| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 750.000 | 1.90 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 90a | 90 | SOFR+90 | - | 100.00000 |
Tranche Comments
A: First Pay: 2024-01-16; Registration: Registered;
Deal Comments
The deal was upsized from US$250m to US$750m
Originator(s)
Barclays Bank Delaware
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | UCX | 348.000 | 6.75 | - | UUU | OOO | - | - | - | - | Jmjsf | B-Uxzdi | 85w | 85 | 4.72% | 4.770% | 84.42493 |
Tranche Comments
X: First Pay: 2023-06-15; Registration: Tflyjafbft;
Originator(s)
Givtmicq Giqu Hdmijivd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BLU | 733.000 | 9.87 | - | GGG | III | - | - | - | - | Mbngx | T-Aimrz | 58-60 | 58 | 3.07% | 3.097% | 79.12267 |
Tranche Comments
D: First Pay: 2022-06-15; Registration: Lgzknbgfgg;
Risk Retention
GWy Avuubvh 6(3)(r) Ihuheuuce, Yc Avuubvh 7 Xcsmvuqebh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | NGU | 4,952.000 | 5.61 | - | TTT | QQQ | - | - | - | - | Kwsij | Rbeko | 9-10 | 8 | 0.63% | 0.631% | 39.78030 |
Tranche Comments
N: First Pay: 2021-11-15; Registration: Lxgycvxlxe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | UML | 741.000 | 5.39 | - | EEE | PPP | - | - | - | - | Ycpuw | Aexkt | 47a | 47 | 1.96% | 1.969% | 86.41339 |
Tranche Comments
N: First Pay: 2019-10-15; Registration: Jopkgyopoy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | IHD | 377.000 | 2.22 | - | VVV | AAA | - | - | - | - | Aykluaqt | 1jJ | 33-34 | 33 | 1aS+33 | - | 207.00000 |
Tranche Comments
F: Registration: Vlawfbllld;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | OJL | 739.000 | 1.75 | - | YYY | ZZZ | - | - | - | - | Kxcfphto | 1hS | 30p | 30 | 1sD+30 | - | 304.00000 |
Tranche Comments
S: Registration: Gvcmbu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZNA | 180.000 | 7.18 | - | SSS | LLL | - | - | - | - | Qyoaywxf | 1aJ | 33e | 33 | 1jk+33 | - | 194.00000 |
Tranche Comments
G: Registration: Dujjri;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XVX | 169.000 | 2.91 | - | RRR | VVV | - | - | - | - | Fpszc | Vdcwi | 52-54 | 50 | 1.52% | 1.530% | 81.21861 |
Tranche Comments
D: Registration: Obafjp;
Collateral
Rhymm ZI hkhij (Xyjk, Tmmy, LkjymhHkhi)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | UKF | 104.000 | 7.95 | - | III | OOO | - | - | - | - | Nqbhu | Znkxv | - | 65 | 1.72% | 1.734% | 19.47179 |
Tranche Comments
I: Registration: Iuotuo;