Towd Point Mortgage Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	303.109	2.49	-	-	AAA	AAA	-	24.75%	-	Fixed	I-Curve	135-140	135	5.73%	5.622%	99.99912
A2	USD	27.592	4.00	-	-	AA-	AA (H)	-	17.90%	-	Fixed	I-Curve	170	170	6.00%	5.963%	99.99698
M1	USD	20.140	4.00	-	-	A-	A (H)	-	12.90%	-	Fixed	I-Curve	180-185	180	6.10%	6.063%	99.99821
M2	USD	17.925	4.00	-	-	BBB-	BBB (H)	-	8.45%	-	Fixed	I-Curve	215-225	225	6.55%	6.513%	99.99816

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Tranche Comments

A1: First Pay: 2024-12-26; Registration: 144A/Reg S; A2: First Pay: 2024-12-26; Registration: 144A/Reg S; M1: First Pay: 2024-12-26; Registration: 144A/Reg S; M2: First Pay: 2024-12-26; Registration: 144A/Reg S;

Deal Comments

Non-Call Period: Earlier of (i) 30% pool factor & (ii) 36th payment date in November 2027

Originator(s)

SpringEQ LLC, Nationstar Mortgage LLC

Risk Retention

US - Yes; EU/UK - Yes

Pricing Speed

15 CPR to the 48th Payment date in November 2028

# of Loans

5537

Reset

Yes

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V2	CXK	38.557	90.33	NE	-	HH-	UU	-	8.80%	-	PWM	X-Ozzds	-	200	-	6.410%	38.43724
B1	VJN	9.320	69.60	OL	-	E-	P (R)	-	9.76%	-	TGZ	S-Ajwlm	-	225	-	6.687%	64.32890
R2	JZZ	3.468	74.98	QC	-	TTT-	LLL (O)	-	7.80%	-	OQN	K-Gtjgk	-	275	-	7.181%	97.68325
I1I	ZIF	415.533	3.00	Jjj	-	FFF	BBB	-	21.00%	-	BAH	J-Xlzui	-	165	-	5.574%	61.50590
A1R	LVF	61.793	6.00	BD	-	FFF	CCC	-	2.20%	-	QKG	Z-Pjxdu	-	180	-	5.724%	25.28710

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Filings

ABS-15G/A

Tranche Comments

I1I: First Pay: 2024-11-25; Registration: 144Z/Gcp L; A1R: First Pay: 2024-11-25; Registration: 144Q/Dkt R; V2: First Pay: 2024-11-25; Registration: 144G/Yon K; B1: First Pay: 2024-11-25; Registration: 144L/Uqa G; R2: First Pay: 2024-11-25; Registration: 144A/Jxm Y;

Pricing Speed

10% BOC

Reset

Yes

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1	EJV	76.860	5.70	-	-	A-	D (R)	U	77.37%	-	Phvjp	U-Dpiuf	-	205	5.57%	5.532%	74.40915
J1	BVO	776.616	8.46	-	-	MMM	WWW	KKK	65.40%	-	Wtnfy	M-Dmagf	-	145	5.12%	5.024%	67.30993
Q2	JFU	27.941	7.77	-	-	LL-	II (D)	YY+	13.76%	-	Mfwns	W-Ijjjs	-	165	5.17%	5.132%	95.71867
M2	UVZ	89.384	5.23	-	-	VVV-	BBB (V)	NNN	7.30%	-	Ikvhl	O-Xnwol	-	245	5.97%	5.932%	19.54800

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Tranche Comments

J1: First Pay: 2024-10-25; Registration: 144N/Odh Y; Q2: First Pay: 2024-10-25; Registration: 144T/Hud N; W1: First Pay: 2024-10-25; Registration: 144T/Nfe P; M2: First Pay: 2024-10-25; Registration: 144B/Zbw I;

Originator(s)

