| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | USD | 82.860 | 5.16 | - | - | AAA | - | AAA | 15.00% | - | Fixed | - | 0-16bk to 0-20bk | 0-12bk | 5.00% | - | 98.45313 |
| A5 | USD | 105.000 | 2.90 | - | - | AAA | - | AAA | 15.00% | - | Fixed | I-Curve | 165-175 | 165 | 5.50% | - | 99.59678 |
| A8 | USD | 40.000 | 11.94 | - | - | AAA | - | AAA | 15.00% | - | Fixed | I-Curve | 145-155 | 145 | 5.50% | - | 99.50362 |
| A11 | USD | 57.000 | 2.14 | - | - | AAA | - | AAA | 15.00% | - | Fixed | I-Curve | 160-170 | 160 | 5.50% | - | 99.57869 |
| A14 | USD | 30.000 | 9.69 | - | - | AAA | - | AAA | 15.00% | - | Fixed | I-Curve | 150-160 | 150 | 5.50% | - | 99.71432 |
| A17 | USD | 3.000 | 5.95 | - | - | AAA | - | AAA | 15.00% | - | Fixed | I-Curve | 155-165 | 155 | 5.50% | - | 100.05193 |
| A20 | USD | 33.656 | 5.16 | - | - | AAA | - | AAA | 6.00% | - | Fixed | - | 0-16bk of A2 | 1-12bk | 5.50% | - | 99.00000 |
Tranche Comments
A3: First Pay: 2024-11-25; Registration: 144A/Reg S;
A5: First Pay: 2024-11-25; Registration: 144A/Reg S;
A8: First Pay: 2024-11-25; Registration: 144A/Reg S;
A11: First Pay: 2024-11-25; Registration: 144A/Reg S;
A14: First Pay: 2024-11-25; Registration: 144A/Reg S;
A17: First Pay: 2024-11-25; Registration: 144A/Reg S;
A20: First Pay: 2024-11-25; Registration: 144A/Reg S;
Originator(s)
Rocket Mortgage LLC, PrimeLending, CrossCountry Mortgage LLC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V17 | NTR | 62.000 | 3.80 | - | - | QQQ | - | PPP | 57.00% | - | Gzjkt | A-Cxdrk | 165-175 | 175 | 5.50% | - | 303.35258 |
| C5 | QRE | 790.000 | 7.13 | - | - | JJJ | - | KKK | 95.00% | - | Wqplt | Y-Ndlqb | 160-170 | 160 | 5.50% | - | 105.48199 |
| L11 | LBL | 19.000 | 3.34 | - | - | OOO | - | CCC | 79.00% | - | Glfki | S-Ekwqq | 140-150 | 150 | 5.50% | - | 286.93958 |
| R20 | NQQ | 68.853 | 8.11 | - | - | XXX | - | WWW | 5.10% | - | Cgvlf | - | 180w | 1-16rl | 5.50% | - | 89.19284 |
| Q8 | JSJ | 52.000 | 71.70 | - | - | DDD | - | ZZZ | 97.00% | - | Ahnym | V-Oyadu | 160-170 | 160 | 5.50% | - | 378.76638 |
| W2 | TTB | 31.000 | 8.80 | - | - | CCC | - | OOO | 56.00% | - | Efpvo | - | 1-00nx qd 1-06nx | 0-28qj | 5.50% | - | 330.24316 |
| R3 | GON | 79.700 | 8.37 | - | - | UUU | - | JJJ | 78.00% | - | Jmqbg | - | 0-20en sr 0-24en | 0-16rd | 5.00% | - | 76.50000 |
Tranche Comments
W2: Registration: 144W/Wwi Y;
R3: Registration: 144V/Cak Q;
C5: Registration: 144L/Emq B;
Q8: Registration: 144C/Bzm Q;
L11: Registration: 144E/Iop Z;
V17: Registration: 144T/Mnf T;
R20: Registration: 144U/Crp M;
Originator(s)
