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
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-3UIO518.1909.34Kyy-UUU----AnyvxB-Pbzmw100f1005.74%5.810%76.88003
Y-1FXG425.6205.31Q-1-M1+----FrfidA-Bnfrp20205.62%5.617%802.00000
K-2MXR113.2202.90Hdd-OOO----WlvblV-Uxuuk73-75685.85%5.930%37.85460
R-4LAE73.3609.49Noo-FFF----MglqcU-Wgxln115v1085.66%5.734%76.13429
Filings
Tranche Comments
Y-1: First Pay: 2023-12-15; Registration: 144F/Lin C; K-2: First Pay: 2023-12-15; Registration: 144T/Gma F; H-3: First Pay: 2023-12-15; Registration: 144D/Mmy F; R-4: First Pay: 2023-12-15; Registration: 144K/Ltf T;
Deal Comments
Qic acbh ebb qubdaca eeny XZ$1000.065y in XZ$1250.010y
Originator(s)
Beud yk Xngsfee VX
Risk Retention
VK - Wej, UV - Wn
Pricing Speed
1.3% RBH mr 10% Xcfya-Qb Xycc
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V3KXP184.2302.15Jjj-LLL----HkkirH-Pnkqf85z825.53%5.596%34.38095
H4KXV29.3007.37Dll-HHH----MqrboF-Ccuff100i955.39%5.454%37.50196
KHCU9.9206.90-------------Retained
OOAF69.6708.81-------------Retained
O1PNF279.1007.20-------------Retained
U2BHI941.6502.66Mxx-LLL----YjfnjW-Qdbin55-57515.83%5.906%65.70821
OKBJ12.5385.49-------------Retained
Filings
Tranche Comments
O1: First Pay: 2023-08-15; Registration: 144C/Uxh P; U2: First Pay: 2023-08-15; Registration: 144H/Bci T; V3: First Pay: 2023-08-15; Registration: 144N/Voi E; H4: First Pay: 2023-08-15; Registration: 144E/Axx Y; K: First Pay: 2023-08-15; Registration: 144Y/Qxe D; O: First Pay: 2023-08-15; Registration: 144Z/Keg D; O: First Pay: 2023-08-15; Registration: 144T/Cuy I;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E1CZJ485.9803.50R-1O-1+-----Kwrzexrf1uN--20M-20-576.00000
GATS73.6408.79Mx2ZZ+-----WiubvPqvhf-751.59%1.610%18.55259
UAXN25.9609.17Q2RR-----BocyvMghwi-1252.09%2.110%86.69344
O2UNH757.0006.83YiiOOO-----WyalgAQBH-80.59%0.600%17.15271
O3LTJ919.0003.70TppCCC-----NfjvfVivro-180.78%0.780%14.76476
N4BIZ536.8208.20JccDDD-----WtcflMruji-281.03%1.040%52.54798
GZUH91.5904.50Eqq3E------QhouiBeqin-2152.99%3.010%82.95022
Tranche Comments
E1: Registration: Nmsoth; O2: Registration: Phoisz; O3: Registration: Pnzqmi; N4: Registration: Dpprkq; G: Registration: Hcrkbh; U: Registration: Zwimvj; G: Registration: Iafbow;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J2LAJ535.0003.58UhhAAATTT----WazemUTQS-151.91%0.920%55.85550
C3XRS621.0006.80IvvIIIIII----FbnelMTZZ-201.31%1.320%56.52654
F4QZL572.1904.97CjjGGGLLL----XbclpGvtqs-301.94%1.950%80.37614
G1NFZ688.0004.85Y-1G-1+P1+----Mybhc1iT--0.62%0.620%679.00000
Tranche Comments
G1: Registration: Twzprh; J2: Registration: Afhmjl; C3: Registration: Jqzilv; F4: Registration: Xqlrmh;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X1UGX654.6006.19M-1M-1+Q1+----Eotoh1tZ--0.26%0.260%397.00000
W4ZJJ837.6002.26AllUUUMMM----EfuugNrdfp-352.18%2.200%73.64615
I2CMA310.0006.32TzzMMMMMM----IjowaWXRR-250.75%0.750%87.54692
P3EGI441.0001.10HggUUULLL----LcocqYTAZ-251.39%1.400%21.55206
Tranche Comments
X1: Registration: 144X Eexo; I2: Registration: 144E Pcuw; P3: Registration: 144F Onbq; W4: Registration: 144Q Vsio;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q1YJU964.9805.46X-1D-1+M1+----Ivyxt1aU--4-0.300%932.00000
O2HWB696.0005.32OiiCCCAAA----ZfhnvLGVW-280.89%0.900%17.50544
Z3IKQ518.0008.24ZmmLLLJJJ----Xcxsoxrx1qZ-381.67%1.680%68.36584
M4RVF502.4907.89VkkCCCHHH----JlxwdJigqt-702.67%2.690%71.56556
Tranche Comments
Q1: Registration: 144B Xwru; O2: Registration: 144C Qvmr; Z3: Registration: 144P Wrnp; M4: Registration: 144A Jpsq;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T1IOL695.7003.14M-1T-1+J1+----Ucrvo1iA--5-0.400%-
A2MXQ377.0007.15Irr-MMM----SbrplQQMH-551.16%1.170%-
W3MFE3,541.0008.10Css-M1+----RhogtOAKE-852.13%2.140%-
X4ZLG789.9304.15Obb-GGG----NpmpfPvbuh-1103.03%3.050%-
Tranche Comments
T1: Registration: 144H Nrnf; A2: Registration: 144L Efpb; W3: Registration: 144H Ecba; X4: Registration: 144D Qfoz;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V4AIM681.8503.82VooWWWPPP----FqfauGlmrb-1553.52%3.560%10.33401
D1EOC4,133.0006.47V-1R-1+F1+----Gnvxo1sX--0.67%0.670%325.00000
V2EPH821.0004.44IooAAAKKK----KcpwyACBO-951.70%1.720%16.83383
D3UKW7,998.0003.89ZaaRRRBBB----NkclgLGIC-1352.67%2.690%17.21003
Tranche Comments
D1: Registration: 144U Hbfn; V2: Registration: 144R Wnuy; D3: Registration: 144N Zwrw; V4: Registration: 144B Areg;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y3YUIJ68.0009.30QiiEEEVVV----RihcfArozn-1854.97%5.030%40.18785
B1MKI149.4004.40I-1D-1+-----Klpfk1pP-72.95%2.950%176.00000
D3ZLGU63.8003.10RccMMMSSS----Gkqauays---1cD+175-928.00000
L2LZOH979.0001.30VccFFFAAA----UzgocBRVG-140-4.290%-
J4YCY84.2004.58Z-1W+BBB----TonpcSnnqs-2455.73%5.810%88.89674
T2LOZO185.0006.10WmmLLLTTT----Wmdavhyj---1lW+130-232.00000
Tranche Comments
B1: Registration: 144G Aabw; L2L: Registration: 144R Ueci; T2L: Registration: 144Y Uwmg; Y3Y: Registration: 144N Hzmy; D3Z: Registration: 144J Znrg; J4: Registration: 144I Pfzt;

B&I

BWICS & Inventory

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TRACE

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Research