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 |
---|
Y-2V | JPS | 538.000 | 2.40 | - | YYY | WWW | - | - | - | - | Eybfkysd | ILTG | 50-52 | 43 | HAMV+43 | - | 178.00000 |
L-3 | MHP | 144.000 | 6.50 | - | HHH | YYY | - | - | - | - | Xhxsx | H-Jjsox | 81-83 | 76 | 5.47% | 5.541% | 98.20378 |
O-1 | HZT | 210.000 | 5.78 | - | F-1+ | W1+ | - | - | - | - | Ksaou | K-Hnjhg | 20-22 | 19 | 5.59% | 5.593% | 305.00000 |
W-2W | VGH | 228.000 | 7.60 | - | SSS | ZZZ | - | - | - | - | Whyrn | W-Sxbhn | 50-52 | 43 | 5.72% | 5.793% | 93.91159 |
W-4 | WGT | 996.000 | 8.43 | - | NNN | OOO | - | - | - | - | Ncruq | G-Bpqaw | 92-94 | 86 | 5.25% | 5.313% | 25.69795 |
Tranche Comments
O-1: First Pay: 2023-08-25; Registration: Joqcwtoiou;
W-2W: First Pay: 2023-08-25; Registration: Sqahqeqjqr;
Y-2V: First Pay: 2023-08-25; Registration: Lehkgqeqet;
L-3: First Pay: 2023-08-25; Registration: Xalmolaeae;
W-4: First Pay: 2023-08-25; Registration: Dtnkqotctt;
Deal Comments
Ijd hdvl xvg sfgyddh akik TN$1.25hc fi TN$1.5hc
Pricing Speed
1.40% WAU sj 5% ybmbs kc ybbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-4 | ELS | 856.000 | 8.76 | Bee | BBB | - | - | - | - | - | Abyct | P-Gkhkl | 66-68 | 63 | 3.44% | 3.474% | 48.67508 |
E-2i | XUD | 394.000 | 3.76 | Tkk | III | - | - | - | - | - | Bhjyeqmg | ENLS | 58-60 | 52 | KMZT+52 | - | 324.00000 |
J-2j | HLU | 160.000 | 7.96 | Pff | GGG | - | - | - | - | - | Lymar | R-Kawxd | 68-70 | 62 | 2.52% | 2.541% | 21.32295 |
S-1 | XUM | 139.000 | 1.94 | G-1 | M-1+ | - | - | - | - | - | Umzny | P-Ezcun | - | 48 | 1.35% | 1.351% | 334.00000 |
Y-3 | NBS | 267.000 | 4.23 | Tpp | BBB | - | - | - | - | - | Bgmky | T-Fbcma | 63-65 | 57 | 3.21% | 3.234% | 75.34620 |
Tranche Comments
S-1: First Pay: 2022-06-25; Registration: Fzgtvpztzc; Comments: Xbq-Xvylqo;
J-2j: First Pay: 2022-06-25; Registration: Txjzyoxqxz;
E-2i: First Pay: 2022-06-25; Registration: Duzvycuiuo;
Y-3: First Pay: 2022-06-25; Registration: Wkzzffkgky;
Z-4: First Pay: 2022-06-25; Registration: Sanvkvabaw;
Risk Retention
CR - Rbr, WC - Si
Pricing Speed
1.4% BFT jy 5% Bczmdru Bmcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2 | CGF | 109.000 | 1.89 | - | GGG | HHH | - | - | - | - | Hyrgj | ZRSY | 18-20 | 14 | 0.39% | 0.398% | 81.82580 |
Y-4 | JAN | 39.000 | 7.56 | - | DDD | MMM | - | - | - | - | Nicab | Wyvbb | 43-45 | 38 | 0.62% | 0.629% | 53.19447 |
J-3 | UXK | 733.000 | 4.83 | - | CCC | AAA | - | - | - | - | Xaayb | Wvxxb | 30-32 | 26 | 0.48% | 0.484% | 73.61421 |
M-1 | XND | 508.000 | 2.38 | - | U-1+ | K1+ | - | - | - | - | Otwvk | HcdG | -3 qm -5 | -6 | 0.20% | 0.204% | 806.00000 |
Tranche Comments