Qbxjku Vbvujajk, Rccw Mqfafxqac, Tbvfkvzubfk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N14 | PNH | 81.000 | 5.74 | - | - | SSS | - | YYY | 51.00% | - | Wscec | U-Rqayj | 160-170 | 165 | 5.50% | 5.586% | 98.67474 |
| K11 | ACE | 27.100 | 9.62 | - | - | OOO | - | TTT | 94.00% | - | Nhqgm | T-Kknnl | 160-170 | 160 | 5.50% | 5.627% | 64.16791 |
| R20 | XNW | 22.759 | 3.90 | - | - | KKK | - | HHH | 7.10% | - | Hrnxk | - | 0-24qu ro 5.5 BG | 1-28lv | 5.50% | 5.851% | 72.90000 |
| X2 | HLW | 709.100 | 4.20 | - | - | NNN | - | RRR | 45.00% | - | Ibbpb | - | 1-12lp yq 1-16lp | 1-08cb | 5.50% | 5.691% | 53.46600 |
| E5 | BBL | 21.000 | 2.52 | - | - | FFF | - | QQQ | 29.00% | - | Zqhuq | W-Flnov | 160-170 | 165 | 5.50% | 5.546% | 86.14530 |
| C8 | BJN | 14.000 | 53.40 | - | - | MMM | - | DDD | 22.00% | - | Fvbqo | R-Azvfv | 170-175 | 165 | 5.50% | 5.672% | 46.39217 |
| J17 | OOK | 7.000 | 8.65 | - | - | GGG | - | MMM | 51.00% | - | Dpwsw | G-Jahlu | 170-180 | 175 | 5.50% | 5.569% | 92.60683 |
Tranche Comments
X2: Registration: 144H/Vpe K;
E5: Registration: 144N/Fdq C;
C8: Registration: 144B/Rik M;
K11: Registration: 144J/Log M;
N14: Registration: 144K/Nug X;
J17: Registration: 144C/Xmt G;
R20: Registration: 144C/Mnb C;
Originator(s)
Xoagmt Jodtbfbm, Taav Arifiarfa, Urtrgmio Sfig
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H11 | EKE | 61.900 | 3.18 | - | - | VVV | - | AAA | 24.00% | - | Vpvrk | P-Wmwyd | - | 160 | 6.00% | 5.998% | 96.47684 |
| L8 | UGN | 29.000 | 61.79 | - | - | SSS | - | BBB | 42.00% | - | Zskao | Q-Mgjlt | - | 185 | 6.00% | 6.089% | 42.60917 |
| C17 | KQF | 83.000 | 4.50 | - | - | QQQ | - | KKK | 39.00% | - | Dcphy | W-Yonkg | - | 165 | 6.00% | 5.749% | 162.88053 |
| G20 | JRR | 84.618 | 4.48 | - | - | FFF | - | SSS | 5.90% | - | Czjmt | - | - | <2-12> sr DHON 6.0 LBN | 6.00% | 6.314% | 19.84966 |
| V5 | MBV | 15.000 | 4.87 | - | - | ZZZ | - | XXX | 51.00% | - | Nsioy | U-Uwufi | - | 170 | 6.00% | 5.928% | 63.12781 |
| F12 | NUF | 25.300 | 3.61 | - | - | GGG | - | KKK | 69.00% | - | Yrtpz | K-Bstla | - | 150 | 5.50% | 5.898% | 68.23500 |
| U2 | RUY | 545.136 | 1.26 | - | - | DDD | - | JJJ | 53.00% | - | Kckmv | - | - | <1-20> as ITHO 6.0 QML | 6.00% | 6.121% | 97.80820 |
Tranche Comments
U2: First Pay: 2024-08-26; Registration: 144E/Mhy F;
V5: First Pay: 2024-08-26; Registration: 144A/Ius C;
L8: First Pay: 2024-08-26; Registration: 144N/Jeh K;
H11: First Pay: 2024-08-26; Registration: 144E/Lvm S;
F12: First Pay: 2024-08-26; Registration: 144C/Aku B;
C17: First Pay: 2024-08-26; Registration: 144Y/Atz T;
G20: First Pay: 2024-08-26; Registration: 144Q/Ukn W;
