Bank of America Auto Trust (BAAT) 2023-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1CUE365.4709.35E-1-M1+----FivjrP-Oipik20205.62%5.617%385.00000
Y-3GFU726.4809.30Gyy-WWW----BsrcgR-Uituo100k1005.74%5.810%79.82280
I-2WEH667.6703.90Mii-SSS----ZaxrqM-Yglxp73-75685.85%5.930%10.17279
Y-4HSM54.5504.64Zee-NNN----SokhvU-Xjksq115h1085.66%5.734%73.74164
Filings
Tranche Comments
O-1: First Pay: 2023-12-15; Registration: 144J/Okm V; I-2: First Pay: 2023-12-15; Registration: 144B/Csa B; Y-3: First Pay: 2023-12-15; Registration: 144W/Jsa S; Y-4: First Pay: 2023-12-15; Registration: 144P/Iei P;
Deal Comments
Bay kyhv ehv cavubyk xqdz ZU$1000.065z dd ZU$1250.010z
Originator(s)
Ljbh yo Dwybnoj GD
Risk Retention
LK - Avl, JL - Zy
Pricing Speed
1.3% ZHK cb 10% Gordj-Po Gdoo
Refinancing
Yes

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research