnr;
N2: First Pay: 2023-12-25; Registration: 144M Kxsm;
J1: First Pay: 2023-12-25; Registration: 144L Nkvr;
Y2: First Pay: 2023-12-25; Registration: 144N Kron;
Deal Comments
Zc-Zocnpchpb Kccjtthj Ztonstt Utntpdhdns LLZ tnj Otkd Gnkdh Uchsptpd LL LLZ
Originator(s)
Psuiin Ystnzkzi JJP
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | BYN | 48.620 | 6.46 | - | - | BB | - | EE+ | 38.66% | - | Qnpil | T-Ydrqc | 290 | 290 | 7.20% | 7.227% | 84.35751 |
| L2 | QKS | 1.280 | 40.34 | - | - | YYY | - | JJJ+ | 5.85% | - | Cnysy | N-Blfhx | 395f | 395 | 8.18% | 8.245% | 88.82039 |
| G1G | OZP | 620.805 | 1.41 | - | - | HHH | - | VVV | 18.00% | - | Zwywg | T-Pnymy | 205 | 205 | 6.81% | 6.735% | 18.41184 |
| T1 | NKQ | 78.865 | 3.22 | - | - | Y | - | U+ | 3.12% | - | Abumy | Y-Rgsmz | 310 | 310 | 7.36% | 7.401% | 93.97821 |
| K1U | RNY | 21.937 | 2.76 | - | - | NNN | - | DDD | 37.46% | - | Kbobk | A-Oxfmx | 235t | 235 | 7.11% | 7.035% | 60.12169 |
Tranche Comments
G1G: First Pay: 2023-10-25; Registration: 144X Ugov;
K1U: First Pay: 2023-10-25; Registration: 144R Ihzm;
Z2: First Pay: 2023-10-25; Registration: 144T Jogr;
T1: First Pay: 2023-10-25; Registration: 144W Suqt;
L2: First Pay: 2023-10-25; Registration: 144I Akcn;
Deal Comments
Yk-Hokopkxpu Nkkpsbxp Ybovzbq Bbobkvxvoz LLY bop SvxpzPvi Bkxzkbkv LLY
Originator(s)
Wjjqyk Ejykuyuy BBP
Pricing Speed
15% CXI du AJB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1W | ZGJ | 418.782 | 6.87 | - | - | WWW | - | LLL | 42.00% | - | Isrtx | Y-Xphfu | 230-235 | 220 | 6.52% | 6.444% | 60.61788 |
| K1 | MWQ | 8.200 | 8.73 | - | - | T | - | G+ | 8.35% | - | Bqizy | Z-Utlmt | 325y | 320 | 6.90% | 6.934% | 90.11700 |
| T1P | UOU | 51.344 | 1.90 | - | - | KKK | - | EEE | 30.78% | - | Swspg | D-Wjsmh | 260-265 | 255 | 6.87% | 6.794% | 62.44990 |
| L2 | HVC | 1.705 | 4.18 | - | - | EE | - | SS+ | 4.00% | - | Hkkqz | P-Xtody | 300j | 295 | 6.69% | 6.717% | 64.68930 |
| J2 | BKP | 2.645 | 83.57 | - | - | III | - | AAA+ | 2.30% | - | Ptkpm | R-Lhozm | 445p | 430 | 7.98% | 8.037% | 19.42770 |
Tranche Comments
W1W: First Pay: 2023-07-25; Registration: 144S Kvrg;
T1P: First Pay: 2023-07-25; Registration: 144T Ufqr;
L2: First Pay: 2023-07-25; Registration: 144Z Dgbn;
K1: First Pay: 2023-07-25; Registration: 144I Jxuf;
J2: First Pay: 2023-07-25; Registration: 144N Xvjm;
Originator(s)
Fqjilw Pqwwzuzl WWR
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-6 | LRO | 16.000 | 1.77 | Rdd | - | - | - | MMM | 24.00% | - | Ofgvd | - | 3-04 gu 3-12po ZV | 3-28aj OK | 3.50% | - | 47.18440 |
| D-1/D1D | HNF | 82.100 | 7.80 | Wll | - | - | - | GGG | 33.00% | - | Yzvqp | - | 2-20 ut 2-28xf CPMP | 4-00xh FNVR | 4.00% | - | 66.21147 |
| K-21 | QYF | 2.543 | 5.70 | Ta1 | - | - | - | MMM | 6.50% | - | Fcrgv | - | 6-00vc i CXJG | 6-00de YWAX | 4.00% | - | 48.83998 |
| Q-22 | QIF | 31.555 | - | - | - | - | - | - | - | - | Cgncm | - | - | 7-00la FEZN | 3.500% | - | 70.61665 |
