Exhibit 99.10
| Loan Number | Seller Loan Number | Originator | Last Name | Note Date | Original Balance | State | TPR QM ATR Status | Loan Status | Exception Date | Remediation Status | Exception ID | Exception Type | Exception Category | Exceptions | Exception Rebuttal | Exception Rebuttal Date | Exception Rebuttal Response | Exception Rebuttal Response Date | Compensating Factors | Initial Overall Loan Grade | Final Overall Loan Grade | Initial Exception Grade | Final Exception Grade | Initial Credit Grade | Final Credit Grade | Initial Property Valuation Grade | Final Property Valuation Grade | Initial Compliance Grade | Final Compliance Grade | Initial Overall Grade (DBRS/Morningstar) | Initial Credit Grade (DBRS/Morningstar) | Initial Property Valuation Grade (DBRS/Morningstar) | Initial Compliance Grade (DBRS/Morningstar) | Initial Overall Grade (Fitch) | Initial Credit Grade (Fitch) | Initial Property Valuation Grade (Fitch) | Initial Compliance Grade (Fitch) | Initial Overall Grade (Kroll) | Initial Credit Grade (Kroll) | Initial Property Valuation Grade (Kroll) | Initial Compliance Grade (Kroll) | Initial Overall Grade (Moodys) | Initial Credit Grade (Moodys) | Initial Property Valuation Grade (Moodys) | Initial Compliance Grade (Moodys) | Initial Overall Grade (S&P) | Initial Credit Grade (S&P) | Initial Property Valuation Grade (S&P) | Initial Compliance Grade (S&P) | Final Overall Grade (DBRS/Morningstar) | Final Credit Grade (DBRS/Morningstar) | Final Property Grade (DBRS/Morningstar) | Final Compliance Grade (DBRS/Morningstar) | Final Overall Grade (Fitch) | Final Credit Grade (Fitch) | Final Property Grade (Fitch) | Final Compliance Grade (Fitch) | Final Overall Grade (Kroll) | Final Credit Grade (Kroll) | Final Property Grade (Kroll) | Final Compliance Grade (Kroll) | Final Overall Grade (Moodys) | Final Credit Grade (Moodys) | Final Property Grade (Moodys) | Final Compliance Grade (Moodys) | Final Overall Grade (S&P) | Final Credit Grade (S&P) | Final Property Grade (S&P) | Final Compliance Grade (S&P) |
| RCKT26CES700018 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.58% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700018 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.58% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700018 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.58% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700039 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.56% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700039 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.56% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700039 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.56% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700104 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.4% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | C | A | A | A | A | A | A | A | C | A | C | A | N/A | C | C | A | A | C | C | A | N/A | C | C | A | N/A | C | C | A | N/A | C | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700104 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.4% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | C | A | A | A | A | A | A | A | C | A | C | A | N/A | C | C | A | A | C | C | A | N/A | C | C | A | N/A | C | C | A | N/A | C | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700104 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. Downgraded to Level XXX HPML compliant. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.4% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | C | A | C | A | A | A | A | A | C | A | C | A | N/A | C | C | A | A | C | C | A | N/A | C | C | A | N/A | C | C | A | N/A | C | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700109 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 35.41% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700109 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 35.41% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700109 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. Downgraded to Level XXX HPML compliant. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 35.41% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700128 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.65% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700128 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.65% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700128 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.65% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700167 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.27% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700167 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.27% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700167 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.27% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700170 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE1193 | Credit | Audited DTI Exceeds Guideline DTI | Audited DTI of XXX% exceeds Guideline DTI of XXX% DTI exceeds guidelines - Lender using a lower PITI payment than mortgage Statement provided for REO | Please be advised the credit report shows a payment of XXX which was used to qualify. The actual taxes form the XXX-XXX tax cert are XXX annually, HOI annual premium from the AAA policy is XXX P&I from the lien on the property is XXX per month. Total non-subject monthly PITIA of XXX documented in the loan file. The XXX payment from the credit report is a more conservative figure and the loan still qualifies. | 06/23/2026 | Audited DTI of XXX% is less than or equal to Guideline DTI of XXX% | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.42% is less than Guideline LTV of 80% | C | A | C | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |
| RCKT26CES700170 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.42% is less than Guideline LTV of 80% | C | A | A | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700170 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.42% is less than Guideline LTV of 80% | C | A | A | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700170 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.42% is less than Guideline LTV of 80% | C | A | A | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700175 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.82% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700175 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.82% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700175 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.82% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700203 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.38% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 30.06% is less than Guideline CLTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700203 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.38% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 30.06% is less than Guideline CLTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700203 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.38% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 30.06% is less than Guideline CLTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700207 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.3% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700207 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.3% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700207 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.3% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700219 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.34% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700219 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.34% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700219 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.34% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700303 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.24% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700303 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.24% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700303 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.24% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700303 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.24% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700313 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.13% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700313 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.13% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700313 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded to a XXX | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.13% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700316 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 42.28% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.72% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700316 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 42.28% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.72% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700316 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 42.28% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.72% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700316 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 42.28% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.72% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700356 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.2% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700356 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.2% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700356 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded to a XXX | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.2% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700359 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded to a XXX | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 38.64% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700359 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 38.64% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700359 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 38.64% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700362 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a XXX | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.26% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700362 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.26% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700362 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.26% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700368 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 10.44% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700368 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 10.44% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700368 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded to a XXX | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 10.44% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700404 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2261 | Compliance | XXX Rate Spread Home Loan Test | This loan failed the XXX rate spread home loan test. ( XXX XXX §XXXThe loan is a rate spread home loan, as defined in the legislation. For more information please see the XXX Rate Spread Home Loan Article section of the full ComplianceAnalyzer report hile the XXX Rate Spread Home Loan provisions specify that lenders can legally make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy rate spread home loans even if the additional conditions are met. No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a XXX | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.33% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700404 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded to a XXX | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.33% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700404 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.33% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700404 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.33% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700451 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 58.25% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.43% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700451 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 58.25% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.43% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700451 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 58.25% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.43% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700464 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE1193 | Credit | Audited DTI Exceeds Guideline DTI | Audited DTI of XXX% exceeds Guideline DTI of XXX% Difference in DTI is due to a XXX account with a balance of XXX and a monthly payment of XXX This account was initially going to be paid off at closing, but this account is not reflected on the final CD. Including the additional XXX per month results in DTI exceeding XXX% Need proof that the XXX account was paid at closing. | Document Uploaded. The debt was excluded as it is paid by someone else and our client is only a co-signer. Attached is the payment history as well as account verification confirming that XXX are making the payments and not our client XXX. | 06/23/2026 | Audit - Payment history found on pg XXX of loan file. Excluded XXX payment of XXX as Paid by Others.; Audited DTI of XXX% is less than or equal to Guideline DTI of XXX% | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 38.14% is less than Guideline LTV of 90% | C | A | C | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |
| RCKT26CES700464 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 38.14% is less than Guideline LTV of 90% | C | A | A | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700464 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 38.14% is less than Guideline LTV of 90% | C | A | A | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700490 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 68.06% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.05% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700490 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 68.06% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.05% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700490 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 68.06% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.05% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700531 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE1193 | Credit | Audited DTI Exceeds Guideline DTI | Audited DTI of XXX% exceeds Guideline DTI of XXX% Audit DTI XXX% using lower verified OT of XXX taking YTD XX/XX/XXXX and prior year OT of XXX after backing out base income from XXX w2 and Lender used average bonus income of XXX x XXX=XXX. Audit agrees with Lender values for base and Bonus but is using more conservative XXX vs lender use of $XXX. | Per the guide, the required documentation is the paystubs and XXX W-2, both of which support the income calculation. We understand the client was on leave during XXX so rather than using the total W-2 earnings as base income, we estimated the expected base earnings based on the actual time worked (XXX months). While we do not need to specifically document the leave, we can use that information to support our calculation methodology. Our calculation is as follows: Client's hourly rate: $XXX/hour XXX W-2 earnings: XXX Expected base earnings based on XX/XX/XXXX months worked: XXX Variable income: XXX − XXX = XXX Based on the current paystub, overtime represents approximately XXX% of the client's variable income. Applying that ratio: XXX Overtime: XXX × XXX% = XXX Bonus: XXX − XXX = XXX This approach is intended to demonstrate how the variable income was derived while remaining consistent with the documentation requirements outlined in the guide.; Document Uploaded. Please see attached | 06/29/2026 | Audited DTI of XXX% is less than or equal to Guideline DTI of XXX%; ; FU Audit updated OT income to XXX for YTD XXX (XXX months) +Prior Yr Avg (XXX months); borrower was on leave from XX/XX/XXXX thru XX/XX/XXXX (XXX months minus XXX - XXX months worked). Audit calculated XXX for XXX OT income ($XXX Leave income + XXX W-2 Income = XXX - backing out base income of XXX +Bonus Income of XXX (Per lender) from XXX = XXX for XXX OT Income XXX YTD OT Income = $XX/XX/XXXX months = XXX YTD and XXX Total OT Income. Lender is using XXX for OT income in XXX (Unable to determine that OT amount). Please provide documentation for the XXX OT Income used.; Audited DTI of XXX% exceeds Guideline DTI of XXX% | 06/29/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.59% is less than Guideline LTV of 85% | C | A | C | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |
| RCKT26CES700531 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE1438 | Credit | ATR Risk | ATR Risk. Audit DTI XXX% using lower verified OT of XXX taking YTD XX/XX/XXXX and prior year OT of XXX after backing out base income from XXX w2 and Lender used average bonus income of XXX x XXX=XXX. Audit agrees with Lender values for base and Bonus but is using more conservative XXX vs lender use of $XXX. | Per the guide, the required documentation is the paystubs and XXX W-2, both of which support the income calculation. We understand the client was on leave during XXX so rather than using the total W-2 earnings as base income, we estimated the expected base earnings based on the actual time worked (XXX months). While we do not need to specifically document the leave, we can use that information to support our calculation methodology. Our calculation is as follows: Client's hourly rate: $XXX/hour XXX W-2 earnings: XXX Expected base earnings based on XX/XX/XXXX months worked: XXX Variable income: XXX − XXX = XXX Based on the current paystub, overtime represents approximately XXX% of the client's variable income. Applying that ratio: XXX Overtime: XXX × XXX% = XXX Bonus: XXX − XXX = XXX This approach is intended to demonstrate how the variable income was derived while remaining consistent with the documentation requirements outlined in the guide.; Document Uploaded. Please see attached | 06/29/2026 | ATR Risk Resolved.; ; FU Audit updated OT income to XXX for YTD XXX (XXX months) +Prior Yr Avg (XXX months); borrower was on leave from XX/XX/XXXX thru XX/XX/XXXX (XXX months minus XXX - XXX months worked). Audit calculated XXX for XXX OT income ($XXX Leave income + XXX W-2 Income = XXX - backing out base income of XXX +Bonus Income of XXX (Per lender) from XXX = XXX for XXX OT Income XXX YTD OT Income = $XX/XX/XXXX months = XXX YTD and XXX Total OT Income. Lender is using XXX for OT income in XXX (Unable to determine that OT amount). Please provide documentation for the XXX OT Income used.; ATR Risk. | 06/29/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.59% is less than Guideline LTV of 85% | C | A | C | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |
