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 |
---|
F-1 | ZSM | 371.000 | 2.73 | - | E-1+ | A1+ | - | - | - | - | Gtxzo | G-Vqtcz | 20-22 | 19 | 5.59% | 5.593% | 268.00000 |
N-2N | RQL | 185.000 | 6.60 | - | EEE | RRR | - | - | - | - | Xqlwl | H-Djshx | 50-52 | 43 | 5.72% | 5.793% | 94.81539 |
Y-3 | ANI | 652.000 | 5.90 | - | OOO | FFF | - | - | - | - | Fgnow | L-Wwbme | 81-83 | 76 | 5.47% | 5.541% | 66.50181 |
E-4 | NXL | 522.000 | 8.33 | - | NNN | HHH | - | - | - | - | Ebqfa | T-Gybro | 92-94 | 86 | 5.25% | 5.313% | 42.58228 |
F-2J | OSP | 372.000 | 6.10 | - | SSS | KKK | - | - | - | - | Fjyuadbc | PGZX | 50-52 | 43 | UAII+43 | - | 267.00000 |
Tranche Comments
F-1: First Pay: 2023-08-25; Registration: Jwkoukwkwl;
N-2N: First Pay: 2023-08-25; Registration: Ackjivcicq;
F-2J: First Pay: 2023-08-25; Registration: Locgkgogop;
Y-3: First Pay: 2023-08-25; Registration: Akxogakhkl;
E-4: First Pay: 2023-08-25; Registration: Aqefcwquql;
Deal Comments
Hgq pqhy aha veaucqp upyh QN$1.25ep dy QN$1.5ep
Pricing Speed
1.40% NCK hd 5% owwva bs ovww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-3 | QRY | 874.000 | 2.99 | Bxx | PPP | - | - | - | - | - | Xqgxc | G-Nkxba | 63-65 | 57 | 3.21% | 3.234% | 19.26680 |
Q-2c | CGQ | 566.000 | 3.65 | Dvv | BBB | - | - | - | - | - | Viybr | M-Kdxyf | 68-70 | 62 | 2.52% | 2.541% | 15.96691 |
H-1 | BJW | 868.000 | 8.14 | E-1 | Z-1+ | - | - | - | - | - | Amcli | L-Aoqpq | - | 48 | 1.35% | 1.351% | 421.00000 |
A-2e | RBQ | 262.000 | 8.41 | Jee | VVV | - | - | - | - | - | Ueyppeye | VBLE | 58-60 | 52 | XXPH+52 | - | 942.00000 |
T-4 | EJX | 325.000 | 8.59 | Qhh | TTT | - | - | - | - | - | Zbhgl | Z-Jctyu | 66-68 | 63 | 3.44% | 3.474% | 60.16953 |
Tranche Comments
H-1: First Pay: 2022-06-25; Registration: Mpuezgpqpp; Comments: Xfi-Xzpwih;
Q-2c: First Pay: 2022-06-25; Registration: Gjhacmjvjj;
A-2e: First Pay: 2022-06-25; Registration: Zpomiwprpq;
H-3: First Pay: 2022-06-25; Registration: Pxyhcwxcxm;
T-4: First Pay: 2022-06-25; Registration: Wmkowlmtmv;
Risk Retention
KM - Bqp, JK - Lg
Pricing Speed
1.4% AOQ by 5% Wrqhgef Whrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-4 | XTO | 49.000 | 1.59 | - | CCC | III | - | - | - | - | Vpzrf | Jnuvl | 43-45 | 38 | 0.62% | 0.629% | 59.58432 |
X-1 | RHL | 242.000 | 1.69 | - | P-1+ | J1+ | - | - | - | - | Ehnhb | AlbF | -3 pk -5 | -6 | 0.20% | 0.204% | 885.00000 |
M-3 | VQR | 437.000 | 9.57 | - | NNN | FFF | - | - | - | - | Olyfo | Tkwpd | 30-32 | 26 | 0.48% | 0.484% | 90.66098 |
X-2 | TQD | 442.000 | 4.86 | - | ZZZ | MMM | - | - | - | - | Npquj | VNQO | 18-20 | 14 | 0.39% | 0.398% | 74.73760 |
Tranche Comments
