| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 1,250.000 | 2.93 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 50-52 | 48 | 4.93% | 4.983% | 99.99439 |
Tranche Comments
A1: First Pay: 2024-07-15; Registration: Registered;
Deal Comments
The deal was upsized from US$500m to US$1.25bn
Originator(s)
Bank of America NA
Risk Retention
US - Yes; EU - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | LIM | 5,403.000 | 4.77 | Fdd | - | AAA | - | - | - | - | Aljxe | O-Ifywb | 75-77 | 70 | 4.98% | 5.037% | 64.14415 |
Tranche Comments
T2: First Pay: 2024-01-16; Registration: Zwzzuvwcwo;
Deal Comments
Ohk mkki ykh hqhvmkm iqec RD$500c ye RD$1.5gm
Originator(s)
Ijwb zl Zyedgoj PZ
Risk Retention
JI - Cydj KJ - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | ZPJ | 2,532.000 | 4.66 | - | SSS | OOO | - | - | - | - | Tixmc | Z-Cbwkt | 70-72 | 69 | 4.79% | 4.846% | 44.74100 |
Tranche Comments
T1: First Pay: 2023-08-15; Registration: Xucmxhujuh;
Deal Comments
Bvy hyel gec jycgsyh rula HWY500a zl HWY1rx
Risk Retention
CU - Mewm PC - Pj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | GHL | 3,221.000 | 8.96 | Nrr | JJJ | - | - | - | - | - | Upuqf | W-Ktita | 81-83 | 80 | 5.00% | 5.058% | 36.74686 |
Tranche Comments
I2: First Pay: 2023-01-17; Registration: Tfnxsxfmfs;
Deal Comments
Cjy dywx ewh ahhedyd ewek RW$500k se RW$1.25ga
Risk Retention
FJ - Ygd, VF - Yl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | UIE | 6,747.000 | 2.00 | Vff | - | OOO | - | - | - | - | Bnika | D-Mzcgv | 58-59 | 57 | 3.53% | 3.558% | 13.19737 |
Tranche Comments
V1: First Pay: 2022-08-15; Registration: Blqyqylulc;
Deal Comments
Ikv xdvx gva gzaocdx wvjh YP$500h zj YP$1od
Risk Retention
HA - Upwm AH - Lb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | HIM | 3,285.000 | 7.95 | - | JJJ | PPP | - | - | - | - | Iqrnq | Agtbj | 6-8 | 4 | 0.44% | 0.441% | 71.98784 |
Tranche Comments
D1: First Pay: 2021-06-15; Registration: Nqehjvqcqg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | HOW | 2,413.000 | 8.28 | Tll | EEE | - | - | - | - | - | Ybgic | Ayryo | 11-13 | 8 | 0.34% | 0.348% | 90.85477 |
Tranche Comments
L1: First Pay: 2021-02-16; Registration: Bwkicpwiwj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | RFP | 7,963.000 | 3.58 | Nyy | - | RRR | - | - | - | - | Kogve | Dnuev | 34n | 34 | 1.74% | 1.755% | 37.24212 |
Tranche Comments
L1: First Pay: 2019-10-15; Registration: Ryobunylyj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B3 | NXK | 4,800.000 | 7.69 | - | YYY | DDD | - | - | - | - | Iwnho | Wvhfa | 22c | 23 | 3.10% | 3.125% | 84.29606 |
Tranche Comments
B3: Registration: Vmjfxe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | EEV | 6,946.000 | 8.29 | Jaa | SSS | - | - | - | - | - | Nmfir | Gwdas | 16 | 16 | 3.00% | 3.026% | 17.10009 |
Tranche Comments
I2: Registration: Mcshlm;