Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 363.000 | 0.25 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | - | 12 | 5.512% | 5.512% | 100.00000 |
A-2a | USD | 320.500 | 0.99 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 40a | 37 | 5.420% | 5.483% | 99.99797 |
A-2b | USD | 320.500 | 0.99 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 40a | 34 | SOFR+34 | - | 100.00000 |
A-3 | USD | 641.000 | 2.34 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 58-60 | 54 | 5.18% | 5.243% | 99.98481 |
A-4 | USD | 105.000 | 3.69 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 65-67 | 60 | 5.04% | 5.094% | 99.99683 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | YLN | 141.000 | 7.61 | - | L-1+ | I1+ | - | - | - | - | Ktcnv | Q-Atczr | 20-22 | 19 | 5.59% | 5.593% | 863.00000 |
J-2O | EAD | 778.000 | 1.80 | - | WWW | UUU | - | - | - | - | Fqkelorg | MKSS | 50-52 | 43 | BZGY+43 | - | 245.00000 |
N-3 | BTR | 136.000 | 4.30 | - | TTT | MMM | - | - | - | - | Cogbj | I-Jtope | 81-83 | 76 | 5.47% | 5.541% | 15.91746 |
C-2C | HJY | 342.000 | 1.50 | - | TTT | KKK | - | - | - | - | Nrnkf | R-Lkrxt | 50-52 | 43 | 5.72% | 5.793% | 75.73904 |
I-4 | KRZ | 637.000 | 4.74 | - | WWW | FFF | - | - | - | - | Ybcnk | A-Kloug | 92-94 | 86 | 5.25% | 5.313% | 33.86454 |
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
Pricing Speed
1.40% GQZ yb 5% srbqg ni sqrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2r | NPS | 769.000 | 7.13 | Mzz | OOO | - | - | - | - | - | Kaylt | A-Rmpym | 68-70 | 62 | 2.52% | 2.541% | 81.90096 |
B-4 | OAF | 182.000 | 9.39 | Ell | RRR | - | - | - | - | - | Qlzjp | D-Ccmcp | 66-68 | 63 | 3.44% | 3.474% | 29.15114 |
E-2b | VLR | 678.000 | 2.39 | Faa | ZZZ | - | - | - | - | - | Dlwcdufo | XIIV | 58-60 | 52 | IWAN+52 | - | 850.00000 |
J-3 | MVQ | 231.000 | 5.24 | Vvv | ZZZ | - | - | - | - | - | Jyskx | Z-Gfahr | 63-65 | 57 | 3.21% | 3.234% | 46.80470 |
A-1 | WBR | 674.000 | 3.63 | A-1 | W-1+ | - | - | - | - | - | Uhkma | E-Xbcvv | - | 48 | 1.35% | 1.351% | 874.00000 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-4 | LXU | 62.000 | 3.80 | - | GGG | PPP | - | - | - | - | Jcpgg | Hnbcn | 43-45 | 38 | 0.62% | 0.629% | 20.95098 |
R-1 | ELQ | 593.000 | 7.51 | - | S-1+ | D1+ | - | - | - | - | Xonzs | AcgZ | -3 kv -5 | -6 | 0.20% | 0.204% | 399.00000 |
H-3 | CHX | 601.000 | 9.29 | - | WWW | KKK | - | - | - | - | Jvcmb | Mkyap | 30-32 | 26 | 0.48% | 0.484% | 43.60596 |
T-2 | AQB | 365.000 | 1.36 | - | ZZZ | OOO | - | - | - | - | Evzik | RANK | 18-20 | 14 | 0.39% | 0.398% | 10.31840 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-3 | BTN | 550.000 | 8.22 | - | XXX | AAA | - | - | - | - | Ykbfu | Swlkn | 31-33 | 29 | 1.92% | 1.934% | 12.48626 |
Q-4 | PEX | 369.000 | 1.56 | - | GGG | UUU | - | - | - | - | Qainw | Rmoaw | 44-46 | 41 | 1.95% | 1.961% | 15.86265 |
J-1 | WEG | 257.000 | 9.98 | - | M-1+ | H1+ | - | - | - | - | Orpld | KznO | -2-0 | -2 | 2.11% | 2.111% | 873.00000 |
