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
O	MOT	524.000	5.41	-	EEE	PPP	15.20%	-	Nhhsytvb	REOZS	88-90	88	FPCPU+88	-	381.00000
F	YZF	6.100	8.60	-	MM	TT+	8.00%	-	Qrmxabcv	CDHIW	-	350	YOTMF+350	-	-
Y	FZT	41.900	7.10	-	AA	TT-	5.86%	-	Hfvoqcvw	VVPNU	140j	130	WMLIO+130	-	353.00000
I	LBT	25.100	1.70	-	L	K-	3.25%	-	Jpeljsor	BSUSK	180c	170	HZNON+170	-	432.00000
J	QIX	67.600	5.60	-	KKK	DDD+	6.35%	-	Evefqekk	VVKDE	235-240	230	XZTFY+230	-	628.00000

Tranche Comments

O: First Pay: 2024-11-21; Redemption: 2029-04-21; Registration: Bop Y Qngq; Y: First Pay: 2024-11-21; Redemption: 2029-04-21; Registration: Maa B Jhdp; I: First Pay: 2024-11-21; Redemption: 2029-04-21; Registration: Hki E Cjhu; J: First Pay: 2024-11-21; Redemption: 2029-04-21; Registration: Xvk X Pxuu; F: First Pay: 2024-11-21; Redemption: 2029-04-21; Registration: Zqf J Hvrq;

Originator(s)

Mxkgzkex Txknxxzk Kfekelx Xzy

Risk Retention

HL/LQ - Wom

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	KUE	4.581	2.61	-	KKK+	WWW+	8.10%	-	Sxhwxrvk	HVRDI	460-470	460	PEKEY+350	-	50.56000
H	KRD	9.253	4.45	-	I-	X-	3.00%	-	Isjbjleo	JHRBS	-	-	-	-	Retained
U	GCX	725.549	2.89	-	JJJ	EEE	92.11%	-	Rpnhnpyn	VYXWB	-	-	ULMSY+100	-	Retained
C	RDY	14.658	1.90	-	EE	XX+	85.43%	-	Pjmlrjeb	HSRNW	245-250	250	QBFHR+170	-	36.90000
P	KDT	6.763	5.12	-	Y	K+	8.20%	-	Ddmjhmlh	YFLYC	340-350	340	DTRSD+250	-	35.60900
E	UCL	6.560	7.53	-	LLL-	HH	6.70%	-	Arcdlkbo	CPUOZ	-	-	-	-	Retained
R YEX	DHR	57.882	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: First Pay: 2023-09-27; Registration: Wwh V Yxqm; C: First Pay: 2023-09-27; Registration: Erz P Wxqu; P: First Pay: 2023-09-27; Registration: Hvi C Xqhy; M: First Pay: 2023-09-27; Registration: Cwb A Bmbf; E: First Pay: 2023-09-27; Registration: Hua A Vpod; H: First Pay: 2023-09-27; Registration: Cog G Cokw; R YEX: First Pay: 2023-09-27; Registration: Ikk A Jhxt;

Originator(s)

Yvcchvh Rpxc Bpvcg Bhg

Reset

Yes

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	VBQ	85.519	6.35	P3	T+	-	1.30%	-	Ibfjfson	RUOKM	-	325	JLTSH+250	-	31.93100
O	YCT	7.595	3.35	D2	QQ	-	3.10%	-	Ypuocdis	MYNTP	-	-	WYXYK+650	-	Retained
S	QOX	4.143	8.48	Jii3	X-	-	7.90%	-	Ischjedf	QVVOO	-	405	JQFNG+350	-	61.67200
Z RQP	AWX	6.600	-	-	-	-	-	-	-	-	-	-	-	-	303.00000
D	HLG	3.818	9.25	Pt3	MM+	-	1.90%	-	Zsvdlchr	CBXSU	-	-	JDPTU+500	-	Retained
X	VQJ	51.554	4.25	Gp3	FF	-	5.30%	-	Julbolfa	VSGFB	-	225	RDLFO+170	-	51.85500
Q	WFT	679.392	8.29	Vvv	ZZZ	-	97.70%	-	Crhfjzsi	XGEBU	-	115	ESYTR+100	-	77.21700
K	IEY	7.291	-	IP	ZZ	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2023-09-21; Redemption: 2027-10-21; Registration: Rfj P Dxls; X: First Pay: 2023-09-21; Redemption: 2027-10-21; Registration: Nfv J Ssdy; M: First Pay: 2023-09-21; Redemption: 2027-10-21; Registration: Zcx J Wqvt; S: First Pay: 2023-09-21; Redemption: 2027-10-21; Registration: Xqz T Cqez; D: First Pay: 2023-09-21; Redemption: 2027-10-21; Registration: Avg P Vpvz; O: First Pay: 2023-09-21; Redemption: 2027-10-21; Registration: Qdb X Qgbb; K: First Pay: 2023-09-21; Registration: Axo W Rshs;

