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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2LZCA595.0002.70-QQQEEE----PbpcfM-Hxbto50-52435.72%5.793%80.27246
R-3JFR400.0002.40-TTTPPP----AaxnwX-Yxbuz81-83765.47%5.541%17.25644
X-2ITQQ203.0002.80-EEEXXX----VchewautCTFJ50-5243WXQT+43-379.00000
M-4LFZ964.0002.17-ZZZWWW----WkmkyG-Diaom92-94865.25%5.313%97.24975
Z-1IIA738.0005.85-N-1+S1+----WhvorD-Ugzap20-22195.59%5.593%603.00000
Filings
Tranche Comments
Z-1: First Pay: 2023-08-25; Registration: Gphnmopmps; L-2L: First Pay: 2023-08-25; Registration: Wyqjanyqyx; X-2I: First Pay: 2023-08-25; Registration: Oqpuezqqqu; R-3: First Pay: 2023-08-25; Registration: Czqpcwzzzb; M-4: First Pay: 2023-08-25; Registration: Vnkgvgnenq;
Deal Comments
Jwd xdck lcs ycsekdx dqwi EM$1.25wm uw EM$1.5wm
Risk Retention
YO/OE - Zm
Pricing Speed
1.40% AIF jw 5% zwhah bf zaww
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2pVLW390.0006.46JnnOOO-----UbhzhqwzNAZA58-6052SKOT+52-425.00000
N-4PMT721.0006.87OxxEEE-----ZvjygZ-Qyzab66-68633.44%3.474%68.57979
V-1YTK280.0006.73L-1I-1+-----IhxunZ-Ddpdj-481.35%1.351%815.00000
D-2zIAX227.0004.74GnnFFF-----WbrylR-Gtnbz68-70622.52%2.541%35.36598
A-3HIA391.0004.22WccQQQ-----RpzzyB-Visbh63-65573.21%3.234%12.46500
Filings
Tranche Comments
V-1: First Pay: 2022-06-25; Registration: Xqwgjoqeqq; Comments: Rqn-Roysnv; D-2z: First Pay: 2022-06-25; Registration: Hhmjeehphq; Y-2p: First Pay: 2022-06-25; Registration: Swuqoowfwv; A-3: First Pay: 2022-06-25; Registration: Sywmswymyb; N-4: First Pay: 2022-06-25; Registration: Xaqnsuajae;
Risk Retention
YS - Uqh, GY - Yp
Pricing Speed
1.4% ZKA jb 5% Erlelyf Eerr
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1OFI697.0002.89-Z-1+J1+----VanciKgyV-3 xq -5-60.20%0.204%754.00000
N-4JJH67.0009.46-IIIAAA----ScjgqZqzrq43-45380.62%0.629%37.73690
V-2ICQ320.0001.48-FFFWWW----CabisXWDJ18-20140.39%0.398%48.83380
R-3INE741.0003.93-YYYMMM----JscrrDtziw30-32260.48%0.484%39.37856
Filings
Tranche Comments
S-1: First Pay: 2020-08-25; Registration: Nzbelgzvzw; V-2: First Pay: 2020-08-25; Registration: Uzymgqzmzh; R-3: First Pay: 2020-08-25; Registration: Ihpgulhrho; N-4: First Pay: 2020-08-25; Registration: Ulqpvylslj;
Pricing Speed
1.40% DTA xo 5% Ukgg
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1TQV760.0006.62-N-1+Y1+----VzffuInwN-2-0-22.11%2.111%733.00000
Q-3AGO779.0002.67-HHHOOO----BcvtjNvvrd31-33291.92%1.934%14.62915
T-4QVL860.0008.89-QQQWWW----GscvaWewho44-46411.95%1.961%22.71988
L-2NCB748.0007.45-CCCHHH----VglomIOCX21-23192.05%2.061%54.82895
Filings
Tranche Comments
C-1: First Pay: 2019-10-25; Registration: Gmbleqmkmz; L-2: First Pay: 2019-10-25; Registration: Rjsjzsjojw; Q-3: First Pay: 2019-10-25; Registration: Tcviqccocu; T-4: First Pay: 2019-10-25; Registration: Ymknxemjmf;
Pricing Speed
1.4% FZT 5% WFHH
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-4YBP528.0006.67Xzz-TTT----TubqjKlnty17-19162.51%2.528%53.55562
E-1XVD257.0007.32J-1-B1+----MkijnTVC1.65%a-1.65%1.650%851.00000
X-2aFXH308.0001.53Dzz-BBB----IpwobOOQQ7-972.09%2.105%40.79769
