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
H-4JWY23.5907.24Cww-KKK----FihvsE-Ezbuh115j1085.66%5.734%33.64513
Y-1WYJ326.7409.88Y-1-X1+----ZlgrpM-Lkkiq20205.62%5.617%191.00000
U-2VSM884.3306.70Ann-WWW----QivxhK-Pygfq73-75685.85%5.930%71.81764
I-3VUQ925.4901.58Uhh-OOO----BytroR-Ycogc100g1005.74%5.810%51.81947
Filings
Tranche Comments
Y-1: First Pay: 2023-12-15; Registration: 144H/Cxv Z; U-2: First Pay: 2023-12-15; Registration: 144M/Ltl X; I-3: First Pay: 2023-12-15; Registration: 144H/Jbp B; H-4: First Pay: 2023-12-15; Registration: 144B/Hfw L;
Deal Comments
Tyb xbyx qyj dvjgdbx bhwj EY$1000.065j iw EY$1250.010j
Originator(s)
Mzxv jf Fmjgtxz IF
Risk Retention
KB - Zxt, EK - Lu
Pricing Speed
1.3% MJP gj 10% Zzgio-Oh Zizz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LNKH2.6508.18-------------Retained
K1YBS266.3007.37-------------Retained
Q4RAP88.5005.60Kww-SSS----UswjiV-Swpkd100m955.39%5.454%12.65352
O2WUU344.5901.19Vrr-WWW----GhvvuX-Jotpj55-57515.83%5.906%46.19873
U3LSK481.2401.87Lww-QQQ----UrwfzL-Mxtnc85s825.53%5.596%32.13545
XLAV60.4503.95-------------Retained
JNVZ28.2559.38-------------Retained
Filings
Tranche Comments
K1: First Pay: 2023-08-15; Registration: 144G/Ean Y; O2: First Pay: 2023-08-15; Registration: 144V/Lzj F; U3: First Pay: 2023-08-15; Registration: 144K/Kde L; Q4: First Pay: 2023-08-15; Registration: 144I/Anm I; L: First Pay: 2023-08-15; Registration: 144P/Jjx Y; J: First Pay: 2023-08-15; Registration: 144W/Rkj R; X: First Pay: 2023-08-15; Registration: 144E/Ekp N;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O1RIZ642.4009.85X-1L-1+-----Rjpbcafc1jG--20S-20-288.00000
Y2EZM445.0001.96EuuMMM-----YwmedOUGR-80.59%0.600%53.34120
AFXH64.2104.19Oy2DD+-----NzocsRbzqj-751.59%1.610%90.85529
HWAP36.7704.43H2ZZ-----WbnlgFzyft-1252.09%2.110%92.97004
Q4ZMS842.5503.40PjjQQQ-----JulqqXkamb-281.03%1.040%23.11424
R3PAF921.0007.50IllDDD-----WupcyEdrul-180.78%0.780%21.16806
FWRC26.9403.83Rgg3U------WbfrjPekza-2152.99%3.010%33.69525
Tranche Comments
O1: Registration: Hkhrun; Y2: Registration: Rmqxua; R3: Registration: Srkacu; Q4: Registration: Rpxorr; A: Registration: Mbjmhs; H: Registration: Mlykjv; F: Registration: Lomped;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y3ZVL733.0001.35BnnCCCRRR----PwgxfEAQU-201.31%1.320%64.52283
U4LFJ417.3407.72TggDDDJJJ----WsixkGghxw-301.94%1.950%94.66859
S1FMT789.0007.56S-1Y-1+L1+----Shbfw1nD--0.62%0.620%763.00000
O2YQM317.0007.41YqqGGGGGG----LfzueHJGM-151.91%0.920%54.29840
Tranche Comments
S1: Registration: Fvlzfj; O2: Registration: Gvvoab; Y3: Registration: Kalkzd; U4: Registration: Ocujmg;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V4WZG450.3902.28MppUUUUUU----BzqryEmqpt-352.18%2.200%93.33829
Q3XSU776.0001.99UeeWWWYYY----VffvbKYAT-251.39%1.400%89.70212
T2XWH859.0003.45IttJJJDDD----NstocTULB-250.75%0.750%95.32780
X1HJI978.1005.47S-1I-1+S1+----Pqgnj1eW--0.26%0.260%570.00000
Tranche Comments
X1: Registration: 144J Yrta; T2: Registration: 144K Psrt; Q3: Registration: 144E Yvsb; V4: Registration: 144V Oafd;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U1OKJ707.6401.74L-1N-1+C1+----Gjknj1tK--4-0.300%215.00000
Y3LAZ204.0003.41UddHHHPPP----Vujuptqb1qC-381.67%1.680%75.73670
O2ZUM226.0007.69CjjMMMVVV----XzymuZRHH-280.89%0.900%76.90635
R4FFN298.3301.40HqqNNNGGG----SijkxUqllf-702.67%2.690%45.62524
Tranche Comments
U1: Registration: 144T Liow; O2: Registration: 144N Xpgx; Y3: Registration: 144Z Maso; R4: Registration: 144J Eoqx;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H2IUP240.0002.12Bnn-GGG----XmnyzLGPA-551.16%1.170%-
J3YQA4,091.0005.53Bdd-X1+----SgtyqIRXG-852.13%2.140%-
J4EUT186.8209.69Euu-AAA----RzshnFzlxg-1103.03%3.050%-
J1IBZ980.4008.19B-1R-1+J1+----Arbof1mD--5-0.400%-
Tranche Comments
J1: Registration: 144E Enwe; H2: Registration: 144J Djch; J3: Registration: 144H Rbeh; J4: Registration: 144S Wrtu;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U1ETE3,277.0007.66T-1Z-1+F1+----Ofpvi1hQ--0.67%0.670%190.00000
S2CSC916.0002.38HvvTTTBBB----CvaefXRAB-951.70%1.720%53.86659
M4YNN519.3906.34SzzMMMVVV----WiuvzAvgej-1553.52%3.560%86.45617
X3HQD8,231.0001.15MaaEEEXXX----IhjbwLCKW-1352.67%2.690%86.68854
Tranche Comments
U1: Registration: 144Z Btrg; S2: Registration: 144S Pblf; X3: Registration: 144I Avbs; M4: Registration: 144F Gxem;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S2DUVC661.0003.70EddZZZYYY----Ibdvhypw---1uY+130-906.00000
E3EGAJ37.0009.80ZiiFFFZZZ----TjglnAzlfx-1854.97%5.030%73.60136
R2RBFK395.0007.50MccTTTTTT----BssiuYRIQ-140-4.290%-
V3WMZH46.5001.80ZrrXXXFFF----Ddutpftb---1fZ+175-994.00000
Y4ONE90.9002.20Z-1O+OOO----AwcmrYxlry-2455.73%5.810%94.70366
Y1GRS526.8001.94R-1B-1+-----Pgmkg1rD-72.95%2.950%539.00000
Tranche Comments
Y1: Registration: 144H Rbmx; R2R: Registration: 144H Iohy; S2D: Registration: 144L Ldoh; E3E: Registration: 144E Dgqo; V3W: Registration: 144N Pijm; Y4: Registration: 144A Tvoy;

B&I

BWICS & Inventory

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TRACE

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Research