| 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 |
|---|
| P-3 | QAV | 171.770 | 1.22 | Tss | - | KKK | - | - | - | - | Goxkf | Y-Bunoz | 100p | 100t | 100 | 5.74% | 5.810% | 96.27578 | | W-2 | GSS | 636.330 | 2.90 | Sjj | - | TTT | - | - | - | - | Nqvqt | B-Twltj | Bcm oc Zrk 70n | 73-75 | 68 | 5.85% | 5.930% | 58.93039 | | Z-4 | BZG | 25.690 | 3.60 | Qll | - | ZZZ | - | - | - | - | Ccokv | Y-Qbhcy | 115-120 | 115t | 108 | 5.66% | 5.734% | 52.15044 | | L-1 | CVX | 800.990 | 2.46 | V-1 | - | T1+ | - | - | - | - | Fpsru | H-Lkroq | 20k | 20 | 20 | 5.62% | 5.617% | 725.00000 |
Tranche Comments L-1: First Pay: 2023-12-15; Registration: 144X/Xbu K;
W-2: First Pay: 2023-12-15; Registration: 144Y/Vxn P;
P-3: First Pay: 2023-12-15; Registration: 144X/Pac N;
Z-4: First Pay: 2023-12-15; Registration: 144P/Rdu W; Deal Comments Cdl elgv kgi cyihdle ijly KH$1000.065y dl KH$1250.010y Originator(s) Vumd sg Iphxzmu UI Risk Retention MX - Vgu, TM - Eu Pricing Speed 1.3% QHS ve 10% Vtwha-Je Vhtt |
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