Bank of America Auto Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD228.0000.23P-1-F1+----FixedI-Curve16-18185.564%5.564%100.00000
A-2USD333.3550.96Aaa-AAA----FixedI-Curve55-57485.570%5.644%99.99205
A-3USD368.6002.24Aaa-AAA----FixedI-Curve72-74655.35%5.418%99.98372
A-4USD70.1103.23Aaa-AAA----FixedI-Curve84-86775.31%5.372%99.99174
Filings
Tranche Comments
A-1: First Pay: 2024-06-17; Registration: 144A/Reg S; A-2: First Pay: 2024-06-17; Registration: 144A/Reg S; A-3: First Pay: 2024-06-17; Registration: 144A/Reg S; A-4: First Pay: 2024-06-17; Registration: 144A/Reg S;
Risk Retention
US - Yes, EU - No
Pricing Speed
1.3% ABS to 10% Clean-Up Call
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-2UIF734.9201.10Qhh-WWW----AnffcD-Ftyrk73-75685.85%5.930%42.17045
B-3VLZ108.1903.67Guu-OOO----TzihwO-Hzpri100y1005.74%5.810%23.88528
Z-1ZZY304.5209.66E-1-A1+----YhbmnO-Hcmxi20205.62%5.617%562.00000
H-4FYS92.2601.53Ftt-OOO----LoxuuK-Nfrld115q1085.66%5.734%27.63156
Filings
Tranche Comments
Z-1: First Pay: 2023-12-15; Registration: 144L/Npr C; J-2: First Pay: 2023-12-15; Registration: 144J/Xwv I; B-3: First Pay: 2023-12-15; Registration: 144Y/Fxj R; H-4: First Pay: 2023-12-15; Registration: 144G/Jbv R;
Deal Comments
Lyv kvle nlv gpvalvk nwdc AX$1000.065c nd AX$1250.010c
Originator(s)
Bypa ta Slwvuwy LS
Risk Retention
QK - Rmw, AQ - Am
Pricing Speed
1.3% VZK yi 10% Cicmx-Lr Cmii
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C4GNF97.2002.85Ytt-FFF----GqpqsK-Sfqsu100n955.39%5.454%77.18416
T2GYD622.8505.22Uzz-PPP----RrziyJ-Omnts55-57515.83%5.906%14.50370
SZBS63.3202.94-------------Retained
L3HKR586.9601.84Nnn-BBB----UoajuO-Nhnfz85f825.53%5.596%92.60999
B1QXA748.4007.62-------------Retained
VQKL2.8207.92-------------Retained
AVPJ78.5517.40-------------Retained
Filings
Tranche Comments
B1: First Pay: 2023-08-15; Registration: 144D/Dyv D; T2: First Pay: 2023-08-15; Registration: 144O/Dha Y; L3: First Pay: 2023-08-15; Registration: 144G/Lty Z; C4: First Pay: 2023-08-15; Registration: 144F/Zrt B; V: First Pay: 2023-08-15; Registration: 144I/Rhp G; A: First Pay: 2023-08-15; Registration: 144C/Urm R; S: First Pay: 2023-08-15; Registration: 144V/Qwa G;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B3VIC243.0004.50AqqQQQ-----OmykfHwnkx-180.78%0.780%32.47415
JPIG68.5107.93Lm2EE+-----LhkebBugwq-751.59%1.610%91.82274
C4EUB269.8706.60IwwZZZ-----WptgqTntae-281.03%1.040%71.55545
X1HHU575.6002.78Y-1M-1+-----Cpwlzrva1oU--20L-20-853.00000
NNWY66.9304.78D2LL-----OhpfxCozas-1252.09%2.110%86.10686
HTKE33.5606.93Dtt3K------YljfpQxwoq-2152.99%3.010%94.31131
O2RSP412.0008.42UvvRRR-----TcbcwOXGL-80.59%0.600%68.55476
Tranche Comments
X1: Registration: Ahzqzz; O2: Registration: Nqmlwy; B3: Registration: Hjxwgb; C4: Registration: Dlhhkn; J: Registration: Hnubav; N: Registration: Sxupfh; H: Registration: Cvuiwt;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C2EMF193.0004.51BaaWWWEEE----QuplfJUBP-151.91%0.920%19.25480