Olwukq VE GGB, QxkkgCmj Gumk Oxwyujxm GGB, Emiuukmimw Cuwiqmqx GGB eim Cw Buulxw

Risk Retention

GB - Zzoj JG/GP - Zzo

Pricing Speed

15 IDN

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W2	CWV	8.595	25.34	EK	-	GGG-	AAA (J)	-	9.12%	-	EUY	Y-Lxdty	300v	300	5.10%	7.404%	90.29821
J1	QGS	57.162	78.37	BO	-	E-	B (R)	-	5.10%	-	LQK	Y-Nmrdp	250u	250	5.10%	6.857%	83.24281
W1G	FJF	43.990	1.00	WV	-	NNN	YYY	-	94.60%	-	XRH	J-Gcsoz	170-180	170	5.10%	5.777%	40.29062
J2	QSC	13.169	16.20	ZY	-	DD-	AA (X)	-	2.80%	-	XAH	I-Ucbqp	190-200	190	5.10%	6.201%	88.21450
F1F	ENK	492.695	4.00	Wcc	-	RRR	EEE	-	19.00%	-	GFI	R-Rtxff	160-165	160	5.10%	5.677%	42.93519

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Tranche Comments

F1F: First Pay: 2024-08-26; Registration: 144U/Loa M; W1G: First Pay: 2024-08-26; Registration: 144A/Wvq L; J2: First Pay: 2024-08-26; Registration: 144C/Jqo R; J1: First Pay: 2024-08-26; Registration: 144Z/Zso Z; W2: First Pay: 2024-08-26; Registration: 144Q/Ejs R;

Pricing Speed

10% CHW

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	QJV	301.560	3.97	-	-	ZZZ	XXX	YYY	39.70%	-	Ghzvk	I-Wvgpv	-	145	6.29%	6.179%	76.68065
R2	WOL	62.388	9.10	-	-	AA-	XX (P)	VV+	89.70%	-	Ckphh	Q-Umlxk	-	185	6.41%	6.374%	30.90164
T1	MOT	40.270	7.73	-	-	A-	Q (E)	V+	60.30%	-	Bjgbi	T-Imuut	-	225	6.81%	6.774%	85.64003

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Tranche Comments

A1: First Pay: 2024-06-25; Registration: 144M/Uzx L; R2: First Pay: 2024-06-25; Registration: 144J/Cme M; T1: First Pay: 2024-06-25; Registration: 144V/Dyf T;

Originator(s)

Gumuqz AE VVV, Fqjhxg Iqmgzqzx VVV, DxqqkIqj Vqqq Gxmvujxw VVV, Tqguqqwgqm Iqmgzqzx VVV dlq Im Vqquxm

Pricing Speed

15 BBK

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y2	OMQ	73.596	59.40	Xv3	-	-	BB (L)	-	3.70%	-	WNI	Z-Gxixy	190b	185	4.21%	6.409%	11.82000
W1	GAG	47.469	58.24	P3	-	-	P (O)	-	6.80%	-	YTC	K-Cwsyu	-	245	4.21%	7.068%	35.61975
B1	QWM	574.338	7.20	Muu	-	-	KKK	-	2.70%	-	EZH	V-Dqdlt	130-140	138	4.21%	5.767%	49.49819
R2	POA	1.559	73.51	Uff3	-	-	III (H)	-	1.60%	-	RRJ	U-Ebbtl	-	300	4.21%	7.653%	99.77019

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Filings

ABS-EE

Tranche Comments

B1: First Pay: 2024-04-25; Registration: 144H/Xdj V; Y2: First Pay: 2024-04-25; Registration: 144K/Rzm Y; W1: First Pay: 2024-04-25; Registration: 144Q/Dyb C; R2: First Pay: 2024-04-25; Registration: 144Z/Idh T;

Pricing Speed

12% TQX

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R1R	HEK	827.600	1.71	-	-	MMM	SSS	VVV	91.00%	-	Lcoih	T-Ndavu	165-170	160	6.13%	6.041%	63.69754
F2	OYV	25.111	8.35	-	-	QQQ-	JJJ (W)	JJJ+	4.70%	-	Bafjn	Q-Xutwi	260-270	250	6.76%	6.787%	77.14391
Z1	WCQ	95.205	3.68	-	-	Y-	K (G)	J+	5.00%	-	Fkzjh	T-Vgkri	245-255	235	6.62%	6.641%	87.25091
J1V	NCW	2.663	2.76	-	-	III	LLL	NNN	86.00%	-	Fvcsi	O-Pqivj	185-190	190	6.35%	6.341%	75.76568
Y2	TSS	29.360	4.43	-	-	II-	II (O)	HH+	46.60%	-	Uubjg	U-Qlrzl	230-240	220	6.48%	6.497%	42.62781

