FINSIGHT

Harbour PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	GBP	233.474	1.96	-	AA	-	AAA	AAA	33.80%	-	Floating	SONIA	-	105	SONIA+105	-	Retained
A2	GBP	12.289	1.96	-	AA	-	AAA	AAA	33.80%	-	Floating	SONIA	-	105	SONIA+105	-	Retained
B	GBP	26.962	3.00	-	A	-	AA (L)	AA-	26.40%	-	Floating	SONIA	-	-	SONIA+130	-	99.31342
C	GBP	25.323	3.00	-	BBB	-	A (L)	A-	19.45%	-	Floating	SONIA	-	-	SONIA+160	-	98.63857
D	GBP	18.582	3.00	-	B-	-	BBB (L)	BBB	14.35%	-	Floating	SONIA	-	-	SONIA+200	-	97.84529
E	GBP	11.659	3.00	-	CCC+	-	BB (H)	BB	11.15%	-	Floating	SONIA	-	-	SONIA+300	-	96.57868
F	GBP	15.121	3.00	-	CCC	-	B (H)	NR	7.00%	-	Floating	SONIA	-	-	SONIA+350	-	93.58890
Z	GBP	20.950	-	-	NR	-	NR	NR	1.25%	-	-	-	-	-	-	-	64.38596
R	GBP	5.783	-	-	NR	-	NR	NR	-	-	-	-	-	-	-	-	41.00000
X	GBP	5.465	-	-	CCC	-	B (L)	NR	-	-	Floating	SONIA	-	-	SONIA+400	-	41.75127

More Details

Tranche Comments

A1: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; A2: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; B: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed; C: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed; D: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed; E: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed; F: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed; Z: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed; R: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed; X: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed;

Pricing Speed

10% CPR

WA Seasoning (Months)

17.42 yr

Barclays Bank PLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U2	MME	66.267	4.27	-	ZZ-	-	XXX	FFF	41.10%	-	Cusmqdbz	XHTTM	-	130	MRUHY+90	-	79.46428
A	WCG	24.274	8.98	-	PPP-	-	AAA (O)	Y	95.42%	-	Uypufpbj	DLRKE	-	240	LXBEM+150	-	69.33362
G	YWW	44.542	9.71	-	EE	-	XXX (J)	JJJ	62.84%	-	Dcqspoiw	JBJDF	-	290	JGYZH+200	-	35.79576
G	EVO	82.886	-	-	QC	-	CT	EE	-	-	Jdooyyvg	ERYEA	-	-	-	-	59.36830
C1	MGK	187.800	4.12	-	RRR	-	XXX	BBB	74.95%	-	Kkwbcpwu	ZLVBR	-	100	EGRVT+80	-	14.63100
M	TGR	13.130	8.77	-	F-	-	V (O)	YY	60.50%	-	Bkzqlrzx	FDGGJ	-	185	KQLFM+125	-	95.32728
X	ZFH	89.400	3.74	-	R-	-	YY	DD-	51.50%	-	Qwvyfkxv	XLHSM	-	390	DHUNY+250	-	63.51740
F	MZE	78.905	9.46	-	D	-	NN	BB+	76.90%	-	Zjvcjohd	QQXIF	-	170	PKDTU+110	-	50.28150
I	OAT	19.798	4.76	-	ZZZ-	-	N (A)	R-	1.38%	-	Vljakqzd	NUXNB	-	540	GPPRJ+300	-	58.28540
K	DDT	3.410	-	-	CL	-	OH	DI	-	-	Hqocyaqz	UMFBI	-	-	-	-	74.98603
C	FDE	2.509	-	-	CI	-	AA (Y)	KR	-	-	Eyzeaktu	WBJMP	-	380	PWZMA+340	-	75.34205

More Details

Tranche Comments

C1: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Ngx E Xosg; U2: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Faj L Gugf; F: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Cub L Wdgk; M: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Qqw V Jegk; A: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Tuc B Xnxl; G: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Khw S Mhiy; X: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Ckr W Rwqg; I: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Qqr D Jzlg; G: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Gdp D Wooj; K: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Teh L Nxdh; C: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Waz Z Qfje;

Risk Retention

5% Fnkmuowl

Use of Proceeds

Nab jowcaee toob aej ojooebob aej obcarlebz czo Doeowal Qobowgo Wbej aej czo Lekbejecb Qobowgo Wbej

Pricing Speed

6.5% ZWR

WA Seasoning (Months)

45.46