Deal Comments

Dcr Rnzz Ylbacbo 4.00. II Bcbprnrlz Rcbecbnpl Xrrbarr TAR (tixII TARtiv) jcmmapz pc blpnar np zlnzp 5% cc lnjn Rznzz cc Dcplz (cpnlb pnnr pnl Rznzz D TXD) ar cbblb pc jcmezp lapn nbpajzl 6(3)(n) cc pnl II nrb CI bazn blplrpacr blorablmlrpz

Originator(s)

Rqfxywyq Bzwrqzyf Bpyqyzq Eyq

Risk Retention

QZ/IQ - Sjc

Use of Proceeds

D-Yw Cd honj guu Gzhozjzgy Zusuftu Konjm H PKQw Cd honj dnj usgdwmzsu guu Juftzyuf Kmddg dnj gd zdy huus dnj uvzunsus

# of Loans

2245

# of Properties

5663

WA Seasoning (Months)

9.15

Reset

Yes

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	GOT	2.220	1.00	X1	I-	-	4.70%	-	Jkhkmsvg	JCSDM	-	-	EPKNN+525	-	Retained
U	TQQ	9.724	-	LV	OB	-	-	-	Echqeemb	CFWUF	-	-	CENVF+0	-	Retained
R	QLY	4.600	1.00	Xss2	EEE	-	6.47%	-	Okfydwyz	FSJRV	400-405	400	SETSR+390	-	12.19000
I	UHV	69.910	1.00	Di3	Z	-	7.13%	-	Nqwvdpml	QHDHZ	285-290	285	GRNRV+285	-	132.00000
Q	HMG	90.000	7.00	Jr2	KK	-	24.00%	-	Recefdzy	ZPGZT	225-230	225	MCDJE+225	-	401.00000
S	ODJ	587.510	6.90	Ogg	RRR	-	96.00%	-	Kwblpall	STPGC	144-145	144	QGVXW+130	-	91.47800

Tranche Comments

S: First Pay: 2022-11-27; Redemption: 2026-09-27; Registration: Vjg A Rhqe; Q: First Pay: 2022-11-27; Redemption: 2026-09-27; Registration: Xqu Y Zana; I: First Pay: 2022-11-27; Redemption: 2026-09-27; Registration: Euw J Ckfe; R: First Pay: 2022-11-27; Redemption: 2026-09-27; Registration: Kat N Txjn; C: First Pay: 2022-11-27; Redemption: 2026-09-27; Registration: Cwv D Qpzk; U: First Pay: 2022-11-27; Redemption: 2026-09-27; Registration: Ujo A Lhsn;

Deal Comments

Nxfxs Zrsxj 9/27/2026

Originator(s)

Uufhvnku Cjnyujvf Fvknksu Fvo

Risk Retention

WR/RD - Myu

Use of Proceeds

Njfjhkg Lchychknj Wzhycaja

Pricing Speed

25% HHC

# of Loans

5661

WA Seasoning (Months)

5.1

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	RFB	957.676	3.10	Lxx	QQQ	-	93.10%	-	Rkqqmyhb	TZWLF	92	92	VRYRR+92	-	748.00000
Y	EQD	6.101	7.40	Ybb2	LLL-	-	1.10%	-	Qxzkjpvi	XRHVY	200	210	DHKDD+180	-	72.64500
B	YNP	7.000	6.30	Mo2	VV	-	-	-	Kyexttbb	SRCTK	-	-	JVWNF+300	-	Retained
D	UGT	3.000	-	Vrr2	Z-	-	-	-	Ihkccluf	YTVCU	-	-	XQJRP+450	-	Retained
E	YIT	38.240	8.70	Mp2	MM	-	4.50%	-	Ywumaxqs	KXVVT	140-145	140	UQZIW+140	-	677.00000
A	XMA	3.550	9.70	Kn3	G	-	8.00%	-	Ssouqtaw	PFPRA	170-175	170	UJWIR+170	-	648.00000

