| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | AUTO | | | BAAT 2024-1 (USD 1,000m) | Bank of America Corp | | USOA | May 14, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | QCV | 701.500 | 3.64 | Gqq | - | DDD | - | - | - | - | Tmvjl | E-Zqqam | Xsfn 70-80 | 72-74 | 65 | 5.35% | 5.418% | 91.62469 | | J-1 | BXT | 153.000 | 8.19 | M-1 | - | K1+ | - | - | - | - | Giruy | A-Itnse | Kjgy upppx | 16-18 | 18 | 5.56% | 5.564% | 196.00000 | | Q-2 | IKJ | 247.452 | 2.75 | Qff | - | DDD | - | - | - | - | Oomar | J-Osskn | Mzjw 50-60 | 55-57 | 48 | 5.57% | 5.644% | 85.75657 | | M-4 | IPN | 26.880 | 5.29 | Zii | - | GGG | - | - | - | - | Jqlha | F-Rgdys | Eyfs 80-90 | 84-86 | 77 | 5.31% | 5.372% | 74.52943 |
Tranche Comments J-1: First Pay: 2024-06-17; Registration: 144D/Kcw C;
Q-2: First Pay: 2024-06-17; Registration: 144B/Pht K;
J-3: First Pay: 2024-06-17; Registration: 144J/Lmv P;
M-4: First Pay: 2024-06-17; Registration: 144O/Cye F; Risk Retention VT - Ttv, AV - Or Pricing Speed 1.3% OPL ei 10% Loqez-Gs Leoo |
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