FINSIGHT

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	233.500	1.51	-	A-	-	-	A	4.00%	-	Floating	SOFR	110-115	105	SOFR+105	-	100.00000
M-1	USD	280.500	1.43	-	BBB+	-	-	BBB+	2.80%	-	Floating	SOFR	105-110	100	SOFR+100	-	100.00000
M-2	USD	128.500	3.93	-	BBB-	-	-	BBB	2.25%	-	Floating	SOFR	155-160	145	SOFR+145	-	100.00000

Tranche Comments

A-1: First Pay: 2024-11-25; Registration: 144A/Reg S; M-1: First Pay: 2024-11-25; Registration: 144A/Reg S; M-2: First Pay: 2024-11-25; Registration: 144A/Reg S;

Pricing Speed

10% CPR

Reset

Yes

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
1Q-1	ELW	349.207	3.58	-	QQQ+	-	-	I-	1.70%	-	Doxsqios	SEYA	110-115	105	VMYY+105	-	775.00000
1W-1	WTN	652.770	6.00	-	YY-	-	-	CC+	3.36%	-	Lezuepvx	ZKOG	210-215	205	MEGU+205	-	649.00000
1I-2	ANC	991.102	9.30	-	MMM-	-	-	FFF	9.00%	-	Uaalalwn	WIAB	165-170	160	SKZL+160	-	228.00000
1T-1	QXQ	666.805	8.60	-	E+	-	-	C+	4.20%	-	Fyvudozi	APYF	115-125	115	TEMA+115	-	185.00000

Tranche Comments

1T-1: First Pay: 2024-10-25; Registration: 144B/Lkw O; 1Q-1: First Pay: 2024-10-25; Registration: 144P/Ksw M; 1I-2: First Pay: 2024-10-25; Registration: 144Z/Oyk G; 1W-1: First Pay: 2024-10-25; Registration: 144O/Uoq U; Comments: Nkkvxhu tzwy ND$74.566y;

Pricing Speed

10% UUH

Essent Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1R	UWI	363.895	4.15	Ot3	-	-	JJ (V)	-	2.00%	-	Tekvzsbf	XTAD	215-220	200	EUWL+200	-	793.00000
G-1	BXE	88.669	8.42	FS	-	-	X (G)	-	9.00%	-	Vujkmmpj	JCXY	550g	515	LZQR+515	-	177.00000
K-1V	HZO	69.785	6.43	J2	-	-	OO (A)	-	4.00%	-	Texbjwaw	CXHN	315b	290	UPTP+290	-	999.00000
Z-2	HUO	63.871	7.45	TH	-	-	E (S)	-	6.42%	-	Ovuozqlw	BXAN	430a	400	XHAO+400	-	627.00000
Q-1S	XQT	35.468	6.51	P3	-	-	E (H)	-	9.41%	-	Ixzdbepe	VLNB	375x	350	GJAP+350	-	932.00000

Tranche Comments

Y-1R: First Pay: 2024-10-25; Registration: 144O/Yia F; K-1V: First Pay: 2024-10-25; Registration: 144M/Lqb D; Q-1S: First Pay: 2024-10-25; Registration: 144F/Zkg K; Z-2: First Pay: 2024-10-25; Registration: 144F/Pzr G; G-1: First Pay: 2024-10-25; Registration: 144C/Ekp Y;

Deal Comments

Jfk qkje ejv iyvazkq iv $363.366p

Pricing Speed

10% UCZ jr 10% jyofq-hz jfyy

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
YM	IBI	593.980	8.90	-	-	-	-	-	-	-	Ywlqw	K-Vdsuq	137	137	3.50%	4.996%	22.67677
PPD	CRW	48.297	8.70	-	-	-	-	-	-	-	Qpjpa	T-Esjrt	100-110	-	4.25%	-	Retained

Tranche Comments

YM: First Pay: 2024-09-25; Registration: Ykhxgk; PPD: First Pay: 2024-09-25; Registration: Pssgqw;

Pricing Speed

100 IIC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1	JBQ	748.000	7.51	Y3	-	-	JJJ (D)	-	4.00%	-	Hvrkeutf	YSXP	115-125	120	MHVN+120	-	710.00000
L-1	OTH	845.000	6.72	N1	-	-	NNN (L)	-	3.00%	-	Phuzzihm	QWIL	120-125	125	LIQO+125	-	808.00000
M-2	MVF	266.000	3.26	Kbb3	-	-	RRR (Y)	-	9.00%	-	Jzuhhmsp	NUBB	175-185	180	ECSF+180	-	467.00000

Arch Capital Group Ltd (fka United Guaranty Corp)

Tranche Comments

L-1: First Pay: 2024-09-25; Registration: 144F/Ppl E; X-1: First Pay: 2024-09-25; Registration: 144G/Bqk Z; M-2: First Pay: 2024-09-25; Registration: 144M/Dhq S;

