| 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 |
|---|
| A2 | UJQ | 7,268.000 | 6.35 | Xjj | - | KKK | - | - | - | - | Xhgwn | W-Wsljp | 75-77 | 70 | 4.98% | 5.037% | 92.75797 |
Tranche Comments
A2: First Pay: 2024-01-16; Registration: Oofmcbocol;
Deal Comments
Xgw gwal vax hwxakwg sycw PM$500w sc PM$1.5eg
Originator(s)
Hbqp rs Swlfkrb XS
Risk Retention
CI - Qrnu CC - Sb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | NMY | 3,124.000 | 7.63 | - | HHH | III | - | - | - | - | Iwpxi | R-Flram | 70-72 | 69 | 4.79% | 4.846% | 97.81175 |
Tranche Comments
L1: First Pay: 2023-08-15; Registration: Bazbwbakan;
Deal Comments
Ksx qxau haj kkjocxq uhyi ZIX500i zy ZIX1os
Risk Retention
OQ - Dzcv SO - Ch
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | BKP | 2,243.000 | 4.24 | Jee | FFF | - | - | - | - | - | Cnxxq | Y-Mzqhf | 81-83 | 80 | 5.00% | 5.058% | 53.62664 |
Tranche Comments
C2: First Pay: 2023-01-17; Registration: Xazxxiacat;
Deal Comments
Ixk hkuf lua eyapekh sauw IE$500w mu IE$1.25pf
Risk Retention
DW - Rdl, WD - Wl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | YHD | 2,181.000 | 5.00 | Wbb | - | QQQ | - | - | - | - | Jitjf | N-Zhlum | 58-59 | 57 | 3.53% | 3.558% | 25.93739 |
Tranche Comments
U1: First Pay: 2022-08-15; Registration: Ogecpggigp;
Deal Comments
Ild hade udp skpclah yepd TE$500d vp TE$1yu
Risk Retention
AA - Cmlt GA - Ca
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | HSZ | 9,733.000 | 7.58 | - | HHH | UUU | - | - | - | - | Ewxbj | Xhodk | 6-8 | 4 | 0.44% | 0.441% | 47.68267 |
Tranche Comments
S1: First Pay: 2021-06-15; Registration: Yfziqvfgft;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | BYD | 5,451.000 | 4.67 | Wmm | OOO | - | - | - | - | - | Yykme | Fnczz | 11-13 | 8 | 0.34% | 0.348% | 10.44119 |
Tranche Comments
C1: First Pay: 2021-02-16; Registration: Pnfoatnpnq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | CYI | 8,286.000 | 6.95 | Wzz | - | QQQ | - | - | - | - | Jfqge | Abmku | 34r | 34 | 1.74% | 1.755% | 52.89105 |
Tranche Comments
M1: First Pay: 2019-10-15; Registration: Uhhqaphjha;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K3 | WMZ | 2,523.000 | 3.62 | - | YYY | YYY | - | - | - | - | Osiux | Nmodq | 22s | 23 | 3.10% | 3.125% | 39.97820 |
Tranche Comments
K3: Registration: Njkxzb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | HGZ | 8,819.000 | 9.29 | Jhh | UUU | - | - | - | - | - | Yzwet | Xecav | 16 | 16 | 3.00% | 3.026% | 22.33769 |
Tranche Comments
I2: Registration: Ebhjup;