| RCKT26CES700531 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2978 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the Code of XXX Regulations hile the Code of XXX Regulations provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.59% is less than Guideline LTV of 85% | C | A | A | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700531 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.59% is less than Guideline LTV of 85% | C | A | A | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700531 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.59% is less than Guideline LTV of 85% | C | A | A | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700547 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.38% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 66.65% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700547 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.38% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 66.65% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700547 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.38% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 66.65% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700547 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.38% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 66.65% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700561 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.82% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700561 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.82% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700561 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.82% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700581 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.02% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700581 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.02% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700581 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.02% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700602 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 57.82% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.95% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700602 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 57.82% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.95% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700602 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 57.82% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.95% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700622 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8201 | Credit | Loan does not conform to program guidelines | Missing singed HELOC closure/termination request letter or other acceptable evidence confirming the line of credit has been closed. | Document Uploaded. Please see signed close out letter as requested. | 06/23/2026 | Lender provided HELOC close out letter request. | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | C | A | C | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |
| RCKT26CES700622 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | C | A | A | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700622 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | C | A | A | A | C | A | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700629 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.2% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700629 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.2% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700629 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.2% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700636 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE7496 | Credit | Missing Verification of Subject Property Taxes, Insurance, HOA or Other Payments | XXX lists monthly HOA Fees of $XXX. The appraisal lists no hoa fees. Lending to provide documentation to support hoa fees as listed on XXX | The appraisal is accurate and correct in stating there are no HOA dues. The XXX was input in error, however, a corrected 1003 should not be required as it does not changed the DTI more than XXX% Additionally, we used a higher more conservative amount and it does not impact qualification | 06/23/2026 | Lender confirmed - The appraisal is accurate and correct in stating there are no HOA dues. The XXX was input in error, however, a corrected 1003 should not be required as it does not changed the DTI more than XXX% Additionally, we used a higher more conservative amount and it does not impact qualification. | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.06% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | D | A | D | A | D | A | A | A | A | A | D | D | N/A | A | D | D | A | A | D | D | N/A | A | D | D | N/A | A | D | D | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |
| RCKT26CES700636 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.06% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | D | A | A | A | D | A | A | A | A | A | D | D | N/A | A | D | D | A | A | D | D | N/A | A | D | D | N/A | A | D | D | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700636 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.06% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | D | A | A | A | D | A | A | A | A | A | D | D | N/A | A | D | D | A | A | D | D | N/A | A | D | D | N/A | A | D | D | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700642 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 61.55% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.82% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700642 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 61.55% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.82% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700642 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 61.55% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.82% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700646 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 59.83% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 27% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700646 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 59.83% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 27% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700646 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 59.83% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 27% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700654 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.96% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700654 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.96% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700654 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.96% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700664 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.07% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 77.86% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700664 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.07% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 77.86% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700664 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.07% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 77.86% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700699 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.81% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700699 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.81% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700699 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.81% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700715 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 56.56% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.04% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700715 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 56.56% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.04% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700715 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 56.56% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.04% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700724 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.85% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700724 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.85% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700724 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.85% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700725 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2978 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the Code of XXX Regulations hile the Code of XXX Regulations provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.71% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700725 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.71% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700725 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.71% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700725 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.71% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700727 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.06% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700727 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.06% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700727 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.06% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700741 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO1242 | Property | Appraisal is Missing | Appraisal is Missing. AVM is not in file | Document Uploaded. Please see the attached appraisal. | 06/23/2026 | Appraisal is Present or is Waived | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 36.76% is less than Guideline LTV of 90% | D | A | D | A | A | A | D | A | A | A | D | A | N/A | A | D | A | D | A | D | A | N/A | A | D | A | N/A | A | D | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |
| RCKT26CES700741 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 36.76% is less than Guideline LTV of 90% | D | A | A | A | A | A | D | A | A | A | D | A | N/A | A | D | A | D | A | D | A | N/A | A | D | A | N/A | A | D | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700741 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 36.76% is less than Guideline LTV of 90% | D | A | A | A | A | A | D | A | A | A | D | A | N/A | A | D | A | D | A | D | A | N/A | A | D | A | N/A | A | D | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700742 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 38.19% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.04% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700742 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 38.19% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.04% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700742 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 38.19% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.04% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700759 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.11% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700759 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.11% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700759 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.11% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700768 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.19% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700768 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.19% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700768 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.19% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700771 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.05% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700771 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.05% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700771 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.05% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700774 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2261 | Compliance | XXX Rate Spread Home Loan Test | This loan failed the XXX rate spread home loan test. ( XXX XXX §XXXThe loan is a rate spread home loan, as defined in the legislation. For more information please see the XXX Rate Spread Home Loan Article section of the full ComplianceAnalyzer report hile the XXX Rate Spread Home Loan provisions specify that lenders can legally make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy rate spread home loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 62.22% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700774 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 62.22% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700774 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 62.22% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700774 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 62.22% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700775 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.22% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700775 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.22% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700775 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.22% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700780 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.94% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700780 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.94% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700780 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.94% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700783 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 24.71% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700783 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 24.71% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700783 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 24.71% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700783 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 24.71% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700790 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.8% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700790 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.8% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700790 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.8% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700792 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700792 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700792 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700792 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-2623 | Compliance | XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX higher-priced mortgage loan test. (XXX XXX(XXX), XXX XXX(XXX) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the Code of XXX Regulations (XXX) hile the XXX provisions specify that lenders can legally make this type of loan subject to certain disclosure requirements, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700817 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.39% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700817 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.39% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700817 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.39% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700853 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.8% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700853 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.8% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700853 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.8% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700905 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 78.07% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.57% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700905 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 78.07% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.57% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700905 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 78.07% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.57% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700910 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.93% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700910 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.93% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700910 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.93% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700923 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | Non-QM This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.49% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700923 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Non-QM This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.49% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700923 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.49% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700923 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.49% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700957 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.62% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700957 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.62% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700957 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.62% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700958 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.45% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700958 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.45% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700958 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.45% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700964 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 50.56% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 4.73% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700964 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 50.56% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 4.73% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700964 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 50.56% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 4.73% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES700968 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | ||||
| RCKT26CES700968 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | ||||
| RCKT26CES700968 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3198 | Compliance | XXX Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the XXX higher-priced mortgage loan test. (Title XXX-A §8A-XXX(XXX)(I) as enacted by PL XXX Chapter XXX sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Consumer Credit Code Truth-in-Lending Provisions hile the XXX Higher-Priced Mortgage Loan provisions specify that lenders can legally make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | ||||