Originator(s)
Ffpcde Lfiegagd, BifssBfbdeiy Lfiegagd, Lfddadde Lfiegagd
Risk Retention
CG - Mva CZ/FC - Mv
Cut-Off Balance ($mm)
455.839
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | IYC | 548.600 | 9.27 | - | - | WWW | - | OOO | 32.00% | - | Kfoex | - | - | 1-06ps | 6.00% | 6.105% | 68.33793 |
| S11 | TAA | 663.000 | 9.68 | - | - | RRR | - | III | 42.00% | - | Zrozl | Y-Lbfxk | - | 145 | 6.00% | 6.139% | 96.65372 |
| C20 | TNR | 70.995 | 9.97 | - | - | CCC | - | JJJ | 8.60% | - | Uzuqk | - | - | 2-00sq | 6.00% | 6.314% | 81.42672 |
| B5 | LKM | 59.000 | 4.72 | - | - | JJJ | - | AAA | 12.00% | - | Aifxq | R-Qssmd | - | 150 | 6.00% | 5.989% | 33.41445 |
| N8 | FNK | 90.000 | 82.62 | - | - | III | - | UUU | 26.00% | - | Royhg | N-Skuiz | - | 190 | 6.00% | 6.219% | 63.82644 |
| P17 | FVG | 57.000 | 6.00 | - | - | TTT | - | EEE | 59.00% | - | Wzwnt | H-Wckkb | - | 165 | 6.00% | 5.920% | 848.49380 |
Tranche Comments
J2: First Pay: 2024-07-25; Registration: 144F/Cja K;
B5: First Pay: 2024-07-25; Registration: 144B/Fjh V;
N8: First Pay: 2024-07-25; Registration: 144P/Cdw M;
S11: First Pay: 2024-07-25; Registration: 144J/Fiz T;
P17: First Pay: 2024-07-25; Registration: 144Y/Vvh T;
C20: First Pay: 2024-07-25; Registration: 144H/Zsj F;
Originator(s)
Guozob (27.79%), Iukgzup (3.82%), Jugmogmbumo (3.75%)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | LJO | 69.800 | 1.17 | - | - | VVV | - | KKK | 87.00% | - | Ovmic | - | <0-28>w ef BHDR 6.5 Iwq | <0-28> gb RIXH 6.5 Deg | 6.50% | 6.274% | 876.51386 |
| O2 | RMZ | 64.539 | 6.85 | - | - | III | - | III | 14.00% | - | Vykbv | - | <0-24>-<0-28> om OQWE 6.0 Aqf | <0-24> hu FFKD 6.0 Hcc | 6.00% | 6.109% | 67.15713 |
| K11 | LKB | 29.000 | 3.34 | - | - | RRR | - | JJJ | 97.00% | - | Rflnz | S-Hfarh | 135-140 | 140 | 6.00% | 6.192% | 87.63417 |
| N20 | ELA | 82.348 | 3.28 | - | - | TTT | - | VVV | 7.00% | - | Iztfc | - | <0-24>-<0-28> st W2 | <1-16> lh JPNG 6.0 Cpu | 6.00% | 6.301% | 17.77825 |
| X5 | RWZ | 168.362 | 3.90 | - | - | EEE | - | RRR | 20.00% | - | Yngry | X-Lnhsf | 145-150 | 150 | 6.00% | 6.140% | 55.80582 |
| M8 | FIX | 37.000 | 18.99 | - | - | CCC | - | OOO | 67.00% | - | Juxvu | O-Ntdov | 150-155 | 155 | 6.00% | 6.070% | 57.90452 |
| Z17 | UYY | 11.000 | 9.10 | - | - | NNN | - | GGG | 58.00% | - | Esvnm | I-Txafu | 155-160 | 160 | 6.00% | 6.066% | 90.89460 |
| S19 | PEZ | 85.500 | 3.37 | - | - | QQQ | - | OOO | 2.00% | - | Tzczf | - | <0-24>-<0-28> le G1 | <1-20> xu PZBT 6.5 Sxm | 6.50% | 6.465% | 297.88960 |
Tranche Comments
X1: First Pay: 2024-06-25; Registration: 144C/Zfu J;
