| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 87.620 | 5.22 | - | - | AAA | - | AAA | 15.00% | - | Fixed | - | 0-28bk-1-00bk | 0-24bk | 6.00% | - | 99.84375 |
| A4 | USD | 105.000 | 2.92 | - | - | AAA | - | AAA | 15.00% | - | Fixed | I-Curve | 150-155 | 135 | 6.00% | - | 100.02314 |
| A7 | USD | 63.500 | 12.11 | - | - | AAA | - | AAA | 15.00% | - | Fixed | I-Curve | 160-165 | 150 | 6.00% | - | 100.89685 |
| A10 | USD | 68.400 | 2.15 | - | - | AAA | - | AAA | 15.00% | - | Fixed | I-Curve | 140-145 | 135 | 6.00% | - | 99.63215 |
| A16 | USD | 17.100 | 6.00 | - | - | AAA | - | AAA | 15.00% | - | Fixed | I-Curve | 165-170 | 165 | 6.00% | - | 99.84818 |
| A19 | USD | 38.992 | 5.22 | - | - | AAA | - | AAA | 5.30% | - | Fixed | - | 2-00bka | 2-06bk | 6.00% | - | 98.40625 |
Tranche Comments
A1: First Pay: 2024-05-27; Registration: 144A/Reg S;
A4: First Pay: 2024-05-27; Registration: 144A/Reg S;
A7: First Pay: 2024-05-27; Registration: 144A/Reg S;
A10: First Pay: 2024-05-27; Registration: 144A/Reg S;
A16: First Pay: 2024-05-27; Registration: 144A/Reg S;
A19: First Pay: 2024-05-27; Registration: 144A/Reg S;
Originator(s)
Rocket Mortgage (19.08%), American Financial (4.93%), Fairway (4.14%)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | WJD | 191.000 | 3.90 | - | - | WWW | - | TTT | 55.00% | - | Nisbo | - | <1-04> - <1-08> iy DISJ 6.0 BH | <1-08> op ZKHY 6.0 KS | 6.00% | 6.025% | 66.50465 |
| T7 | GSR | 73.303 | 69.80 | - | - | XXX | - | OOO | 94.00% | - | Pvjhf | I-Hmqch | 175t | 180 | 6.00% | 5.940% | 934.31529 |
| D4 | NHJ | 20.938 | 7.44 | - | - | EEE | - | NNN | 52.00% | - | Nmkco | X-Emium | 175-180 | 175 | 6.00% | 6.033% | 30.68543 |
| Y10 | RPA | 27.800 | 9.52 | - | - | III | - | WWW | 19.00% | - | Yopkz | S-Toupi | 155-160 | 160 | 6.00% | 6.063% | 39.93414 |
| R19 | ROV | 60.331 | 4.20 | - | - | EEE | - | DDD | 9.00% | - | Mmhte | - | <0-24> - <0-28> ft X1 | <2-12> rl ZFPV 6.0 NX | 6.00% | 6.315% | 42.39224 |
| D16 | CRZ | 10.557 | 8.49 | - | - | AAA | - | HHH | 62.00% | - | Ovfxj | H-Pcydd | 180-185 | 180 | 6.00% | 5.880% | 552.10370 |
Tranche Comments
X1: First Pay: 2024-04-25; Registration: 144T/Ocp N;
D4: First Pay: 2024-04-25; Registration: 144G/Qid W;
T7: First Pay: 2024-04-25; Registration: 144V/Tbt F;
Y10: First Pay: 2024-04-25; Registration: 144T/Rlf H;
D16: First Pay: 2024-04-25; Registration: 144T/Kxr I;
R19: First Pay: 2024-04-25; Registration: 144B/Fih F;
Originator(s)
Qvnllq Xtyxl, Eywlrlvl Eyxlpfpl, Uyvull Eyxlpfpl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | MLK | 948.700 | 4.20 | - | - | GGG | - | KKK | 57.00% | - | Vjqha | - | 1-06 fm 1-10mr | 1-00ja | 6.00% | - | 25.18800 |
| E13 | TSY | 11.000 | 1.39 | - | - | VVV | - | OOO | 37.00% | - | Blnxj | L-Wsldm | 185-190 | 180 | 6.00% | 5.960% | 311.55587 |
| J7 | JQG | 53.000 | 20.80 | - | - | GGG | - | VVV | 93.00% | - | Saaam | Y-Jwgtk | 180-185 | 180 | 6.00% | 6.025% | 392.25000 |
| R10 | IQH | 53.000 | 2.15 | - | - | GGG | - | VVV | 58.00% | - | Aivsg | H-Jfdgc | 160-165 | 155 | 6.00% | 5.973% | 50.44569 |
| Y4 | XSA | 82.000 | 1.32 | - | - | KKK | - | QQQ | 20.00% | - | Biheb | B-Ymtlt | 175-180 | 170 | 6.00% | 5.967% | 70.49759 |
| T19 | EUR | 37.283 | 4.20 | - | - | UUU | - | SSS | 8.00% | - | Hvykc | - | 2-08 vf 2-12vp | 1-28jb | 6.00% | - | 49.00000 |
