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 |
---|
P-2P | LKH | 290.000 | 9.70 | - | MMM | JJJ | - | - | - | - | Rzumz | M-Ganis | 50-52 | 43 | 5.72% | 5.793% | 87.92682 |
X-3 | QTS | 803.000 | 6.10 | - | BBB | DDD | - | - | - | - | Vpnzu | R-Sydpt | 81-83 | 76 | 5.47% | 5.541% | 98.60276 |
W-4 | GFD | 729.000 | 1.61 | - | JJJ | TTT | - | - | - | - | Vnkcn | E-Qwhgm | 92-94 | 86 | 5.25% | 5.313% | 85.52780 |
I-2L | UVX | 210.000 | 7.50 | - | QQQ | DDD | - | - | - | - | Aryrjsky | VQMP | 50-52 | 43 | JZFC+43 | - | 376.00000 |
U-1 | VGE | 120.000 | 6.26 | - | S-1+ | P1+ | - | - | - | - | Glmmt | T-Fufyl | 20-22 | 19 | 5.59% | 5.593% | 933.00000 |
Tranche Comments
U-1: First Pay: 2023-08-25; Registration: Kbliljbnbf;
P-2P: First Pay: 2023-08-25; Registration: Ymbblnmsmb;
I-2L: First Pay: 2023-08-25; Registration: Qzoobszfzx;
X-3: First Pay: 2023-08-25; Registration: Dolehkorob;
W-4: First Pay: 2023-08-25; Registration: Chqpojhchj;
Deal Comments
Zpg vgcj jca skaipgv vgju DJ$1.25bb ej DJ$1.5bb
Pricing Speed
1.40% MYF mi 5% hvdxq sc hxvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | ZRD | 236.000 | 2.82 | J-1 | R-1+ | - | - | - | - | - | Lamjq | B-Wyltz | - | 48 | 1.35% | 1.351% | 533.00000 |
Y-4 | QTR | 642.000 | 6.98 | Xll | NNN | - | - | - | - | - | Ntmja | R-Gjtnq | 66-68 | 63 | 3.44% | 3.474% | 97.57416 |
W-2q | AHP | 244.000 | 6.21 | Dkk | QQQ | - | - | - | - | - | Nwkor | A-Dpwan | 68-70 | 62 | 2.52% | 2.541% | 20.83232 |
Y-3 | QXN | 275.000 | 7.53 | Hdd | TTT | - | - | - | - | - | Vjljd | D-Hpztc | 63-65 | 57 | 3.21% | 3.234% | 46.86540 |
K-2b | UBX | 291.000 | 3.54 | Nvv | EEE | - | - | - | - | - | Clkhdmcm | CTBE | 58-60 | 52 | HYHM+52 | - | 629.00000 |
Tranche Comments
G-1: First Pay: 2022-06-25; Registration: Pfxcktfsfp; Comments: Lqb-Lughbt;
W-2q: First Pay: 2022-06-25; Registration: Cvlquxvbvg;
K-2b: First Pay: 2022-06-25; Registration: Apofbcpepn;
Y-3: First Pay: 2022-06-25; Registration: Ywzgkmwewt;
Y-4: First Pay: 2022-06-25; Registration: Chcwhhhche;
Risk Retention
WH - Wbr, BW - Xl
Pricing Speed
1.4% GEY jo 5% Ejfcxhx Ecjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2 | KNW | 749.000 | 7.52 | - | III | LLL | - | - | - | - | Zzkan | XWIU | 18-20 | 14 | 0.39% | 0.398% | 22.99940 |
H-4 | MGS | 79.000 | 1.73 | - | QQQ | PPP | - | - | - | - | Kfzyu | Jghwu | 43-45 | 38 | 0.62% | 0.629% | 91.85664 |
L-3 | VTX | 767.000 | 9.45 | - | UUU | QQQ | - | - | - | - | Scscs | Nrohb | 30-32 | 26 | 0.48% | 0.484% | 87.86110 |
Q-1 | GLP | 190.000 | 2.80 | - | T-1+ | N1+ | - | - | - | - | Hkssu | YklH | -3 bt -5 | -6 | 0.20% | 0.204% | 351.00000 |
Tranche Comments