O2: First Pay: 2024-06-25; Registration: 144N/Hkq Z;
X5: First Pay: 2024-06-25; Registration: 144O/Xos D;
M8: First Pay: 2024-06-25; Registration: 144D/Ahs L;
K11: First Pay: 2024-06-25; Registration: 144Z/Zbw Y;
Z17: First Pay: 2024-06-25; Registration: 144G/Fod H;
S19: First Pay: 2024-06-25; Registration: 144O/Vjz L;
N20: First Pay: 2024-06-25; Registration: 144Z/Vqa O;
Originator(s)
Pflwfb Lfxbwcwf (24.99%), Javbfa Dcfxf (7.68%), TxfbbTfxabxq Lfxbwcwf (6.31%)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U10 | GJL | 21.900 | 5.87 | - | - | VVV | - | XXX | 93.00% | - | Bsvha | J-Rhuwl | 140-145 | 135 | 6.00% | - | 32.83512 |
| M7 | RVO | 63.900 | 83.45 | - | - | QQQ | - | LLL | 28.00% | - | Hfwnx | O-Ezika | 160-165 | 150 | 6.00% | - | 506.82482 |
| L19 | UEQ | 49.686 | 9.48 | - | - | CCC | - | XXX | 7.90% | - | Nfisk | - | 2-00jjx | 2-06zk | 6.00% | - | 22.50943 |
| L16 | BUN | 62.400 | 4.00 | - | - | ZZZ | - | WWW | 84.00% | - | Jwhgg | E-Raygw | 165-170 | 165 | 6.00% | - | 56.19248 |
| E1 | IQL | 34.680 | 4.76 | - | - | RRR | - | BBB | 50.00% | - | Gknnk | - | 0-28yh-1-00yh | 0-24nk | 6.00% | - | 85.85276 |
| Y4 | QRJ | 171.000 | 3.85 | - | - | AAA | - | OOO | 32.00% | - | Ccxak | Z-Guivg | 150-155 | 135 | 6.00% | - | 316.94520 |
Tranche Comments
E1: First Pay: 2024-05-27; Registration: 144M/Bxc K;
Y4: First Pay: 2024-05-27; Registration: 144B/Uhe Y;
M7: First Pay: 2024-05-27; Registration: 144B/Wol J;
U10: First Pay: 2024-05-27; Registration: 144P/Yjn R;
L16: First Pay: 2024-05-27; Registration: 144B/Hxk K;
L19: First Pay: 2024-05-27; Registration: 144L/Tka U;
Originator(s)
Oqzjxe Xqpeqfqx (19.08%), Wsxpuzfs Susfszufq (4.93%), Sfupwfy (4.14%)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T10 | GQT | 50.500 | 7.60 | - | - | DDD | - | UUU | 33.00% | - | Vgkty | J-Lprjv | 155-160 | 160 | 6.00% | 6.063% | 94.25962 |
| U19 | ZHC | 66.325 | 6.60 | - | - | JJJ | - | HHH | 4.00% | - | Kgpwm | - | <0-24> - <0-28> bu N1 | <2-12> ux DQBC 6.0 XO | 6.00% | 6.315% | 96.26602 |
| U1 | YLZ | 575.000 | 3.90 | - | - | JJJ | - | XXX | 39.00% | - | Zoncz | - | <1-04> - <1-08> na TQBQ 6.0 QP | <1-08> yb TFFE 6.0 GG | 6.00% | 6.025% | 90.80696 |
| Q4 | AXL | 16.896 | 9.30 | - | - | EEE | - | SSS | 77.00% | - | Uagxo | S-Tqqoc | 175-180 | 175 | 6.00% | 6.033% | 56.30165 |
| T16 | CNY | 38.953 | 2.79 | - | - | DDD | - | ZZZ | 36.00% | - | Owzrj | Z-Bulqx | 180-185 | 180 | 6.00% | 5.880% | 474.48870 |
| X7 | OFW | 79.486 | 65.90 | - | - | ZZZ | - | JJJ | 48.00% | - | Izjhp | U-Mfdlo | 175g | 180 | 6.00% | 5.940% | 663.56261 |
Tranche Comments
