Roc Mortgage Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1	KLL	105.400	8.69	-	-	-	D (K)	-	77.20%	-	Ovhiq	Z-Imyyw	-	150	5.63%	5.692%	15.83471
V2	FXW	38.700	9.34	-	-	-	J (C)	-	7.00%	-	Zvnah	Q-Clfgj	-	450	8.54%	8.693%	65.29746
J1	GUT	83.300	5.40	-	-	-	DD (F)	-	36.44%	-	Knvrp	Z-Fdlpq	-	290	6.99%	7.093%	65.90644
F2	TJY	76.400	6.24	-	-	-	YYY (N)	-	16.40%	-	Ggiew	P-Ilgkr	-	200	6.11%	6.193%	95.42508

Tranche Comments

V1: First Pay: 2025-03-25; Registration: 144K/Lnj B; F2: First Pay: 2025-03-25; Registration: 144G/Dtx V; J1: First Pay: 2025-03-25; Registration: 144G/Exl Q; V2: First Pay: 2025-03-25; Registration: 144U/Mlm C;

Risk Retention

FS - Uygt BF/FB - Uyg

Roc360

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X2	MAP	93.000	7.90	-	-	-	F (S)	-	6.00%	-	Jovbu	T-Vaoue	500p	600	9.69%	9.889%	70.36699
S1	PLA	707.740	1.93	-	-	-	N (V)	-	26.59%	-	Igxxo	R-Nocyf	180-190	175	5.59%	5.655%	21.97473
C2	QOW	57.000	2.60	-	-	-	JJJ (U)	-	43.56%	-	Ykquj	L-Znsne	225-235	225	6.06%	6.139%	39.15338
W1	ITQ	63.185	9.90	-	-	-	DD (F)	-	54.20%	-	Fjirm	Q-Ichjp	350n	350	7.28%	7.389%	56.66524

Tranche Comments

S1: First Pay: 2024-11-25; Registration: 144C/Asz I; C2: First Pay: 2024-11-25; Registration: 144C/Cuq B; W1: First Pay: 2024-11-25; Registration: 144T/Xfi S; X2: First Pay: 2024-11-25; Registration: 144M/Wjg A;

Originator(s)

Empc Ducjux EEA

Refinancing

Yes

Roc360

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	NNV	899.100	1.79	-	-	-	-	-	77.00%	-	Syoly	RZR	2.500%t	-	2.49%	2.500%	64.10043
J2	VEO	23.900	7.37	-	-	-	-	-	45.00%	-	Ltunz	JTU	3.375%s	-	3.35%	3.375%	78.93214
P	VIX	20.430	4.33	-	-	-	-	-	7.00%	-	Vkjsz	QGK	5.750%	-	5.68%	5.750%	72.24761

Tranche Comments

A1: First Pay: 2021-10-25; Registration: 144V/Fec O; J2: First Pay: 2021-10-25; Registration: 144E/Oth B; P: First Pay: 2021-10-25; Registration: 144G Dxem;