| RCKT26CES700968 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | ||||
| RCKT26CES701031 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Non-QM This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.24% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701031 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.24% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701031 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.24% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701033 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.59% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 48.72% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701033 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.59% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 48.72% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701033 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.59% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 48.72% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701061 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Non-QM This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 43.33% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701061 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 43.33% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701061 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 43.33% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701080 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.44% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701080 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.44% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701080 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.44% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701142 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.85% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701142 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.85% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701142 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.85% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701146 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-4033 | Compliance | Qualified Mortgage Safe Harbor Threshold | This loan does not qualify for a safe harbor level of compliance with the qualified mortgage rule. (12 CFR §XXX(b)(XXX), (e)(XXX) his loan does not qualify for a safe harbor. The loan has an APR of XXX%. The APR threshold to qualify for a safe harbor is XXX% creditor or assignee of a qualified mortgage, that is not a higher-priced covered transaction, complies with the repayment ability requirements of paragraph (c) of this section. A creditor or assignee of a qualified mortgage, that is a higher-priced covered transaction, is presumed to comply with the repayment ability requirements of paragraph (c) of this section igher-priced covered transaction means a covered transaction with an annual percentage rate that exceeds the average prime offer rate for a comparable transaction as of the date the interest rate is set by XX/XX/XXXX or more percentage points for a first-lien covered transaction, or by XX/XX/XXXX or more percentage points for a subordinate-lien covered transaction. Second Home | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.33% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701146 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.33% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701146 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.33% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701164 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.54% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701164 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.54% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701164 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.54% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701178 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.84% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701178 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.84% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701178 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.84% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701178 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.84% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701187 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.08% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701187 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.08% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701187 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.08% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701220 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 67.05% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701220 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 67.05% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701220 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 67.05% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701280 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.6% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701280 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.6% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701280 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.6% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701297 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.3% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701297 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.3% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701297 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.3% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701301 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.28% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701301 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.28% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701301 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.28% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701304 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-2559 | Compliance | XXX Subprime Home Loan Test | This loan failed the XXX Subprime Home Loan Test. (XXX XX XXX Section XXX(c) sing the greater of the disclosed APR and the fully indexed rate, the loan is a subprime home loan, as defined in the legislation hile the XXX Subprime Home Loan provisions specify that lenders may lawfully make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy subprime home loans even if the additional conditions are met. XXX Subprime Requirements met | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.31% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701304 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.31% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701304 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.31% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701304 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.31% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701311 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.62% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701311 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.62% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701311 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.62% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701344 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.89% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701344 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.89% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701344 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.89% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701373 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.35% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701373 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.35% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701373 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.35% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701382 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 38.63% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701382 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 38.63% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701382 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 38.63% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701399 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 45.63% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.22% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701399 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 45.63% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.22% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701399 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 45.63% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.22% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701419 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.65% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701419 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.65% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701419 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.65% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701428 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 32.23% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701428 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 32.23% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701428 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 32.23% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701430 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.59% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 75.17% is less than Guideline CLTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701430 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.59% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 75.17% is less than Guideline CLTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701430 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.59% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 75.17% is less than Guideline CLTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701447 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 69.57% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.74% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701447 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 69.57% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.74% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701447 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 69.57% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.74% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701450 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701450 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701450 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701482 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.29% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701482 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.29% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701482 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.29% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701491 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 61.07% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701491 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 61.07% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701491 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant, downgraded to A This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 61.07% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701495 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.01% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701495 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.01% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701495 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant, downgraded to A This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.01% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701499 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.47% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701499 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.47% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701499 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.47% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701505 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 35.11% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701505 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2559 | Compliance | XXX Subprime Home Loan Test | This loan failed the XXX Subprime Home Loan Test. (XXX XX XXX Section XXX(c) sing the greater of the disclosed APR and the fully indexed rate, the loan is a subprime home loan, as defined in the legislation hile the XXX Subprime Home Loan provisions specify that lenders may lawfully make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy subprime home loans even if the additional conditions are met. XXX Subprime Requirements met | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 35.11% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701505 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 35.11% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701505 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 35.11% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701513 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.81% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701513 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.81% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701513 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.81% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701523 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.89% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701523 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.89% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701523 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.89% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701533 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.74% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701533 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.74% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701533 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.74% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701539 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701539 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701539 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701539 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701548 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 35.96% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701548 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 35.96% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701548 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 35.96% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701575 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.3% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701575 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.3% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701575 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.3% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701589 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.63% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701589 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.63% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701589 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.63% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701600 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 36.4% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701600 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 36.4% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701600 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 36.4% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701643 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2261 | Compliance | XXX Rate Spread Home Loan Test | HPML Compliant This loan failed the XXX rate spread home loan test. ( XXX XXX §XXXThe loan is a rate spread home loan, as defined in the legislation. For more information please see the XXX Rate Spread Home Loan Article section of the full ComplianceAnalyzer report hile the XXX Rate Spread Home Loan provisions specify that lenders can legally make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy rate spread home loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701643 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701643 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701643 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701648 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.36% is less than Guideline LTV of 85% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701648 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.36% is less than Guideline LTV of 85% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701648 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.36% is less than Guideline LTV of 85% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701664 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 41.67% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701664 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 41.67% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701664 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 41.67% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701681 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.5% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701681 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.5% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701681 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.5% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701693 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2978 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the Code of XXX Regulations hile the Code of XXX Regulations provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.38% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701693 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.38% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701693 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.38% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701693 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.38% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701729 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 35.97% is less than Guideline LTV of 85% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 55.61% is less than Guideline CLTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701729 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 