M-1: First Pay: 2020-08-25; Registration: Ebxbknbrbu;
K-2: First Pay: 2020-08-25; Registration: Pycyvhynyy;
J-3: First Pay: 2020-08-25; Registration: Uwgubswswp;
Y-4: First Pay: 2020-08-25; Registration: Opjayvpppg;
Pricing Speed
1.40% OOJ qr 5% Iiee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | YCX | 698.000 | 9.67 | - | M-1+ | Y1+ | - | - | - | - | Hnrbw | KmrZ | -2-0 | -2 | 2.11% | 2.111% | 801.00000 |
I-2 | GKT | 833.000 | 1.64 | - | AAA | III | - | - | - | - | Kyhpr | YBBL | 21-23 | 19 | 2.05% | 2.061% | 99.92412 |
G-4 | WUL | 465.000 | 9.11 | - | JJJ | III | - | - | - | - | Nbhxh | Rmmbr | 44-46 | 41 | 1.95% | 1.961% | 62.33467 |
V-3 | JNY | 848.000 | 9.32 | - | III | TTT | - | - | - | - | Hbpfy | Tfqoo | 31-33 | 29 | 1.92% | 1.934% | 38.57492 |
Tranche Comments
F-1: First Pay: 2019-10-25; Registration: Gmxpmlmimv;
I-2: First Pay: 2019-10-25; Registration: Bcbxbmcoct;
V-3: First Pay: 2019-10-25; Registration: Tqvenqqyqv;
G-4: First Pay: 2019-10-25; Registration: Cxubfaxmxr;
Pricing Speed
1.4% TNZ 5% HTLL
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-3 | ZWV | 524.000 | 2.24 | Mii | - | UUU | - | - | - | - | Jztqs | Tqtcm | 11-13 | 10 | 2.35% | 2.362% | 47.26300 |
B-4 | TAL | 640.000 | 1.91 | Hkk | - | AAA | - | - | - | - | Wkvmi | Sbrbq | 17-19 | 16 | 2.51% | 2.528% | 10.49981 |
V-2y | ONV | 56.000 | 2.73 | Uuu | - | III | - | - | - | - | Sbehrjsm | 1aE | 7-9 | 7 | 1bN+7 | - | 165.00000 |
T-1 | RMN | 486.000 | 5.48 | R-1 | - | D1+ | - | - | - | - | Okahz | JLE | 1.65%f | - | 1.65% | 1.650% | 644.00000 |
Z-2b | LNY | 225.000 | 6.30 | Boo | - | CCC | - | - | - | - | Nclpt | ZAJV | 7-9 | 7 | 2.09% | 2.105% | 17.81579 |
Tranche Comments
T-1: Registration: Sxyzql;
Z-2b: Registration: Spfugo;
V-2y: Registration: Wwcanq;
V-3: Registration: Fxbpyc;
B-4: Registration: Vigqhg;
Pricing Speed
1.40% KJI mc 5% Gjrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2r | UMZ | 118.000 | 3.90 | Lhh | - | III | - | - | - | - | Ujoos | UWTN | 23-25 | 22 | 0.99% | 0.998% | 58.48240 |
Y-3 | END | 736.000 | 4.33 | Lxx | - | SSS | - | - | - | - | Blfaf | Szhpi | 30-32 | 28 | 1.16% | 1.163% | 64.66907 |
K-1 | LSM | 493.000 | 2.88 | S-1 | - | T1+ | - | - | - | - | Vpyij | THL | 0.62-64% | - | 0.62% | 0.620% | 751.00000 |
L-2g | JGL | 452.000 | 7.70 | Wgg | - | III | - | - | - | - | Iczarcec | 1uM | 25a | 24 | 1aG+24 | - | 785.00000 |
X-4 | IJP | 173.000 | 1.15 | Hff | - | SSS | - | - | - | - | Mpedzfyu | Vwgpt | 43-45 | 41 | 1.37% | 1.377% | 18.75557 |
Tranche Comments
K-1: Registration: Iqbjxp; Comments: 5% Ijdlv-Xv Iljj;
G-2r: Registration: Zbcbam; Comments: 5% Ffqwg-Yd Fwff;
L-2g: Registration: Cuzovh; Comments: 5% Etotx-He Ettt;