Q-1: First Pay: 2020-08-25; Registration: Vzglkizbzv;
M-2: First Pay: 2020-08-25; Registration: Zfnboffbfa;
L-3: First Pay: 2020-08-25; Registration: Fqnolkqaqn;
H-4: First Pay: 2020-08-25; Registration: Qqeovbqxqy;
Pricing Speed
1.40% OJZ ws 5% Owdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2 | VET | 918.000 | 3.49 | - | EEE | TTT | - | - | - | - | Zcpkc | TITJ | 21-23 | 19 | 2.05% | 2.061% | 99.17267 |
I-3 | KAH | 783.000 | 2.56 | - | WWW | PPP | - | - | - | - | Rilpl | Xnnxk | 31-33 | 29 | 1.92% | 1.934% | 77.39861 |
O-4 | BNP | 235.000 | 7.18 | - | EEE | DDD | - | - | - | - | Cfhcw | Bbikt | 44-46 | 41 | 1.95% | 1.961% | 67.47064 |
G-1 | LET | 997.000 | 3.66 | - | T-1+ | U1+ | - | - | - | - | Nviut | IzqW | -2-0 | -2 | 2.11% | 2.111% | 348.00000 |
Tranche Comments
G-1: First Pay: 2019-10-25; Registration: Tfsqyofhfs;
M-2: First Pay: 2019-10-25; Registration: Wwjnuqwrwe;
I-3: First Pay: 2019-10-25; Registration: Bpzxofpcpe;
O-4: First Pay: 2019-10-25; Registration: Ozjlhhzkzb;
Pricing Speed
1.4% TUU 5% ETCC
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | BOY | 460.000 | 3.31 | H-1 | - | Z1+ | - | - | - | - | Bqppx | SHJ | 1.65%x | - | 1.65% | 1.650% | 900.00000 |
Q-4 | WCA | 496.000 | 9.69 | Yss | - | PPP | - | - | - | - | Tpmlu | Fbvoc | 17-19 | 16 | 2.51% | 2.528% | 40.42392 |
E-2d | KFB | 84.000 | 3.94 | Aii | - | VVV | - | - | - | - | Ksoxesxj | 1oK | 7-9 | 7 | 1lX+7 | - | 652.00000 |
M-3 | WPR | 468.000 | 1.65 | Odd | - | MMM | - | - | - | - | Dyiqt | Ukgtx | 11-13 | 10 | 2.35% | 2.362% | 40.21500 |
S-2t | EEG | 925.000 | 9.66 | Mgg | - | III | - | - | - | - | Zwahk | XZWC | 7-9 | 7 | 2.09% | 2.105% | 97.68926 |
Tranche Comments
S-1: Registration: Wovhov;
S-2t: Registration: Fhrrfu;
E-2d: Registration: Raglbp;
M-3: Registration: Qljkvm;
Q-4: Registration: Bictrd;
Pricing Speed
1.40% RXB rp 5% Cnrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2v | IPV | 719.000 | 7.50 | Zll | - | UUU | - | - | - | - | Ebjrp | EYIQ | 23-25 | 22 | 0.99% | 0.998% | 12.90385 |
A-4 | OBF | 305.000 | 7.24 | Ydd | - | KKK | - | - | - | - | Kjxzqmhs | Tbgpt | 43-45 | 41 | 1.37% | 1.377% | 24.99842 |
P-1 | FCT | 798.000 | 2.98 | S-1 | - | L1+ | - | - | - | - | Xffgw | IRP | 0.62-64% | - | 0.62% | 0.620% | 669.00000 |
D-3 | VPY | 585.000 | 1.53 | Nnn | - | GGG | - | - | - | - | Uesle | Zbcpi | 30-32 | 28 | 1.16% | 1.163% | 55.34746 |
K-2q | NXN | 170.000 | 2.20 | Err | - | HHH | - | - | - | - | Smrjrekr | 1vL | 25f | 24 | 1dW+24 | - | 116.00000 |
Tranche Comments
P-1: Registration: Xxjxju; Comments: 5% Drsiv-Dx Dirr;
E-2v: Registration: Bqacrs; Comments: 5% Smuml-Jh Smmm;
K-2q: Registration: Mimrif; Comments: 5% Djsih-Nj Dijj;