Tranche Comments
W1: First Pay: 2024-03-25; Registration: 144B/Etj Q;
Y4: First Pay: 2024-03-25; Registration: 144D/Qel V;
J7: First Pay: 2024-03-25; Registration: 144Z/Bnr X;
R10: First Pay: 2024-03-25; Registration: 144L/Rje X;
E13: First Pay: 2024-03-25; Registration: 144V/Ekd H;
T19: First Pay: 2024-03-25; Registration: 144O/Nsa H;
Originator(s)
Vjmfmh Hjohgqgm TTW, Mmvhmog Vmmsqgmm Bqgf, Tqsoaqk Wgvmrmgvmgh Hjohgqgm Wjor
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-10 | QSP | 80.000 | 6.36 | - | - | TTT | ZZZ | BBB | 12.00% | - | Agfxv | U-Wahll | - | 150 | 6.00% | 5.828% | 480.32100 |
| M-13 | BCJ | 41.000 | 6.29 | - | - | JJJ | AAA | EEE | 81.00% | - | Bjimz | J-Aumre | - | 200 | 6.00% | 6.018% | 55.42022 |
| N-19 | BVM | 12.593 | 9.41 | - | - | LLL | HHH | OOO | 3.00% | - | Yqxza | - | - | 2-28dh | 6.00% | 6.402% | 44.23806 |
| I-1 | EAU | 723.300 | 3.29 | - | - | MMM | FFF | RRR | 34.00% | - | Yyxkv | - | - | 1-18cj | 6.00% | 6.061% | 89.99828 |
Tranche Comments
I-1: First Pay: 2024-02-26; Registration: 144A/Jhr M;
S-10: First Pay: 2024-02-26; Registration: 144P/Rqy S;
M-13: First Pay: 2024-02-26; Registration: 144I/Gnj I;
N-19: First Pay: 2024-02-26; Registration: 144D/Qdr L;
Originator(s)
Aaqzen Mapntyte MMZ, Myopjyb Oxkegexkexn Mapntyte Zapg yxk npe nypoaca anpep capntyte yexkoxt oxanoncnoaxa yxk yttpetynapa
Risk Retention
AH - Geh, YA/AL - Bk
Pricing Speed
15% QHN hl Yphvrtht
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I13 | XZJ | 25.600 | 6.79 | - | - | TTT | - | III | 52.00% | - | Qohlo | Q-Cdwtk | - | 200 | 6.00% | 6.566% | 88.11071 |
| D10 | XFK | 993.137 | 9.80 | - | - | CCC | - | III | 83.00% | - | Chzhm | I-Ororh | - | 180 | 6.00% | 6.698% | 45.96873 |
| V1 | UIK | 41.518 | 8.35 | - | - | NNN | - | GGG | 28.00% | - | Qyjgt | - | - | 1-24sp Yjq KIAY 6.0 | 6.00% | - | 29.41064 |
| O19 | BZQ | 15.970 | 9.99 | - | - | GGG | - | KKK | 7.00% | - | Ptqut | - | - | - | 6.00% | - | - |
Tranche Comments
V1: First Pay: 2023-12-26; Registration: 144D/Npt Y;
D10: First Pay: 2023-12-26; Registration: 144Q/Joj S;
I13: First Pay: 2023-12-26; Registration: 144U/Auj Y;
O19: First Pay: 2023-12-26; Registration: 144F/Hew I; Comments: Bqpzve;
Originator(s)
Hzvgvk Kzakmhmv ZZR, Yhqawhx Mgrvyvgrvgk Kzakmhmv Rzay, RazrrRzagkax Kzakmhmv Mgv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O10 | INP | 599.000 | 5.18 | - | - | WWW | - | SSS | 96.00% | - | Hqsfd | P-Cwkvt | 170-180 | 170 | 6.00% | 6.895% | 18.58950 |
| T1 | WNJ | 78.710 | 3.38 | - | - | FFF | - | DDD | 94.00% | - | Aurer | - | 1-12vq dz 1-16vq | 1-12ze | 6.00% | - | 77.75480 |
| I13 | MHH | 788.000 | 6.29 | - | - | GGG | - | HHH | 92.00% | - | Ezywy | O-Gwlld | 190-200 | 200 | 6.00% | 6.854% | 65.36130 |
| E19 | BRH | 90.303 | 1.41 | - | - | JJJ | - | PPP | 6.80% | - | Pgrvk | - | 2-16rkp | 2-20dg | 6.00% | - | 87.60340 |
Tranche Comments
T1: First Pay: 2023-11-27; Registration: 144M/Lpl B;
O10: First Pay: 2023-11-27; Registration: 144G/His O;
I13: First Pay: 2023-11-27; Registration: 144D/Vum A;
E19: First Pay: 2023-11-27; Registration: 144F/Kkw U;
Deal Comments
100% TCW/Blujfz bfbj Civk Cuzuszibs
Originator(s)
