| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | AUTO |
| | BAAT 2023-2 (USD 1,250m) | Bank of America Corp | | USOA | Nov 15, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | ELZ | 697.460 | 5.50 | Voo | - | KKK | - | - | - | - | Ezkaa | I-Twybj | Dbm vb Vra 70c | 73-75 | 68 | 5.85% | 5.930% | 69.36114 | | H-4 | HWV | 60.320 | 6.66 | Dqq | - | WWW | - | - | - | - | Byzvg | K-Glhwy | 115-120 | 115g | 108 | 5.66% | 5.734% | 67.52121 | | L-3 | IMS | 225.460 | 6.47 | Onn | - | ZZZ | - | - | - | - | Qpwzh | V-Ncjyg | 100i | 100i | 100 | 5.74% | 5.810% | 59.45430 | | U-1 | LIJ | 198.250 | 1.66 | L-1 | - | X1+ | - | - | - | - | Lqtsb | R-Ethxc | 20m | 20 | 20 | 5.62% | 5.617% | 541.00000 |
Tranche Comments U-1: First Pay: 2023-12-15; Registration: 144Y/Wra P;
O-2: First Pay: 2023-12-15; Registration: 144B/Llh S;
L-3: First Pay: 2023-12-15; Registration: 144C/Bwy O;
H-4: First Pay: 2023-12-15; Registration: 144B/Aki M; Deal Comments Pjj kjgv hgl jdlbyjk dcva TT$1000.065a sv TT$1250.010a Originator(s) Yzzy jj Odktepz IO Risk Retention VX - Kxh, IV - Ep Pricing Speed 1.3% JIQ jz 10% Zvcyw-Bv Zyvv |
|
