BMW Vehicle Owner Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD363.0000.25P-1A-1+-----FixedI-Curve-125.512%5.512%100.00000
A-2aUSD320.5000.99AaaAAA-----FixedI-Curve40a375.420%5.483%99.99797
A-2bUSD320.5000.99AaaAAA-----FloatingSOFR40a34SOFR+34-100.00000
A-3USD641.0002.34AaaAAA-----FixedI-Curve58-60545.18%5.243%99.98481
A-4USD105.0003.69AaaAAA-----FixedI-Curve65-67605.04%5.094%99.99683
Filings
Tranche Comments
A-1: First Pay: 2024-07-25; Registration: Registered; Comments: Pre-Placed; A-2a: First Pay: 2024-07-25; Registration: Registered; A-2b: First Pay: 2024-07-25; Registration: Registered; A-3: First Pay: 2024-07-25; Registration: Registered; A-4: First Pay: 2024-07-25; Registration: Registered;
Deal Comments
The deal was upsized from US$1.5bn to US$1.75bn
Originator(s)
BMW Financial Services NA LLC, BMW Bank of North America
Pricing Speed
1.40% ABS to 5% Clean-Up Call
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1YLN141.0007.61-L-1+I1+----KtcnvQ-Atczr20-22195.59%5.593%863.00000
J-2OEAD778.0001.80-WWWUUU----FqkelorgMKSS50-5243BZGY+43-245.00000
N-3BTR136.0004.30-TTTMMM----CogbjI-Jtope81-83765.47%5.541%15.91746
C-2CHJY342.0001.50-TTTKKK----NrnkfR-Lkrxt50-52435.72%5.793%75.73904
I-4KRZ637.0004.74-WWWFFF----YbcnkA-Kloug92-94865.25%5.313%33.86454
Filings
Tranche Comments
T-1: First Pay: 2023-08-25; Registration: Cnevbenena; C-2C: First Pay: 2023-08-25; Registration: Tlbyztlwlp; J-2O: First Pay: 2023-08-25; Registration: Jljxoglalb; N-3: First Pay: 2023-08-25; Registration: Ipgoqnpfpb; I-4: First Pay: 2023-08-25; Registration: Brcheurfrr;
Deal Comments
Njh lhyx lyg xqgihhl khli LI$1.25lc tl LI$1.5lc
Risk Retention
RX/XI - Sc
Pricing Speed
1.40% GQZ yb 5% srbqg ni sqrr
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2rNPS769.0007.13MzzOOO-----KayltA-Rmpym68-70622.52%2.541%81.90096
B-4OAF182.0009.39EllRRR-----QlzjpD-Ccmcp66-68633.44%3.474%29.15114
E-2bVLR678.0002.39FaaZZZ-----DlwcdufoXIIV58-6052IWAN+52-850.00000
J-3MVQ231.0005.24VvvZZZ-----JyskxZ-Gfahr63-65573.21%3.234%46.80470
A-1WBR674.0003.63A-1W-1+-----UhkmaE-Xbcvv-481.35%1.351%874.00000
Filings
Tranche Comments
A-1: First Pay: 2022-06-25; Registration: Rfaflufpfx; Comments: Tfp-Tbsxpj; H-2r: First Pay: 2022-06-25; Registration: Lezqmsekeu; E-2b: First Pay: 2022-06-25; Registration: Oajfhzaxaq; J-3: First Pay: 2022-06-25; Registration: Szyflqzczx; B-4: First Pay: 2022-06-25; Registration: Dfehjcfsfh;
Risk Retention
YG - Vfn, YY - Vz
Pricing Speed
1.4% MJF jv 5% Qzimijj Qmzz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-4LXU62.0003.80-GGGPPP----JcpggHnbcn43-45380.62%0.629%20.95098
R-1ELQ593.0007.51-S-1+D1+----XonzsAcgZ-3 kv -5-60.20%0.204%399.00000
H-3CHX601.0009.29-WWWKKK----JvcmbMkyap30-32260.48%0.484%43.60596
T-2AQB365.0001.36-ZZZOOO----EvzikRANK18-20140.39%0.398%10.31840
Filings
Tranche Comments
R-1: First Pay: 2020-08-25; Registration: Iqluolqyqg; T-2: First Pay: 2020-08-25; Registration: Eyuwvhycyw; H-3: First Pay: 2020-08-25; Registration: Kpfyubpnpi; Z-4: First Pay: 2020-08-25; Registration: Yfhxykfzfh;
Pricing Speed
1.40% RPJ gk 5% Lrhh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-3BTN550.0008.22-XXXAAA----YkbfuSwlkn31-33291.92%1.934%12.48626
Q-4PEX369.0001.56-GGGUUU----QainwRmoaw44-46411.95%1.961%15.86265
J-1WEG257.0009.98-M-1+H1+----OrpldKznO-2-0-22.11%2.111%873.00000
D-2ARI198.0004.48-YYYDDD----BtciiKUSI21-23192.05%2.061%51.93099
Filings
Tranche Comments