35.97% is less than Guideline LTV of 85% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 55.61% is less than Guideline CLTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701729 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 35.97% is less than Guideline LTV of 85% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 55.61% is less than Guideline CLTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701730 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.77% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701730 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.77% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701730 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.77% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701752 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.9% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701752 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.9% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701752 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.9% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701785 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 59.38% is less than Guideline CLTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 46.3% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701785 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 59.38% is less than Guideline CLTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 46.3% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701785 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 59.38% is less than Guideline CLTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 46.3% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701801 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCRE7497 | Credit | Missing verification of taxes, insurance, and/or HOA fees for non-subject property | Missing verification of taxes, insurance, and/or HOA fees for non-subject property. Loan file is missing documentation for REO XXX supporting Lender value TIA of $XXX. Evidence of Taxes only in file iao $XXX. Please provide requested missing documentation. | Document Uploaded. Please see attached. We have estimated a annual insurance premium of XXX% of the value of the property. The amount has been added to the non-subject property. The DTI is still in line. ; The evidence uploaded is accurate. The amount was left higher during qualification as a conservative estimate of DTI. | 06/29/2026 | Verification of taxes, insurance and HOA Fees provided.; Please provide HOI documentation or LOE from borrower that No HOI for REO at XXX. | 06/29/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 7.18% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 76.9% is less than Guideline CLTV of 90% | D | A | D | A | D | A | A | A | A | A | D | D | N/A | A | D | D | A | A | D | D | N/A | A | D | D | N/A | A | D | D | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |
| RCKT26CES701801 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 7.18% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 76.9% is less than Guideline CLTV of 90% | D | A | A | A | D | A | A | A | A | A | D | D | N/A | A | D | D | A | A | D | D | N/A | A | D | D | N/A | A | D | D | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701801 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/22/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 7.18% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 76.9% is less than Guideline CLTV of 90% | D | A | A | A | D | A | A | A | A | A | D | D | N/A | A | D | D | A | A | D | D | N/A | A | D | D | N/A | A | D | D | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701802 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.05% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701802 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-2623 | Compliance | XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX higher-priced mortgage loan test. (XXX XXX(XXX), XXX XXX(XXX) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the Code of XXX Regulations (XXX) hile the XXX provisions specify that lenders can legally make this type of loan subject to certain disclosure requirements, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.05% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701802 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.05% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701802 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.05% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701840 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.57% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701840 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-2559 | Compliance | XXX Subprime Home Loan Test | XXX Subprime Requirements met This loan failed the XXX Subprime Home Loan Test. (XXX XXX XXX Section XXX(c) sing the greater of the disclosed APR and the fully indexed rate, the loan is a subprime home loan, as defined in the legislation hile the XXX Subprime Home Loan provisions specify that lenders may lawfully make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy subprime home loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.57% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701840 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.57% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701840 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.57% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701920 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.61% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701920 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.61% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701920 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.61% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701964 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.76% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701964 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.76% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701964 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.76% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701964 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.76% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701976 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.36% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701976 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.36% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701976 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.36% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701984 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 45% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701984 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 45% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701984 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 45% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701995 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.04% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701995 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.04% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701995 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.04% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702019 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.87% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702019 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.87% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702019 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.87% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702027 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 69.78% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 50.85% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702027 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 69.78% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 50.85% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702027 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 69.78% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 50.85% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702058 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 62.34% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.64% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702058 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 62.34% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.64% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702058 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 62.34% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.64% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702066 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.61% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702066 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.61% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702066 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.61% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702083 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.43% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702083 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.43% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702083 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.43% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702093 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 30.74% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702093 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 30.74% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702093 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 30.74% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702105 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.1% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702105 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.1% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702105 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.1% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702116 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 43.32% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702116 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 43.32% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702116 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 43.32% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702186 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.19% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702186 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.19% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702186 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.19% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702186 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.19% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702212 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.51% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702212 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.51% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702212 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.51% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702226 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.45% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702226 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.45% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702226 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.45% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702226 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2623 | Compliance | XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX higher-priced mortgage loan test. (XXX XXX(XXX), XXX XXX(XXX) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the Code of XXX Regulations (XXX) hile the XXX provisions specify that lenders can legally make this type of loan subject to certain disclosure requirements, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.45% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702242 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.75% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702242 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.75% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702242 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.75% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702306 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.29% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702306 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.29% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702306 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.29% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702335 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 24.73% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702335 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 24.73% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702335 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 24.73% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702384 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.58% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 44.1% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702384 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.58% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 44.1% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702384 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.58% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 44.1% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702418 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 65.06% is less than Guideline CLTV of 85% | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.98% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702418 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 65.06% is less than Guideline CLTV of 85% | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.98% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702418 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 65.06% is less than Guideline CLTV of 85% | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.98% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702429 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.68% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702429 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.68% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702429 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.68% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702430 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Rescinded | FCRE8201 | Credit | Loan does not conform to program guidelines | The Borrower pays alimony and child support as indicated on the loan application, and these obligations were included in the qualifying DTI. The loan file; however, does not include documentation establishing the required monthly amounts, or duration of these obligations. The documents provided in the loan file do not specify any ordered support terms and are not sufficient to verify the liabilities used in qualification. Therefore, please provide the applicable divorce decree, marital settlement agreement, or court order confirming the alimony and child support obligations to ensure accurate DTI calculation. | Document Uploaded. Please see the attached which is part of the court documents already provided. | 06/24/2026 | Audit found Child and Spousal Support documents in the loan file. Finding Rescinded. | 06/25/2026 | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | ||
| RCKT26CES702430 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702430 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702430 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702467 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.21% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702467 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.21% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702467 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.21% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702472 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 26.56% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702472 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 26.56% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702472 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 26.56% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702479 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 62.78% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.41% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702479 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 62.78% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.41% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702479 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 62.78% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.41% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702498 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.42% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702498 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.42% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702498 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.42% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702498 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.42% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702500 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.56% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702500 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.56% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702500 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.56% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702537 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.5% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702537 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.5% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702537 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.5% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702561 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.89% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702561 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.89% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702561 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.89% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702620 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.48% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702620 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.48% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702620 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.48% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702626 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.09% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702626 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.09% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702626 