TwentyFour Asset Management LLP

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1 to 3 of 3

New Issue Deal Count

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	UWJ	19.400	5.80	-	CCC	JJJ+	3.45%	-	Ubvvspul	GGTEK	235-240	230	FLLXD+230	-	383.00000
K	SRU	68.300	3.50	-	O	F-	3.91%	-	Rqwralls	OKOLJ	180o	170	HFVWT+170	-	280.00000
Z	FOF	9.200	7.50	-	DD	PP+	9.00%	-	Gdwxkwjt	ZQZTO	-	350	PIBJI+350	-	-
V	DIC	249.000	7.34	-	CCC	CCC	28.50%	-	Hqfqwdjm	JSXLI	88-90	88	KWWHX+88	-	859.00000
V	RGC	75.300	2.80	-	JJ	NN-	7.92%	-	Xrxlujvj	RQYXV	140n	130	FMDTI+130	-	259.00000

Tranche Comments

V: First Pay: 2024-11-21; Redemption: 2029-04-21; Registration: Iuj Y Aodj; V: First Pay: 2024-11-21; Redemption: 2029-04-21; Registration: Gbe N Esxh; K: First Pay: 2024-11-21; Redemption: 2029-04-21; Registration: Iob D Xzpg; K: First Pay: 2024-11-21; Redemption: 2029-04-21; Registration: Bjd Z Mctp; Z: First Pay: 2024-11-21; Redemption: 2029-04-21; Registration: Qqp B Uana;

Originator(s)

Yfzjkxyf Zyxlfykz Spyhygf Hko

Risk Retention

IO/OO - Xln

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K OMW	KJU	32.519	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	XKA	660.627	3.34	-	CCC	PPP	48.84%	-	Jhspkrnj	GVWGJ	-	-	ZTONZ+100	-	Retained
S	KRT	6.372	2.44	-	WWW+	HHH+	8.10%	-	Tpdfacrr	VKXDG	460-470	460	ODJMO+350	-	44.37100
N	CMD	3.273	3.73	-	J	Q+	6.60%	-	Mfjalsns	QWDLP	340-350	340	LONNG+250	-	76.66700
M	LBK	8.701	8.31	-	EEE-	FF	8.90%	-	Tqdbvprk	TUXGQ	-	-	-	-	Retained
Y	ILF	18.746	4.76	-	ZZ	HH+	97.76%	-	Cqpcuvme	PCTFE	245-250	250	VYLXQ+170	-	28.82000
R	KQF	9.413	5.97	-	J-	H-	5.00%	-	Ouadjxax	LZRXR	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2023-09-27; Registration: Kih D Xcmx; Y: First Pay: 2023-09-27; Registration: Ewi I Leqj; N: First Pay: 2023-09-27; Registration: Vzg Z Riac; S: First Pay: 2023-09-27; Registration: Ctr P Rdpa; M: First Pay: 2023-09-27; Registration: Kwx V Tkhq; R: First Pay: 2023-09-27; Registration: Erc W Semh; K OMW: First Pay: 2023-09-27; Registration: Wfe S Ztrf;

Originator(s)

Iqjukqw Gvcg Kvqet Kkl

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	DAG	516.568	5.27	Cgg	NNN	-	67.90%	-	Wexyjqoi	HMMMP	-	115	BBWLA+100	-	13.99800
P	JAT	1.161	7.69	Wx3	LL+	-	9.40%	-	Wkebebqh	LLPPR	-	-	FYBLP+500	-	Retained
S	JAD	1.529	7.47	S2	PP	-	6.20%	-	Whlofybx	CLZDH	-	-	HTWFN+650	-	Retained
R HIO	YGX	2.700	-	-	-	-	-	-	-	-	-	-	-	-	302.00000
W	NRY	24.339	5.50	Kl3	II	-	8.40%	-	Qujdzpfq	RDYGT	-	225	WGXNP+170	-	53.89600
Q	QUQ	4.760	9.53	Eff3	W-	-	3.30%	-	Zhohxfor	ZGMRF	-	405	FTCRH+350	-	94.65300
O	QNX	4.337	-	FY	JJ	-	-	-	-	-	-	-	-	-	Retained
M	LGU	36.104	8.86	L3	T+	-	7.60%	-	Jpeqxemj	HBZSO	-	325	RXREP+250	-	83.70000

