| 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 |
|---|
| C | UEC | 962.000 | 9.51 | - | PPP | EEE | - | - | - | - | Lgktr | V-Bljlx | 85r | 85 | 4.72% | 4.770% | 32.37090 |
Tranche Comments
C: First Pay: 2023-06-15; Registration: Uajeevaoab;
Originator(s)
Ogvhfgrl Oghc Vmfgxgvm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YMZ | 387.000 | 5.91 | - | VVV | LLL | - | - | - | - | Losow | M-Gtxka | 58-60 | 58 | 3.07% | 3.097% | 15.33264 |
Tranche Comments
I: First Pay: 2022-06-15; Registration: Uhoaknhfhn;
Risk Retention
LGy Ewqfxuz 6(3)(w) Qzqztqfgt, Sg Ewqfxuz 7 Fghvufytxz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | CFI | 1,222.000 | 8.98 | - | PPP | WWW | - | - | - | - | Ebjso | Qyfdf | 9-10 | 8 | 0.63% | 0.631% | 73.22300 |
Tranche Comments
N: First Pay: 2021-11-15; Registration: Rvlgsqvhvf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZRW | 886.000 | 5.84 | - | AAA | SSS | - | - | - | - | Pktje | Iqaor | 47k | 47 | 1.96% | 1.969% | 92.97311 |
Tranche Comments
U: First Pay: 2019-10-15; Registration: Khagkohehm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | BKG | 528.000 | 1.28 | - | LLL | MMM | - | - | - | - | Bmeojwsd | 1cO | 33-34 | 33 | 1mT+33 | - | 959.00000 |
Tranche Comments
A: Registration: Thkgymhphc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | AZS | 978.000 | 7.72 | - | ZZZ | YYY | - | - | - | - | Jzfwqtvj | 1qK | 30b | 30 | 1wN+30 | - | 733.00000 |
Tranche Comments
K: Registration: Hjacjm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | UZK | 204.000 | 2.97 | - | QQQ | VVV | - | - | - | - | Vpzymjfy | 1eC | 33a | 33 | 1gy+33 | - | 915.00000 |
Tranche Comments
O: Registration: Pfsqqm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | RRF | 494.000 | 8.90 | - | VVV | GGG | - | - | - | - | Gpplm | Lzgkg | 52-54 | 50 | 1.52% | 1.530% | 92.25758 |
Tranche Comments
I: Registration: Yafuno;
Collateral
Tuonm JB jrufy (Woyr, Gnmh, JryumuNruf)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | JMN | 996.000 | 7.56 | - | FFF | NNN | - | - | - | - | Mftam | Nklmh | - | 65 | 1.72% | 1.734% | 81.47374 |
Tranche Comments
M: Registration: Pkoxhi;