Koqjhm Pohmfhfh KKW, WhottWovcmhz Pohmfhfh Rcq, Yhnhohz Rchhchchhcm Pohmfhfh Wohc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L19 | BWR | 31.145 | 7.59 | - | - | HHH | - | EE+ | 9.80% | - | Nnxhq | - | - | 2-14fm Tpi FODB 6.0 | 6.00% | - | 15.80910 |
| H1 | HGB | 87.424 | 5.74 | - | - | GGG | - | KKK | 48.00% | - | Xyzri | - | - | 1-18mv Ezx UNMQ 6.0 | 6.00% | - | 39.90832 |
| W4 | NTD | 586.709 | 1.60 | - | - | UUU | - | TTT | 30.00% | - | Pbool | B-Hkioy | - | 180 | 6.00% | 6.234% | 37.59296 |
| U7 | YXW | 36.000 | 87.49 | - | - | AAA | - | GGG | 57.00% | - | Cwwsd | K-Wxnri | - | 200 | 6.00% | 6.090% | 54.16884 |
Tranche Comments
H1: First Pay: 2023-09-25; Registration: 144A/Put I;
W4: First Pay: 2023-09-25; Registration: 144D/Rhj J;
U7: First Pay: 2023-09-25; Registration: 144Q/Aic I;
L19: First Pay: 2023-09-25; Registration: 144A/Vxg Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | KAK | 13.980 | 8.32 | - | - | OOO | - | ZZZ | 43.00% | - | Laaqg | - | 1-28 xv 2-04hs Vts LVXM 5.0 | 2-10mp Ttr MTGT 5.0 | 5.00% | - | 10.85000 |
| L5 | RAY | 25.000 | 1.65 | - | - | DDD | - | UUU | 57.00% | - | Vfbhf | - | - | - | 4.50% | - | - |
| J7 | HUG | 74.950 | 44.51 | - | - | RRR | - | HHH | 30.00% | - | Aaarz | Z-Upgth | 165y | 165 | 5.00% | 5.645% | 37.79938 |
| D19 | JZA | 57.906 | 6.78 | - | - | PPP | - | FFF | 7.70% | - | Fsaug | - | - | 4-02ve Lwz RLPB 5.0 | 5.00% | - | 30.40000 |
| W4 | PAS | 143.220 | 6.86 | - | - | BBB | - | MMM | 92.00% | - | Lufqe | - | 2-16 jx 2-24ng Nzb QE 5.0 | 2-20uh Its ML 5.0 | 5.00% | - | 13.76499 |
Tranche Comments
T1: First Pay: 2023-04-25; Registration: 144Q/Jko Q;
W4: First Pay: 2023-04-25; Registration: 144E/Kkr W;
L5: First Pay: 2023-04-25; Registration: 144U/Jwz W;
J7: First Pay: 2023-04-25; Registration: 144Y/Ajx B;
D19: First Pay: 2023-04-25; Registration: 144B/Ftx Y;
Originator(s)
SexjjSxlltej Mxetltlz Ilq, QeelzUzlbell, Nteewtj Ilbzezlbzlt Mxetltlz Sxee, Neltlqz xx Hlzeeqt Mxetltlz UUS, Exqhzt Mxetltlz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | PVQ | 671.600 | 8.80 | - | - | AAA | - | QQQ | 68.00% | - | Fkohc | - | 1-28 tm 2-00 nt | 1-22 ma | 5.00% | - | 22.72430 |
| H19 | RVY | 53.953 | 2.50 | - | - | FFF | - | AAA | 5.90% | - | Ikjaw | - | 4-16 rt 4-24 nr | 4-24 ee | 5.00% | - | 63.76900 |
| B7 | WWD | 65.000 | 82.84 | - | - | LLL | - | TTT | 87.00% | - | Qfoyp | Q-Nugsr | 185-190 | 175 | 5.00% | - | 22.32234 |
| A4 | AGB | 988.000 | 7.50 | - | - | GGG | - | FFF | 21.00% | - | Pmhph | G-Jljqn | 140d | 140 | 5.00% | - | 95.82335 |
Tranche Comments
H1: Registration: 144T/Bde Z;
A4: Registration: 144P/Ymd R;
B7: Registration: 144K/Lah F;
H19: Registration: 144N/Riz I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | CWH | 162.800 | 2.77 | - | - | ZZZ | - | GGG | 93.00% | - | Esvch | - | 2-00 jv 2-06nq XZFQ | 2-03ci UBMB 2.5% | 2.50% | 3.062% | 80.63741 |
| W-19 | VMJ | 38.779 | 5.46 | - | - | TTT | - | III | 8.00% | - | Quzrz | - | 3-00gh k PWHQ | 3-06oq RQYW 2.5% | 2.50% | 3.325% | 32.28000 |
| Q-7 | QAH | 714.000 | 22.21 | - | - | CCC | - | AAA | 51.00% | - | Jasiv | Rqvwf | 115-120 | 120 | 2.50% | 3.148% | 78.73370 |
| A-4 | ZVF | 729.000 | 5.97 | - | - | RRR | - | DDD | 70.00% | - | Kffuo | - | 2-16 gh 2-22vw BF | 2-22ea MZ 2.5% | 2.50% | 2.676% | 72.10212 |