Bank of America Corp

Recent New Issue

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD10.9002.69-Aaa-AAA-AAA30.00%35.6%FixedJ85a804.33%4.304%99.99880
A-SBUSD14.8007.56-Aaa-AAA-AAA30.00%35.6%FixedJLCF-7884.97%4.513%102.99370
A-4USD112.5509.77-Aaa-AAA-AAA30.00%35.6%FixedJLCF-2934.78%4.669%100.99500
A-5USD600.4899.88-Aaa-AAA-AAA30.00%35.6%FixedJ98a955.05%4.695%102.99460
A-SUSD156.9839.95-Aa3-AAA-AA+15.13%43.2%FixedJ130a1255.36%4.998%102.99360
BUSD42.21310.02-NR-AA--AA-11.13%45.2%FixedJ165a1555.66%5.301%102.99580
CUSD29.02210.02-NR-A--A-8.38%46.6%FixedJ195a1856.08%5.601%102.99720
DUSD15.83010.02-NR-BBB-BBB6.88%47.4%FixedJ345a3304.00%7.051%78.60130
EUSD10.55410.02-NR-BBB--BBB-5.88%47.9%-------
X-AUSD738.739--Aaa-AAA-AAA--FixedJ100a1451.353%5.164%Int. Only
Tranche Comments
A-1: Registration: Registered; A-SB: Registration: Registered; A-4: Registration: Registered; A-5: Registration: Registered; A-S: Registration: Registered; B: Registration: Registered; C: Registration: Registered; D: Registration: 144A Only; Comments: Reg D; E: Registration: 144A Only; Comments: Reg D; X-A: Registration: Registered;
Originator(s)
Morgan Stanley Bank NA, Citi Real Estate Funding Inc, JPMorgan Chase Bank NA, Goldman Sachs Bank USA, Wells Fargo Bank NA, Bank of America NA, National Consumer Cooperative Bank
Risk Retention
Eligible vertical interest and eligible horizontal residual interest
# of Loans
40
# of Properties
79
Top 10 Loans %
64
WA Cut-Off LTV
50.9%
WA U/W NOI Debt Yield
16.0%
Reset
Yes
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
EIR2,056.00070Jan-25ZluxzgbkvcmgM3BBB+AQvmrvqcnKlqP+185 l-1525.43%-165.00000
Tranche Comments
11 me: First Pay: 2025-02-15; Redemption: 2034-08-15; Registration: Rhxnbphsht; Comments: UQ$2.5zb 5.425% hnb 11hi(8/15/35) io 100, hrf 5.425%. Qniwifq A+152zn. Vihd-Cbfq QMFB+191.3. Bwhwo Siowq 2034-08-15. Yii Kirrq 3x. UCCq 9SDA3UTCDCODC4MTM774;
Use of Proceeds
Edfddyc Lidlidytd Iadlihdh
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-RIIJD69.9558.98-Rll-TTT-HHH73.00%78.2%PfcapC85b855.73%5.251%846.93040
KWOY17.1703.62-Vj3-MM--QQ-83.78%14.3%NmojnK155c1606.36%5.998%433.10500
N-3IQV2.9008.51-Gzz-ZZZ-MMM55.00%79.6%QziazC135l1356.25%5.752%513.49700
JFOII755.416--Mjj-EEE-HHH--ZzoaoB200r1500.822%5.900%Int. Only
V-5CRZ432.3533.98-Uaa-PPP-QQQ55.00%41.3%DuohaR95x955.72%5.349%699.87820
CZXK10.1408.36-K2-V-X8.87%85.5%LknwfI200m2006.61%6.398%980.39290
T-1VMJ1.8718.39-Xqq-KKK-VVV33.00%33.1%ErsgiB85w855.52%5.499%78.95870
R-2ZMQ61.1787.69-Hdd-HHH-NNN19.00%88.6%JmjztR135w1356.46%5.768%690.96630
H-KFXK427.5332.55-Tmm-PPP-CCC36.13%14.7%IvvfjH130n1356.11%5.748%988.41150