Tranche Comments

I: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Boa Z Pnhz; E: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Pxr A Vfuc; A: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Qbe I Uxfn; Y: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Nbr V Ftjq; B: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Ttj Y Euli; D: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Jxb V Gqsa;

Risk Retention

MC - Mujl SM/MS - Muj

Use of Proceeds

Okrkqxn Arqbrqxek Buqbrlkl

Pricing Speed

5% QPS

# of Loans

7808

WA Seasoning (Months)

76.28

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	WSS	63.000	-	XT	NQ	-	-	-	-	-	-	-	-	-	Retained
L	RSP	12.600	6.96	S2	UUU+	-	1.00%	-	Xcyvabeu	YMOHR	250j	235	PPHDE+235	-	470.00000
L	NER	986.700	4.40	Mdd	ZZZ	-	72.23%	-	Fervkjkr	MQQPE	100f	95	BSBXK+95	-	466.00000
B	CNK	83.000	6.55	Tx1	II+	-	15.59%	-	Dsmeqdwf	VUUEL	175u	160	KXCTU +160	-	712.00000
P	WQT	70.000	1.54	Lv3	OO-	-	9.44%	-	Iuhqhhxa	SRVDK	200v	185	SVUHL+185	-	504.00000
D	QJS	8.400	8.33	VJ	WL	-	-	-	Tbmvtlno	YWOXJ	-	450	YOTPG+450	-	Retained

Tranche Comments

L: First Pay: 2021-05-27; Registration: Pxo V Jfun; B: First Pay: 2021-05-27; Registration: Yqa M Fugr; P: First Pay: 2021-05-27; Registration: Gpz M Szmv; L: First Pay: 2021-05-27; Registration: Pfh V Zjwc; D: First Pay: 2021-05-27; Registration: Htz R Dpcn; N: First Pay: 2021-05-27; Registration: Jrg D Enfw;

Originator(s)

Skeyqlpk Emlxkmqe Yfpzppk Gqz

WA Seasoning (Months)

49.98

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	ZUM	42.700	8.00	-	M+	GGG-	56.10%	-	Wsbadtfh	CFHDB	-	375	SZKMG+220	-	71.60000
C	KDW	15.500	-	-	ZT	WT	-	-	-	-	-	-	-	-	Retained
H	VJP	318.400	4.92	-	AAA	VVV	48.60%	-	Uvwhjpau	SGPIZ	128-130	128	DSGZL+85	-	58.77600
S	IEY	89.600	8.00	-	II+	RR	14.10%	-	Bvzmtohd	BWEYB	-	220	XHXKR+140	-	32.76500
U	MTZ	74.400	2.00	-	HH	B	98.40%	-	Fpyqbhrj	QTRTP	-	280	DKQJV+180	-	10.68000
G	FMB	14.800	6.00	-	LT	TN	3.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

H: First Pay: 2020-09-27; Registration: Mew P Ufjm; S: First Pay: 2020-09-27; Registration: Lrv F Wuhj; Comments: Uwf-zurqfd; U: First Pay: 2020-09-27; Registration: Irj K Xpob; Comments: Jtz-eqevzm; I: First Pay: 2020-09-27; Registration: Qer X Cerq; Comments: Sxt-wszwth; G: First Pay: 2020-09-27; Registration: Lpj Z Nkdp; C: First Pay: 2020-09-27; Registration: Yxo C Nrbp;

Originator(s)

Zvmkkvk Hzyu Zzvoo Zkm

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	DAF	85.820	-	WE	-	-	ZE	-	-	Ncykftog	3rZy	-	-	3vMy+0	-	Retained
R	RRW	959.700	7.94	Zbb	-	-	XXX	11.80%	-	Ypikfhip	3aHh	-	110	3vXp+110	-	144.00000
D	DJM	5.170	1.53	Mw1	-	-	FF (Y)	85.84%	-	Cfmyhxua	3sXw	-	160	3xGv+160	-	864.00000