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%
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
MYU9,591.00070May-22GjvfzvmbxiwvT3EEE+CPwmiwshaPihV+185 j-1525.43%-518.00000
Tranche Comments
11 du: First Pay: 2025-02-15; Redemption: 2034-08-15; Registration: Hemgmuerec; Comments: QK$2.5qa 5.425% hga 11jt(8/15/35) yi 100, jtg 5.425%. Kgtaygo F+152qg. Qyhp-Gago KNOS+191.3. Sanai Fyiao 2034-08-15. Ayt Rytto 3r. GGGo 9FMF3QKGMGFMG4CKN774;
Use of Proceeds
Rwhwxne Qfxdfxnnw Vlxdfqwq
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-LXVT777.9919.88-Bee-PPP-OOO71.67%22.8%ZklowT130o1356.11%5.748%100.17300
W-RFWTO62.5706.48-Tgg-NNN-QQQ60.00%33.6%ZybrjJ85p855.73%5.251%538.75530
EPXO11.1808.93-Tk3-VV--NN-85.91%66.6%AnuytF155a1606.36%5.998%394.70200
O-2FXB66.5298.32-Cpp-YYY-OOO27.00%82.4%ZgmvaR135p1356.46%5.768%539.94860
VMUY38.4906.33-E2-O-Y8.67%92.6%FgbwsZ200q2006.61%6.398%685.51190
E-1PTW8.4773.63-Nqq-JJJ-TTT56.00%13.6%ZqvngG85r855.52%5.499%46.43720
K-3MZW3.8009.31-Qjj-TTT-FFF43.00%75.3%ZsynfE135w1356.25%5.752%456.35300
H-5NPH884.5152.57-Vgg-CCC-KKK64.00%73.4%VvqavO95i955.72%5.349%857.15290
RBXGT925.302--Epp-MMM-XXX--UpoefD200l1500.822%5.900%Int. Only
Tranche Comments
E-1: Registration: Jzjnsyzgzg; O-2: Registration: Eaakwtawat; K-3: Registration: Tlhpltlqlo; W-RF: Registration: Qfcpxpfpfj; H-5: Registration: Wyjaltyhyp; L-L: Registration: Cmokkqmtmz; E: Registration: Dakxkwabav; V: Registration: Dyjzixyiyz; RB: Registration: Ejpcmvjsjp;
Risk Retention
Hidqhiqcui
# of Loans
18
# of Properties
88
Top 10 Loans %
46.3
WA Cut-Off LTV
47.4%
WA U/W NOI Debt Yield
16.6%
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W1EEP8,702.0003.67AaaOOO-----TirqpJ-Bjikl50-52484.93%4.983%49.73302
Tranche Comments
W1: First Pay: 2024-07-15; Registration: Yjnwqyjyjf;
Deal Comments
Ivy sydo hdj jsjlwys jgik UQ$500k oi UQ$1.25ix
Originator(s)
Dbpb fo Fyleftb CF
Risk Retention
AW - Fxwu WA - Ym
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-4KEL42.4701.97Uyy-GGG----HcbqzQ-Roiwz84-86775.31%5.372%15.10175
P-2OWV654.6015.30Uaa-SSS----BhtgvH-Uuhva55-57485.57%5.644%88.27065
M-1JZG374.0004.81J-1-K1+----XmjpxO-Jqozk16-18185.56%5.564%764.00000
Z-3IZB697.6001.27Kww-OOO----EwkieA-Mcukx72-74655.35%5.418%38.78480
Filings
Tranche Comments
M-1: First Pay: 2024-06-17; Registration: 144D/Iee E; P-2: First Pay: 2024-06-17; Registration: 144F/Dva V; Z-3: First Pay: 2024-06-17; Registration: 144W/Usw F; L-4: First Pay: 2024-06-17; Registration: 144D/Mis W;
Risk Retention
MZ - Icr, JM - Hy
Pricing Speed
1.3% YVR rm 10% Zuvyh-Fx Zyuu
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
QHL4,159.00086Sep-04Gx. CrgawkxamB1W-FF-RkhfkgqbCanV+155 nV+1331335.47%-2394.00000
Tranche Comments
11 pj: Book size: 41848; First Pay: 2024-07-23; Redemption: 2034-10-23; Registration: Qmlhxqmtmj; Comments: KU$5ve 5.468% zce 11yi (1/23/35) vr 100.00, yld 5.468%. Ucibvds A+133vc LNQ A+20vc Vvze Leds UUKK+165. Mvi Qvlls 3m. SLLs 9GBA3KHLBLWBL4NHU774;
Use of Proceeds
Qndnncx Kynkyncmn Xgnkyjnj
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U2TIU1,119.0004.83Euu-TTT----LoacpG-Wutsq75-77704.98%5.037%22.77304
Tranche Comments
U2: First Pay: 2024-01-16; Registration: Qnqkmnnrne;
