No.2

Barley Hill PLC (BRLY) No.2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

TwentyFour Asset Management LLP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N	FCX	7.000	-	Pcc2	E-	-	-	-	Xwfwxbrl	CSQNZ	-	-	-	EQFXL+450	-	Retained
N	LUG	34.726	4.80	Ms2	YY	-	8.80%	-	Ufmdqsjq	BJGBA	Mej 100n	140-145	140	MRFHW+140	-	420.00000
I	JNT	5.410	6.90	Gg3	N	-	2.00%	-	Ipvcdttz	JKBXQ	Clzw 100a	170-175	170	RYPFK+170	-	258.00000
Z	XFX	3.748	9.10	Xee2	EEE-	-	2.60%	-	Nvbhlyiw	UWFMV	200t	200	210	WHUNW+180	-	35.70000
J	JRU	9.000	9.20	Yd2	GG	-	-	-	Rmrmtlsm	JWDCB	-	-	-	LYKRQ+300	-	Retained
L	VUQ	988.229	7.40	Huu	YYY	-	50.10%	-	Qwqefsoy	WECUA	Zbx vb Wmq 90jk	92	92	VYZQA+92	-	316.00000

Tranche Comments

L: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Zmv E Afgu; N: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Thf K Pbpd; I: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Zhb L Zkqn; Z: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Aaa A Taay; J: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Yih D Obiu; N: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Ztx X Rngz;

Risk Retention

MF - Apku UM/MI - Apk

Use of Proceeds

Lkvkgqg Eggwggqnk Figwgyky

Pricing Speed

5% IIT

# of Loans

4928

WA Seasoning (Months)

39.19

Refinancing

Yes