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Market Data
Pricing
Solutions
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Market Overview
Auto
Prime Loan
Parent Companies
Bank of America Corp
Bank of America Auto Trust
2024-1
Bank of America Auto Trust (BAAT) 2024-1
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
AUTO
PRCD
BAAT 2024-1 (USD 1,000m)
Bank of America Corp
BAM
USOA
May 14, 2024
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
L-3
CFD
367.600
6.78
Mxx
-
QQQ
-
-
-
-
Ffgqs
D-Sgmpc
Lmyo 70-80
72-74
65
5.35%
5.418%
92.70428
J-4
ZUF
43.110
5.51
Shh
-
SSS
-
-
-
-
Dlico
I-Tuylj
Pvxs 80-90
84-86
77
5.31%
5.372%
71.10813
T-2
GWI
520.584
7.81
Ebb
-
EEE
-
-
-
-
Rtquo
O-Vmqqd
Myzg 50-60
55-57
48
5.57%
5.644%
98.37370
A-1
ZYC
675.000
7.33
F-1
-
B1+
-
-
-
-
Abvqo
F-Eitoy
Oroa oppuj
16-18
18
5.56%
5.564%
596.00000
Filings
ABS-15G
Tranche Comments
A-1: First Pay: 2024-06-17; Registration: 144L/Okp G; T-2: First Pay: 2024-06-17; Registration: 144J/Xuq I; L-3: First Pay: 2024-06-17; Registration: 144M/Wxr A; J-4: First Pay: 2024-06-17; Registration: 144B/Uye R;
Risk Retention
DD - Cic, TD - Bs
Pricing Speed
1.3% GYH ww 10% Nkxsl-Ic Nskk
Commentary
Upgrade Plan
Deal Flow
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B&I
BWICS & Inventory
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TRACE
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Research
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