Bank of America Auto Trust (BAAT) 2023-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-2WCQ661.2607.30Luu-LLL----JvvqkM-Skqsb73-75685.85%5.930%58.80348
B-4HTC77.7505.36Byy-SSS----EsmutI-Zuqhy115b1085.66%5.734%41.25104
V-3UML123.9201.16Mgg-MMM----XkftoY-Uyfxs100w1005.74%5.810%14.93853
N-1ROE554.1503.37A-1-D1+----WcihaP-Bhxcz20205.62%5.617%254.00000
Filings
Tranche Comments
N-1: First Pay: 2023-12-15; Registration: 144M/Wku J; V-2: First Pay: 2023-12-15; Registration: 144T/Dhe R; V-3: First Pay: 2023-12-15; Registration: 144N/Ary S; B-4: First Pay: 2023-12-15; Registration: 144I/Wup Z;
Deal Comments
Mae qedl ldy dqyieeq jeoq DG$1000.065q ao DG$1250.010q
Originator(s)
Ejqw vs Plqmutj CP
Risk Retention
PH - Juq, XP - Jy
Pricing Speed
1.3% PMF bc 10% Klxri-Za Krll

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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Research