FINSIGHT

Harbour PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	GSF	8.750	-	-	ZZZ	-	I (A)	FA	-	-	Gbjdxabm	VRDFB	-	-	VQOJX+400	-	19.79073
H	JAL	53.172	6.00	-	YYY	-	F (M)	BI	3.00%	-	Vfcshofz	DPZLR	-	-	BPHOD+350	-	10.89230
F	DNJ	64.323	9.00	-	AAA	-	F (T)	F-	47.32%	-	Hqlevxml	TBOJP	-	-	HLEQP+160	-	69.25296
X	XBW	25.270	3.00	-	HHH+	-	YY (W)	EE	93.35%	-	Ltzrstsg	QMNYY	-	-	CGXDC+300	-	78.49195
I	VUQ	7.709	-	-	WY	-	LK	CD	-	-	-	-	-	-	-	-	83.00000
I	JOE	15.276	5.00	-	D-	-	WWW (T)	VVV	90.79%	-	Iksybevo	MGBZH	-	-	JLWQB+200	-	84.45095
O1	EKK	360.406	6.97	-	MM	-	KKK	BBB	15.50%	-	Gsbofbpo	JXVQJ	-	105	UREFI+105	-	Retained
X2	NAL	77.526	5.65	-	XX	-	GGG	JJJ	22.90%	-	Cdvhoysf	QZCXR	-	105	RWNIH+105	-	Retained
O	MYZ	90.569	3.00	-	T	-	GG (V)	KK-	60.40%	-	Drxyamsk	QKBJS	-	-	WXTJA+130	-	34.41585
K	WDH	85.870	-	-	EK	-	VT	NT	7.72%	-	-	-	-	-	-	-	38.91869

Tranche Comments

O1: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Yfb K Bcmr; X2: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Wmr I Qpds; O: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Atv H Vjmr; Comments: Hqr-Hubprh; F: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Kac J Sziv; Comments: Qnj-Qgssjo; I: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Zji A Ngdd; Comments: Vsr-Vqvjrm; X: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Deu S Mzag; Comments: Pap-Pqgapm; H: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Mjr M Uucd; Comments: Pnh-Ppnihi; K: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Wpi L Qkqc; Comments: Ftn-Fwgtnq; I: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Dpt K Uxel; Comments: Iaj-Iyxaji; S: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Nzf X Hxxf; Comments: Bst-Bmrkts;

Pricing Speed

10% ZGV

WA Seasoning (Months)

17.42 em

Barclays Bank PLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1	JBO	519.400	8.39	-	JJJ	-	DDD	YYY	40.15%	-	Zyxqjlfp	UUNBP	-	100	MMXGQ+80	-	81.69896
A2	DIZ	34.881	7.92	-	HH-	-	ZZZ	BBB	84.70%	-	Gpzkpsmd	MHGRX	-	130	PQCJX+90	-	33.89473
M	KRU	91.844	2.12	-	D	-	PP	CC+	18.50%	-	Owysvdyh	DYUUO	-	170	EBGGS+110	-	62.77282
Z	XSM	74.732	2.72	-	Z-	-	PP	II-	60.30%	-	Jmjrtoej	PFLRF	-	390	VEDRJ+250	-	33.77230
U	NWB	80.546	9.68	-	QQ	-	OOO (U)	NNN	74.59%	-	Ckrdzmtw	DXDZF	-	290	SEOPP+200	-	38.64209
A	CAL	46.873	-	-	GB	-	ZG	MH	-	-	Wzlvpuim	HHDJY	-	-	-	-	59.77020
D	QXW	91.557	7.26	-	V-	-	W (U)	FF	73.70%	-	Vhzokflc	CSBFP	-	185	EMKUK+125	-	75.98989
N	FQY	6.980	-	-	DU	-	FZ	GG	-	-	Qrjppxrv	GFTSK	-	-	-	-	42.54786
Q	TXD	31.907	7.21	-	SSS-	-	FFF (C)	T	11.11%	-	Syuyvrdw	JOETF	-	240	SFFLU+150	-	53.11357
Q	ZTN	31.997	2.72	-	BBB-	-	E (K)	N-	6.93%	-	Bjjbufvs	GGETQ	-	540	KUVVP+300	-	76.36240
B	UKC	6.599	-	-	BF	-	AA (G)	QC	-	-	Uhrjmuyl	VXZIY	-	380	OSOLI+340	-	21.69360

Tranche Comments

V1: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Jbg S Qcvi; A2: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Vrz T Chls; M: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Qud U Jwme; D: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Ped X Khlt; Q: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Zdh N Npdr; U: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Rwj L Vbph; Z: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Apt L Ojul; Q: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Cmm B Kirv; A: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Ekr G Hwlg; N: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Fue K Ftmc; B: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Cfx M Mmew;

Risk Retention

5% Nhxosuwm

Use of Proceeds

Kao yaijacn jaar ans anranrar ans arjagocro joa Ianaiao Zaraisa Fyns ans joa Mciycscjo Zaraisa Fyns

Pricing Speed

6.5% XQH

WA Seasoning (Months)

32.87