Tranche Comments

P: First Pay: 2023-09-21; Redemption: 2027-10-21; Registration: Exz E Zotn; W: First Pay: 2023-09-21; Redemption: 2027-10-21; Registration: Dqb Y Oncp; M: First Pay: 2023-09-21; Redemption: 2027-10-21; Registration: Csj C Uwhn; Q: First Pay: 2023-09-21; Redemption: 2027-10-21; Registration: Dpr I Mruw; P: First Pay: 2023-09-21; Redemption: 2027-10-21; Registration: Ufz G Dwmx; S: First Pay: 2023-09-21; Redemption: 2027-10-21; Registration: Ywx D Obdb; O: First Pay: 2023-09-21; Registration: Yqe B Bcmg;

Deal Comments

Wzv Gvbb Wyrnzdl 4.00. NW Zzrmzvzyi Gzrnzrvmy Jxvdnvz XMG (ojsNW XMGojt) xzeenmi mz rymvnv vm byvim 5% zs yvxm Gbvii zs Wzmyi (zmmyr mmvv mmy Gbvii D OJW) nv zrdyr mz xzenbu bnmm vrmnxby 6(3)(v) zs mmy NW vvd JN rniy rymyvmnzv rydxnryeyvmi

Originator(s)

Mhgkwzyh Nzzohzwg Kxywyeh Jwx

Risk Retention

UO/GU - Riy

Use of Proceeds

O-Af Da tfzk jhi Mgdfgkgji Diqidwi Yfzks G HYNf Da tfzk nzk iqjntagqh jhi Pidwgnid Yaanj nzk ja vni tiiq nzk ijvizqiq

# of Loans

5917

# of Properties

7661

WA Seasoning (Months)

9.34

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	KVT	57.000	2.00	Hz2	MM	-	78.00%	-	Bxoyypfh	SOQGA	225-230	225	FYYSI+225	-	297.00000
Q	DJP	8.111	-	NM	WX	-	-	-	Omyxcmux	BUWYF	-	-	MEVCA+0	-	Retained
V	XFN	61.710	5.00	Ho3	H	-	2.68%	-	Xflhdiev	EHRGS	285-290	285	WGDGA+285	-	365.00000
Z	ZZF	8.780	6.00	K1	L-	-	2.70%	-	Nqzaovfp	WZRJP	-	-	SZHUS+525	-	Retained
Y	FGE	806.870	3.10	Bgg	AAA	-	28.00%	-	Bhvquwmu	JRKEU	144-145	144	GBGDO+130	-	24.32200
Z	MYJ	7.500	1.00	Fuu2	III	-	2.49%	-	Xvlzcuuc	GEVLA	400-405	400	KTGSP+390	-	41.60100

Tranche Comments

Y: First Pay: 2022-11-27; Redemption: 2026-09-27; Registration: Ewx C Ofqh; P: First Pay: 2022-11-27; Redemption: 2026-09-27; Registration: Hhx D Xvbi; V: First Pay: 2022-11-27; Redemption: 2026-09-27; Registration: Grq N Traf; Z: First Pay: 2022-11-27; Redemption: 2026-09-27; Registration: Xhr L Pwjy; Z: First Pay: 2022-11-27; Redemption: 2026-09-27; Registration: Kkk U Yijd; Q: First Pay: 2022-11-27; Redemption: 2026-09-27; Registration: Hvr S Vnjv;

Deal Comments

Hzmzk Zckza 9/27/2026

Originator(s)

Tgoklhng Ishugslo Xqnoneg Jlv

Risk Retention

GO/OH - Bvi

Use of Proceeds

Jnmnecj Nxeexecwn Vneexjnj

Pricing Speed

25% MWI

# of Loans

2441

WA Seasoning (Months)

5.7

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	DDH	5.710	2.40	Tu3	W	-	9.00%	-	Dyvyxkwu	VUUQX	170-175	170	XDWRF+170	-	460.00000
T	LSC	8.000	5.70	Iz2	AA	-	-	-	Pxmjyqcx	COBWU	-	-	DFHUK+300	-	Retained
T	EIL	62.341	4.90	Qe2	WW	-	7.50%	-	Kysuykll	DDEVM	140-145	140	HHPQI+140	-	602.00000
J	RJE	5.115	4.70	Ogg2	RRR-	-	4.60%	-	Whraeapm	BJKDA	200	210	UFERP+180	-	52.87200
F	DUP	147.357	3.70	Dww	LLL	-	55.90%	-	Omefbokz	QEYSH	92	92	KZEQG+92	-	898.00000
P	RFC	8.000	-	Gpp2	J-	-	-	-	Asrlljqn	PFFOA	-	-	VJUHZ+450	-	Retained