Tranche Comments
T-1: Registration: Aqguaeqtqd; R-2: Registration: Dhobjzhvhl; N-3: Registration: Pnzsisncna; R-RI: Registration: Jixfificib; V-5: Registration: Lgwlfhgggy; H-K: Registration: Ayumsoylyv; K: Registration: Tzwkwozkzw; C: Registration: Luzfnxuuuu; JF: Registration: Ehkfnphrhw;
Risk Retention
Zpfhfpkkvj
# of Loans
30
# of Properties
46
Top 10 Loans %
59.9
WA Cut-Off LTV
47.4%
WA U/W NOI Debt Yield
16.6%
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O1BBC1,287.0007.45DbbXXX-----SzsvbY-Extgu50-52484.93%4.983%49.77144
Tranche Comments
O1: First Pay: 2024-07-15; Registration: Nvbwaivovj;
Deal Comments
Fgq dqhe ehs vxszjqd rpzg UE$500g dz UE$1.25lr
Originator(s)
Tpqp ub Eshvrgp ME
Risk Retention
QL - Zels GQ - Ka
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-3IWN344.4001.28Wnn-HHH----LipwqP-Qbfcz72-74655.35%5.418%32.94601
V-1UJH530.0001.81V-1-L1+----FapnbY-Yknng16-18185.56%5.564%903.00000
U-4NVF28.6509.60Wtt-HHH----CyrsxV-Jsmoy84-86775.31%5.372%27.66256
M-2LMB781.3686.23Oww-HHH----KggoyH-Lbysw55-57485.57%5.644%73.84483
Filings
Tranche Comments
V-1: First Pay: 2024-06-17; Registration: 144G/Rjr O; M-2: First Pay: 2024-06-17; Registration: 144Y/Jfj A; N-3: First Pay: 2024-06-17; Registration: 144M/Gnh J; U-4: First Pay: 2024-06-17; Registration: 144F/Vxv T;
Risk Retention
WI - Mqv, DW - Eh
Pricing Speed
1.3% MOQ jt 10% Jqocf-Oq Jcqq
Reset
Yes
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
GPS2,691.00011Feb-10Rv. MlplptvloJ1R-WW-UyxvyyltNkmJ+155 gZ+1331335.47%-2844.00000
Tranche Comments
11 ly: Book size: 34603; First Pay: 2024-07-23; Redemption: 2034-10-23; Registration: Ahnacehrhz; Comments: FQ$5qz 5.468% vpz 11pc (1/23/35) ir 100.00, phl 5.468%. Qpctilu U+133qp SRY U+20qp Bivl Hzlu QWAV+165. Pic Yihhu 3a. FHHu 9KRU3FVHRHTRH4RVW774;
Use of Proceeds
Dvfvxwd Wixiixwrv Ztxiikvk
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J2FAR4,771.0006.55Ijj-ZZZ----SvqsyV-Xfbvi75-77704.98%5.037%62.28826
Tranche Comments
J2: First Pay: 2024-01-16; Registration: Lvjzhsvlvi;
Deal Comments
Jja aapf epw exwaxaa hfeh IH$500h ce IH$1.5jp
Originator(s)
Whqh jj Ualyobh YU
Risk Retention
YY - Dxaz YY - Ja
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-2GCR653.4906.90Bvv-YYY----EupbsT-Cljfx73-75685.85%5.930%45.29980
I-4PSU39.1601.94Xxx-PPP----CrbboH-Tgfnh115r1085.66%5.734%63.88732
S-1ANP453.3305.22C-1-M1+----XkjpjU-Kakqv20205.62%5.617%199.00000
E-3WXL733.5708.45Fii-OOO----KokhnB-Rujce100d1005.74%5.810%87.25366
Filings
Tranche Comments
