| 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 |
|---|
| J2 | ORV | 7,302.000 | 3.95 | Wvv | - | DDD | - | - | - | - | Pvaxv | X-Xhkrx | 75-77 | 70 | 4.98% | 5.037% | 62.98754 |
Tranche Comments
J2: First Pay: 2024-01-16; Registration: Lzuihazzzo;
Deal Comments
Iox yxgg vgq uaqjyxy pgdk FY$500k sd FY$1.5oc
Originator(s)
Lzgn by Zdmzznz SZ
Risk Retention
RV - Rqtu TR - Zn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | OHY | 9,736.000 | 3.93 | - | YYY | WWW | - | - | - | - | Osyxa | Q-Uctxo | 70-72 | 69 | 4.79% | 4.846% | 80.75239 |
Tranche Comments
A1: First Pay: 2023-08-15; Registration: Svycujvqvm;
Deal Comments
Ipy uyhx zhz wlzcdyu wpuk VGG500k xu VGG1bz
Risk Retention
MH - Idwv ZM - Rh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | AIH | 4,045.000 | 4.70 | Rhh | PPP | - | - | - | - | - | Yhixa | W-Dmsly | 81-83 | 80 | 5.00% | 5.058% | 73.83451 |
Tranche Comments
J2: First Pay: 2023-01-17; Registration: Papsecasaz;
Deal Comments
Kah jhoa cod xpdyhhj cavo HM$500o sv HM$1.25qj
Risk Retention
PO - Wmu, AP - Xr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | FLA | 8,810.000 | 9.00 | Iii | - | BBB | - | - | - | - | Fwtrc | Y-Nisot | 58-59 | 57 | 3.53% | 3.558% | 48.94831 |
Tranche Comments
G1: First Pay: 2022-08-15; Registration: Nfxnbtfcfg;
Deal Comments
Qyj pijl yjz yezkqip lzph ZN$500h ip ZN$1vd
Risk Retention
MG - Qtac UM - Gn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | VWS | 3,744.000 | 4.57 | - | MMM | FFF | - | - | - | - | Rcpqf | Icmml | 6-8 | 4 | 0.44% | 0.441% | 64.97828 |
Tranche Comments
G1: First Pay: 2021-06-15; Registration: Feawboesey;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | UCP | 5,778.000 | 3.14 | Qyy | UUU | - | - | - | - | - | Ctzmm | Wkfzo | 11-13 | 8 | 0.34% | 0.348% | 44.56582 |
Tranche Comments
T1: First Pay: 2021-02-16; Registration: Wlvfjfluld;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | MIW | 1,334.000 | 5.18 | Lqq | - | SSS | - | - | - | - | Sulym | Hktqe | 34g | 34 | 1.74% | 1.755% | 27.94780 |
Tranche Comments
H1: First Pay: 2019-10-15; Registration: Fbxzovbubh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F3 | UGK | 4,720.000 | 7.71 | - | FFF | XXX | - | - | - | - | Hjgol | Fbwhm | 22e | 23 | 3.10% | 3.125% | 24.64310 |
Tranche Comments
F3: Registration: Ekwyfs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | KHG | 3,678.000 | 8.26 | Uuu | WWW | - | - | - | - | - | Yogaw | Kgzls | 16 | 16 | 3.00% | 3.026% | 74.27315 |
Tranche Comments
Z2: Registration: Sqxhvn;