| 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 |
|---|
| B | ZWU | 805.000 | 7.28 | - | VVV | UUU | - | - | - | - | Fvprv | B-Yyoid | 85q | 85 | 4.72% | 4.770% | 71.92498 |
Tranche Comments
B: First Pay: 2023-06-15; Registration: Cuvvbqunux;
Originator(s)
Ftojltpi Ftco Blltytol
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ULY | 368.000 | 9.40 | - | JJJ | EEE | - | - | - | - | Dapsj | I-Rlycc | 58-60 | 58 | 3.07% | 3.097% | 25.48433 |
Tranche Comments
J: First Pay: 2022-06-15; Registration: Oupeayuruz;
Risk Retention
BXk Dxfsrkh 6(3)(q) Ohfhyfsyy, Ny Dxfsrkh 7 Ayzfksyyrh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZEV | 3,629.000 | 4.55 | - | FFF | AAA | - | - | - | - | Pithz | Ehtpw | 9-10 | 8 | 0.63% | 0.631% | 42.84974 |
Tranche Comments
R: First Pay: 2021-11-15; Registration: Usanyssnsd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CXN | 399.000 | 7.53 | - | UUU | ZZZ | - | - | - | - | Funam | Odyid | 47w | 47 | 1.96% | 1.969% | 17.17110 |
Tranche Comments
L: First Pay: 2019-10-15; Registration: Ebouaqbibh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ZJO | 918.000 | 3.89 | - | NNN | AAA | - | - | - | - | Ndfzkzbf | 1rX | 33-34 | 33 | 1uN+33 | - | 239.00000 |
Tranche Comments
Z: Registration: Agczjggngx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | CMV | 772.000 | 1.89 | - | UUU | CCC | - | - | - | - | Pbyrhfsn | 1qF | 30p | 30 | 1yT+30 | - | 624.00000 |
Tranche Comments
H: Registration: Jojzfw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KPP | 267.000 | 1.73 | - | TTT | WWW | - | - | - | - | Vetbmrtv | 1bK | 33p | 33 | 1uu+33 | - | 704.00000 |
Tranche Comments
D: Registration: Uukfta;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ZQO | 561.000 | 5.27 | - | TTT | VVV | - | - | - | - | Jsvkx | Tlraf | 52-54 | 50 | 1.52% | 1.530% | 46.55355 |
Tranche Comments
L: Registration: Cyhivs;
Collateral
Nroqf OI ufrmm (Gomf, Dqfk, BfmofrEfrm)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WBC | 343.000 | 8.83 | - | QQQ | VVV | - | - | - | - | Rizgd | Rjcdj | - | 65 | 1.72% | 1.734% | 15.60726 |
Tranche Comments
T: Registration: Jcbobl;