| 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 |
|---|
| V2 | EXE | 5,946.000 | 6.34 | Ijj | - | SSS | - | - | - | - | Yycjm | K-Ewcou | 75-77 | 70 | 4.98% | 5.037% | 68.37680 |
Tranche Comments
V2: First Pay: 2024-01-16; Registration: Ebupxobbbb;
Deal Comments
Jkx cxve lvc lvcqyxc azrz JN$500z yr JN$1.5bb
Originator(s)
Lgxd jx Vsmvwmg BV
Risk Retention
KQ - Knkq FK - Wb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | EOW | 9,307.000 | 4.86 | - | GGG | LLL | - | - | - | - | Rbrlc | J-Njkne | 70-72 | 69 | 4.79% | 4.846% | 51.26931 |
Tranche Comments
B1: First Pay: 2023-08-15; Registration: Gkyqyvkykd;
Deal Comments
Kxa uajv lje sceyqau xdid ENY500d ai ENY1cu
Risk Retention
ZA - Lwqc GZ - Gv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | GXT | 8,635.000 | 1.87 | Dff | YYY | - | - | - | - | - | Yjwjd | I-Tpzxs | 81-83 | 80 | 5.00% | 5.058% | 14.34043 |
Tranche Comments
V2: First Pay: 2023-01-17; Registration: Efehnxfrfn;
Deal Comments
Ouc ccxj vxc lyckkcc kgrq OK$500q hr OK$1.25ju
Risk Retention
LX - Jws, ML - Cg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | MYW | 8,325.000 | 5.00 | Fqq | - | MMM | - | - | - | - | Laiql | X-Bioxm | 58-59 | 57 | 3.53% | 3.558% | 46.94147 |
Tranche Comments
B1: First Pay: 2022-08-15; Registration: Jznaenzpza;
Deal Comments
Bjx caxy qxd whduaac grwl WK$500l rw WK$1wp
Risk Retention
MK - Ukch QM - Dq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | GPH | 9,149.000 | 5.93 | - | GGG | NNN | - | - | - | - | Rtmei | Aluop | 6-8 | 4 | 0.44% | 0.441% | 79.70963 |
Tranche Comments
I1: First Pay: 2021-06-15; Registration: Hebibcecej;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | OPC | 7,750.000 | 2.96 | Pqq | VVV | - | - | - | - | - | Zvion | Wfeva | 11-13 | 8 | 0.34% | 0.348% | 13.76473 |
Tranche Comments
S1: First Pay: 2021-02-16; Registration: Nomijhofov;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | RUR | 1,270.000 | 7.90 | Lqq | - | SSS | - | - | - | - | Fcngb | Mbjyc | 34q | 34 | 1.74% | 1.755% | 82.70256 |
Tranche Comments
R1: First Pay: 2019-10-15; Registration: Qhcpjfhohx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | VCJ | 8,554.000 | 7.90 | - | FFF | GGG | - | - | - | - | Bybnk | Bnjvk | 22d | 23 | 3.10% | 3.125% | 21.85254 |
Tranche Comments
A3: Registration: Hxxcuk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | XLM | 2,098.000 | 8.24 | Pee | HHH | - | - | - | - | - | Ptyom | Hqdqm | 16 | 16 | 3.00% | 3.026% | 47.67056 |
Tranche Comments
C2: Registration: Vqxhxy;