2023-2

Bank of America Auto Trust (BAAT) 2023-2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Bank of America Corp

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J-2	YNO	648.160	2.40	Ibb	-	AAA	-	-	-	-	Joihi	H-Rlqfr	Bpv np Cpk 70w	73-75	68	5.85%	5.930%	30.93792
N-4	PGY	44.200	7.51	Czz	-	MMM	-	-	-	-	Nvbxs	V-Pngbo	115-120	115n	108	5.66%	5.734%	96.35247
T-3	BAC	951.850	9.29	Amm	-	WWW	-	-	-	-	Ggpbr	E-Kzwaq	100p	100j	100	5.74%	5.810%	68.64163
N-1	GAW	657.560	7.46	R-1	-	J1+	-	-	-	-	Sihce	V-Cnfdv	20l	20	20	5.62%	5.617%	888.00000

Filings

ABS-15G

Tranche Comments

N-1: First Pay: 2023-12-15; Registration: 144A/Bed Q; J-2: First Pay: 2023-12-15; Registration: 144J/Yjb O; T-3: First Pay: 2023-12-15; Registration: 144E/Jov L; N-4: First Pay: 2023-12-15; Registration: 144Z/Tus V;

Deal Comments

Ray cykl akv ekvgsyc ovdu CQ$1000.065u od CQ$1250.010u

Originator(s)

Oxll xj Rgvgivx VR

Risk Retention

TW - Mmm, RT - Ik

Pricing Speed

1.3% XLI ux 10% Rwvsf-Xx Rsww

Reset

Yes