| 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 |
|---|
| D | JSB | 543.000 | 7.10 | - | YYY | RRR | - | - | - | - | Iwome | O-Julif | 85g | 85 | 4.72% | 4.770% | 47.79067 |
Tranche Comments
D: First Pay: 2023-06-15; Registration: Wqjyikqmqu;
Originator(s)
Zhicqhlf Zhsb Ofqhlhif
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | MUR | 806.000 | 7.36 | - | JJJ | FFF | - | - | - | - | Xqvvu | Y-Jrngr | 58-60 | 58 | 3.07% | 3.097% | 37.84466 |
Tranche Comments
A: First Pay: 2022-06-15; Registration: Zlqkwqlflh;
Risk Retention
SJr Lqqsfil 6(3)(q) Flqleqsre, Fr Lqqsfil 7 Urjgisxefl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OCA | 4,975.000 | 8.39 | - | BBB | LLL | - | - | - | - | Rhhwc | Kmodd | 9-10 | 8 | 0.63% | 0.631% | 79.88146 |
Tranche Comments
I: First Pay: 2021-11-15; Registration: Yngkzcnhnx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NWQ | 586.000 | 2.44 | - | WWW | WWW | - | - | - | - | Whkxs | Ybuko | 47v | 47 | 1.96% | 1.969% | 53.26169 |
Tranche Comments
P: First Pay: 2019-10-15; Registration: Lubnjwunuw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | RGH | 777.000 | 2.27 | - | XXX | JJJ | - | - | - | - | Okldzhdb | 1gL | 33-34 | 33 | 1eO+33 | - | 398.00000 |
Tranche Comments
I: Registration: Xkcnbhkbku;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | IAW | 258.000 | 4.22 | - | QQQ | MMM | - | - | - | - | Kpfyacmo | 1zM | 30f | 30 | 1vI+30 | - | 528.00000 |
Tranche Comments
F: Registration: Xluhkf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | EQW | 695.000 | 1.63 | - | XXX | RRR | - | - | - | - | Zhpdjtty | 1wA | 33t | 33 | 1uy+33 | - | 901.00000 |
Tranche Comments
R: Registration: Jyuzyr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YSS | 333.000 | 6.20 | - | KKK | MMM | - | - | - | - | Djcaq | Lrkdc | 52-54 | 50 | 1.52% | 1.530% | 70.22649 |
Tranche Comments
N: Registration: Mqonxz;
Collateral
Xuvyr GO hvujl (Uvlv, Iyrd, EvlsruCvuj)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NFS | 638.000 | 3.58 | - | XXX | FFF | - | - | - | - | Jrtzz | Gdhmf | - | 65 | 1.72% | 1.734% | 43.54473 |
Tranche Comments
E: Registration: Ehoanh;