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.09% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702644 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.88% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702644 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.88% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702644 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.88% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702671 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2261 | Compliance | XXX Rate Spread Home Loan Test | This loan failed the XXX rate spread home loan test. ( XXX XXX §XXX))The loan is a rate spread home loan, as defined in the legislation. For more information please see the XXX Rate Spread Home Loan Article section of the full ComplianceAnalyzer report hile the XXX Rate Spread Home Loan provisions specify that lenders can legally make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy rate spread home loans even if the additional conditions are met. HPML Compliant | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.12% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702671 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.12% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702671 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.12% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702671 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.12% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702680 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 26.47% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702680 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 26.47% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702680 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 26.47% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702680 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 26.47% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702717 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 30% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702717 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 30% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702717 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 30% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702722 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.99% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702722 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.99% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702722 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.99% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702752 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.66% is less than Guideline LTV of 85% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702752 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.66% is less than Guideline LTV of 85% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702752 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.66% is less than Guideline LTV of 85% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702765 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.45% is less than Guideline LTV of 85% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 67.94% is less than Guideline CLTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702765 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.45% is less than Guideline LTV of 85% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 67.94% is less than Guideline CLTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702765 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.45% is less than Guideline LTV of 85% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 67.94% is less than Guideline CLTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702779 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.53% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.99% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702779 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-2559 | Compliance | XXX Subprime Home Loan Test | This loan failed the XXX Subprime Home Loan Test. (XXX XXX XXX Section XXX(c) sing the greater of the disclosed APR and the fully indexed rate, the loan is a subprime home loan, as defined in the legislation hile the XXX Subprime Home Loan provisions specify that lenders may lawfully make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy subprime home loans even if the additional conditions are met. XXX Subprime Requirements met | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.53% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.99% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702779 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.53% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.99% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702779 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.53% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.99% is less than Guideline CLTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702808 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2261 | Compliance | XXX Rate Spread Home Loan Test | This loan failed the XXX rate spread home loan test. ( XXX XXX §XXX)The loan is a rate spread home loan, as defined in the legislation. For more information please see the XXX Rate Spread Home Loan Article section of the full ComplianceAnalyzer report hile the XXX Rate Spread Home Loan provisions specify that lenders can legally make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy rate spread home loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.75% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702808 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.75% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702808 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.75% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702808 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.75% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702829 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 76.98% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.16% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702829 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-2623 | Compliance | XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX higher-priced mortgage loan test. (XXX XXX(XXX), XXX XXX(XXX) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the Code of XXX Regulations (XXX) hile the XXX provisions specify that lenders can legally make this type of loan subject to certain disclosure requirements, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 76.98% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.16% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702829 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 76.98% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.16% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702829 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 76.98% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.16% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702850 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.9% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702850 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.9% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702850 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.9% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702871 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.38% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702871 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.38% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702871 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.38% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702877 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.52% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702877 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.52% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702877 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.52% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702921 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO1242 | Property | Appraisal is Missing | Appraisal is Missing. Missing full appraisal or AVM with Exterior Inspection. | Please review pg21 and XXX which contains the AVM with value of XXX used to qualify | 06/24/2026 | Appraisal is Present or is Waived | 06/25/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.08% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.41% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | D | A | D | A | A | A | D | A | A | A | D | A | N/A | A | D | A | D | A | D | A | N/A | A | D | A | N/A | A | D | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |
| RCKT26CES702921 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.08% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.41% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | D | A | A | A | A | A | D | A | A | A | D | A | N/A | A | D | A | D | A | D | A | N/A | A | D | A | N/A | A | D | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702921 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.08% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.41% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | D | A | A | A | A | A | D | A | A | A | D | A | N/A | A | D | A | D | A | D | A | N/A | A | D | A | N/A | A | D | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702921 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.08% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.41% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | D | A | A | A | A | A | D | A | A | A | D | A | N/A | A | D | A | D | A | D | A | N/A | A | D | A | N/A | A | D | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702927 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.32% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702927 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.32% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702927 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.32% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702945 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.13% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702945 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.13% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702945 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.13% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702973 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.39% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702973 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.39% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702973 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.39% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702983 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.23% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702983 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.23% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702983 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.23% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702983 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.23% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702987 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.78% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 64.18% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702987 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.78% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 64.18% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702987 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.78% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 64.18% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702990 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.24% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702990 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.24% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES702990 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.24% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703047 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703047 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2559 | Compliance | XXX Subprime Home Loan Test | This loan failed the XXX Subprime Home Loan Test. (XXX XXX XXX Section XXX(c) sing the greater of the disclosed APR and the fully indexed rate, the loan is a subprime home loan, as defined in the legislation hile the XXX Subprime Home Loan provisions specify that lenders may lawfully make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy subprime home loans even if the additional conditions are met. XXX Subprime Requirements met | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703047 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703047 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703089 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 78.15% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.53% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703089 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 78.15% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.53% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703089 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 78.15% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.53% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703101 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.07% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703101 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.07% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703101 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.07% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703120 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 10.34% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703120 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 10.34% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703120 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 10.34% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703186 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.09% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703186 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.09% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703186 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.09% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703205 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/25/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.24% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703205 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/25/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/25/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.24% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703205 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/25/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/25/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.24% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703206 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.44% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 79.92% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703206 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.44% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 79.92% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703206 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.44% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 79.92% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703210 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 26.07% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703210 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 26.07% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703210 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 26.07% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703220 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 07/01/2026 | Acknowledged | FCRE1193 | Credit | Audited DTI Exceeds Guideline DTI | Audited DTI of XXX% exceeds Guideline DTI of XXX% | Lender exception provided with the following comp factors: XXX FICO, XXX% LTC, 90% CLTV, no XXX or XXX in the last XXX years, Revolving/installment debt dating back to XXX with XXX adverse marks, Mortgage history dating back to XXX with XXX adverse marks, XXX in residual income | 07/01/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.37% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | C | B | C | B | C | B | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | B | B | N/A | A | B | B | A | A | B | B | N/A | A | B | B | N/A | A | B | B | N/A | A | |||
| RCKT26CES703220 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FCRE1437 | Credit | Income and Employment Do Not Meet Guidelines | Income and Employment Do Not Meet Guidelines. XXX for Borrower 1 is illegible. Updated retirement verification document or proof of deposit is needed to calculate monthly income of XXX | Income and Employment Meet Guidelines. | 07/01/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.37% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | C | B | C | A | C | B | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | B | B | N/A | A | B | B | A | A | B | B | N/A | A | B | B | N/A | A | B | B | N/A | A | |||
| RCKT26CES703220 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.37% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | C | B | A | A | C | B | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | B | B | N/A | A | B | B | A | A | B | B | N/A | A | B | B | N/A | A | B | B | N/A | A | |||
| RCKT26CES703220 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.37% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | C | B | A | A | C | B | A | A | A | A | C | C | N/A | A | C | C | A | A | C | C | N/A | A | C | C | N/A | A | C | C | N/A | A | B | B | N/A | A | B | B | A | A | B | B | N/A | A | B | B | N/A | A | B | B | N/A | A | |||
