FINSIGHT

Barley Hill PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	218.988	2.90	Aaa	AAA	-	13.50%	-	Floating	SONIA	92	92	SONIA+92	-	100.00000
B	GBP	17.721	4.01	Aa2	AA	-	6.50%	-	Floating	SONIA	140-145	140	SONIA+140	-	100.00000
C	GBP	8.860	4.01	Aa3	A	-	3.00%	-	Floating	SONIA	170-175	170	SONIA+170	-	100.00000
D	GBP	6.329	4.01	Baa2	BBB-	-	0.50%	-	Floating	SONIA	200	210	SONIA+180	-	98.85700
E	GBP	0.000	4.01	Ba2	BB	-	-	-	Floating	SONIA	-	-	SONIA+300	-	Retained
X	GBP	0.000	-	Caa2	B-	-	-	-	Floating	SONIA	-	-	SONIA+450	-	Retained

More Details

Tranche Comments

A: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Reg S Only; B: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Reg S Only; C: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Reg S Only; D: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Reg S Only; E: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Reg S Only; X: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Reg S Only;

Risk Retention

US - Yes; EU/UK - Yes

Use of Proceeds

General Corporate Purposes

Pricing Speed

5% CPR

# of Loans

1657

WA Seasoning (Months)

28.54

Reset

Yes

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	DXM	608.600	7.96	Trr	-	-	PPP	64.90%	-	Obqjymrk	3yYu	-	110	3vRs+110	-	939.00000
C	VCT	23.200	-	VC	-	-	LA	-	-	Gqdzbrrc	3zWs	-	-	3sUz+0	-	Retained
W	TWL	1.640	2.94	Hj1	-	-	LL (U)	63.56%	-	Rqmvwvcg	3yQv	-	160	3iQl+160	-	229.00000