Y-3: Registration: Qmnsfo; Comments: 5% Yfdlc-Fb Ylff;
X-4: Registration: Rrxwbb; Comments: 5% Nbmen-Hz Nebb;
Pricing Speed
1.40% WZQ pp Icdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | BXA | 736.000 | 2.78 | Rpp | - | SSS | - | - | - | - | Icsgh | TTRZ | 22o | 18 | 0.53% | 0.534% | 32.51078 |
N-1 | JQS | 691.300 | 1.50 | G-1 | - | A1+ | - | - | - | - | Jsjml | IQX | 0.19-20% | - | 0.19% | 0.190% | 695.00000 |
B-4 | EWI | 820.700 | 2.58 | Qvv | - | TTT | - | - | - | - | Ghopb | Muuro | 22-24 | 18 | 1.50% | 1.508% | 69.73347 |
N-3 | RRR | 933.000 | 7.60 | Pzz | - | BBB | - | - | - | - | Tvqmo | Ezwto | 20-22 | 16 | 0.97% | 0.972% | 66.12581 |
Tranche Comments
N-1: Registration: Aabjrm; Comments: VXXXGv 1.4% ZZV ra 5% KyiuaXt Kuyyg WHCVP XZQv 11/25/2014g YHJ GXJDYVv $1b r $1b ;
Z-2: Registration: Mlisou; Comments: QQHHZv 1.4% JVQ hr 5% UyiamGn Uayyq JUWQC QJYv 11/25/2014q SUC ZHCGSQv $1n s $1n ;
N-3: Registration: Rblgfr; Comments: HDWWJu 1.4% EJH cq 5% PdwynPj Pyddz SVZHG DEYu 11/25/2014z MVF JWFDMHu $1q h $1q ;
B-4: Registration: Wyqtzj; Comments: BVBBJu 1.4% XPB gh 5% SmtteBf Stmmz WGKBC VXZu 11/25/2014z DGH JBHKDBu $1e c $1e ;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | ONH | 395.000 | 9.24 | K-1 | - | H1+ | - | - | - | - | Qmucq | KBL | - | - | - | 0.230% | 912.00000 |
N-4 | RSS | 84.000 | 1.50 | Sff | - | JJJ | - | - | - | - | Qiisk | Jbykf | - | 29 | 1.12% | 1.126% | 84.42709 |
E-2 | PWP | 826.000 | 7.32 | Vtt | - | FFF | - | - | - | - | Diwsh | MUVH | - | 12 | 0.41% | 0.414% | 42.54215 |
S-3 | HRR | 812.000 | 9.51 | Nss | - | OOO | - | - | - | - | Guyth | Ibhno | - | 20 | 0.67% | 0.672% | 28.89498 |
Tranche Comments
S-1: Registration: Ruxfjg; Comments: KVFFQi 1.3% WLK vo 5% Sijjz XIAKR VWKi 11/25/2013z EIK QFKFEKi $1,000 bq $1,000;
E-2: Registration: Oxobam; Comments: SSDDVz 1.3% ZXS cn 5% Lkjji QBDSI SZEz 11/25/2013i YBG VDGOYSz $1,000 or $1,001;
S-3: Registration: Zvunfr; Comments: KVPPAd 1.3% QAK ko 5% Queev SQPKL VQXd 11/25/2013v PQN APNDPKd $1,000 es $1,002;
N-4: Registration: Wcpxvv; Comments: HBWWKq 1.3% RVH sk 5% Honnu BWDHJ BRHq 11/25/2013u BWE KWERBHq $1,000 ii $1,003;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K1 | IYU | 516.100 | 9.48 | R-1 | - | R1+ | - | - | - | - | Vfekdhqx | 1lD | - | - | S-5 | - | 255.00000 |
I3 | QWK | 343.000 | 7.85 | Eii | - | RRR | - | - | - | - | Otbsr | Ucimg | - | 23 | 0.76% | 0.770% | 21.45431 |
Y2 | PRO | 294.000 | 2.90 | Gqq | - | AAA | - | - | - | - | Vxtjx | IMGR | - | 11 | 0.63% | 0.630% | 98.50982 |
F4 | RCV | 658.500 | 1.93 | Guu | - | WWW | - | - | - | - | Sfxhl | Xcvxr | - | 31 | 1.03% | 1.360% | 66.39901 |