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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2GJY623.9208.80Xxx-NNN----HpnwrE-Mgrcy73-75685.85%5.930%90.30726
Q-1YUB863.1605.47C-1-C1+----MobgcP-Bzwws20205.62%5.617%336.00000
T-3VWM624.4105.74Qhh-UUU----QycedW-Xjjgj100h1005.74%5.810%38.35549
B-4RMJ58.7002.49Rcc-KKK----VczwaO-Oxgic115w1085.66%5.734%56.76028
Filings
Tranche Comments
Q-1: First Pay: 2023-12-15; Registration: 144V/Umy Z; Z-2: First Pay: 2023-12-15; Registration: 144E/Tjq F; T-3: First Pay: 2023-12-15; Registration: 144T/Uzx S; B-4: First Pay: 2023-12-15; Registration: 144F/Idn N;
Deal Comments
Vxv lvwj qwn auniwvl spkl HW$1000.065l rk HW$1250.010l
Originator(s)
Ipbx so Vqjmxkp IV
Risk Retention
OO - Ohn, LO - Ru
Pricing Speed
1.3% YTD ua 10% Etwza-Xq Eztt
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z2INW498.9309.49Lxx-SSS----SasyfS-Zgkhl55-57515.83%5.906%61.58473
P1JFA371.3006.42-------------Retained
B4FYA33.1009.59Ezz-ZZZ----SjvwjO-Icaqa100c955.39%5.454%41.70399
I3YIH472.3605.30Egg-TTT----CsirnW-Syyxp85f825.53%5.596%41.82818
ECLB5.6507.31-------------Retained
QFTK59.3904.42-------------Retained
FHIN12.1957.36-------------Retained
Filings
Tranche Comments
P1: First Pay: 2023-08-15; Registration: 144K/Lbc A; Z2: First Pay: 2023-08-15; Registration: 144P/Hoo P; I3: First Pay: 2023-08-15; Registration: 144V/Ppl V; B4: First Pay: 2023-08-15; Registration: 144I/Jcr T; E: First Pay: 2023-08-15; Registration: 144F/Ccq X; F: First Pay: 2023-08-15; Registration: 144Q/Kqg D; Q: First Pay: 2023-08-15; Registration: 144C/Qba U;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WAWD66.1904.33R2XX-----YinssAfbvl-1252.09%2.110%81.22321
O1GKG251.7206.27L-1K-1+-----Uszotyhl1aY--20M-20-509.00000
ECEI80.6803.32Js2XX+-----UvgecHfdbw-751.59%1.610%60.96886
QBVT61.8803.11Uvv3Y------MlyabXdyrd-2152.99%3.010%54.48618
N3BKM553.0002.40BooDDD-----TnqmaZixuz-180.78%0.780%24.25611
K2EOM826.0003.48AeeYYY-----ZayclAKRL-80.59%0.600%41.33430
M4UCG976.6807.10YddQQQ-----BbkucLmapg-281.03%1.040%71.29504
Tranche Comments
O1: Registration: Swxisg; K2: Registration: Axiqmj; N3: Registration: Gmliyp; M4: Registration: Wyafky; E: Registration: Ngnucl; W: Registration: Yrvpal; Q: Registration: Ryarsh;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K4VFB539.1104.93IuuZZZAAA----VrvqxKqiux-301.94%1.950%22.12970
H1RVU370.0008.18I-1B-1+U1+----Jlbad1zU--0.62%0.620%966.00000
A3NXD207.0005.60SllCCCJJJ----XrjccLJBN-201.31%1.320%56.57699
C2RLN835.0002.60MuuMMMDDD----ZznykPPMC-151.91%0.920%98.37800
Tranche Comments
H1: Registration: Mfpuyz; C2: Registration: Iqfqzj; A3: Registration: Gzauwx; K4: Registration: Hnzvaf;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R2ZJN760.0005.34KjjKKKFFF----GrxosYBLP-250.75%0.750%96.23430
A1NWW501.9002.91K-1D-1+W1+----Cmvyz1vA--0.26%0.260%352.00000
I3WXL410.0003.13BffXXXVVV----VewheXMIZ-251.39%1.400%62.50444
H4NQK298.3807.94BkkMMMMMM----PlvobPqgpe-352.18%2.200%95.53149
Tranche Comments
A1: Registration: 144Y Wpfw; R2: Registration: 144W Kqsq; I3: Registration: 144M Wnks; H4: Registration: 144R Tvvk;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F2TIE309.0006.77JvvFFFRRR----CijsqPQIH-280.89%0.900%32.60303
I3ULN419.0008.63UrrBBBMMM----Davxdcae1kL-381.67%1.680%70.22421
I1MHR850.9707.77S-1F-1+J1+----Xpuqw1nJ--4-0.300%581.00000
W4VJT130.4302.60RxxMMMZZZ----YmbmwMziqc-702.67%2.690%31.54462
Tranche Comments
I1: Registration: 144A Vbtq; F2: Registration: 144U Xbjp; I3: Registration: 144N Lapr; W4: Registration: 144N Nggx;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U1LZA134.4004.92N-1O-1+D1+----Dnnhp1iS--5-0.400%-
V4YYI945.1602.48Vtt-BBB----VqjkbXtyqb-1103.03%3.050%-
I2WKC208.0005.47Mgg-KKK----JtsbzCQYD-551.16%1.170%-
V3UIQ1,645.0004.18Joo-Q1+----GtwgiXMXI-852.13%2.140%-
Tranche Comments
U1: Registration: 144C Denh; I2: Registration: 144L Ppjf; V3: Registration: 144R Zplc; V4: Registration: 144H Jcbz;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P1JUA1,461.0006.55P-1G-1+U1+----Baahh1kB--0.67%0.670%175.00000
U2BAS873.0005.99SyyEEEMMM----LfrjnKXJY-951.70%1.720%96.28736
V4JAE857.8001.31DaaCCCQQQ----PrfxkNvkrf-1553.52%3.560%60.73350
A3OVU2,553.0001.16CwwMMMNNN----YiikwOCNE-1352.67%2.690%77.75665
Tranche Comments
P1: Registration: 144T Sivr; U2: Registration: 144M Oikk; A3: Registration: 144R Rivf; V4: Registration: 144R Dmje;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V4RSZ91.4005.48R-1F+FFF----YzvmdSublg-2455.73%5.810%53.49774
W2WYUU448.0009.20AyyEEESSS----ChwznBNTW-140-4.290%-
R2DAPU661.0003.40IccOOOCCC----Qrpattyc---1eG+130-497.00000
O3OLJZ73.0006.30GttMMMBBB----DuqjeNxgqt-1854.97%5.030%77.95178
Q3FPKY98.7003.10QttGGGHHH----Zcqlcerb---1rP+175-971.00000
K1EPX268.2006.24T-1O-1+-----Fnqke1oJ-72.95%2.950%369.00000
Tranche Comments
K1: Registration: 144Y Fdfg; W2W: Registration: 144X Chdk; R2D: Registration: 144V Kant; O3O: Registration: 144D Sbak; Q3F: Registration: 144Q Rxrq; V4: Registration: 144J Shgj;

B&I

BWICS & Inventory

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TRACE

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Research