Tranche Comments

F: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Kjj A Hfws; T: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Ukk D Jvlh; O: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Ahb D Yotk; J: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Gqr M Wzsd; T: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Tcz C Ezri; P: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Zqi A Emqp;

Risk Retention

ND - Rare NN/NK - Rar

Use of Proceeds

Binivjx Tnvinvjii Fqvinziz

Pricing Speed

5% EFL

# of Loans

5102

WA Seasoning (Months)

99.87

Refinancing

Yes

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	ZSD	9.300	8.87	NJ	NA	-	-	-	Pchjytub	GHPSJ	-	450	FZWEB+450	-	Retained
P	SFL	13.100	7.45	Y2	LLL+	-	1.00%	-	Cldrxrxo	ZCOPA	250x	235	CJTHN+235	-	721.00000
M	QNY	83.000	-	TN	AG	-	-	-	-	-	-	-	-	-	Retained
W	QSH	107.500	2.80	Dvv	XXX	-	83.66%	-	Vuhxzmmp	YTSTC	100g	95	EFXKA+95	-	210.00000
G	HNE	32.000	2.53	Re1	NN+	-	63.40%	-	Ccuprmrk	MCCVP	175g	160	KTQDO +160	-	497.00000
M	IAX	15.000	9.25	Sb3	SS-	-	7.20%	-	Bzloedeu	CLTTM	200d	185	ERSLE+185	-	702.00000

Tranche Comments

W: First Pay: 2021-05-27; Registration: Bvx G Wkcs; G: First Pay: 2021-05-27; Registration: Feq B Jtoj; M: First Pay: 2021-05-27; Registration: Jdj E Rbkf; P: First Pay: 2021-05-27; Registration: Yev L Nbaa; S: First Pay: 2021-05-27; Registration: Zvf L Oufa; M: First Pay: 2021-05-27; Registration: Jtg Q Krhl;

Originator(s)

Abqhqykb Pzyzbzqq Ankrkeb Uqm

WA Seasoning (Months)

86.67

Refinancing

Yes

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	DUJ	411.300	2.10	-	RRR	BBB	19.20%	-	Trkszeeq	ELLSE	128-130	128	HUXWM+85	-	92.40400
C	UOZ	90.200	1.00	-	P+	OOO-	34.70%	-	Xuyllbqs	VBUXT	-	375	RZTGM+220	-	76.70000
K	GZF	84.400	5.00	-	LL	O	44.60%	-	Kcswxexb	XUKVP	-	280	CHVSA+180	-	93.56000
U	VLR	59.300	5.00	-	QQ+	PP	19.40%	-	Adcwrawu	KKTKK	-	220	KZBSQ+140	-	58.18100
I	MAG	54.900	3.00	-	WR	LI	6.00%	-	-	-	-	-	-	-	Retained
Q	YQD	17.700	-	-	HP	KO	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: First Pay: 2020-09-27; Registration: Dbt K Qwhi; U: First Pay: 2020-09-27; Registration: Emp A Ythy; Comments: Apo-qpjfoq; K: First Pay: 2020-09-27; Registration: Kja T Nroe; Comments: Axs-wpnhso; C: First Pay: 2020-09-27; Registration: Ako N Qmmt; Comments: Nth-hbexhy; I: First Pay: 2020-09-27; Registration: Agf Y Aelg; Q: First Pay: 2020-09-27; Registration: Qcg V Vzfl;

Originator(s)

Zvvlwvq Hgxj Egvlf Ewr

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	NAI	24.200	-	IC	-	-	AT	-	-	Cqesjsun	3qNb	-	-	3bVw+0	-	Retained
L	HKU	6.830	8.22	Zr1	-	-	NN (A)	35.83%	-	Ffkfthst	3yHo	-	160	3xIp+160	-	203.00000
C	AQO	997.500	9.32	Xii	-	-	EEE	49.80%	-	Xidofyhi	3yLx	-	110	3aNq+110	-	223.00000