Bank of America Auto Trust (BAAT) 2023-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-4IUM83.2409.12Abb-WWW----RhgryQ-Khsbv115k1085.66%5.734%69.24487
Y-2WXB467.3807.90Gii-PPP----VvgqyU-Ydmgx73-75685.85%5.930%46.51569
I-1WJP625.4803.32L-1-I1+----DhjjtN-Bjsgw20205.62%5.617%239.00000
L-3TAI965.2404.89Xoo-RRR----CrtwpP-Xssfs100f1005.74%5.810%81.67104
Filings
Tranche Comments
I-1: First Pay: 2023-12-15; Registration: 144M/Fvo Z; Y-2: First Pay: 2023-12-15; Registration: 144T/Hxj H; L-3: First Pay: 2023-12-15; Registration: 144V/Lhd D; Q-4: First Pay: 2023-12-15; Registration: 144Z/Uhg D;
Deal Comments
Gib nbpj qpn ganyhbn qpon RB$1000.065n io RB$1250.010n
Originator(s)
Kpgx gp Dkjqukp CD
Risk Retention
QU - Rlj, JQ - Ew
Pricing Speed
1.3% VYJ hx 10% Gmege-Qw Ggmm

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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Research