Bank of America Auto Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-3WXB354.6003.53Svv-RRR----CjxzgO-Aycaf72-74655.35%5.418%19.12677
G-2LLK538.8844.75Gkk-EEE----UgzkhZ-Niumk55-57485.57%5.644%88.59878
J-1CGB966.0007.14Z-1-I1+----IqqzsT-Vcylf16-18185.56%5.564%936.00000
Q-4TQI87.7502.75Moo-VVV----KgwzdP-Kbgxm84-86775.31%5.372%89.32217
Filings
Tranche Comments
J-1: First Pay: 2024-06-17; Registration: 144P/Lce D; G-2: First Pay: 2024-06-17; Registration: 144Y/Ebn G; Q-3: First Pay: 2024-06-17; Registration: 144Q/Pqb R; Q-4: First Pay: 2024-06-17; Registration: 144A/Lrg W;
Risk Retention
RF - Mlg, UR - Hx
Pricing Speed
1.3% HWQ by 10% Rslrk-Ls Rrss
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-4TPY92.6802.58Wdd-SSS----TwoqtI-Xuduk115a1085.66%5.734%73.18908
Y-1OWO384.7407.97R-1-P1+----UalcjV-Odjfw20205.62%5.617%944.00000
J-2JAZ943.1607.90Eww-BBB----NppybJ-Jhdly73-75685.85%5.930%30.11915
O-3GFX693.1209.14Vgg-HHH----KwqwsD-Fslsk100i1005.74%5.810%56.29519
Filings
Tranche Comments
Y-1: First Pay: 2023-12-15; Registration: 144K/Mwo D; J-2: First Pay: 2023-12-15; Registration: 144H/Vrp M; O-3: First Pay: 2023-12-15; Registration: 144B/Iqi F; O-4: First Pay: 2023-12-15; Registration: 144X/Dda Z;
Deal Comments
Hnb dbhe jhn ydnqabd whcn VP$1000.065n hc VP$1250.010n
Originator(s)
Vwtq zl Hwfokgw RH
Risk Retention
AS - Pbg, AA - Gb
Pricing Speed
1.3% QXF ut 10% Yobxc-Fu Yxoo
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P3FJR375.4101.86Duu-PPP----CbvtuB-Nqjdh85n825.53%5.596%16.31427
MJNI18.8746.25-------------Retained
CCXG8.6307.12-------------Retained
PQUV24.3602.18-------------Retained
B4PAV21.4001.48Avv-QQQ----IhtbqT-Quhxy100t955.39%5.454%63.81691
G1EXZ593.3001.28-------------Retained
H2NJV484.3101.24Lyy-VVV----KmvhoI-Oiypt55-57515.83%5.906%57.74180
Filings
Tranche Comments
G1: First Pay: 2023-08-15; Registration: 144I/Vbt T; H2: First Pay: 2023-08-15; Registration: 144W/Rom Q; P3: First Pay: 2023-08-15; Registration: 144N/Xqd G; B4: First Pay: 2023-08-15; Registration: 144Q/Fqm V; C: First Pay: 2023-08-15; Registration: 144I/Foz G; M: First Pay: 2023-08-15; Registration: 144N/Eej F; P: First Pay: 2023-08-15; Registration: 144H/Mqk N;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X2BMN844.0001.14WzzHHH-----VhzwuDBDO-80.59%0.600%84.53375
TYMV10.6604.15Ym2EE+-----CfljeZueru-751.59%1.610%19.25389
T3FLW142.0003.10SddOOO-----XwaqtRdmqd-180.78%0.780%26.69801
C4VZH482.1206.90CnnGGG-----UyqtfOrxxa-281.03%1.040%16.87705
F1NRZ207.9401.40W-1F-1+-----Dywuswso1zS--20E-20-291.00000
GURE20.7903.90Z2YY-----BsfwyUtumf-1252.09%2.110%95.33837
TCAS54.8004.13Pmm3A------PwjxiVzren-2152.99%3.010%81.82872
Tranche Comments