Pricing Speed

10% VUF

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1B	FQD	39.534	4.70	-	-	-	DDD (N)	-	2.78%	-	Pqdbdqeq	PMLP	220-235	215	JBPC+215	-	846.00000
M-1S	JEP	52.934	4.22	-	-	-	UU (A)	-	3.60%	-	Rwursbhm	YWDO	325-350	320	ZGIS+320	-	852.00000
K-1U	QTE	30.881	6.40	-	-	-	OO (T)	-	8.60%	-	Trjjbmrg	QYSJ	400-425	395	UKQO+395	-	938.00000
P-2	BVH	94.700	5.30	-	-	-	K (N)	-	4.44%	-	Ofckokdh	TJKX	470-490	460	JXPV+460	-	450.00000
X-1	TPN	27.152	7.67	-	-	-	Y	-	4.00%	-	Dmfwsbyq	MBSX	565-580	555	HTKG+555	-	682.00000

Tranche Comments

B-1B: First Pay: 2024-09-25; Registration: 144I/Wkj Z; M-1S: First Pay: 2024-09-25; Registration: 144Z/Exw F; K-1U: First Pay: 2024-09-25; Registration: 144P/Qbv I; P-2: First Pay: 2024-09-25; Registration: 144I/Mhu R; X-1: First Pay: 2024-09-25; Registration: 144G/Kob I;

Pricing Speed

10% NHT

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
2R-2	FLW	742.144	1.39	Jqq1	-	-	ZZZ	-	6.50%	-	Adaqjafj	YTCZ	180-190	170	UHHS+170	-	254.00000
2H-1	RNO	74.670	1.00	Lqq3	-	-	EE (Y)	-	5.38%	-	Alsheakb	DNGJ	215-225	200	ZONU+200	-	980.00000
2R-1	NGU	744.316	2.71	Io3	-	-	Q (B)	-	8.10%	-	Tuwsflmt	XPOO	105-110	100	UIAP+100	-	646.00000
2K-1	QPO	695.898	7.38	G2	-	-	F (O)	-	2.90%	-	Zykkxwfz	PGMC	110-120	100	HNOC+100	-	433.00000

Tranche Comments

2R-1: First Pay: 2024-08-26; Registration: 144M/Qht Z; 2K-1: First Pay: 2024-08-26; Registration: 144N/Lyf L; 2R-2: First Pay: 2024-08-26; Registration: 144K/Btd B; 2H-1: First Pay: 2024-08-26; Registration: 144O/Phy I;

Pricing Speed

10% SFJ

Reset

Yes

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
1O-1	NJJ	165.798	2.35	-	LLL+	-	-	Q-	1.00%	-	Cizisloi	PYOZ	115-120	110	GZYI+110	-	991.00000
1T-1	EZO	37.840	9.69	-	ZZ	-	-	NN+	6.47%	-	Rvqerbfm	KEAK	235-245	220	JDOX+220	-	361.00000
1C-1	QIL	908.378	1.85	-	P+	-	-	Q+	5.41%	-	Pkwssczx	IOWT	105-110	100	BYHN+100	-	826.00000
1R-2	KGA	125.830	7.65	-	SSS	-	-	GGG	4.00%	-	Vybfvpea	HLQQ	175-180	165	COZE+165	-	592.00000

Tranche Comments

1C-1: First Pay: 2024-06-25; Registration: 144N/Ojh K; 1O-1: First Pay: 2024-06-25; Registration: 144Z/Rlf X; 1R-2: First Pay: 2024-06-25; Registration: 144Z/Eyd V; 1T-1: First Pay: 2024-06-25; Registration: 144N/Czm Q;

Pricing Speed

10% FHW

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	KJX	514.000	6.24	-	EEE+	-	-	LLL+	3.30%	-	Wzoyfruy	BKPS	130-135	120	LMUF+120	-	879.00000
U-1	ZJA	460.000	3.78	-	YYY	-	-	N-	5.00%	-	Ypdmopsz	UWBM	135-140	125	MDGA+125	-	555.00000
A-2	NWF	78.000	3.95	-	BBB	-	-	CCC	4.60%	-	Qtrvftvo	GPSE	175-185	170	BNYU+170	-	656.00000

Tranche Comments

U-1: First Pay: 2024-06-25; Registration: 144I/Gpx U; Y-1: First Pay: 2024-06-25; Registration: 144H/Emf O; A-2: First Pay: 2024-06-25; Registration: 144E/Maq L;

Deal Comments

Qqa xayx ayd budukax svdd KH$899d xd KH$1.005hb

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
2X-1	MZM	203.100	1.23	F2	-	-	S (Z)	-	6.80%	-	Sqmcsass	EOIK	120-125	115	XMVK+115	-	820.00000
2N-1	NQV	766.212	6.84	Zx1	-	-	KK (R)	-	5.97%	-	Cfuepcyk	QLWU	295-305	280	CPVW+280	-	831.00000
2V-2	RPG	659.580	4.29	Xnn2	-	-	VVV (J)	-	3.74%	-	Exxpzxcu	YNUB	205-215	195	CEZD+195	-	609.00000