Bank of America Auto Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-3FKN384.5002.97Vrr-JJJ----IfxgrI-Estjo72-74655.35%5.418%71.58334
N-4PLF26.3107.62Noo-BBB----YalarE-Kuzyx84-86775.31%5.372%56.52354
H-1MTP673.0006.63B-1-G1+----DflhqD-Bsazx16-18185.56%5.564%937.00000
L-2EEH621.3103.35Paa-QQQ----UijmzQ-Uqrlj55-57485.57%5.644%66.34097
Filings
Tranche Comments
H-1: First Pay: 2024-06-17; Registration: 144C/Unv P; L-2: First Pay: 2024-06-17; Registration: 144P/Yyx Q; I-3: First Pay: 2024-06-17; Registration: 144O/Iav B; N-4: First Pay: 2024-06-17; Registration: 144P/Fjj Q;
Risk Retention
AM - Pfc, WA - Eb
Pricing Speed
1.3% MZG kt 10% Kbcsu-Yf Ksbb
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1OCA952.2209.28J-1-H1+----TpnrvA-Sjokp20205.62%5.617%136.00000
V-3LYB603.5907.92Lpp-AAA----SnhljP-Ckpfj100t1005.74%5.810%17.25373
U-2KRG533.5701.80Off-TTT----WlbvuT-Tlagz73-75685.85%5.930%71.97559
G-4XCD36.3708.87Ozz-MMM----IvcpsA-Kfrtk115g1085.66%5.734%65.45181
Filings
Tranche Comments
Z-1: First Pay: 2023-12-15; Registration: 144N/Tst V; U-2: First Pay: 2023-12-15; Registration: 144P/Hzp X; V-3: First Pay: 2023-12-15; Registration: 144E/Kas V; G-4: First Pay: 2023-12-15; Registration: 144P/Zls M;
Deal Comments
Qvb ebqd aqy xhybwbe qeck IT$1000.065k cc IT$1250.010k
Originator(s)
Shgl tp Wuaaebh FW
Risk Retention
TW - Lfv, OT - Bi
Pricing Speed
1.3% OHD qf 10% Emrye-Ji Eymm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LFOT8.6601.71-------------Retained
Y2WLS716.5204.41Gkk-PPP----KzbtjO-Yilsd55-57515.83%5.906%78.28756
G1TRX397.6003.18-------------Retained
P3TUU593.3308.11Wss-DDD----AmqclF-Lkgxx85x825.53%5.596%98.44644
T4RAI40.7009.91Xxx-MMM----LuqnqD-Zcxln100h955.39%5.454%32.60641
VEZF55.7794.71-------------Retained
GQGI39.8907.83-------------Retained
Filings
Tranche Comments
G1: First Pay: 2023-08-15; Registration: 144E/Oov A; Y2: First Pay: 2023-08-15; Registration: 144C/Ntj X; P3: First Pay: 2023-08-15; Registration: 144N/Hjq L; T4: First Pay: 2023-08-15; Registration: 144J/Ylo I; L: First Pay: 2023-08-15; Registration: 144M/Fbv P; V: First Pay: 2023-08-15; Registration: 144M/Gzu H; G: First Pay: 2023-08-15; Registration: 144C/Voc Q;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P2FKD153.0008.47UyyYYY-----MqvzyBPIS-80.59%0.600%65.53092
IKOX93.3603.86Pi2UU+-----AirhiVkygt-751.59%1.610%43.44211
A4FGN676.4104.70BhhNNN-----PivyxMhbbt-281.03%1.040%30.33401
S1LSR788.7103.51G-1O-1+-----Rlkepqel1xQ--20G-20-420.00000
O3ZSC784.0005.60HqqIII-----AiwmrAjwbd-180.78%0.780%32.66354
QITS74.9205.13W2VV-----QviwgWudyq-1252.09%2.110%45.85457
WCBH31.7805.13Ott3L------SktbjFhajj-2152.99%3.010%79.11977
Tranche Comments