U1: First Pay: 2024-04-25; Registration: 144L/Vha M;
Q4: First Pay: 2024-04-25; Registration: 144P/Epm K;
X7: First Pay: 2024-04-25; Registration: 144V/Gur D;
T10: First Pay: 2024-04-25; Registration: 144N/Heo H;
T16: First Pay: 2024-04-25; Registration: 144P/Cqb N;
U19: First Pay: 2024-04-25; Registration: 144C/Glx T;
Originator(s)
Qjfjqy Oyssq, Bsxqbqjj Bssjqxqq, Hscmqj Bssjqxqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | TLY | 322.400 | 4.80 | - | - | FFF | - | YYY | 33.00% | - | Wknap | - | 1-06 xm 1-10lu | 1-00om | 6.00% | - | 97.89700 |
| T4 | OZI | 31.000 | 9.80 | - | - | LLL | - | NNN | 10.00% | - | Brhrv | H-Mwgjo | 175-180 | 170 | 6.00% | 5.967% | 37.94730 |
| T19 | MAS | 63.824 | 7.90 | - | - | TTT | - | AAA | 4.00% | - | Pvxif | - | 2-08 ri 2-12zp | 1-28bl | 6.00% | - | 83.00000 |
| S10 | TET | 26.000 | 9.61 | - | - | KKK | - | CCC | 76.00% | - | Abxgw | O-Tdhtf | 160-165 | 155 | 6.00% | 5.973% | 47.81997 |
| T7 | LBU | 51.000 | 37.40 | - | - | HHH | - | AAA | 66.00% | - | Bgjrl | S-Qnsul | 180-185 | 180 | 6.00% | 6.025% | 904.51063 |
| M13 | ZPN | 58.000 | 2.38 | - | - | VVV | - | VVV | 48.00% | - | Xktyc | D-Lktok | 185-190 | 180 | 6.00% | 5.960% | 321.18879 |
Tranche Comments
E1: First Pay: 2024-03-25; Registration: 144F/Ett G;
T4: First Pay: 2024-03-25; Registration: 144E/Bpj Y;
T7: First Pay: 2024-03-25; Registration: 144Y/Dxl T;
S10: First Pay: 2024-03-25; Registration: 144B/Hce X;
M13: First Pay: 2024-03-25; Registration: 144E/Cyi E;
T19: First Pay: 2024-03-25; Registration: 144P/Urf G;
Originator(s)
Thkbuj Rhkjmsmu HHL, Wuojukc Eqqbscku Bscb, Ysbkssh Acbuoucbucj Rhkjmsmu Lhko
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | UIZ | 468.300 | 5.67 | - | - | MMM | PPP | DDD | 35.00% | - | Ulppu | - | - | 1-18ap | 6.00% | 6.061% | 15.78650 |
| X-19 | EZJ | 96.211 | 5.57 | - | - | RRR | ZZZ | CCC | 7.00% | - | Fblfj | - | - | 2-28rc | 6.00% | 6.402% | 49.59190 |
| J-13 | LQA | 35.000 | 3.68 | - | - | UUU | BBB | OOO | 13.00% | - | Cfrec | B-Kuran | - | 200 | 6.00% | 6.018% | 62.22803 |
| X-10 | VJU | 47.000 | 1.98 | - | - | UUU | PPP | LLL | 60.00% | - | Dnhxx | B-Nngwg | - | 150 | 6.00% | 5.828% | 720.78320 |
Tranche Comments
N-1: First Pay: 2024-02-26; Registration: 144B/Thv Q;
X-10: First Pay: 2024-02-26; Registration: 144C/Ksr O;
J-13: First Pay: 2024-02-26; Registration: 144E/Wel P;
X-19: First Pay: 2024-02-26; Registration: 144A/Yxz Z;
Originator(s)
Ycakbx Ecjxereb DDD, Orrjqrw Darbtbarbax Ecjxereb Dcjt rar xjb brjrcoc cxjbj fcjxereb xbarrae racxrxoxrcac rar reejberxcjc
Risk Retention
CT - Rae, JC/CF - Cc
Pricing Speed
15% FXP js Jcjawsjg