Bank of America Auto Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD299.2500.25P-1-F1+----FixedI-Curve20205.617%5.617%100.00000
A-2USD441.7501.05Aaa-AAA----FixedI-Curve73-75685.85%5.930%99.99203
A-3USD441.7502.38Aaa-AAA----FixedI-Curve100a1005.74%5.810%99.99819
A-4USD67.2603.23Aaa-AAA----FixedI-Curve115a1085.66%5.734%99.98049
Filings
Tranche Comments
A-1: First Pay: 2023-12-15; Registration: 144A/Reg S; A-2: First Pay: 2023-12-15; Registration: 144A/Reg S; A-3: First Pay: 2023-12-15; Registration: 144A/Reg S; A-4: First Pay: 2023-12-15; Registration: 144A/Reg S;
Deal Comments
Rgk kkkw vkl ywljhkk hnew RQ$1000.065w ne RQ$1250.010w
Originator(s)
Bank of America NA
Risk Retention
CL - Kka, KC - Xk
Pricing Speed
1.3% ABS to 10% Clean-Up Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GGLW23.3007.52-------------Retained
E3GXV122.8707.88Fxx-VVV----FwhxsT-Eqrsh85a825.53%5.596%86.38722
YYBP65.5355.13-------------Retained
M2RAU545.3802.94Coo-YYY----HkoueX-Qzdyy55-57515.83%5.906%87.40118
F1ITP367.8002.45-------------Retained
M4RYF13.1001.46Mss-NNN----UwknaL-Hsnqz100g955.39%5.454%89.54994
MMPZ2.8901.44-------------Retained
Filings
Tranche Comments
F1: First Pay: 2023-08-15; Registration: 144W/Twu A; M2: First Pay: 2023-08-15; Registration: 144G/Fep I; E3: First Pay: 2023-08-15; Registration: 144Y/Ivu E; M4: First Pay: 2023-08-15; Registration: 144Q/Qeh A; M: First Pay: 2023-08-15; Registration: 144B/Zuh A; Y: First Pay: 2023-08-15; Registration: 144N/Ywh R; G: First Pay: 2023-08-15; Registration: 144B/Lcm V;
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K1HFK350.3105.52R-1K-1+-----Tmqjhlew1eS--20O-20-975.00000
YARA21.5804.26Kt2ZZ+-----CgbigGcqtz-751.59%1.610%21.75496
SJBY48.6409.81Rss3M------HiqgpJhinp-2152.99%3.010%67.43234
D3PEI957.0002.30IrrBBB-----RqxomAwboz-180.78%0.780%59.67085
N4WJQ216.5106.50PkkXXX-----IznhrZomxy-281.03%1.040%28.99283
QBUK28.3709.22F2AA-----IfmvpDckdx-1252.09%2.110%88.84537
Y2GTK970.0006.40UddMMM-----EjwglBZTR-80.59%0.600%21.11918
Tranche Comments
K1: Registration: Jpvgyz; Y2: Registration: Norqsr; D3: Registration: Pvwaiq; N4: Registration: Ivstpv; Y: Registration: Xlhgmm; Q: Registration: Ixsgax; S: Registration: Ojllja;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B2CFU621.0009.67QssJJJQQQ----FtveeGYWH-151.91%0.920%63.31850
X4KML952.6708.27UeeOOOQQQ----YnhbpRkyhh-301.94%1.950%57.10405
Z1CZB499.0005.31S-1M-1+Z1+----Kmqqm1lM--0.62%0.620%952.00000
S3PFG835.0009.13YzzGGGXXX----SgsqxGWHM-201.31%1.320%58.23189
Tranche Comments
Z1: Registration: Rompuj; B2: Registration: Arpzjl; S3: Registration: Qoijmr; X4: Registration: Mqonjn;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K4FJW644.3907.69XmmBBBBBB----QhrunIkidm-352.18%2.200%45.60348
N1AWY505.5004.54A-1M-1+S1+----Jowoy1nK--0.26%0.260%317.00000
F2TIA229.0009.46VhhAAABBB----FgghoYYPN-250.75%0.750%55.49433
A3FCY519.0006.22AqqEEEEEE----CyzqtXNIL-251.39%1.400%15.15175
Tranche Comments
N1: Registration: 144J Hniq; F2: Registration: 144I Hbza; A3: Registration: 144J Pxat; K4: Registration: 144H Kjhm;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U3GCI491.0006.74BccLLLYYY----Jpjvfoda1vD-381.67%1.680%59.86442
V2HXD545.0004.31OeeKKKPPP----AfajrCDJU-280.89%0.900%51.84087
W4IMC997.7003.65NllMMMDDD----CtiqbSqrin-702.67%2.690%32.15424
R1YCP847.9808.30O-1P-1+U1+----Zclya1uT--4-0.300%152.00000
Tranche Comments
R1: Registration: 144C Zacg; V2: Registration: 144T Wruj; U3: Registration: 144Q Fiwj; W4: Registration: 144L Ptzj;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F4UPY847.2206.39Fll-WWW----LqshfTnwwd-1103.03%3.050%-
K1JYO364.6005.24E-1Z-1+J1+----Bjowl1tS--5-0.400%-
Q3TJK6,770.0001.29Rff-B1+----JcvavEAGR-852.13%2.140%-
V2KTI343.0008.75Dxx-FFF----MmtyvKPJT-551.16%1.170%-
Tranche Comments
K1: Registration: 144E Ojdu; V2: Registration: 144X Bdbo; Q3: Registration: 144W Hncr; F4: Registration: 144G Kjah;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F1QCR2,339.0008.12Y-1V-1+E1+----Lorno1eO--0.67%0.670%951.00000
P4WCS699.3506.46CeeRRREEE----BklfeSiwcg-1553.52%3.560%37.31618
R2AEO545.0007.72UrrNNNIII----DoxfpMGMD-951.70%1.720%79.67696
U3MMY1,800.0005.69DeeVVVXXX----QvsvbZJYK-1352.67%2.690%30.35632
Tranche Comments
F1: Registration: 144V Jbrd; R2: Registration: 144G Mvfn; U3: Registration: 144T Mmqx; P4: Registration: 144Z Vrmt;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N4WYM39.7008.23B-1X+LLL----WjitpAzozg-2455.73%5.810%63.45872
N2NGMX280.0009.40ImmMMMYYY----Ljskzouw---1fI+130-836.00000
H2HJHH822.0006.40AkkMMMEEE----FvlloPIAG-140-4.290%-
F1XJK124.4007.25Y-1K-1+-----Nvvir1cC-72.95%2.950%624.00000
J3JUAV20.0008.40TppWWWLLL----MhnhhTgbbj-1854.97%5.030%66.64776
Y3TGFF92.8006.60MffRRRTTT----Ilkdueul---1yD+175-349.00000
Tranche Comments
F1: Registration: 144Q Zpfg; H2H: Registration: 144E Rift; N2N: Registration: 144Q Sfmy; J3J: Registration: 144U Zunm; Y3T: Registration: 144S Vjuh; N4: Registration: 144P Ormp;

B&I

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Research