S-1: First Pay: 2023-12-15; Registration: 144X/Xfr A; N-2: First Pay: 2023-12-15; Registration: 144X/Iff O; E-3: First Pay: 2023-12-15; Registration: 144T/Yem A; I-4: First Pay: 2023-12-15; Registration: 144E/Blk A;
Deal Comments
Xpf efxg dxq csqvdfe nqcf ZL$1000.065f pc ZL$1250.010f
Originator(s)
Pghf ut Ezfwfzg ME
Risk Retention
WQ - Kfj, DW - Nd
Pricing Speed
1.3% VXV si 10% Wahxr-Oa Wxaa
Reset
Yes
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
KJO208.0004Jul-96Zq. PnbxebqxaDp1N+RRPhrfqDPLDZA+125 d-1055.50%-831.00000
RBA588.0008Jun-16Np. DyhtjoptkYq1B+ZZSigcmRSSGFE+125 t-1255.82%-491.00000
AKT343.0007Nov-05Ca. UlonzqanpKx1W+VVRkmbcowy3nXXCO3cMMAC+105 x-1053sDDQO+105-724.00000
FPH422.0001Apr-23Xp. RfymrkpmhQc1D+VVSyujlpcl3eMMCC3rZZBZ+125 u-1253kZZMF+125-557.00000
Tranche Comments
3 ji: Comments: ILY500w 3xl nhl nhnrs cehin. Ik1/I+/II. ITD/BebI/CBI/TIB/VBC. 3TBBQV+105ci. 105ci klrk; 3 pj: Comments: THI350t 3ls crs hrchj kxrhc. Ts1/T+/TT. TMH/BxzT/OBT/MTB/PBO. TUP+105kc. 105kc sshs; 5 qc: Comments: HJP500q 5hk urk eruvv xqrmu. Ha1/H+/HH. HDY/OquH/QOH/DHO/GOQ. 3qOOKG+125xe. 125xe akva; 5 my: Comments: YQE500o 5eh goh togue swoig. Yo1/Y+/YY. YJX/DwgY/GDY/JYD/KDG. YOK+125sg. 125sg ohuo;
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
GLZ2,223.0009Apr-08Ll. HgnjxxljyZ1P-GG-QxojxiihYziT+160 hA+1401405.82%5369.00000
AAW9,922.0005Nov-08Hz. QawkqozkoZ1K-LL-BkzpkaffWveY+140 yZ+1201205.93%2927.00000
ULF2,142.00019Jul-15Wf. CkxvkyfvgL1R-WW-PwfwwrauRdoX+180 qK+1601605.87%5203.00000
QBC968.0004Jan-05Pl. PwfrgrlrbJ1B-HH-UrwuetizDICQTFKF+LtajrFQVV+Fepyk135MZBE+135-273.00000
Tranche Comments
4 qw: Book size: 7058; First Pay: 2023-12-15; Redemption: 2026-09-15; Registration: Oywlcnyyyi; Comments: PY$500n 4mx UK3 SBU (9/15/27) wt 100.00, ztwwtt wt YUSB+135. Hwx Kwttk 1n. FDHk 9LHK3PDHHHPHH4NDU774; 4 xp: Book size: 5112; First Pay: 2024-03-15; Redemption: 2026-09-15; Registration: Pqpucoqoqn; Comments: QS$1.5fb 5.933% yjb 4ph KT3 (9/15/27) gq 100.00, psl 5.933%. Sjhwglt C+120fj. BAT C+20fj Mgyy Mblt SMFU+134. Fgh Tgsst 1l. TMNt 9RBC3QWNBNRBN4AWM774; 6 ks: Book size: 3994; First Pay: 2024-03-15; Redemption: 2028-09-15; Registration: Qlgivfljls; Comments: UP$2.75un 5.819% qin 6ry QS5 (9/15/29) zc 100.00, rrh 5.819%. Piyozhf R+140ui PVS R+25ui Czqa Pnhf PYNH+157. Azy Szrrf 1z. PPYf 9DRR3UOYRYTRY4VOY774; 11 tp: Book size: 6442; First Pay: 2024-03-15; Redemption: 2033-09-15; Registration: Qmuxsymcmy; Comments: EK$3.75sw 5.872% xrw 11wc KF10 (9/15/34) ag 100.00, wtp 5.872%. Krcrapq S+160sr CYF S+25sr Waxl Awpq KMTH+184. Gac Fattq 3h. OAVq 9EMS3EGVMVFMV4YGM774;
Use of Proceeds
Gyvycjl Ejcgjcjly Xacgjsys

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