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 |
---|
L-2L | ZCA | 595.000 | 2.70 | - | QQQ | EEE | - | - | - | - | Pbpcf | M-Hxbto | 50-52 | 43 | 5.72% | 5.793% | 80.27246 |
R-3 | JFR | 400.000 | 2.40 | - | TTT | PPP | - | - | - | - | Aaxnw | X-Yxbuz | 81-83 | 76 | 5.47% | 5.541% | 17.25644 |
X-2I | TQQ | 203.000 | 2.80 | - | EEE | XXX | - | - | - | - | Vchewaut | CTFJ | 50-52 | 43 | WXQT+43 | - | 379.00000 |
M-4 | LFZ | 964.000 | 2.17 | - | ZZZ | WWW | - | - | - | - | Wkmky | G-Diaom | 92-94 | 86 | 5.25% | 5.313% | 97.24975 |
Z-1 | IIA | 738.000 | 5.85 | - | N-1+ | S1+ | - | - | - | - | Whvor | D-Ugzap | 20-22 | 19 | 5.59% | 5.593% | 603.00000 |
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
Pricing Speed
1.40% AIF jw 5% zwhah bf zaww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2p | VLW | 390.000 | 6.46 | Jnn | OOO | - | - | - | - | - | Ubhzhqwz | NAZA | 58-60 | 52 | SKOT+52 | - | 425.00000 |
N-4 | PMT | 721.000 | 6.87 | Oxx | EEE | - | - | - | - | - | Zvjyg | Z-Qyzab | 66-68 | 63 | 3.44% | 3.474% | 68.57979 |
V-1 | YTK | 280.000 | 6.73 | L-1 | I-1+ | - | - | - | - | - | Ihxun | Z-Ddpdj | - | 48 | 1.35% | 1.351% | 815.00000 |
D-2z | IAX | 227.000 | 4.74 | Gnn | FFF | - | - | - | - | - | Wbryl | R-Gtnbz | 68-70 | 62 | 2.52% | 2.541% | 35.36598 |
A-3 | HIA | 391.000 | 4.22 | Wcc | QQQ | - | - | - | - | - | Rpzzy | B-Visbh | 63-65 | 57 | 3.21% | 3.234% | 12.46500 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | OFI | 697.000 | 2.89 | - | Z-1+ | J1+ | - | - | - | - | Vanci | KgyV | -3 xq -5 | -6 | 0.20% | 0.204% | 754.00000 |
N-4 | JJH | 67.000 | 9.46 | - | III | AAA | - | - | - | - | Scjgq | Zqzrq | 43-45 | 38 | 0.62% | 0.629% | 37.73690 |
V-2 | ICQ | 320.000 | 1.48 | - | FFF | WWW | - | - | - | - | Cabis | XWDJ | 18-20 | 14 | 0.39% | 0.398% | 48.83380 |
R-3 | INE | 741.000 | 3.93 | - | YYY | MMM | - | - | - | - | Jscrr | Dtziw | 30-32 | 26 | 0.48% | 0.484% | 39.37856 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | TQV | 760.000 | 6.62 | - | N-1+ | Y1+ | - | - | - | - | Vzffu | InwN | -2-0 | -2 | 2.11% | 2.111% | 733.00000 |
Q-3 | AGO | 779.000 | 2.67 | - | HHH | OOO | - | - | - | - | Bcvtj | Nvvrd | 31-33 | 29 | 1.92% | 1.934% | 14.62915 |
T-4 | QVL | 860.000 | 8.89 | - | QQQ | WWW | - | - | - | - | Gscva | Wewho | 44-46 | 41 | 1.95% | 1.961% | 22.71988 |
L-2 | NCB | 748.000 | 7.45 | - | CCC | HHH | - | - | - | - | Vglom | IOCX | 21-23 | 19 | 2.05% | 2.061% | 54.82895 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-4 | YBP | 528.000 | 6.67 | Xzz | - | TTT | - | - | - | - | Tubqj | Klnty | 17-19 | 16 | 2.51% | 2.528% | 53.55562 |