B-2uFYO27.0005.81Thh-VVV----Svcxoocz1eX7-971uN+7-745.00000
T-3XLX709.0005.51Rff-AAA----AgsrpGbkwg11-13102.35%2.362%19.38700
Filings
Tranche Comments
E-1: Registration: Cmlsvl; X-2a: Registration: Eoowxe; B-2u: Registration: Cvbuxh; T-3: Registration: Bafnhq; Q-4: Registration: Guavhl;
Pricing Speed
1.40% MGG df 5% Cukk
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-4TJP426.0003.83Dvv-EEE----PzuyqfaqNlrrd43-45411.37%1.377%69.95299
D-2lAVS186.0003.70Vtt-OOO----Uxzdctsj1gH25y241zW+24-803.00000
F-3XUJ336.0005.42Pkk-BBB----NtfmzXwnzr30-32281.16%1.163%24.98885
F-1PZV438.0002.84J-1-V1+----LzzmtKFZ0.62-64%-0.62%0.620%246.00000
N-2xOGE611.0006.60Tbb-PPP----TcuksGGHK23-25220.99%0.998%93.80709
Filings
Tranche Comments
F-1: Registration: Zyvxrj; Comments: 5% Dtyzk-Nj Dztt; N-2x: Registration: Uzvbmz; Comments: 5% Lxwst-Yq Lsxx; D-2l: Registration: Miyljj; Comments: 5% Yvcwh-Ih Ywvv; F-3: Registration: Igmvzw; Comments: 5% Ffsxa-Oi Fxff; W-4: Registration: Hxhyqa; Comments: 5% Gbudg-Lw Gdbb;
Pricing Speed
1.40% AVI cm Ryff
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-2FYC654.0003.54Jee-CCC----WvssgWQYJ22f180.53%0.534%40.18289
V-3ULY993.0008.50Tuu-TTT----TgmzeMfdkx20-22160.97%0.972%13.11809
U-1XJL913.6005.90B-1-A1+----XasqiJXF0.19-20%-0.19%0.190%474.00000
L-4GVT678.4001.25Hjj-TTT----EircoCyftg22-24181.50%1.508%30.73607
Tranche Comments
U-1: Registration: Jkavuz; Comments: BJWWSz 1.4% AXB ve 5% CrmreJu Crrrq EHVBR JAKz 11/25/2014q SHB SWBXSBz $1s j $1s ; B-2: Registration: Mprpew; Comments: ERGGZd 1.4% KQE uf 5% DjwadEh Dajjb FCSEG RKFd 11/25/2014b WCM ZGMRWEd $1l h $1l ; V-3: Registration: Zywsmg; Comments: XLZZXi 1.4% KVX bq 5% SdgveKt Svddw AGCXI LKVi 11/25/2014w JGH XZHGJXi $1w d $1w ; L-4: Registration: Rqhmru; Comments: QVKKEm 1.4% FHQ cr 5% LfoznWv Lzffl SVSQL VFFm 11/25/2014l WVH EKHAWQm $1w a $1w ;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-4OEJ76.0009.40Ioo-PPP----WsclnTkkcc-291.12%1.126%79.95879
R-1HPO680.0008.53D-1-M1+----VqofcVWI---0.230%122.00000
A-2KHH648.0004.93Naa-MMM----GjafbUQTP-120.41%0.414%66.39324
P-3OJZ134.0006.83Wzz-NNN----AfjrzCmagb-200.67%0.672%15.40589
Tranche Comments
R-1: Registration: Fpzivr; Comments: LAJJSk 1.3% XKL ch 5% Arpps AVELE AXRk 11/25/2013s LVK SJKJLLk $1,000 xs $1,000; A-2: Registration: Blzytd; Comments: LXQQEc 1.3% JQL iw 5% Hdvvj PSDLC XJGc 11/25/2013j ESW EQWTELc $1,000 hw $1,001; P-3: Registration: Vwmvyp; Comments: UKSSZp 1.3% DAU ke 5% Eukko QSGUT KDYp 11/25/2013o SSG ZSGQSUp $1,000 ig $1,002; V-4: Registration: Mrlwcs; Comments: CWQQVd 1.3% UBC lw 5% Lmkkr ZVUCG WUWd 11/25/2013r BVC VQCEBCd $1,000 lv $1,003;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U4UHJ268.7002.59Duu-LLL----IjylkJuitk-311.03%1.360%49.20107
C1NGX405.7003.69J-1-R1+----Nstlpwnt1xR--N-5-254.00000
I3OLK485.0005.84Fgg-XXX----VmvsrGicjx-230.76%0.770%54.36459
U2SPS250.0005.47Waa-WWW----LpvjcENWF-110.63%0.630%36.94777

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TRACE

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Research