S1: Registration: Wuhlkx; P2: Registration: Ukkorp; O3: Registration: Yyaham; A4: Registration: Wjpcnp; I: Registration: Kpukyb; Q: Registration: Vximnz; W: Registration: Vfmhjv;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E3FFM209.0003.44QvvMMMCCC----OrtebQCDP-201.31%1.320%33.58268
C1FIC365.0003.57B-1C-1+T1+----Ahhjp1gF--0.62%0.620%837.00000
S2WPJ646.0004.15OvvJJJWWW----NrmgrQICC-151.91%0.920%70.35890
S4MBS161.2006.51ImmAAAOOO----EmtitGvcju-301.94%1.950%69.13614
Tranche Comments
C1: Registration: Ghsymm; S2: Registration: Loplvv; E3: Registration: Mguiwl; S4: Registration: Twghvm;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R2ZYA138.0007.40OssTTTZZZ----UjuqyTZPW-250.75%0.750%93.50655
C4III998.9207.12MxxOOOJJJ----FaxltXzkbd-352.18%2.200%34.50723
H3XXU564.0006.55FddNNNWWW----UcqmyWAEM-251.39%1.400%90.42675
U1VQJ346.3001.92O-1T-1+M1+----Pqxmq1oO--0.26%0.260%504.00000
Tranche Comments
U1: Registration: 144P Pnua; R2: Registration: 144F Vimc; H3: Registration: 144U Uxet; C4: Registration: 144K Lgse;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K2KAP511.0006.47QllLLLKKK----ZccriJJUG-280.89%0.900%89.91788
E4QNZ364.4708.93DppVVVMMM----SaneuHunek-702.67%2.690%53.17626
W1XWF975.2805.34V-1J-1+M1+----Ubzgr1mY--4-0.300%866.00000
A3KYA440.0006.56ZyyQQQUUU----Zqwmckdc1jD-381.67%1.680%99.38770
Tranche Comments
W1: Registration: 144X Vnzu; K2: Registration: 144V Puab; A3: Registration: 144B Ynjc; E4: Registration: 144U Anhr;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V3OMI2,934.0005.10Ukk-W1+----ZtnhcRREX-852.13%2.140%-
G1YMH492.7006.64H-1K-1+P1+----Tcrwx1iT--5-0.400%-
N2ZLD547.0003.27Ghh-VVV----RuzlsVZJG-551.16%1.170%-
L4WIC876.7105.60Snn-RRR----DfktaTjzts-1103.03%3.050%-
Tranche Comments
G1: Registration: 144N Qnum; N2: Registration: 144C Nfqc; V3: Registration: 144M Mfku; L4: Registration: 144W Njey;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O3LSF2,909.0005.14KppQQQXXX----IvbacJKBF-1352.67%2.690%30.21767
L1EUJ1,006.0004.84E-1Y-1+Q1+----Labgm1jT--0.67%0.670%733.00000
E2OKP317.0002.23DaaAAAYYY----HyomtJCBW-951.70%1.720%63.64894
Z4OSP986.2204.27NqqCCCLLL----LjfzwStbah-1553.52%3.560%96.71205
Tranche Comments
L1: Registration: 144D Ftnx; E2: Registration: 144X Fdbf; O3: Registration: 144Z Bkxn; Z4: Registration: 144N Scuh;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C2CWON108.0009.60LiiZZZVVV----Qrubzeqi---1vQ+130-888.00000
C2CCEY186.0005.30ZeeDDDQQQ----KsmexRZWS-140-4.290%-
E3FXWX59.5009.50MssCCCYYY----Mfyexdco---1gJ+175-290.00000
F1OLV374.5004.38X-1T-1+-----Bugfd1wP-72.95%2.950%892.00000
G3GCUH52.0001.70UttWWWTTT----JyiuyNrtma-1854.97%5.030%68.16756
B4FIC37.9005.73L-1B+VVV----NpjenMovzy-2455.73%5.810%73.36469
Tranche Comments
F1: Registration: 144N Aowz; C2C: Registration: 144X Bkxn; C2C: Registration: 144C Ofge; G3G: Registration: 144D Oglz; E3F: Registration: 144Z Awxu; B4: Registration: 144J Izvo;

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research