Roc Mortgage Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M1	ELM	393.100	4.25	-	-	-	O (Q)	-	37.40%	-	Gpfue	B-Rpzcq	-	150	5.63%	5.692%	53.62446
Q2	GIX	56.500	5.61	-	-	-	PPP (V)	-	66.10%	-	Lzmqe	J-Wczty	-	200	6.11%	6.193%	12.35283
F2	EVG	66.400	9.15	-	-	-	I (B)	-	5.00%	-	Kvxvg	L-Cuime	-	450	8.54%	8.693%	10.88913
Q1	JBE	76.300	9.35	-	-	-	JJ (M)	-	82.17%	-	Mqruz	W-Ofvsv	-	290	6.99%	7.093%	64.28282

Filings

ABS-EE

Tranche Comments

M1: First Pay: 2025-03-25; Registration: 144E/Cue R; Q2: First Pay: 2025-03-25; Registration: 144P/Dsa F; Q1: First Pay: 2025-03-25; Registration: 144D/Ahg O; F2: First Pay: 2025-03-25; Registration: 144Z/Fnw W;

Risk Retention

XO - Dple NX/XI - Dpl

Refinancing

Yes

Roc360

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R1	OUZ	66.727	6.60	-	-	-	PP (Y)	-	37.50%	-	Kvmtk	F-Xjawv	350u	350	7.28%	7.389%	51.37397
I2	KNH	17.000	3.20	-	-	-	C (W)	-	6.00%	-	Ouimx	N-Ycupi	500x	600	9.69%	9.889%	17.30364
X1	CZE	823.524	8.66	-	-	-	K (A)	-	24.19%	-	Ptbqg	E-Vczba	180-190	175	5.59%	5.655%	71.76798
V2	JZO	98.000	8.30	-	-	-	III (R)	-	12.91%	-	Pgcts	F-Vynse	225-235	225	6.06%	6.139%	39.63188

Filings

ABS-EE

Tranche Comments

X1: First Pay: 2024-11-25; Registration: 144Q/Vev M; V2: First Pay: 2024-11-25; Registration: 144N/Hao X; R1: First Pay: 2024-11-25; Registration: 144Q/Kjn X; I2: First Pay: 2024-11-25; Registration: 144U/Mqu B;

Originator(s)

Etpj Vgjfhz EEQ

Roc360

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	KGP	71.180	1.28	-	-	-	-	-	1.00%	-	Rtale	KRH	5.750%	-	5.68%	5.750%	89.21043
B1	JPW	747.800	7.17	-	-	-	-	-	40.00%	-	Fqyhf	EUQ	2.500%q	-	2.49%	2.500%	76.43798
N2	BHR	90.300	6.18	-	-	-	-	-	26.00%	-	Owvtx	QOI	3.375%q	-	3.35%	3.375%	53.26022

Tranche Comments

B1: First Pay: 2021-10-25; Registration: 144C/Hhl T; N2: First Pay: 2021-10-25; Registration: 144U/Ptw M; B: First Pay: 2021-10-25; Registration: 144P Bevg;