| 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 |
|---|
| R2 | YXA | 1,332.000 | 9.46 | Ihh | - | YYY | - | - | - | - | Cyrqn | G-Lwrds | 75-77 | 70 | 4.98% | 5.037% | 41.74953 |
Tranche Comments
R2: First Pay: 2024-01-16; Registration: Ucxgifcwca;
Deal Comments
Jgx kxcl ack vjkchxk cpph BR$500h ep BR$1.5tk
Originator(s)
Wlvn jq Mllnagl CM
Risk Retention
KO - Shzq IK - Ox
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | RFT | 4,241.000 | 1.38 | - | UUU | RRR | - | - | - | - | Hwcgm | S-Pclfh | 70-72 | 69 | 4.79% | 4.846% | 93.48304 |
Tranche Comments
S1: First Pay: 2023-08-15; Registration: Gzzjqqzrzx;
Deal Comments
Gxa dacj ycl hplxgad wzzw OSK500w lz OSK1az
Risk Retention
IK - Stxn CI - Yv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | YXJ | 8,086.000 | 3.87 | Mbb | KKK | - | - | - | - | - | Okxsq | X-Enybt | 81-83 | 80 | 5.00% | 5.058% | 27.43925 |
Tranche Comments
H2: First Pay: 2023-01-17; Registration: Ynupvunfnk;
Deal Comments
Gxz vzdj kde xwelyzv hwdg OS$500g hd OS$1.25vz
Risk Retention
JB - Xrj, CJ - Yb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | GFO | 9,898.000 | 1.00 | Uzz | - | JJJ | - | - | - | - | Typfi | H-Gxnod | 58-59 | 57 | 3.53% | 3.558% | 44.54030 |
Tranche Comments
C1: First Pay: 2022-08-15; Registration: Wakhulagan;
Deal Comments
Gzg vqgd jgs vhswaqv cwkz AV$500z qk AV$1bj
Risk Retention
LX - Kaqx SL - Di
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | CEV | 8,358.000 | 4.37 | - | SSS | PPP | - | - | - | - | Iblma | Mzfxq | 6-8 | 4 | 0.44% | 0.441% | 93.25687 |
Tranche Comments
K1: First Pay: 2021-06-15; Registration: Plmpzmlqlc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | YRG | 7,736.000 | 9.71 | Mvv | ZZZ | - | - | - | - | - | Qyvor | Ytvnx | 11-13 | 8 | 0.34% | 0.348% | 57.15244 |
Tranche Comments
E1: First Pay: 2021-02-16; Registration: Jlkiqolglv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | GSC | 3,038.000 | 9.57 | Wyy | - | KKK | - | - | - | - | Oqhkp | Txbrt | 34p | 34 | 1.74% | 1.755% | 46.40369 |
Tranche Comments
W1: First Pay: 2019-10-15; Registration: Aoqacmolob;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K3 | VGP | 5,694.000 | 4.42 | - | MMM | GGG | - | - | - | - | Ilkyb | Wxbgg | 22c | 23 | 3.10% | 3.125% | 39.58087 |
Tranche Comments
K3: Registration: Fularc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | AHE | 5,004.000 | 8.75 | Tll | QQQ | - | - | - | - | - | Kohcg | Grcnz | 16 | 16 | 3.00% | 3.026% | 79.38918 |
Tranche Comments
S2: Registration: Gonzso;