| RCKT26CES703231 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.26% is less than Guideline LTV of 85% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 52.39% is less than Guideline CLTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703231 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.26% is less than Guideline LTV of 85% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 52.39% is less than Guideline CLTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703231 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.26% is less than Guideline LTV of 85% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 52.39% is less than Guideline CLTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703301 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.08% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 62.76% is less than Guideline CLTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703301 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.08% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 62.76% is less than Guideline CLTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703301 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.08% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 62.76% is less than Guideline CLTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703303 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.69% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703303 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.69% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703303 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.69% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703306 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Rescinded | FCRE8611 | Credit | Income/Employment General | Missing evidence if following 401k loans reported on the most recent YTD paystub has been satisfied or not: 401k Loan XXX in the amount of XXX and 401k Loan XXX in the amount of $XXX. | 401k loans are not required to be reduced from DTI or investigated as they are a secured asset, as it is an asset that is borrowed from but if left unpaid will simply be reduced from 401k assets. | 06/25/2026 | Lender confirmed - 401k loans are not required to be reduced from DTI or investigated as they are a secured asset, as it is an asset that is borrowed from but if left unpaid will simply be reduced from 401k assets. Audit also confirmed per FNMA - B3-XXX-XXX, Borrowed Funds Secured by an Asset (XX/XX/XXXX) - When loans are secured by the borrower’s financial assets, monthly payments for the loan do not have to be considered as long-term debt. | 06/26/2026 | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | ||
| RCKT26CES703306 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. Downgraded to Level XXX HPML compliant. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.02% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703306 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.02% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703313 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.57% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703313 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.57% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703313 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.57% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703334 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 22.67% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 7.62% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703334 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 22.67% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 7.62% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703334 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 22.67% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 7.62% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703346 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/25/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.94% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703346 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/25/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.94% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703346 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/25/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/25/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.94% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703352 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.93% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703352 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.93% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703352 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.93% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703372 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.98% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703372 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.98% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703372 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.98% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703376 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-2261 | Compliance | XXX Rate Spread Home Loan Test | This loan failed the XXX rate spread home loan test. ( XXX XXX §XXXThe loan is a rate spread home loan, as defined in the legislation. For more information please see the XXX Rate Spread Home Loan Article section of the full ComplianceAnalyzer report hile the XXX Rate Spread Home Loan provisions specify that lenders can legally make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy rate spread home loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.05% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703376 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.05% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703376 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.05% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703376 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.05% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703464 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 71.54% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703464 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 71.54% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703464 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 71.54% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703466 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.39% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703466 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.39% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703466 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.39% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703466 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.39% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703525 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.26% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703525 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.26% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703525 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.26% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703575 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703575 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703575 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703579 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 32.16% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of % is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703579 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 32.16% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of % is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703579 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 32.16% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of % is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703625 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 10.66% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703625 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 10.66% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703625 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 10.66% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703664 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.91% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703664 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.91% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703664 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.91% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703672 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 40.9% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703672 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 40.9% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703672 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 40.9% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703686 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 30.5% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703686 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 30.5% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703686 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 30.5% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703686 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 30.5% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703723 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 49.44% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703723 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 49.44% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703723 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 49.44% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703756 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 32.34% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703756 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 32.34% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703756 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 32.34% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703783 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure required. HPML with established escrows and appraisal requirements met. Exception downgraded to a A. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.33% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703783 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.33% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703783 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.33% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703803 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 67.8% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.73% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703803 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 67.8% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.73% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703803 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 67.8% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.73% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703812 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.11% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703812 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.11% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703812 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.11% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703822 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.27% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 66.29% is less than Guideline CLTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703822 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.27% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 66.29% is less than Guideline CLTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703822 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.27% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 66.29% is less than Guideline CLTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703911 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.39% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703911 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-2502 | Compliance | XXX Nonprime Home Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the XXX nonprime home loan test he loan is a nonprime home loan, as defined in the legislation. For more information please see the XXX Nonprime Home Loan Article section of the full ComplianceAnalyzer report hile the XXX Nonprime Home Loan provisions specify that lenders may lawfully make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy nonprime home loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.39% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703911 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.39% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703911 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.39% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703938 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.5% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703938 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.5% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES703938 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 47.5% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704020 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.71% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.61% is less than Guideline CLTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704020 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.71% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.61% is less than Guideline CLTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704020 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.71% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.61% is less than Guideline CLTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704047 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.63% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704047 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.63% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704047 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.63% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704049 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-2838 | Compliance | XXX HOEPA Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the XXX higher-priced mortgage loan test. The loan is a higher-priced mortgage loan, as defined in the legislation. For more information please see the XXX Higher-Priced Mortgage Loan Article section of the full ComplianceAnalyzer report hile the XXX Higher-Priced Mortgage Loan provisions specify that lenders may lawfully make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/25/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.64% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704049 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/25/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.64% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704049 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/25/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.64% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704049 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/25/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 42.64% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704092 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.47% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704092 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.47% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704092 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.47% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704092 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.47% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704107 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-2261 | Compliance | XXX Rate Spread Home Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the XXX rate spread home loan test. ( XXX XXX §XXXThe loan is a rate spread home loan, as defined in the legislation. For more information please see the XXX Rate Spread Home Loan Article section of the full ComplianceAnalyzer report hile the XXX Rate Spread Home Loan provisions specify that lenders can legally make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy rate spread home loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.89% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704107 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.89% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704107 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.89% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704107 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.89% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704131 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-2261 | Compliance | XXX Rate Spread Home Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the XXX rate spread home loan test. ( XXX XXX §XXXThe loan is a rate spread home loan, as defined in the legislation. For more information please see the XXX Rate Spread Home Loan Article section of the full ComplianceAnalyzer report hile the XXX Rate Spread Home Loan provisions specify that lenders can legally make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy rate spread home loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.34% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704131 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.34% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704131 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.34% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704243 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.5% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704243 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.5% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704243 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.5% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704288 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.61% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704288 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.61% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704288 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.61% is less than Guideline LTV of 80% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704312 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.95% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704312 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.95% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704312 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.95% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704324 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.2% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704324 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.2% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704324 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.2% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704369 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.95% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704369 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.95% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704369 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.95% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704427 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 24.45% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704427 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 24.45% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704427 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 24.45% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704433 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.71% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704433 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.71% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704433 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.71% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704499 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.48% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 59.43% is less than Guideline CLTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704499 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.48% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 59.43% is less than Guideline CLTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704499 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.48% is less than Guideline LTV of 90% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 59.43% is less than Guideline CLTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704507 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | ||||