J1YPV159.0007.26D-1C-1+D1+----Xaseg1nE--0.62%0.620%235.00000
M3CVT654.0007.78JllDDDOOO----SvlswBUMA-201.31%1.320%77.13310
V4UVL417.3203.79MmmCCCVVV----JwhpwFqdvc-301.94%1.950%79.24208
Tranche Comments
J1: Registration: Comtof; C2: Registration: Zmpmen; M3: Registration: Pzjpyb; V4: Registration: Mgkfud;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q2QWG102.0001.68HaaGGGMMM----TgxtbWJQX-250.75%0.750%30.66440
B1ARB115.4001.34X-1U-1+D1+----Tyxvs1oX--0.26%0.260%274.00000
B4TOW238.1807.11XaaRRRUUU----RahvrOkemq-352.18%2.200%19.69788
V3YVR456.0002.47IllQQQLLL----QqtjbQYBL-251.39%1.400%36.35849
Tranche Comments
B1: Registration: 144W Hzqs; Q2: Registration: 144J Jxuh; V3: Registration: 144W Brnk; B4: Registration: 144L Qbdz;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F1QEB576.6808.97X-1T-1+F1+----Vvvui1oK--4-0.300%864.00000
Y3ORY798.0005.41MqqXXXYYY----Hrzkudba1uV-381.67%1.680%84.73733
C4IKL859.2905.42BttUUUPPP----ZnpxiEnaiy-702.67%2.690%30.12886
T2MYX780.0004.10IeeGGGUUU----LkqlmLNTK-280.89%0.900%45.36728
Tranche Comments
F1: Registration: 144N Fdcc; T2: Registration: 144F Ekid; Y3: Registration: 144H Vsfj; C4: Registration: 144Z Ginr;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I1CNZ590.8008.13U-1K-1+N1+----Xnogq1yH--5-0.400%-
A3YQY9,265.0004.90Kkk-I1+----HwfraZNVV-852.13%2.140%-
T2PQI766.0003.64Aee-BBB----CzhrlVVLZ-551.16%1.170%-
O4GMR563.1707.84Daa-XXX----TogpyWfkxv-1103.03%3.050%-
Tranche Comments
I1: Registration: 144S Wfbr; T2: Registration: 144J Uams; A3: Registration: 144G Xzel; O4: Registration: 144D Bxze;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D2BRY276.0004.24TbbSSSXXX----PvmvyXGUD-951.70%1.720%36.42618
Q4MLC501.2405.92PiiKKKKKK----OotprVwjix-1553.52%3.560%59.23913
D1CHR8,425.0003.99Z-1U-1+E1+----Njwpd1qR--0.67%0.670%605.00000
V3WEO5,027.0003.98UzzNNNGGG----BjrrbEMTX-1352.67%2.690%18.65062
Tranche Comments
D1: Registration: 144J Exwr; D2: Registration: 144L Jrkx; V3: Registration: 144S Kann; Q4: Registration: 144B Gdpu;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G1MCK266.9003.31Q-1F-1+-----Jhaxu1eC-72.95%2.950%497.00000
B2BOZT877.0002.70GxxKKKUUU----NzywbAJCM-140-4.290%-
I3IWIL53.0002.50DeeTTTTTT----PpsvsCyotw-1854.97%5.030%19.62421
Q2KGUH117.0004.90VggPPPLLL----Rzzuwtvd---1dG+130-827.00000
N4YAN63.3009.15L-1O+MMM----TvkxnJxqec-2455.73%5.810%40.64261
O3SBOF83.9008.10TffHHHDDD----Telhqexb---1fP+175-733.00000
Tranche Comments
G1: Registration: 144H Hoie; B2B: Registration: 144T Odri; Q2K: Registration: 144D Wnrd; I3I: Registration: 144J Rzgq; O3S: Registration: 144D Pdke; N4: Registration: 144Z Ldmv;
Refinancing
Yes

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research