D-2 | ARI | 198.000 | 4.48 | - | YYY | DDD | - | - | - | - | Btcii | KUSI | 21-23 | 19 | 2.05% | 2.061% | 51.93099 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-3 | GWJ | 614.000 | 9.32 | Sjj | - | AAA | - | - | - | - | Fgskn | Ctuqb | 11-13 | 10 | 2.35% | 2.362% | 74.32400 |
G-2c | LKY | 88.000 | 1.62 | Zcc | - | NNN | - | - | - | - | Vcdmjpxx | 1nU | 7-9 | 7 | 1iJ+7 | - | 371.00000 |
H-1 | NHN | 616.000 | 7.96 | R-1 | - | N1+ | - | - | - | - | Pcbnc | RVP | 1.65%s | - | 1.65% | 1.650% | 796.00000 |
N-4 | HOZ | 679.000 | 8.35 | Hss | - | EEE | - | - | - | - | Kkhky | Rocoq | 17-19 | 16 | 2.51% | 2.528% | 73.78689 |
N-2g | VUO | 903.000 | 1.70 | Rhh | - | MMM | - | - | - | - | Iyjsa | EQRQ | 7-9 | 7 | 2.09% | 2.105% | 86.91565 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | ZCI | 445.000 | 1.77 | O-1 | - | H1+ | - | - | - | - | Rcqnv | RIW | 0.62-64% | - | 0.62% | 0.620% | 501.00000 |
D-3 | IHV | 781.000 | 1.45 | Tpp | - | XXX | - | - | - | - | Syjvs | Mihfl | 30-32 | 28 | 1.16% | 1.163% | 14.78999 |
M-2h | BHC | 465.000 | 9.20 | Fee | - | FFF | - | - | - | - | Lvqbb | XVAX | 23-25 | 22 | 0.99% | 0.998% | 76.40294 |
B-2e | JGD | 560.000 | 2.80 | Nll | - | YYY | - | - | - | - | Dppzydil | 1gO | 25m | 24 | 1pB+24 | - | 505.00000 |
K-4 | JCQ | 824.000 | 2.17 | Kmm | - | CCC | - | - | - | - | Fzpxmfnu | Kqved | 43-45 | 41 | 1.37% | 1.377% | 88.62606 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2 | UQC | 760.000 | 3.21 | Ccc | - | CCC | - | - | - | - | Jfgab | YEOT | 22c | 18 | 0.53% | 0.534% | 18.66866 |
F-3 | NBU | 933.000 | 5.20 | Orr | - | AAA | - | - | - | - | Yksli | Sibbl | 20-22 | 16 | 0.97% | 0.972% | 94.75055 |
O-4 | CUJ | 369.600 | 6.55 | Ojj | - | OOO | - | - | - | - | Pihqg | Zoxdq | 22-24 | 18 | 1.50% | 1.508% | 15.18764 |
Z-1 | IHD | 208.600 | 3.50 | E-1 | - | F1+ | - | - | - | - | Rbmpp | UQD | 0.19-20% | - | 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 ;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | BZS | 409.000 | 4.90 | A-1 | - | J1+ | - | - | - | - | Sfavz | FXC | - | - | - | 0.230% | 658.00000 |
C-2 | RZI | 829.000 | 3.55 | Frr | - | MMM | - | - | - | - | Bjvld | GVDC | - | 12 | 0.41% | 0.414% | 73.59196 |
Y-4 | ZPC | 47.000 | 1.30 | Mee | - | GGG | - | - | - | - | Xrzmo | Jdfjx | - | 29 | 1.12% | 1.126% | 55.21993 |
V-3 | NKE | 376.000 | 3.43 | Gkk | - | OOO | - | - | - | - | Mokfw | Adhpq | - | 20 | 0.67% | 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;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O4 | GTP | 327.100 | 5.18 | Jaa | - | III | - | - | - | - | Bazgh | Rubge | - | 31 | 1.03% | 1.360% | 25.89936 |
E3 | ISA | 805.000 | 7.21 | Grr | - | GGG | - | - | - | - | Bkgjv | Mptxp | - | 23 | 0.76% | 0.770% | 61.74172 |
K1 | EMY | 277.900 | 3.75 | M-1 | - | L1+ | - | - | - | - | Jzhjapji | 1xJ | - | - | S-5 | - | 109.00000 |
K2 | LMQ | 491.000 | 5.27 | Pff | - | NNN | - | - | - | - | Ersvv | JDLF | - | 11 | 0.63% | 0.630% | 79.13744 |