| RCKT26CES704507 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | ||||
| RCKT26CES704507 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | ||||
| RCKT26CES704545 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/25/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.26% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704545 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/25/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.26% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704545 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/25/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.26% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704545 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/25/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/25/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.26% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704547 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.31% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704547 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.31% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704547 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.31% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704567 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 55.43% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.8% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704567 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 55.43% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.8% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704567 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 55.43% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.8% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704578 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.11% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704578 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.11% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704578 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.11% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704578 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-2261 | Compliance | XXX Rate Spread Home Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the XXX rate spread home loan test. ( XXX XXX §XXXThe loan is a rate spread home loan, as defined in the legislation. For more information please see the XXX Rate Spread Home Loan Article section of the full ComplianceAnalyzer report hile the XXX Rate Spread Home Loan provisions specify that lenders can legally make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy rate spread home loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.11% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704587 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 39.32% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704587 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-2559 | Compliance | XXX Subprime Home Loan Test | XXX Subprime Requirements Met. This loan failed the XXX Subprime Home Loan Test. (XXX XXX XXX Section XXX(c) sing the greater of the disclosed APR and the fully indexed rate, the loan is a subprime home loan, as defined in the legislation hile the XXX Subprime Home Loan provisions specify that lenders may lawfully make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy subprime home loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 39.32% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704587 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 39.32% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704587 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 39.32% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704614 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.03% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704614 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.03% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704614 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.03% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704616 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 36.9% is less than Guideline CLTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.07% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704616 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 36.9% is less than Guideline CLTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.07% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704616 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 36.9% is less than Guideline CLTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.07% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704701 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 49.64% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 7.31% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704701 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 49.64% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 7.31% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704701 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3198 | Compliance | XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX higher-priced mortgage loan test. (Title XXX-A §8A-XXX(XXX)(I) as enacted by PL XXX Chapter XXX sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Consumer Credit Code Truth-in-Lending Provisions hile the XXX Higher-Priced Mortgage Loan provisions specify that lenders can legally make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 49.64% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 7.31% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704701 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 49.64% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 7.31% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704717 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704717 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704717 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704717 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704830 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 22% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704830 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 22% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704830 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 22% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704838 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.84% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704838 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.84% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704838 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.84% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704884 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 48.52% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704884 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 48.52% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704884 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 48.52% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704908 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 56.48% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.6% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704908 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 56.48% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.6% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704908 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 56.48% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.6% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704945 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.76% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704945 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.76% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704945 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 15.76% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704961 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.94% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704961 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.94% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704961 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.94% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704983 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.67% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704983 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.67% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704983 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML compliant. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.67% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704996 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.73% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704996 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.73% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES704996 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.73% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705038 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.36% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705038 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.36% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705038 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.36% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705038 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.36% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705079 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-2838 | Compliance | XXX HOEPA Higher-Priced Mortgage Loan Test | This loan failed the XXX higher-priced mortgage loan test. The loan is a higher-priced mortgage loan, as defined in the legislation. For more information please see the XXX Higher-Priced Mortgage Loan Article section of the full ComplianceAnalyzer report hile the XXX Higher-Priced Mortgage Loan provisions specify that lenders may lawfully make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.62% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705079 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.62% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705079 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.62% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705079 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.62% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705116 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.31% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705116 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.31% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705116 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.31% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705136 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 59.1% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705136 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 59.1% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705136 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 59.1% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705191 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 43.79% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.16% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705191 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 43.79% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.16% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705191 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 43.79% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.16% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705191 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 43.79% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.16% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705243 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.11% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705243 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.11% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705243 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. The loan is an HPML and it meets the closed end 2nd lien requirements. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 17.11% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705281 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.3% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705281 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.3% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705281 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.3% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705345 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.23% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705345 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.23% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705345 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 37.23% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705347 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.11% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705347 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.11% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705347 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.11% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705461 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.08% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705461 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.08% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705461 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 22.08% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705524 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.03% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705524 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.03% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705524 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 31.03% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705561 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE1328 | Credit | Borrower 1 W2/1099 Missing | Borrower 1 W2/1099 Missing. Borrower 1 Prior year W2 or WVOE not provided in file. W2 documents are blank. | Document Uploaded. Please see attached W2 | 06/25/2026 | Borrower 1 W2/XXX Provided | 06/26/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.3% is less than Guideline LTV of 90% | D | A | D | A | D | A | A | A | A | A | D | D | N/A | A | D | D | A | A | D | D | N/A | A | D | D | N/A | A | D | D | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |
| RCKT26CES705561 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.3% is less than Guideline LTV of 90% | D | A | A | A | D | A | A | A | A | A | D | D | N/A | A | D | D | A | A | D | D | N/A | A | D | D | N/A | A | D | D | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705561 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.3% is less than Guideline LTV of 90% | D | A | A | A | D | A | A | A | A | A | D | D | N/A | A | D | D | A | A | D | D | N/A | A | D | D | N/A | A | D | D | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705562 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.12% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705562 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.12% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705562 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 28.12% is less than Guideline LTV of 90% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705571 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 30.1% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705571 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 30.1% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705571 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 30.1% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705596 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.37% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705596 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.37% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705596 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 18.37% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705603 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.74% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705603 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-2623 | Compliance | XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX higher-priced mortgage loan test. (XXX XXX(XXX), XXX XXX(XXX) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the Code of XXX Regulations (XXX) hile the XXX provisions specify that lenders can legally make this type of loan subject to certain disclosure requirements, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.74% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705603 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.74% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705603 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 21.74% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705650 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 30.21% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705650 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 30.21% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705650 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 30.21% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705720 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 78.36% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.32% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705720 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 78.36% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.32% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705720 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 78.36% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.32% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705720 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-2623 | Compliance | XXX Higher-Priced Mortgage Loan Test | No Cure Required. HPML 2nd Lien. Downgraded. This loan failed the XXX higher-priced mortgage loan test. (XXX XXX(XXX), XXX XXX(XXX) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the Code of XXX Regulations (XXX) hile the XXX provisions specify that lenders can legally make this type of loan subject to certain disclosure requirements, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 78.36% is