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

Refinancing

Yes

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	QKL	2.560	7.50	Rf1	-	-	MM (A)	11.57%	-	Lhssdtdm	3gZf	-	160	3xFy+160	-	321.00000
I	YHF	95.360	-	ZX	-	-	PP	-	-	Pmqmfxmz	3fPr	-	-	3nNd+0	-	Retained
C	IER	273.500	7.27	Nzz	-	-	EEE	26.90%	-	Ulqlybdv	3cDf	-	110	3tWh+110	-	388.00000