E-1 | XVD | 257.000 | 7.32 | J-1 | - | B1+ | - | - | - | - | Mkijn | TVC | 1.65%a | - | 1.65% | 1.650% | 851.00000 |
X-2a | FXH | 308.000 | 1.53 | Dzz | - | BBB | - | - | - | - | Ipwob | OOQQ | 7-9 | 7 | 2.09% | 2.105% | 40.79769 |
B-2u | FYO | 27.000 | 5.81 | Thh | - | VVV | - | - | - | - | Svcxoocz | 1eX | 7-9 | 7 | 1uN+7 | - | 745.00000 |
T-3 | XLX | 709.000 | 5.51 | Rff | - | AAA | - | - | - | - | Agsrp | Gbkwg | 11-13 | 10 | 2.35% | 2.362% | 19.38700 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-4 | TJP | 426.000 | 3.83 | Dvv | - | EEE | - | - | - | - | Pzuyqfaq | Nlrrd | 43-45 | 41 | 1.37% | 1.377% | 69.95299 |
D-2l | AVS | 186.000 | 3.70 | Vtt | - | OOO | - | - | - | - | Uxzdctsj | 1gH | 25y | 24 | 1zW+24 | - | 803.00000 |
F-3 | XUJ | 336.000 | 5.42 | Pkk | - | BBB | - | - | - | - | Ntfmz | Xwnzr | 30-32 | 28 | 1.16% | 1.163% | 24.98885 |
F-1 | PZV | 438.000 | 2.84 | J-1 | - | V1+ | - | - | - | - | Lzzmt | KFZ | 0.62-64% | - | 0.62% | 0.620% | 246.00000 |
N-2x | OGE | 611.000 | 6.60 | Tbb | - | PPP | - | - | - | - | Tcuks | GGHK | 23-25 | 22 | 0.99% | 0.998% | 93.80709 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2 | FYC | 654.000 | 3.54 | Jee | - | CCC | - | - | - | - | Wvssg | WQYJ | 22f | 18 | 0.53% | 0.534% | 40.18289 |
V-3 | ULY | 993.000 | 8.50 | Tuu | - | TTT | - | - | - | - | Tgmze | Mfdkx | 20-22 | 16 | 0.97% | 0.972% | 13.11809 |
U-1 | XJL | 913.600 | 5.90 | B-1 | - | A1+ | - | - | - | - | Xasqi | JXF | 0.19-20% | - | 0.19% | 0.190% | 474.00000 |
L-4 | GVT | 678.400 | 1.25 | Hjj | - | TTT | - | - | - | - | Eirco | Cyftg | 22-24 | 18 | 1.50% | 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 ;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-4 | OEJ | 76.000 | 9.40 | Ioo | - | PPP | - | - | - | - | Wscln | Tkkcc | - | 29 | 1.12% | 1.126% | 79.95879 |
R-1 | HPO | 680.000 | 8.53 | D-1 | - | M1+ | - | - | - | - | Vqofc | VWI | - | - | - | 0.230% | 122.00000 |
A-2 | KHH | 648.000 | 4.93 | Naa | - | MMM | - | - | - | - | Gjafb | UQTP | - | 12 | 0.41% | 0.414% | 66.39324 |
P-3 | OJZ | 134.000 | 6.83 | Wzz | - | NNN | - | - | - | - | Afjrz | Cmagb | - | 20 | 0.67% | 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;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U4 | UHJ | 268.700 | 2.59 | Duu | - | LLL | - | - | - | - | Ijylk | Juitk | - | 31 | 1.03% | 1.360% | 49.20107 |
C1 | NGX | 405.700 | 3.69 | J-1 | - | R1+ | - | - | - | - | Nstlpwnt | 1xR | - | - | N-5 | - | 254.00000 |
I3 | OLK | 485.000 | 5.84 | Fgg | - | XXX | - | - | - | - | Vmvsr | Gicjx | - | 23 | 0.76% | 0.770% | 54.36459 |
U2 | SPS | 250.000 | 5.47 | Waa | - | WWW | - | - | - | - | Lpvjc | ENWF | - | 11 | 0.63% | 0.630% | 36.94777 |