| 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 |
|---|
| F-2 | KEF | 772.486 | 4.94 | Bww | - | KKK | - | - | - | - | Ktvsc | U-Iiisy | Vdgb 50-60 | 55-57 | 48 | 5.57% | 5.644% | 89.10719 | | C-3 | FQZ | 675.600 | 6.54 | Ipp | - | NNN | - | - | - | - | Azkxm | L-Fukwx | Qosd 70-80 | 72-74 | 65 | 5.35% | 5.418% | 26.62489 | | A-4 | HHF | 48.500 | 5.69 | Irr | - | QQQ | - | - | - | - | Alrkv | L-Nfnlf | Lbyb 80-90 | 84-86 | 77 | 5.31% | 5.372% | 33.35384 | | Y-1 | EPN | 514.000 | 7.34 | V-1 | - | F1+ | - | - | - | - | Doccw | H-Tklhy | Ovvj peete | 16-18 | 18 | 5.56% | 5.564% | 708.00000 |
Tranche Comments Y-1: First Pay: 2024-06-17; Registration: 144T/Wjr Y;
F-2: First Pay: 2024-06-17; Registration: 144Q/Otf O;
C-3: First Pay: 2024-06-17; Registration: 144E/Bmc L;
A-4: First Pay: 2024-06-17; Registration: 144N/Tei R; Risk Retention KM - Pfx, MK - Wq Pricing Speed 1.3% YVZ wb 10% Zqfag-Ie Zaqq |
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