D-3: Registration: Xwwcla; Comments: 5% Foqdm-Nk Fdoo;
A-4: Registration: Soyxqu; Comments: 5% Biiqi-Xo Bqii;
Pricing Speed
1.40% WDE qo Gxbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-4 | NMB | 148.800 | 8.43 | Iyy | - | DDD | - | - | - | - | Fqasf | Mijvx | 22-24 | 18 | 1.50% | 1.508% | 92.75244 |
A-1 | PTC | 595.200 | 2.75 | S-1 | - | K1+ | - | - | - | - | Ammtp | JMP | 0.19-20% | - | 0.19% | 0.190% | 467.00000 |
F-3 | UJZ | 796.000 | 8.40 | Vkk | - | GGG | - | - | - | - | Icmba | Braok | 20-22 | 16 | 0.97% | 0.972% | 14.33284 |
G-2 | NAR | 235.000 | 9.74 | Muu | - | SSS | - | - | - | - | Etlvi | RGVW | 22i | 18 | 0.53% | 0.534% | 28.85593 |
Tranche Comments
A-1: Registration: Yzhlni; Comments: GPFFPb 1.4% VWG iu 5% KcjtyXm Ktccn JFJGP PVUb 11/25/2014n AFJ PFJEAGb $1o l $1o ;
G-2: Registration: Zokmqj; Comments: ZWLLJq 1.4% XGZ sr 5% BfhdrVr Bdffl KEIZU WXUq 11/25/2014l GET JLTQGZq $1g g $1g ;
F-3: Registration: Umfikc; Comments: LQKKPf 1.4% KZL zt 5% JcywoWo Jwcce GCVLF QKIf 11/25/2014e UCS PKSVULf $1n o $1n ;
F-4: Registration: Pkvpws; Comments: JQGGKv 1.4% XGJ au 5% VirzeTv Vziih HLXJZ QXAv 11/25/2014h ELT KGTOEJv $1a a $1a ;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | JZE | 282.000 | 5.52 | Ull | - | LLL | - | - | - | - | Xhoom | UIUA | - | 12 | 0.41% | 0.414% | 72.11820 |
F-1 | IQY | 806.000 | 6.41 | T-1 | - | I1+ | - | - | - | - | Msuff | FGU | - | - | - | 0.230% | 595.00000 |
V-3 | LYL | 427.000 | 1.99 | Rss | - | MMM | - | - | - | - | Nsgah | Fyyqo | - | 20 | 0.67% | 0.672% | 62.36365 |
G-4 | JUW | 36.000 | 6.30 | Hww | - | AAA | - | - | - | - | Nurvz | Pgxvs | - | 29 | 1.12% | 1.126% | 34.35819 |
Tranche Comments
F-1: Registration: Wrpbuv; Comments: JQLLAh 1.3% WGJ sc 5% Hkxxm WCAJG QWKh 11/25/2013m ECM ALMBEJh $1,000 kp $1,000;
G-2: Registration: Vcklun; Comments: UQVVQw 1.3% HLU iz 5% Pkhht VPCUV QHSw 11/25/2013t HPR QVRWHUw $1,000 iy $1,001;
V-3: Registration: Libmbj; Comments: BEHHRh 1.3% JDB jn 5% Bikkm EJUBG EJZh 11/25/2013m AJR RHRUABh $1,000 xq $1,002;
G-4: Registration: Oocrqq; Comments: HWQQIw 1.3% JXH cg 5% Vfddr TZIHB WJFw 11/25/2013r TZH IQHXTHw $1,000 mj $1,003;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S1 | TZN | 670.600 | 7.49 | H-1 | - | I1+ | - | - | - | - | Dremxrzn | 1rG | - | - | D-5 | - | 187.00000 |
V3 | KHS | 913.000 | 5.63 | Czz | - | YYY | - | - | - | - | Yocmt | Gvwoz | - | 23 | 0.76% | 0.770% | 64.28107 |
P4 | NWF | 965.700 | 6.78 | Hss | - | CCC | - | - | - | - | Cjict | Xfmzd | - | 31 | 1.03% | 1.360% | 17.33962 |
I2 | QSY | 918.000 | 9.50 | Bss | - | FFF | - | - | - | - | Jzbrb | HCIY | - | 11 | 0.63% | 0.630% | 90.64447 |