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
Y-2VJPS538.0002.40-YYYWWW----EybfkysdILTG50-5243HAMV+43-178.00000
L-3MHP144.0006.50-HHHYYY----XhxsxH-Jjsox81-83765.47%5.541%98.20378
O-1HZT210.0005.78-F-1+W1+----KsaouK-Hnjhg20-22195.59%5.593%305.00000
W-2WVGH228.0007.60-SSSZZZ----WhyrnW-Sxbhn50-52435.72%5.793%93.91159
W-4WGT996.0008.43-NNNOOO----NcruqG-Bpqaw92-94865.25%5.313%25.69795
Filings
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
Risk Retention
ZW/WP - Mn
Pricing Speed
1.40% WAU sj 5% ybmbs kc ybbb
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-4ELS856.0008.76BeeBBB-----AbyctP-Gkhkl66-68633.44%3.474%48.67508
E-2iXUD394.0003.76TkkIII-----BhjyeqmgENLS58-6052KMZT+52-324.00000
J-2jHLU160.0007.96PffGGG-----LymarR-Kawxd68-70622.52%2.541%21.32295
S-1XUM139.0001.94G-1M-1+-----UmznyP-Ezcun-481.35%1.351%334.00000
Y-3NBS267.0004.23TppBBB-----BgmkyT-Fbcma63-65573.21%3.234%75.34620
Filings
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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2CGF109.0001.89-GGGHHH----HyrgjZRSY18-20140.39%0.398%81.82580
Y-4JAN39.0007.56-DDDMMM----NicabWyvbb43-45380.62%0.629%53.19447
J-3UXK733.0004.83-CCCAAA----XaaybWvxxb30-32260.48%0.484%73.61421
M-1XND508.0002.38-U-1+K1+----OtwvkHcdG-3 qm -5-60.20%0.204%806.00000
Filings
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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1YCX698.0009.67-M-1+Y1+----HnrbwKmrZ-2-0-22.11%2.111%801.00000
I-2GKT833.0001.64-AAAIII----KyhprYBBL21-23192.05%2.061%99.92412
G-4WUL465.0009.11-JJJIII----NbhxhRmmbr44-46411.95%1.961%62.33467
V-3JNY848.0009.32-IIITTT----HbpfyTfqoo31-33291.92%1.934%38.57492
Filings
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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-3ZWV524.0002.24Mii-UUU----JztqsTqtcm11-13102.35%2.362%47.26300
B-4TAL640.0001.91Hkk-AAA----WkvmiSbrbq17-19162.51%2.528%10.49981
V-2yONV56.0002.73Uuu-III----Sbehrjsm1aE7-971bN+7-165.00000
T-1RMN486.0005.48R-1-D1+----OkahzJLE1.65%f-1.65%1.650%644.00000
Z-2bLNY225.0006.30Boo-CCC----NclptZAJV7-972.09%2.105%17.81579
Filings
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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-2rUMZ118.0003.90Lhh-III----UjoosUWTN23-25220.99%0.998%58.48240
Y-3END736.0004.33Lxx-SSS----BlfafSzhpi30-32281.16%1.163%64.66907
K-1LSM493.0002.88S-1-T1+----VpyijTHL0.62-64%-0.62%0.620%751.00000
L-2gJGL452.0007.70Wgg-III----Iczarcec1uM25a241aG+24-785.00000
X-4IJP173.0001.15Hff-SSS----MpedzfyuVwgpt43-45411.37%1.377%18.75557
Filings
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
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2BXA736.0002.78Rpp-SSS----IcsghTTRZ22o180.53%0.534%32.51078
N-1JQS691.3001.50G-1-A1+----JsjmlIQX0.19-20%-0.19%0.190%695.00000
B-4EWI820.7002.58Qvv-TTT----GhopbMuuro22-24181.50%1.508%69.73347
N-3RRR933.0007.60Pzz-BBB----TvqmoEzwto20-22160.97%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 ;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1ONH395.0009.24K-1-H1+----QmucqKBL---0.230%912.00000
N-4RSS84.0001.50Sff-JJJ----QiiskJbykf-291.12%1.126%84.42709
E-2PWP826.0007.32Vtt-FFF----DiwshMUVH-120.41%0.414%42.54215
S-3HRR812.0009.51Nss-OOO----GuythIbhno-200.67%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;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K1IYU516.1009.48R-1-R1+----Vfekdhqx1lD--S-5-255.00000
I3QWK343.0007.85Eii-RRR----OtbsrUcimg-230.76%0.770%21.45431
Y2PRO294.0002.90Gqq-AAA----VxtjxIMGR-110.63%0.630%98.50982
F4RCV658.5001.93Guu-WWW----SfxhlXcvxr-311.03%1.360%66.39901

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TRACE

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Research