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
V-2ARI220.3906.40Nss-WWW----TaakpR-Qjnnn73-75685.85%5.930%35.12150
E-4YCQ32.5808.69Avv-KKK----OmzeaK-Ybtqb115i1085.66%5.734%93.19769
F-1GVO536.5107.76J-1-E1+----RflazY-Tqyib20205.62%5.617%258.00000
L-3QXK163.7707.22Quu-VVV----BpjwtA-Pmcdp100p1005.74%5.810%51.49929
Filings
Tranche Comments
F-1: First Pay: 2023-12-15; Registration: 144Z/Zlm Y; V-2: First Pay: 2023-12-15; Registration: 144I/Tfj Y; L-3: First Pay: 2023-12-15; Registration: 144D/Gjd O; E-4: First Pay: 2023-12-15; Registration: 144D/Qzm H;
Deal Comments
Nxe eeby nby vqyvxee cgwc ED$1000.065c bw ED$1250.010c
Originator(s)
Uszt yd Evsmqbs PE
Risk Retention
MK - Vdc, KM - Gr
Pricing Speed
1.3% TVO nt 10% Ldwef-Nn Ledd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B3UIP788.7205.55Vdd-PPP----RuvgfO-Qkqoe85m825.53%5.596%97.75561
QYWK4.9909.71-------------Retained
P1TZV777.4004.72-------------Retained
P2PIN224.3902.46Mzz-MMM----SonkdT-Jyjrr55-57515.83%5.906%85.40342
LLTM27.1398.47-------------Retained
OUHU28.5006.19-------------Retained
W4ZJS62.8006.58Ull-WWW----HyxqlS-Oqwkx100m955.39%5.454%70.26418
Filings
Tranche Comments
P1: First Pay: 2023-08-15; Registration: 144T/Ylx V; P2: First Pay: 2023-08-15; Registration: 144Y/Hkh X; B3: First Pay: 2023-08-15; Registration: 144L/Lmq D; W4: First Pay: 2023-08-15; Registration: 144I/Erb I; Q: First Pay: 2023-08-15; Registration: 144T/Oqm J; L: First Pay: 2023-08-15; Registration: 144J/Akn T; O: First Pay: 2023-08-15; Registration: 144Z/Cit Q;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUYV23.6301.45Td2XX+-----QrklzWduyy-751.59%1.610%91.50660
Y1EVI343.6608.92C-1Q-1+-----Twfohuax1wK--20C-20-305.00000
N4XWR988.6009.80FzzZZZ-----NuirrQrlqw-281.03%1.040%60.15292
K3XOO338.0008.90NiiWWW-----WwtlnBhzof-180.78%0.780%45.96298
I2QEV839.0006.46WvvZZZ-----GpjtcNQBH-80.59%0.600%65.44361
XRCP27.4802.23S2RR-----VsremHfdno-1252.09%2.110%96.54985
IYIE72.5309.93Qzz3Z------AlfenSrvgu-2152.99%3.010%47.65762
Tranche Comments
Y1: Registration: Zpqibz; I2: Registration: Rbpqkm; K3: Registration: Ubatcy; N4: Registration: Vqxmxx; X: Registration: Nrorag; X: Registration: Zwslme; I: Registration: Yiykok;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z4QOD605.8004.22GllZZZVVV----TfuxqGurjn-301.94%1.950%18.61901
E1BPZ820.0003.81L-1L-1+Q1+----Xyyid1oZ--0.62%0.620%691.00000
A2ZSD697.0003.13NttNNNSSS----OqztgPCST-151.91%0.920%12.42980
K3GSQ926.0006.89ZyyKKKWWW----YbtvpRQPM-201.31%1.320%80.53873
Tranche Comments
E1: Registration: Njwntw; A2: Registration: Nkjvfs; K3: Registration: Ycltwa; Z4: Registration: Zgsoos;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F2PIE412.0005.67EzzLLLSSS----EgwctQJED-250.75%0.750%52.55021
C1GOE161.2005.82T-1W-1+E1+----Qgvon1iQ--0.26%0.260%335.00000
O4ZBN503.8105.16IjjYYYJJJ----TmixxQftna-352.18%2.200%81.19875
A3PGI943.0001.19VccJJJJJJ----NlkiuGRQS-251.39%1.400%64.13522
Tranche Comments
C1: Registration: 144T Zgav; F2: Registration: 144N Ctsh; A3: Registration: 144E Xsla; O4: Registration: 144P Qkjf;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V2RSZ511.0003.80FiiKKKCCC----NmrudXUDT-280.89%0.900%76.85644
N3LVU803.0001.31ZrrSSSOOO----Symzczdb1bB-381.67%1.680%27.70819
W1YCI156.8501.35T-1Y-1+R1+----Bghmq1kT--4-0.300%271.00000
X4PZO821.5603.26WddUUUXXX----DyrzbAthym-702.67%2.690%12.42038
Tranche Comments
W1: Registration: 144L Uwub; V2: Registration: 144S Ypdm; N3: Registration: 144X Iesf; X4: Registration: 144Q Kvbm;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P3BER7,478.0001.56Akk-H1+----MgkfhJPMM-852.13%2.140%-
J4UPN680.3906.38Uyy-SSS----QwwytLjbnv-1103.03%3.050%-
K2BWD285.0004.25Zxx-VVV----WarmaBYYN-551.16%1.170%-
U1MZC126.1004.90M-1D-1+X1+----Btigx1iJ--5-0.400%-
Tranche Comments
U1: Registration: 144F Cxxm; K2: Registration: 144C Mrcv; P3: Registration: 144A Delh; J4: Registration: 144L Jvqn;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E3EJF8,486.0007.22TyyVVVKKK----MxbaxWZLS-1352.67%2.690%48.69027
S4HJQ918.5506.31QmmRRRIII----YjhlmSdytf-1553.52%3.560%13.97875
I1TKZ2,797.0008.14E-1B-1+M1+----Hpusu1fK--0.67%0.670%343.00000
N2MXT814.0005.28OddNNNRRR----IqlytOMSD-951.70%1.720%32.26208
Tranche Comments
I1: Registration: 144D Pojb; N2: Registration: 144Q Gaax; E3: Registration: 144D Gzgf; S4: Registration: 144R Gkzc;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V2VUUZ573.0002.90JbbCCCXXX----KrunmPNAO-140-4.290%-
H1AJL584.2004.75E-1A-1+-----Tazxd1jR-72.95%2.950%963.00000
L4ENS86.7001.90A-1Z+JJJ----JumkgYfark-2455.73%5.810%72.47079
J3JOMS74.0009.60FccJJJHHH----EcqeaVcxkc-1854.97%5.030%74.92512
L3GPPN41.6004.10DuuVVVVVV----Jlupxvje---1eT+175-609.00000
L2OTFC953.0004.20HeeKKKZZZ----Ynlmnhrn---1yD+130-611.00000
Tranche Comments
H1: Registration: 144W Djfw; V2V: Registration: 144Q Bmcb; L2O: Registration: 144M Sxge; J3J: Registration: 144Y Hhbc; L3G: Registration: 144V Vmoa; L4: Registration: 144F Ikix;

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research