| 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 |
|---|
| G | FRF | 463.000 | 2.12 | - | VVV | MMM | - | - | - | - | Vtwuy | D-Ryhsy | 85l | 85 | 4.72% | 4.770% | 61.49063 |
Tranche Comments
G: First Pay: 2023-06-15; Registration: Dpzcfvprph;
Originator(s)
Kufduufq Kubh Fhuuwufh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | NLT | 146.000 | 7.61 | - | WWW | LLL | - | - | - | - | Wrspi | K-Wacir | 58-60 | 58 | 3.07% | 3.097% | 75.49580 |
Tranche Comments
U: First Pay: 2022-06-15; Registration: Nmwfsomyma;
Risk Retention
ZQx Wxfkkvx 6(3)(q) Lxfxsfkhs, Yh Wxfkkvx 7 Khytvkmskx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XTU | 6,850.000 | 4.87 | - | KKK | YYY | - | - | - | - | Ihcti | Jwbni | 9-10 | 8 | 0.63% | 0.631% | 82.94709 |
Tranche Comments
F: First Pay: 2021-11-15; Registration: Hwiyiawiwv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LAL | 381.000 | 5.40 | - | JJJ | HHH | - | - | - | - | Tzvgr | Mfbdd | 47w | 47 | 1.96% | 1.969% | 94.20157 |
Tranche Comments
N: First Pay: 2019-10-15; Registration: Iepofqekec;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IFX | 667.000 | 7.21 | - | III | VVV | - | - | - | - | Aejyzhle | 1pF | 33-34 | 33 | 1eJ+33 | - | 359.00000 |
Tranche Comments
E: Registration: Bzknevzzzd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XXX | 585.000 | 6.36 | - | OOO | OOO | - | - | - | - | Cxobvftz | 1wT | 30k | 30 | 1xS+30 | - | 772.00000 |
Tranche Comments
F: Registration: Dmkstb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | RQU | 740.000 | 6.76 | - | ZZZ | XXX | - | - | - | - | Qddheqdl | 1nW | 33n | 33 | 1wi+33 | - | 181.00000 |
Tranche Comments
P: Registration: Pafkzr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZFX | 977.000 | 3.27 | - | PPP | GGG | - | - | - | - | Rsmky | Wjcrn | 52-54 | 50 | 1.52% | 1.530% | 27.13732 |
Tranche Comments
G: Registration: Ijyhfh;
Collateral
Xkrjq HL bikyp (Rrpi, Bjqh, OipgqkFiky)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ARN | 923.000 | 4.80 | - | WWW | FFF | - | - | - | - | Yajfu | Jgqml | - | 65 | 1.72% | 1.734% | 48.53005 |
Tranche Comments
H: Registration: Oprqsp;