FINSIGHT

Barley Hill PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	NLY	3.420	2.70	Cp3	L	-	9.00%	-	Spbkfatr	JSHEX	170-175	170	LTLEA+170	-	287.00000
F	ZMK	1.354	1.30	Gaa2	LLL-	-	7.80%	-	Zelftatg	FPXBQ	200	210	RSPGM+180	-	72.92500
S	JBY	612.714	8.70	Kbb	NNN	-	28.10%	-	Qmjofmlk	EYTZW	92	92	LSDBE+92	-	618.00000
Q	IOG	8.000	5.30	Gv2	NN	-	-	-	Scldhxrz	VLDFE	-	-	SSXHE+300	-	Retained
K	WZY	6.000	-	Exx2	Y-	-	-	-	Xvrbclej	SKZXZ	-	-	VXYUS+450	-	Retained
M	DVE	90.211	7.90	Zi2	XX	-	7.50%	-	Qkeahkbh	FGOHN	140-145	140	JLQWJ+140	-	378.00000

Tranche Comments

S: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Vep M Zexp; M: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Qpo I Jpax; J: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Zxt F Hniy; F: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Qqo Y Rbcl; Q: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Kuk K Laoz; K: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Evc L Xdpb;

Risk Retention

IZ - Bkla NI/IW - Bkl

Use of Proceeds

Rbqbxwh Szxczxwqb Bcxczpbp

Pricing Speed

5% UZT

# of Loans

9472

WA Seasoning (Months)

21.55

TwentyFour Asset Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	HRC	993.300	4.27	Zdd	-	-	PPP	65.80%	-	Iurqucjx	3lPc	-	110	3nDr+110	-	601.00000
Y	CHX	78.980	-	DP	-	-	AD	-	-	Ehlwwmdr	3iRr	-	-	3pJi+0	-	Retained
G	OXY	6.420	4.78	Xj1	-	-	TT (I)	35.25%	-	Xuobzdkp	3zJa	-	160	3dKk+160	-	176.00000