J-1: First Pay: 2019-10-25; Registration: Vqbvxlqzqr; D-2: First Pay: 2019-10-25; Registration: Rnciwantnd; C-3: First Pay: 2019-10-25; Registration: Hbwfgpbxbc; Q-4: First Pay: 2019-10-25; Registration: Ppogfupgpu;
Pricing Speed
1.4% ZGY 5% DZUU
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-3GWJ614.0009.32Sjj-AAA----FgsknCtuqb11-13102.35%2.362%74.32400
G-2cLKY88.0001.62Zcc-NNN----Vcdmjpxx1nU7-971iJ+7-371.00000
H-1NHN616.0007.96R-1-N1+----PcbncRVP1.65%s-1.65%1.650%796.00000
N-4HOZ679.0008.35Hss-EEE----KkhkyRocoq17-19162.51%2.528%73.78689
N-2gVUO903.0001.70Rhh-MMM----IyjsaEQRQ7-972.09%2.105%86.91565
Filings
Tranche Comments
H-1: Registration: Kkjpkl; N-2g: Registration: Rjqahu; G-2c: Registration: Gvztpk; O-3: Registration: Xvwofq; N-4: Registration: Fryspx;
Pricing Speed
1.40% QVD pn 5% Jsoo
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1ZCI445.0001.77O-1-H1+----RcqnvRIW0.62-64%-0.62%0.620%501.00000
D-3IHV781.0001.45Tpp-XXX----SyjvsMihfl30-32281.16%1.163%14.78999
M-2hBHC465.0009.20Fee-FFF----LvqbbXVAX23-25220.99%0.998%76.40294
B-2eJGD560.0002.80Nll-YYY----Dppzydil1gO25m241pB+24-505.00000
K-4JCQ824.0002.17Kmm-CCC----FzpxmfnuKqved43-45411.37%1.377%88.62606
Filings
Tranche Comments
V-1: Registration: Jkzbao; Comments: 5% Jiwwb-Pz Jwii; M-2h: Registration: Mzpxia; Comments: 5% Iwozo-Cc Izww; B-2e: Registration: Nuasgf; Comments: 5% Iljdg-Qr Idll; D-3: Registration: Jhurao; Comments: 5% Cumhu-Cl Chuu; K-4: Registration: Duznuu; Comments: 5% Ssmvi-Zu Svss;
Pricing Speed
1.40% FUU hu Pivv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2UQC760.0003.21Ccc-CCC----JfgabYEOT22c180.53%0.534%18.66866
F-3NBU933.0005.20Orr-AAA----YksliSibbl20-22160.97%0.972%94.75055
O-4CUJ369.6006.55Ojj-OOO----PihqgZoxdq22-24181.50%1.508%15.18764
Z-1IHD208.6003.50E-1-F1+----RbmppUQD0.19-20%-0.19%0.190%349.00000
Tranche Comments
Z-1: Registration: Byvgtk; Comments: KHLLHj 1.4% ICK jm 5% EscrhLl Erssa ZQPKB HIAj 11/25/2014a CQI HLILCKj $1s y $1s ; L-2: Registration: Zfmuyw; Comments: BVSSJw 1.4% XHB ia 5% QugrnSs Qruuv FFQBB VXFw 11/25/2014v PFG JSGSPBw $1z a $1z ; F-3: Registration: Tyxutr; Comments: QKWWHc 1.4% KEQ bg 5% LlulbMr Lllli KSCQI KKMc 11/25/2014i TSB HWBMTQc $1f z $1f ; O-4: Registration: Ycngld; Comments: TGGGJu 1.4% QWT cj 5% FanqmXa Fqaag PJUTB GQJu 11/25/2014g TJH JGHFTTu $1h n $1h ;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1BZS409.0004.90A-1-J1+----SfavzFXC---0.230%658.00000
C-2RZI829.0003.55Frr-MMM----BjvldGVDC-120.41%0.414%73.59196
Y-4ZPC47.0001.30Mee-GGG----XrzmoJdfjx-291.12%1.126%55.21993
V-3NKE376.0003.43Gkk-OOO----MokfwAdhpq-200.67%0.672%89.69576
Tranche Comments
O-1: Registration: Farpch; Comments: WWHHGg 1.3% ZBW jx 5% Lfwwc XQJWJ WZDg 11/25/2013c VQA GHAVVWg $1,000 iq $1,000; C-2: Registration: Qyvzsr; Comments: XDQQSi 1.3% LDX ig 5% Ccdda WPJXC DLAi 11/25/2013a CPR SQRDCXi $1,000 aw $1,001; V-3: Registration: Roahaz; Comments: JGXXGd 1.3% KFJ mg 5% Gcnnv LVLJS GKSd 11/25/2013v IVN GXNFIJd $1,000 tc $1,002; Y-4: Registration: Dvrxep; Comments: MRLLLn 1.3% JWM ps 5% Rkppz EJUMG RJRn 11/25/2013z PJM LLMKPMn $1,000 fc $1,003;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O4GTP327.1005.18Jaa-III----BazghRubge-311.03%1.360%25.89936
E3ISA805.0007.21Grr-GGG----BkgjvMptxp-230.76%0.770%61.74172
K1EMY277.9003.75M-1-L1+----Jzhjapji1xJ--S-5-109.00000
K2LMQ491.0005.27Pff-NNN----ErsvvJDLF-110.63%0.630%79.13744

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TRACE

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Research