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
G-3VTU676.7009.32Vjj-MMM----TfmbxN-Iwayy100g1005.74%5.810%18.72409
J-2WQP308.3804.80Nqq-XXX----XqjmgR-Fgpsg73-75685.85%5.930%19.50363
M-4ENE71.5506.21Qff-RRR----HwsbbT-Tdamz115h1085.66%5.734%27.79844
N-1GPN992.9404.72V-1-X1+----KnqzpE-Cmlzb20205.62%5.617%220.00000
Filings
Tranche Comments
N-1: First Pay: 2023-12-15; Registration: 144H/Rjf I; J-2: First Pay: 2023-12-15; Registration: 144Z/Cul D; G-3: First Pay: 2023-12-15; Registration: 144D/Btc T; M-4: First Pay: 2023-12-15; Registration: 144F/Znx K;
Deal Comments
Zea cavh jvj aljdiac lqdz BE$1000.065z ed BE$1250.010z
Originator(s)
Llvs kr Wxvzrpl EW
Risk Retention
FC - Rfe, OF - Bh
Pricing Speed
1.3% VED wd 10% Hifzb-Sf Hzii
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XWIB34.2504.32-------------Retained
JZWD75.3059.51-------------Retained
Z3KCG196.8408.12Ihh-TTT----HzccoX-Plpgx85y825.53%5.596%83.75019
U4KGO10.2005.69Qoo-VVV----LykikL-Qmdfx100s955.39%5.454%82.58612
X2AJO676.4608.52Ktt-LLL----ForjnJ-Ckmfm55-57515.83%5.906%82.91170
FPPZ2.9003.14-------------Retained
Z1ESL825.9006.37-------------Retained
Filings
Tranche Comments
Z1: First Pay: 2023-08-15; Registration: 144F/Lrf A; X2: First Pay: 2023-08-15; Registration: 144N/Mkm F; Z3: First Pay: 2023-08-15; Registration: 144I/Yec G; U4: First Pay: 2023-08-15; Registration: 144V/Puu V; F: First Pay: 2023-08-15; Registration: 144W/Mau O; J: First Pay: 2023-08-15; Registration: 144L/Zpb Z; X: First Pay: 2023-08-15; Registration: 144I/Aic U;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F4ISA159.4701.40CuuBBB-----YgxqfRlnyx-281.03%1.040%16.94124
JEJL32.7005.37Ep2PP+-----UgxhxRhqws-751.59%1.610%84.25187
LQFF79.6603.88Qee3K------VtywbXqnww-2152.99%3.010%25.29097
GVRM87.9904.69F2AA-----DcbymBlbtu-1252.09%2.110%72.15070
M3HOF977.0006.40GzzYYY-----WsamlWnhqs-180.78%0.780%21.46156
S1GBF590.7609.62H-1D-1+-----Aemywrwo1lS--20J-20-180.00000
Q2ZHK204.0001.71CnnCCC-----NhvrtLNMW-80.59%0.600%74.10891
Tranche Comments
S1: Registration: Shxzuf; Q2: Registration: Xcyitv; M3: Registration: Avvkxo; F4: Registration: Okxknw; J: Registration: Bzyhgw; G: Registration: Ifvvpa; L: Registration: Rcfqnd;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M1EGV894.0005.74F-1T-1+R1+----Ishsg1eU--0.62%0.620%648.00000
U3NRY908.0003.11CllLLLLLL----QqmvxHZVV-201.31%1.320%88.21014
D4QRB108.5602.84WiiYYYIII----DutjrSywla-301.94%1.950%44.48793
H2LKZ841.0008.40NooZZZVVV----CgkboMEJH-151.91%0.920%96.38760
Tranche Comments
M1: Registration: Jscbsz; H2: Registration: Hoppwi; U3: Registration: Oiksav; D4: Registration: Rgqnaj;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V3RZD228.0008.25DxxGGGNNN----SrjpjWWTE-251.39%1.400%73.49234
U1RAQ950.1009.84Q-1K-1+V1+----Tqlmj1aX--0.26%0.260%127.00000
J4IVY181.2101.48UqqRRRNNN----LiiidSgliw-352.18%2.200%22.23065
S2HSP574.0007.35PccKKKSSS----QckwgUVPG-250.75%0.750%90.61798
Tranche Comments
U1: Registration: 144N Para; S2: Registration: 144B Obed; V3: Registration: 144E Wsnw; J4: Registration: 144X Vtbd;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H4RMC207.1502.90MvvZZZEEE----NfbauVwnjq-702.67%2.690%20.98909
L2WGU812.0009.10CccBBBKKK----BvowzPEVH-280.89%0.900%56.18483
L3OLD153.0006.98LhhAAAAAA----Avrbjryd1uE-381.67%1.680%35.29838
G1NCQ454.2805.93E-1G-1+J1+----Vlpwp1uM--4-0.300%941.00000
Tranche Comments
G1: Registration: 144A Zish; L2: Registration: 144F Psjh; L3: Registration: 144F Eejz; H4: Registration: 144Z Eftr;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L2XNE963.0002.84Knn-MMM----ZrrhbNXQB-551.16%1.170%-
T3PPB4,613.0008.32Vee-Z1+----OgjblBRHB-852.13%2.140%-
J4ZTS946.4508.76Lcc-HHH----UyfnaLvbch-1103.03%3.050%-
M1MMT612.7003.13W-1L-1+L1+----Srlwd1kH--5-0.400%-
Tranche Comments
M1: Registration: 144G Kknc; L2: Registration: 144Y Vson; T3: Registration: 144J Obhu; J4: Registration: 144F Xsii;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W2AYZ838.0003.12AjjSSSBBB----JklkvMTJZ-951.70%1.720%96.32892
E4CCA693.3502.78DggSSSCCC----NnhxfZduya-1553.52%3.560%31.43386
R1PSE6,604.0006.87W-1W-1+P1+----Lwfct1sB--0.67%0.670%191.00000
V3CVT2,211.0002.42WffSSSLLL----JhwulGLLP-1352.67%2.690%75.93069
Tranche Comments
R1: Registration: 144W Qoen; W2: Registration: 144N Pdbh; V3: Registration: 144F Bcon; E4: Registration: 144B Xcfo;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K3XHQS67.2007.10LzzHHHUUU----Uqyfoscx---1jP+175-458.00000
J4FTY60.7005.57X-1R+NNN----KqawwDhkbz-2455.73%5.810%34.59372
N3NEVT53.0007.90NttRRRDDD----SomxfIrkfq-1854.97%5.030%49.56687
L2UKBI145.0008.90YnnWWWNNN----Urkyapwo---1qI+130-736.00000
K1BBY116.8004.93Z-1U-1+-----Drwqv1cY-72.95%2.950%773.00000
N2NLQJ521.0006.90DeePPPZZZ----CkfziMRUY-140-4.290%-
Tranche Comments
K1: Registration: 144G Ixiv; N2N: Registration: 144E Negm; L2U: Registration: 144C Exbq; N3N: Registration: 144X Skmh; K3X: Registration: 144H Iaxr; J4: Registration: 144K Veew;

B&I

BWICS & Inventory

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TRACE

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Research