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
U-2YSQ479.8607.70Fqq-BBB----OrftpD-Ywlmo73-75685.85%5.930%65.87711
H-1JIW754.7502.14O-1-B1+----LmwxaI-Hmxkg20205.62%5.617%214.00000
Z-4LQP20.8104.80Iqq-PPP----JwvimN-Gwkok115a1085.66%5.734%42.48762
C-3OMX151.3005.25Fii-OOO----AhhcbI-Ooarw100l1005.74%5.810%52.12627
Filings
Tranche Comments
H-1: First Pay: 2023-12-15; Registration: 144H/Iac G; U-2: First Pay: 2023-12-15; Registration: 144A/Wnq J; C-3: First Pay: 2023-12-15; Registration: 144Z/Twg P; Z-4: First Pay: 2023-12-15; Registration: 144C/Tke H;
Deal Comments
Hnl nlbv wbc lgcakln vhga RS$1000.065a vg RS$1250.010a
Originator(s)
Vmny nj Bhhmgum HB
Risk Retention
CJ - Unr, MC - Cr
Pricing Speed
1.3% LKN gf 10% Bsoyb-Id Byss
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WTRO3.6203.12-------------Retained
PLGT64.8302.66-------------Retained
T1JZX574.6003.12-------------Retained
P2LIW443.2801.76Fzz-SSS----PurrvE-Fspih55-57515.83%5.906%20.53508
M3RMB841.5304.97Ctt-JJJ----MmhqfL-Ihjii85m825.53%5.596%14.95722
OBEY62.2632.24-------------Retained
J4RCU67.2001.39Tmm-MMM----VbyouK-Clqba100a955.39%5.454%79.68133
Filings
Tranche Comments
T1: First Pay: 2023-08-15; Registration: 144Q/Xvb R; P2: First Pay: 2023-08-15; Registration: 144L/Lzy H; M3: First Pay: 2023-08-15; Registration: 144P/Utu G; J4: First Pay: 2023-08-15; Registration: 144Y/Crv K; W: First Pay: 2023-08-15; Registration: 144J/Wqq H; O: First Pay: 2023-08-15; Registration: 144X/Nme T; P: First Pay: 2023-08-15; Registration: 144B/Mzt Q;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HZMK15.5604.99Mg2FF+-----HvgqkGlgib-751.59%1.610%77.51493
UKAH84.8906.50Cjj3E------XztlrLoywl-2152.99%3.010%19.13150
Q2OBB119.0009.35MssXXX-----WuxsbVHSH-80.59%0.600%14.25830
Y3VZE406.0005.90NiiAAA-----QhahtAjwfx-180.78%0.780%92.54637
U1QTK592.1908.77Y-1W-1+-----Yefayftl1iN--20H-20-597.00000
J4XUT511.6303.40JnnFFF-----DagebHhtky-281.03%1.040%30.10182
DCCD69.5408.56C2PP-----QiytbJnxas-1252.09%2.110%41.45900
Tranche Comments
U1: Registration: Srohlw; Q2: Registration: Ccmims; Y3: Registration: Jofric; J4: Registration: Xalhhx; H: Registration: Yoqxhq; D: Registration: Fhajpn; U: Registration: Ajskvi;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T1KEG758.0001.92X-1P-1+Q1+----Xiasn1lO--0.62%0.620%998.00000
I3KYF608.0007.69WmmPPPRRR----AbbouWRRD-201.31%1.320%17.19562
R4VQJ393.2708.77YiiAAACCC----VqymtMvzbh-301.94%1.950%67.84745
U2EJT858.0002.57NyyRRRTTT----JgygxEAYD-151.91%0.920%25.99110
Tranche Comments
T1: Registration: Nkzwcd; U2: Registration: Mnfjyl; I3: Registration: Ajkten; R4: Registration: Xahyha;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O1MKF553.5003.99E-1W-1+A1+----Saqir1aP--0.26%0.260%695.00000
V3CUU164.0003.40TooIIIJJJ----DjtbsOMPC-251.39%1.400%83.78611
L4MVS882.4807.51TjjBBBYYY----ThgbvWhbcb-352.18%2.200%23.61768
K2NSI499.0002.75IvvSSSWWW----CzywbLBHD-250.75%0.750%35.22150
Tranche Comments
O1: Registration: 144V Mdgo; K2: Registration: 144P Kvbs; V3: Registration: 144Q Xids; L4: Registration: 144D Pnlv;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y4QKV457.9308.30NooXXXQQQ----MoybyLtnwx-702.67%2.690%72.44626
Z2EBV249.0002.67WaaLLLNNN----TztzkJAYI-280.89%0.900%36.43118
S3MPH411.0009.79UuuRRRRRR----Qfzebmkp1nH-381.67%1.680%98.71829
A1BVH702.9206.36L-1M-1+P1+----Hkqkv1qY--4-0.300%278.00000
Tranche Comments
A1: Registration: 144L Oner; Z2: Registration: 144R Lofq; S3: Registration: 144G Qrqu; Y4: Registration: 144S Ohts;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R2TEF138.0006.42Sss-WWW----LucmcEKCE-551.16%1.170%-
K3HNY2,002.0008.79Qnn-P1+----YrsprRMHL-852.13%2.140%-
Y1FJT443.4007.62G-1I-1+X1+----Guqcd1sO--5-0.400%-
M4KRQ372.9706.74Zxx-OOO----YblfoShrxi-1103.03%3.050%-
Tranche Comments
Y1: Registration: 144U Cxwa; R2: Registration: 144U Znfb; K3: Registration: 144C Grlw; M4: Registration: 144V Dmfj;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F4XEW227.4501.73JbbJJJPPP----NzjsySlqaz-1553.52%3.560%91.61435
A1NVX2,812.0009.26V-1C-1+S1+----Dhria1jF--0.67%0.670%297.00000
D2CCY830.0002.30CbbJJJIII----EhtafVKHY-951.70%1.720%99.66486
P3IUT6,253.0008.45IttHHHWWW----VhsemEAHT-1352.67%2.690%89.87859
Tranche Comments
A1: Registration: 144Z Tvmi; D2: Registration: 144A Zepj; P3: Registration: 144K Sjkp; F4: Registration: 144G Zacz;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D2MNPV409.0004.10NkkRRRTTT----Wpqfebrq---1xU+130-132.00000
M3JMRM71.3003.60TssYYYQQQ----Bqbrbxer---1hZ+175-394.00000
N4RVI27.1009.23D-1O+RRR----WwibnXzwml-2455.73%5.810%16.51427
R1GRS360.5001.87Y-1D-1+-----Ootxi1rS-72.95%2.950%824.00000
W2WIJI762.0007.30UffHHHRRR----SkpveLYEB-140-4.290%-
W3WFNB66.0002.80OccEEEXXX----FlfoeJeyct-1854.97%5.030%24.85644
Tranche Comments
R1: Registration: 144V Ehtr; W2W: Registration: 144E Hpoz; D2M: Registration: 144B Psuk; W3W: Registration: 144Q Uhul; M3J: Registration: 144R Gama; N4: Registration: 144W Uany;

B&I

BWICS & Inventory

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TRACE

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Research