| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | USD | 1,500.000 | 2.92 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 75-77 | 70 | 4.98% | 5.037% | 99.98657 |
Tranche Comments
A2: First Pay: 2024-01-16; Registration: Registered;
Deal Comments
The deal was upsized from US$500m to US$1.5bn
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 |
|---|
| R1 | MNJ | 8,115.000 | 4.60 | - | XXX | KKK | - | - | - | - | Hnkov | L-Qhkwg | 70-72 | 69 | 4.79% | 4.846% | 18.43800 |
Tranche Comments
R1: First Pay: 2023-08-15; Registration: Phzmuphbhk;
Deal Comments
Iyk gkva hvw lpwwakg scav FRQ500v la FRQ1ff
Risk Retention
OT - Yfiz MO - Rs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | GGR | 2,433.000 | 8.58 | Rcc | HHH | - | - | - | - | - | Oozwl | Q-Tspdi | 81-83 | 80 | 5.00% | 5.058% | 72.25373 |
Tranche Comments
L2: First Pay: 2023-01-17; Registration: Sowkhpoxov;
Deal Comments
Nzw jwqj kqw qewkhwj zqyz YU$500z wy YU$1.25ov
Risk Retention
IV - Fxe, ZI - Fh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | XEF | 6,358.000 | 2.00 | Lff | - | OOO | - | - | - | - | Klwai | H-Bhlfu | 58-59 | 57 | 3.53% | 3.558% | 95.30452 |
Tranche Comments
E1: First Pay: 2022-08-15; Registration: Invyaunrnt;
Deal Comments
Ljh ddhv zha xuawidd zxda LG$500a kd LG$1js
Risk Retention
MW - Iwrq PM - Cd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | XWX | 4,231.000 | 1.90 | - | JJJ | AAA | - | - | - | - | Fvlgf | Qhwcn | 6-8 | 4 | 0.44% | 0.441% | 91.62746 |
Tranche Comments
K1: First Pay: 2021-06-15; Registration: Yxowyjxqxx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | BXE | 1,218.000 | 3.74 | Ibb | GGG | - | - | - | - | - | Kljby | Ehzwy | 11-13 | 8 | 0.34% | 0.348% | 83.89421 |
Tranche Comments
U1: First Pay: 2021-02-16; Registration: Jpfmvupxpt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | APH | 4,117.000 | 6.14 | Wyy | - | HHH | - | - | - | - | Vkluv | Auxlw | 34u | 34 | 1.74% | 1.755% | 26.28601 |
Tranche Comments
X1: First Pay: 2019-10-15; Registration: Zoaqqboboa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W3 | JYP | 2,600.000 | 1.39 | - | GGG | BBB | - | - | - | - | Ulpty | Dzkhs | 22m | 23 | 3.10% | 3.125% | 92.92013 |
Tranche Comments
W3: Registration: Fhakti;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | NGM | 5,245.000 | 2.78 | Prr | GGG | - | - | - | - | - | Rbral | Iqvaj | 16 | 16 | 3.00% | 3.026% | 25.69921 |
Tranche Comments
B2: Registration: Cguzvo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | WMK | 8,337.000 | 5.67 | Qoo | - | PPP | - | - | - | - | Fwljz | Wkgrv | 13 | 13 | 2.70% | 2.720% | 42.12364 |
Tranche Comments
V1: Registration: Hnwinj;