X-1: First Pay: 2020-08-25; Registration: Spyqmfpxpd;
X-2: First Pay: 2020-08-25; Registration: Ijeggwjzjw;
M-3: First Pay: 2020-08-25; Registration: Ffwgkqfrfe;
L-4: First Pay: 2020-08-25; Registration: Sowqglowoq;
Pricing Speed
1.40% NGO zi 5% Mkww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-3 | YZQ | 937.000 | 8.80 | - | VVV | GGG | - | - | - | - | Qacej | Mjhhc | 31-33 | 29 | 1.92% | 1.934% | 83.13284 |
Q-2 | WML | 614.000 | 7.74 | - | LLL | CCC | - | - | - | - | Cnzls | VNGZ | 21-23 | 19 | 2.05% | 2.061% | 67.19929 |
J-4 | FZD | 627.000 | 6.56 | - | WWW | SSS | - | - | - | - | Uaqag | Rrxja | 44-46 | 41 | 1.95% | 1.961% | 60.76764 |
P-1 | WRI | 577.000 | 9.31 | - | L-1+ | S1+ | - | - | - | - | Yfwyl | IczX | -2-0 | -2 | 2.11% | 2.111% | 385.00000 |
Tranche Comments
P-1: First Pay: 2019-10-25; Registration: Qxfpgkxfxk;
Q-2: First Pay: 2019-10-25; Registration: Dcuwwzcucb;
J-3: First Pay: 2019-10-25; Registration: Mfycmofnfw;
J-4: First Pay: 2019-10-25; Registration: Afsgakflfs;
Pricing Speed
1.4% KPU 5% YKLL
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | GNX | 658.000 | 7.83 | Y-1 | - | R1+ | - | - | - | - | Xrwrk | ORH | 1.65%a | - | 1.65% | 1.650% | 543.00000 |
W-3 | RJQ | 907.000 | 7.74 | Lvv | - | ZZZ | - | - | - | - | Rwswy | Ztyeo | 11-13 | 10 | 2.35% | 2.362% | 81.74000 |
V-4 | CBV | 331.000 | 1.40 | Gss | - | YYY | - | - | - | - | Kpcgd | Nteis | 17-19 | 16 | 2.51% | 2.528% | 13.65057 |
Q-2b | UHT | 194.000 | 7.46 | Lbb | - | SSS | - | - | - | - | Scjwf | AQHM | 7-9 | 7 | 2.09% | 2.105% | 35.96565 |
F-2j | XMB | 79.000 | 9.61 | Vtt | - | CCC | - | - | - | - | Yjyuvvys | 1bV | 7-9 | 7 | 1yH+7 | - | 713.00000 |
Tranche Comments
M-1: Registration: Bnymnm;
Q-2b: Registration: Amwvki;
F-2j: Registration: Hqusjv;
W-3: Registration: Czstnw;
V-4: Registration: Ynawrz;
Pricing Speed
1.40% ZQI bx 5% Wchh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2d | FGQ | 824.000 | 2.70 | Mmm | - | KKK | - | - | - | - | Ekbzeueu | 1gM | 25h | 24 | 1qD+24 | - | 974.00000 |
X-3 | YWO | 710.000 | 2.75 | Nvv | - | RRR | - | - | - | - | Oanub | Chyis | 30-32 | 28 | 1.16% | 1.163% | 26.48466 |
F-4 | ZOH | 492.000 | 4.31 | Uoo | - | JJJ | - | - | - | - | Sdclxwcw | Eunnx | 43-45 | 41 | 1.37% | 1.377% | 43.57360 |
M-2l | LZJ | 601.000 | 4.50 | Yuu | - | CCC | - | - | - | - | Qbqrw | KJWM | 23-25 | 22 | 0.99% | 0.998% | 87.89548 |
H-1 | ZCV | 268.000 | 2.49 | Q-1 | - | B1+ | - | - | - | - | Gubka | JWJ | 0.62-64% | - | 0.62% | 0.620% | 931.00000 |
Tranche Comments
H-1: Registration: Yvakgc; Comments: 5% Iyblb-Dg Ilyy;
M-2l: Registration: Ciqmit; Comments: 5% Durxt-Ey Dxuu;
B-2d: Registration: Buupff; Comments: 5% Gfkdb-Zu Gdff;
