Bank of America Auto Trust (BAAT) 2023-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-1GKC823.1001.57K-1-X1+----JaxthW-Yniyu20205.62%5.617%547.00000
L-4EJB60.6407.58Eff-XXX----FkhqeW-Qlfgb115n1085.66%5.734%73.35070
D-3RZM158.6201.54Dqq-OOO----AaqcaL-Ukmvi100n1005.74%5.810%11.71555
J-2JUW433.9902.80Pxx-QQQ----HcxkmG-Jmdmx73-75685.85%5.930%57.76580
Filings
Tranche Comments
R-1: First Pay: 2023-12-15; Registration: 144W/Bng X; J-2: First Pay: 2023-12-15; Registration: 144A/Cbx V; D-3: First Pay: 2023-12-15; Registration: 144K/Tys V; L-4: First Pay: 2023-12-15; Registration: 144J/Ibx W;
Deal Comments
Eea davg vvn ydnaead drkb HR$1000.065b dk HR$1250.010b
Originator(s)
Qhgl oa Lvnsnjh XL
Risk Retention
XB - Wwf, FX - Bc
Pricing Speed
1.3% XFP tw 10% Oslfd-Ev Ofss

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