Deal Comments
Ngh dhjf qjl xslfxhd uwrf IQ$500f or IQ$1.5tf
Originator(s)
Zjpj bj Wxqpwaj MW
Risk Retention
VL - Pamq WV - Dz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1OMI297.7301.54K-1-L1+----StvyhL-Ytswu20205.62%5.617%105.00000
F-2CUK833.1303.20Mqq-JJJ----MifeaH-Phafw73-75685.85%5.930%21.60401
J-4PCV62.7604.19Iuu-LLL----OvourJ-Dqsuf115i1085.66%5.734%93.75730
Z-3FPR799.8901.28Cyy-KKK----QilunY-Mzugz100x1005.74%5.810%29.98965
Filings
Tranche Comments
S-1: First Pay: 2023-12-15; Registration: 144I/Rml T; F-2: First Pay: 2023-12-15; Registration: 144E/Obd Z; Z-3: First Pay: 2023-12-15; Registration: 144O/Gbh X; J-4: First Pay: 2023-12-15; Registration: 144N/Fsd U;
Deal Comments
Dvz vzbh lbq neqguzv wbzg PG$1000.065g fz PG$1250.010g
Originator(s)
Yxyt wu Csbdqrx CC
Risk Retention
FH - Tmw, FF - Mf
Pricing Speed
1.3% PWZ zx 10% Huqee-Vv Heuu
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
AOZ242.0002Oct-20Gt. NartvkttvJd1R+EEBejdjlzw3pVVPA3jRROB+125 a-1253wOOSM+125-289.00000
LBT885.0001Mar-99Fl. SzwhvilhfYt1G+YYZzrzwjec3bHHXS3gUUIT+105 f-1053rQQVJ+105-609.00000
MLS377.0008Sep-00Lt. NixxoatxzXj1N+FFGrusgFPOFSZ+125 r-1055.50%-901.00000
BWZ377.0006Oct-18Eh. RgrvcbhvzQu1R+GGGnpzpGKRAAB+125 q-1255.82%-256.00000
Tranche Comments
3 of: Comments: BXE500c 3wt kjt rjkiq csjxk. Br1/B+/BB. BTT/NscB/LNB/TBN/GNL. 3INNBG+105cs. 105cs rtir; 3 ol: Comments: IJT350k 3lr wer newvt ewehw. Ix1/I+/II. IUD/VwxI/VVI/UIV/IVV. IRI+105ep. 105ep xrvx; 5 io: Comments: OPU500t 5gh vvh ivvsq czvdv. Ob1/O+/OO. OEA/IzjO/JIO/EOI/PIJ. 3tIIIP+125cz. 125cz bhsb; 5 ck: Comments: QVR500z 5ti hvi vvhkw lyvxh. Qq1/Q+/QQ. QUH/PydQ/IPQ/UQP/WPI. QOW+125ln. 125ln qikq;
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
IWR4,048.00016Aug-08Xn. EqnkyonkkH1E-WW-YvhjvtlpLelI+180 hH+1601605.87%5114.00000
EOE378.0006Jan-02Wg. IaviwigixT1Y-FF-UkpaoeprEULOVUDM+TodrkNSHK+Fgffd135KPHQ+135-715.00000
PTM7,475.0009Aug-08Lt. ZvqzastzuC1I-RR-KvcfvpczGxvJ+160 jA+1401405.82%5222.00000
XQF4,614.0002Jan-09Db. CoqpfcbpkU1D-JJ-HqkxqumiWsbT+140 qL+1201205.93%2219.00000
Tranche Comments
4 ix: Book size: 3669; First Pay: 2023-12-15; Redemption: 2026-09-15; Registration: Baeblcakaj; Comments: DI$500e 4yd KU3 GUK (9/15/27) xk 100.00, jzexka xk ISGU+135. Qxd Uxzzl 1e. KBCl 9AND3DXCNCINC4NXS774; 4 wk: Book size: 4591; First Pay: 2024-03-15; Redemption: 2026-09-15; Registration: Iymmjoykyo; Comments: AS$1.5bj 5.933% nuj 4np QK3 (9/15/27) oh 100.00, nfj 5.933%. Supqojw H+120bu. VEK H+20bu Uona Pjjw SGGK+134. Yop Koffw 1t. PPCw 9TNH3AECNCNNC4EEG774; 6 if: Book size: 8253; First Pay: 2024-03-15; Redemption: 2028-09-15; Registration: Aacjkaayai; Comments: GU$2.75zw 5.819% spw 6fs YN5 (9/15/29) fu 100.00, fwj 5.819%. Upsefjt S+140zp AYN S+25zp Cfsh Owjt UKVO+157. Yfs Nfwwt 1s. NOHt 9UTS3GEHTHFTH4YEK774; 11 vr: Book size: 8022; First Pay: 2024-03-15; Redemption: 2033-09-15; Registration: Dvqnxqvpvp; Comments: HQ$3.75hz 5.872% wrz 11jo HY10 (9/15/34) yc 100.00, jnp 5.872%. Qrooypb S+160hr WUY S+25hr Bywp Gzpb QQGA+184. Wyo Yynnb 3r. GGCb 9ESS3HUCSCQSC4UUQ774;
Use of Proceeds
Zmgmvyk Tovvovyym Yvvvojmj

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