Roc Mortgage Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1	BSG	884.500	8.43	-	-	-	Y (E)	-	76.60%	-	Fvoto	H-Ynabh	-	150	5.63%	5.692%	26.58594
L2	WKJ	73.300	7.63	-	-	-	SSS (K)	-	76.80%	-	Kgcnz	L-Rboqy	-	200	6.11%	6.193%	54.26519
D1	YVD	50.900	4.41	-	-	-	EE (O)	-	52.23%	-	Dtxkk	H-Umakf	-	290	6.99%	7.093%	89.81777
T2	RCV	87.900	4.61	-	-	-	U (G)	-	5.00%	-	Zrpgm	V-Utiws	-	450	8.54%	8.693%	34.92514

Tranche Comments

Y1: First Pay: 2025-03-25; Registration: 144K/Cxc Q; L2: First Pay: 2025-03-25; Registration: 144V/Axv Q; D1: First Pay: 2025-03-25; Registration: 144B/Iwg X; T2: First Pay: 2025-03-25; Registration: 144P/Qlh Z;

Risk Retention

IH - Ovjr PI/IU - Ovj

Roc360

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C2	WYD	39.000	7.80	-	-	-	FFF (N)	-	38.71%	-	Jxbjx	R-Iwkxp	225-235	225	6.06%	6.139%	61.64442
A1	FXI	70.360	9.30	-	-	-	CC (W)	-	84.80%	-	Tolgy	U-Zqdvt	350h	350	7.28%	7.389%	79.68323
G2	VGM	81.000	1.40	-	-	-	V (S)	-	2.00%	-	Bhcfl	Z-Ymxjz	500e	600	9.69%	9.889%	66.73258
W1	RMP	656.582	8.33	-	-	-	S (Q)	-	11.27%	-	Jgbim	X-Tgkyk	180-190	175	5.59%	5.655%	38.86247

Tranche Comments

W1: First Pay: 2024-11-25; Registration: 144Q/Hzw B; C2: First Pay: 2024-11-25; Registration: 144O/Dih O; A1: First Pay: 2024-11-25; Registration: 144M/Idm D; G2: First Pay: 2024-11-25; Registration: 144J/Txp G;

Originator(s)

Zppw Wowlsw ZZF

Roc360

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B1	GCT	348.300	3.45	-	-	-	-	-	33.00%	-	Tcfjj	XIC	2.500%o	-	2.49%	2.500%	72.48408
G2	KKE	45.200	8.94	-	-	-	-	-	15.00%	-	Rrkqq	ZGX	3.375%v	-	3.35%	3.375%	64.97712
B	JOX	88.540	1.15	-	-	-	-	-	9.00%	-	Vzulf	TBF	5.750%	-	5.68%	5.750%	19.68171

Tranche Comments

B1: First Pay: 2021-10-25; Registration: 144W/Jxj Y; G2: First Pay: 2021-10-25; Registration: 144I/Aqp W; B: First Pay: 2021-10-25; Registration: 144R Ljme;