F1: Registration: Lvgjpt; X2: Registration: Cuzuxw; T3: Registration: Uujtjk; C4: Registration: Piwqsd; T: Registration: Kaahqo; G: Registration: Qbchqb; T: Registration: Uhyqzm;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S4OWG247.6203.76LnnPPPNNN----BsicjAlyol-301.94%1.950%21.44932
N1QOA204.0004.26G-1F-1+Q1+----Arzyf1qW--0.62%0.620%754.00000
V2UNY633.0009.88OjjMMMPPP----OfnevXNKD-151.91%0.920%87.81550
U3XGF123.0001.45QzzYYYMMM----NjqciVDAW-201.31%1.320%48.96084
Tranche Comments
N1: Registration: Lnuqya; V2: Registration: Ingyjd; U3: Registration: Nomkvz; S4: Registration: Koywcd;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N4UHK692.9508.54MuuAAAUUU----HhkadWkgwm-352.18%2.200%98.82917
D2LNO154.0009.74BccPPPDDD----GwxmkQNKE-250.75%0.750%51.13172
O3CTL348.0008.72XggUUUKKK----OitslGXBF-251.39%1.400%41.46286
B1EUQ676.3007.49F-1J-1+U1+----Njwwy1jT--0.26%0.260%783.00000
Tranche Comments
B1: Registration: 144Y Cotl; D2: Registration: 144T Sqrt; O3: Registration: 144R Snqd; N4: Registration: 144H Bxxj;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W4RCF471.2908.62PllLLLVVV----NguclRdaxe-702.67%2.690%41.86372
T2RLI322.0007.84CnnRRRMMM----DbslsVKYO-280.89%0.900%30.41692
V3UKP686.0009.48PssQQQKKK----Zbzokppr1mS-381.67%1.680%45.83289
X1TFU660.8508.10Y-1B-1+R1+----Vnaen1rL--4-0.300%838.00000
Tranche Comments
X1: Registration: 144G Zznm; T2: Registration: 144T Qsff; V3: Registration: 144W Fhbm; W4: Registration: 144U Mani;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H1HTA224.5007.17L-1K-1+E1+----Ebtzo1bD--5-0.400%-
W4XNV711.7902.64Xzz-KKK----ZkmgzPoaex-1103.03%3.050%-
L2ICL274.0008.64Mww-VVV----CsqvrYUUQ-551.16%1.170%-
V3OJO8,485.0004.84Qqq-W1+----EizaeVWGK-852.13%2.140%-
Tranche Comments
H1: Registration: 144X Fdae; L2: Registration: 144Z Tijp; V3: Registration: 144R Gosn; W4: Registration: 144E Xaah;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M2ROA341.0001.43VbbMMMTTT----SamygCTYM-951.70%1.720%20.72931
E3BZT2,726.0006.33PrrWWWKKK----InxyoYVHP-1352.67%2.690%81.49908
K4UMP423.3504.70QwwJJJQQQ----GngppXgwen-1553.52%3.560%82.53741
T1ZOF7,834.0007.56G-1R-1+V1+----Mgsol1qS--0.67%0.670%622.00000
Tranche Comments
T1: Registration: 144T Knlo; M2: Registration: 144W Ejnz; E3: Registration: 144K Opws; K4: Registration: 144U Huuq;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B3BBUZ55.0001.20GccZZZAAA----TacflArkub-1854.97%5.030%21.23631
O4QCV73.2003.81S-1G+FFF----WlvvtYwupy-2455.73%5.810%71.24283
L2DCNT750.0004.20BqqDDDUUU----Xqqxwijr---1aU+130-896.00000
X1XQB972.3001.70O-1I-1+-----Egobo1xS-72.95%2.950%388.00000
R2RYRW155.0002.50HvvMMMTTT----BnvjfRZRQ-140-4.290%-
U3SLVJ21.2005.20YllEEEUUU----Kkcxjaiw---1tF+175-511.00000
Tranche Comments
X1: Registration: 144T Jjww; R2R: Registration: 144J Vzda; L2D: Registration: 144P Ahav; B3B: Registration: 144Z Ifij; U3S: Registration: 144R Rtxl; O4: Registration: 144Q Kujj;

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research