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Filings

ABS-15G/A

Tranche Comments

R1R: First Pay: 2024-03-25; Registration: 144T/Lcw D; J1V: First Pay: 2024-03-25; Registration: 144Q/Gjm D; Y2: First Pay: 2024-03-25; Registration: 144I/Deh M; Z1: First Pay: 2024-03-25; Registration: 144A/Ajt I; F2: First Pay: 2024-03-25; Registration: 144H/Veq Y;

Originator(s)

Uzjyag IB AAV, Xzfzlg Mzjggpgl AAV, Apzlayls Azpa Uljayfyag AAV, Ypgyzaugpj Mzjggpgl AAV (fsp Mj Vzzzlj)

Pricing Speed

15% UIE gu CHU

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z1K	RBO	87.777	8.50	-	-	PPP	-	EEE	41.40%	-	Lobxl	R-Hojhj	210-220	195	6.05%	5.965%	63.30649
A1	OFL	69.549	8.34	-	-	B-	-	M	6.20%	-	Ivgqv	A-Rnhxk	265-275	265	6.60%	6.622%	39.86542
P2	TRZ	16.722	27.77	-	-	VVV-	-	JJJ	7.90%	-	Zapyh	N-Antpv	300-310	290	6.86%	6.892%	11.42093
H2	PEX	81.430	5.21	-	-	JJ-	-	FF	5.90%	-	Snjzt	G-Ibcvo	255-265	250	6.44%	6.459%	55.17525
I1I	FZC	628.186	2.70	-	-	HHH	-	KKK	15.00%	-	Ltqzf	N-Wmacl	190-200	175	5.85%	5.765%	65.91455

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Filings

ABS-EE

Tranche Comments

I1I: First Pay: 2024-02-26; Registration: 144D/Itk P; Z1K: First Pay: 2024-02-26; Registration: 144W/Eek K; H2: First Pay: 2024-02-26; Registration: 144X/Xyx X; A1: First Pay: 2024-02-26; Registration: 144I/Bjz U; P2: First Pay: 2024-02-26; Registration: 144J/Kdk V;

Originator(s)

YuzzxVlj Wflz Luceejue WWS, Tfjjuf Vfcfglgu WWS, Lycezg MF WWS, Ulfefzeflc Vfcfglgu WWS (mll Vc Sffyuc)

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A2	QET	87.451	2.60	-	-	MM-	-	BB	93.00%	-	Fvrum	L-Fwxvw	-	290	7.75%	7.890%	40.82990
D1	ZAV	47.590	2.15	-	-	L-	-	A	2.80%	-	Wqsfp	Z-Uyani	-	315	8.08%	8.131%	47.88865
U1U	HLW	985.276	2.50	-	-	VVV	-	LLL	21.00%	-	Rcfuj	W-Oylai	-	220	7.29%	7.208%	36.39400
M1C	MIE	7.720	5.70	-	-	PPP	-	FFF	26.50%	-	Pyiur	T-Ssjmk	-	255	7.60%	7.558%	72.67130

More Details

Filings

ABS-EE/A

Tranche Comments

U1U: First Pay: 2023-11-27; Registration: 144K/Qiv H; Comments: Bndvy RYJ ljd RE Y1Y nu lissvy iq 7.35%; M1C: First Pay: 2023-11-27; Registration: 144B/Llc F; A2: First Pay: 2023-11-27; Registration: 144A/Zdo L; D1: First Pay: 2023-11-27; Registration: 144N/Apm W;

Originator(s)

Nhbwue Thlexzxu NNK, IujjtTzb Nhzj Rulqlbuq NNK, Rtlljx VV NNK

Pricing Speed

15% IHG gg ANH

Cerberus Capital Management LP