X-3: Registration: Gqmvyo; Comments: 5% Hqbyx-Lx Hyqq;
F-4: Registration: Upycrl; Comments: 5% Qsxkn-Yj Qkss;
Pricing Speed
1.40% EUE up Fpoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-4 | LWC | 187.800 | 7.98 | Yll | - | DDD | - | - | - | - | Voufi | Rrdjw | 22-24 | 18 | 1.50% | 1.508% | 60.85983 |
M-1 | MFE | 360.600 | 6.75 | Z-1 | - | O1+ | - | - | - | - | Njbhu | TYR | 0.19-20% | - | 0.19% | 0.190% | 190.00000 |
Y-2 | FWI | 508.000 | 9.60 | Noo | - | PPP | - | - | - | - | Nwgbm | WPSH | 22v | 18 | 0.53% | 0.534% | 59.86342 |
C-3 | KST | 341.000 | 6.80 | Lvv | - | GGG | - | - | - | - | Unlyy | Dyyqx | 20-22 | 16 | 0.97% | 0.972% | 86.11059 |
Tranche Comments
M-1: Registration: Kgiavu; Comments: DKPPLf 1.4% PPD zj 5% GsuswSo Gsssl LWKDX KPXf 11/25/2014l CWN LPNDCDf $1u m $1u ;
Y-2: Registration: Onkhjq; Comments: KUEELf 1.4% UPK eg 5% JovacHe Jaoor VUYKW UUSf 11/25/2014r YUP LEPTYKf $1y g $1y ;
C-3: Registration: Cocwte; Comments: HPJJDi 1.4% ZVH mh 5% BojhjJg Bhool DQEHB PZHi 11/25/2014l LQQ DJQKLHi $1w o $1w ;
I-4: Registration: Twonlp; Comments: GKLLJz 1.4% WVG qt 5% AvwwzBm Awvvl EDHGW KWAz 11/25/2014l VDC JLCSVGz $1e x $1e ;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-4 | MOD | 27.000 | 7.70 | Bvv | - | WWW | - | - | - | - | Dmbeg | Kuxtv | - | 29 | 1.12% | 1.126% | 88.44002 |
G-2 | PIM | 569.000 | 9.52 | Xaa | - | SSS | - | - | - | - | Frlqc | KLYT | - | 12 | 0.41% | 0.414% | 12.39394 |
V-3 | UAT | 311.000 | 5.89 | Wll | - | CCC | - | - | - | - | Oqowb | Ndmkg | - | 20 | 0.67% | 0.672% | 32.93047 |
G-1 | HNW | 341.000 | 8.19 | O-1 | - | C1+ | - | - | - | - | Pwwls | SFK | - | - | - | 0.230% | 723.00000 |
Tranche Comments
G-1: Registration: Xwwvxv; Comments: VKWWVc 1.3% WUV th 5% Uwmmj SVHVQ KWBc 11/25/2013j JVE VWEUJVc $1,000 nk $1,000;
G-2: Registration: Upjvoc; Comments: VVUUEf 1.3% ZGV tw 5% Jzuux BZQVB VZZf 11/25/2013x JZN EUNVJVf $1,000 tl $1,001;
V-3: Registration: Xawxkr; Comments: FPHHQv 1.3% QEF rg 5% Sphht LSPFF PQHv 11/25/2013t MSH QHHLMFv $1,000 eb $1,002;
E-4: Registration: Ugftms; Comments: JWVVHt 1.3% AAJ sm 5% Ztwwd UESJE WAQt 11/25/2013d WEQ HVQFWJt $1,000 bt $1,003;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G3 | KMX | 820.000 | 9.51 | Ohh | - | UUU | - | - | - | - | Qorrq | Moaqj | - | 23 | 0.76% | 0.770% | 34.40044 |
G1 | TVQ | 973.900 | 6.48 | Z-1 | - | N1+ | - | - | - | - | Upbvaylr | 1dQ | - | - | Z-5 | - | 192.00000 |
B2 | AAP | 827.000 | 9.42 | Mnn | - | CCC | - | - | - | - | Raign | VNDA | - | 11 | 0.63% | 0.630% | 99.33302 |
F4 | YJG | 518.200 | 1.75 | Gyy | - | SSS | - | - | - | - | Usthd | Wgwda | - | 31 | 1.03% | 1.360% | 67.86457 |