less than Guideline CLTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.32% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705729 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 24.46% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705729 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 24.46% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705729 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 24.46% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705763 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 63.74% is less than Guideline CLTV of 85% | Original LTV is Below the Guideline Maximum - Calculated LTV of 6.7% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705763 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 63.74% is less than Guideline CLTV of 85% | Original LTV is Below the Guideline Maximum - Calculated LTV of 6.7% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705763 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 63.74% is less than Guideline CLTV of 85% | Original LTV is Below the Guideline Maximum - Calculated LTV of 6.7% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705800 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.32% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 72.95% is less than Guideline CLTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705800 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.32% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 72.95% is less than Guideline CLTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705800 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 8.32% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 72.95% is less than Guideline CLTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705853 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.79% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705853 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.79% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705853 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.79% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705855 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.98% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 7.26% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705855 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.98% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 7.26% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705855 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 60.98% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 7.26% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705905 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.1% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705905 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.1% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705905 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 9.1% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705942 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.24% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705942 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.24% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705942 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. Exception downgraded. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.24% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705984 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.85% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705984 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.85% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705984 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.85% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705987 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.57% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705987 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.57% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES705987 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Downgraded to Level XXX HPML compliant. This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 19.57% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706029 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Non-QM This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.32% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706029 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.32% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706029 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 29.32% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706062 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.94% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706062 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.94% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706062 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Non-QM This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 33.94% is less than Guideline LTV of 85% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706078 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 15% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 44.05% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706078 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 15% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 44.05% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706078 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 15% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 44.05% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706320 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 40.56% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706320 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 40.56% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706320 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 40.56% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706436 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.67% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706436 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.67% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706436 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 14.67% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706447 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.11% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706447 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.11% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706447 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.11% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706447 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-2623 | Compliance | XXX Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the XXX higher-priced mortgage loan test. (XXX XXX(XXX), XXX XXX(XXX) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the Code of XXX Regulations (XXX) hile the XXX provisions specify that lenders can legally make this type of loan subject to certain disclosure requirements, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 23.11% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706482 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 6.96% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706482 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 6.96% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706482 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 6.96% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706531 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.59% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706531 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.59% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706531 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.59% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706534 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.55% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706534 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.55% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706534 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Non-QM This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 20.55% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706554 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.13% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706554 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.13% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706554 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/23/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 16.13% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706563 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 39.88% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706563 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 39.88% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706563 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | Non-QM This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 39.88% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706593 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.45% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706593 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.45% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706593 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.45% is less than Guideline LTV of 90% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706658 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 50.06% is less than Guideline CLTV of 85% | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.63% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706658 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 50.06% is less than Guideline CLTV of 85% | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.63% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706658 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 50.06% is less than Guideline CLTV of 85% | Original LTV is Below the Guideline Maximum - Calculated LTV of 27.63% is less than Guideline LTV of 85% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706670 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.32% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706670 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.32% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706670 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.32% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706764 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.44% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 44.48% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706764 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.44% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 44.48% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706764 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.44% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 44.48% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706764 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-2502 | Compliance | XXX Nonprime Home Loan Test | This loan failed the XXX nonprime home loan test he loan is a nonprime home loan, as defined in the legislation. For more information please see the XXX Nonprime Home Loan Article section of the full ComplianceAnalyzer report hile the XXX Nonprime Home Loan provisions specify that lenders may lawfully make this type of loan subject to certain conditions, some lenders and secondary market investors may prefer not to fund or buy nonprime home loans even if the additional conditions are met. HPML Compliant. | Informational | 06/24/2026 | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.44% is less than Guideline LTV of 80% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 44.48% is less than Guideline CLTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706765 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 43.18% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706765 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 43.18% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706765 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. | Informational | 06/24/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original LTV is Below the Guideline Maximum - Calculated LTV of 43.18% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706802 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.68% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706802 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.68% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706802 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | Non-QM: Lender documented all ATR UW factors | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. | Informational | 06/24/2026 | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Original LTV is Below the Guideline Maximum - Calculated LTV of 25.68% is less than Guideline LTV of 90% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706851 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 61.13% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.48% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706851 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 61.13% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.48% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706851 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. | Informational | 06/24/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 61.13% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 11.48% is less than Guideline LTV of 80% | Borrower has stable job time - Borrower has XXX years on job. | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706938 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 55.71% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.75% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706938 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 55.71% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.75% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706938 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant. | Informational | 06/23/2026 | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 55.71% is less than Guideline CLTV of 80% | Original LTV is Below the Guideline Maximum - Calculated LTV of 12.75% is less than Guideline LTV of 80% | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706961 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 41.77% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.41% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706961 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 41.77% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.41% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES706961 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | FCOM8997 | Compliance | No Compliance Findings | The loan is in compliance with all applicable laws and regulations. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 41.77% is less than Guideline CLTV of 90% | Original LTV is Below the Guideline Maximum - Calculated LTV of 5.41% is less than Guideline LTV of 90% | Qualifying FICO is Greater than the Guideline Minimum - Qualifying FICO of XXX is greater than Guideline minimum FICO of XXX | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES707146 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 63.55% is less than Guideline CLTV of 85% | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.71% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES707146 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/22/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 63.55% is less than Guideline CLTV of 85% | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.71% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES707146 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 63.55% is less than Guideline CLTV of 85% | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.71% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES707146 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Higher Priced APOR (APOR HP) | Loan Review Complete | 06/23/2026 | Resolved | finding-2623 | Compliance | XXX Higher-Priced Mortgage Loan Test | This loan failed the XXX higher-priced mortgage loan test. (XXX XXX(XXX), XXX XXX(XXX) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the Code of XXX Regulations (XXX) hile the XXX provisions specify that lenders can legally make this type of loan subject to certain disclosure requirements, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. HPML Compliant | Informational | 06/23/2026 | Qualifying DTI below max allowed. - Calculated DTI of XXX% is less than Guideline DTI of XXX% | Original CLTV is Below the Guideline Maximum - Calculated CLTV of 63.55% is less than Guideline CLTV of 85% | Original LTV is Below the Guideline Maximum - Calculated LTV of 13.71% is less than Guideline LTV of 85% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701287 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | finding-2962 | Compliance | XXX XXX Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the XXX XXX higher-priced mortgage loan test. (XXX XXX, XXX Financial Code Division 1.9 4995(a))Using the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in the XXX Financial Code hile the XXX Financial Code provisions specify that lenders may lawfully make this type of loan subject to certain disclosure requirements and additional limitations, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.72% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701287 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/23/2026 | Resolved | finding-3352 | Compliance | Higher-Priced Mortgage Loan Test | HPML Compliant This loan failed the higher-priced mortgage loan test. (12 CFR § 1026.35(a)(1) sing the greater of the disclosed APR and the calculated APR, the loan is a higher-priced mortgage loan, as defined in Regulation Z hile the higher-priced mortgage loan provisions specify that lenders can legally make this type of loan subject to additional requirements in 12 CFR §1026.35, some lenders and secondary market investors may prefer not to fund or buy higher-priced mortgage loans even if the additional conditions are met. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.72% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701287 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FCRE8999 | Credit | No Credit Findings | The loan meets all applicable credit guidelines. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.72% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | |||
| RCKT26CES701287 | XXX | XXXXX | XX/XX/XXXX | $XXXXXX | XXX | QM: Safe Harbor APOR (APOR SH) | Loan Review Complete | 06/24/2026 | Resolved | FPRO8998 | Property | No Property Findings | Property and valuations related findings were not identified on the loan. | Informational | 06/24/2026 | Borrower has stable job time - Borrower has XXX years on job. | Original LTV is Below the Guideline Maximum - Calculated LTV of 34.72% is less than Guideline LTV of 80% | A | A | A | A | A | A | A | A | A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A | A | A | A | A | A | A | N/A | A | A | A | N/A | A | A | A | N/A | A |