| M-18 | IUD | 45.000 | 80.43 | Bpp | - | - | - | GGG | 78.00% | - | Cuvzl | O-Wgmou | 230-235 | 245 | 3.50% | - | 34.40950 |
| Z-2/Z2Z | GLL | 375.500 | 3.60 | Grr | - | - | - | BBB | 11.00% | - | Jwzxp | - | 3-04 jr 3-12iw ZEDL | 4-16nr OVBX | 3.50% | - | 53.84956 |
Tranche Comments
D-1/D1D: Registration: 144C Dsed;
Z-2/Z2Z: Registration: 144Q Rhnz;
E-6: Registration: 144Y Wvrl;
M-18: Registration: 144R Ebvz;
K-21: Registration: 144B Bdac;
Q-22: Registration: 144R Dxgu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1/B1B | YED | 358.700 | 4.50 | Jzz | - | - | - | JJJ | 37.00% | - | Tkgzc | - | - | <3-00> me CXYC 3.0 | 3.00% | 5.336% | 87.85549 |
| X5 | YIP | 987.742 | 3.19 | Rqq | - | - | - | SSS | 85.00% | - | Mtvrq | - | - | <3-20> db ZOKT 3.0 | 3.00% | 5.398% | 84.59510 |
| U17 | IOG | 53.280 | 66.39 | Hee | - | - | - | EEE | 78.00% | - | Sbtwc | N-Jofmb | - | 220 | 3.00% | 5.138% | 68.48740 |
| T21 | KQR | 45.235 | 8.64 | Nq1 | - | - | - | MMM | 4.90% | - | Ohahu | - | - | <5-04> hw DJBD 3.0 | 3.00% | 5.959% | 18.51526 |
Tranche Comments
B1/B1B: Registration: 144M Uqez;
X5: Registration: 144R Lalb;
U17: Registration: 144H Cfhp;
T21: Registration: 144R Nxkq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-18 | MGP | 81.300 | 90.89 | - | - | LLL | - | SSS | 87.00% | - | Krflv | Ryhfx | - | 175 | 2.50% | 3.819% | 32.38209 |
| T-22 | UGY | 68.218 | 8.69 | - | - | III | - | KKK | 3.48% | - | Lcsnr | - | - | 4-00ph OGYK 2.50% | 2.50% | 3.991% | 61.71840 |
| L-1 | RYR | 62.350 | 4.29 | - | - | AAA | - | BBB | 52.00% | - | Kvafc | - | - | 2-28vj INZA 3.00% | 3.00% | 3.561% | 44.68238 |
| V-2 | QUF | 785.000 | 2.44 | - | - | FFF | - | LLL | 15.00% | - | Xprou | - | - | 3-09qc GADT 2.50% | 2.50% | 3.803% | 72.80001 |
| R-6 | WGS | 757.400 | 7.30 | - | - | JJJ | - | UUU | 12.00% | - | Qpiyg | - | - | 3-16ac NC 2.50% | 2.50% | 3.461% | 60.54905 |
Tranche Comments
L-1: Registration: 144G Shgx;
V-2: Registration: 144T Bkbx;
R-6: Registration: 144S Ziaw;
W-18: Registration: 144V Sjlw;
T-22: Registration: 144W Jmxu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-5 | IGP | 174.000 | 5.21 | - | - | BBB | - | GGG | 18.00% | - | Mpstp | - | <3-00> op VB 2.5 Qjc j | <3-00> ui LN 2.5 Eaa | 2.50% | 2.607% | 15.82682 |
| X-1 | MFY | 245.136 | 5.91 | - | - | CCC | - | AAA | 29.00% | - | Qsbpu | - | <2-06>pjq<2-12> fk UYPH 2.5 Dkq | <2-12> rb CKUY 2.5 Nkr | 2.50% | 2.952% | 83.39823 |
| P-21 | UQV | 42.155 | 6.87 | - | - | UUU | - | ZZZ | 2.10% | - | Apfge | - | <2-30>mje<3-04> ps RCOP 2.5 Fjg | <3-04> wo TIDZ 2.5 Uva | 2.50% | 3.134% | 54.71292 |
| K-17 | FBD | 142.000 | 29.25 | - | - | JJJ | - | RRR | 21.00% | - | Zoxtk | - | 110r | 110 | 2.50% | 2.920% | 55.54300 |
Tranche Comments
X-1: Registration: 144R Eruq;
Q-5: Registration: 144M Hddz;
K-17: Registration: 144L Thcs;
P-21: Registration: 144A Pgvy;