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-3 | HOF | 623.000 | 2.30 | - | KKK | XXX | - | - | - | - | Rskwg | D-Kztxg | 81-83 | 76 | 5.47% | 5.541% | 50.71777 |
G-4 | ZRH | 759.000 | 8.78 | - | FFF | CCC | - | - | - | - | Ovcyp | U-Gjsps | 92-94 | 86 | 5.25% | 5.313% | 97.18035 |
L-1 | FLU | 347.000 | 8.70 | - | X-1+ | L1+ | - | - | - | - | Dquoz | A-Kudtb | 20-22 | 19 | 5.59% | 5.593% | 813.00000 |
T-2T | VJM | 338.000 | 9.40 | - | XXX | KKK | - | - | - | - | Yusgj | Y-Hanyk | 50-52 | 43 | 5.72% | 5.793% | 39.54146 |
L-2C | BCG | 932.000 | 8.50 | - | JJJ | LLL | - | - | - | - | Tlpzxeur | IPOM | 50-52 | 43 | NUXZ+43 | - | 152.00000 |
Tranche Comments
L-1: First Pay: 2023-08-25; Registration: Tjqulnjjjc;
T-2T: First Pay: 2023-08-25; Registration: Ejkfbxjkjv;
L-2C: First Pay: 2023-08-25; Registration: Ypoefhpvpn;
F-3: First Pay: 2023-08-25; Registration: Gamnzlagat;
G-4: First Pay: 2023-08-25; Registration: Tqfhvkqnqe;
Deal Comments
Nke cehq xhu gauudec kcxu WW$1.25ax hx WW$1.5ax
Pricing Speed
1.40% IGS bh 5% bfjjr wm bjff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-3 | TEE | 641.000 | 9.10 | Xtt | MMM | - | - | - | - | - | Pyiuy | N-Smzbr | 63-65 | 57 | 3.21% | 3.234% | 64.27890 |
F-2i | JRX | 394.000 | 4.83 | Kee | QQQ | - | - | - | - | - | Jjfbd | Y-Slyfo | 68-70 | 62 | 2.52% | 2.541% | 29.65371 |
R-1 | EVH | 414.000 | 6.25 | K-1 | Z-1+ | - | - | - | - | - | Nmtpz | U-Zwizf | - | 48 | 1.35% | 1.351% | 844.00000 |
N-4 | JBE | 938.000 | 7.10 | Vvv | KKK | - | - | - | - | - | Bwzgr | H-Goggf | 66-68 | 63 | 3.44% | 3.474% | 31.59950 |
P-2m | ZUD | 327.000 | 1.88 | Bnn | NNN | - | - | - | - | - | Pysacdty | PCQE | 58-60 | 52 | YWBB+52 | - | 118.00000 |
Tranche Comments
R-1: First Pay: 2022-06-25; Registration: Bbvsxubsbw; Comments: Kmr-Kkkurv;
F-2i: First Pay: 2022-06-25; Registration: Owxnjswrwc;
P-2m: First Pay: 2022-06-25; Registration: Jumlieueuu;
X-3: First Pay: 2022-06-25; Registration: Cxybvxxhxf;
N-4: First Pay: 2022-06-25; Registration: Qwqsoswiwy;
Risk Retention
OR - Rmb, GO - Ah
Pricing Speed
1.4% QMR mw 5% Jxkqhyx Jqxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | GSO | 399.000 | 2.88 | - | P-1+ | B1+ | - | - | - | - | Lkzxn | VecL | -3 ll -5 | -6 | 0.20% | 0.204% | 141.00000 |
A-3 | TPK | 500.000 | 5.76 | - | FFF | UUU | - | - | - | - | Vstqs | Thyic | 30-32 | 26 | 0.48% | 0.484% | 51.59631 |
L-4 | TWE | 87.000 | 7.55 | - | ZZZ | KKK | - | - | - | - | Bypxt | Iuelp | 43-45 | 38 | 0.62% | 0.629% | 89.85292 |
G-2 | JRV | 813.000 | 5.27 | - | NNN | YYY | - | - | - | - | Kqpbc | HKLY | 18-20 | 14 | 0.39% | 0.398% | 22.97210 |
Tranche Comments
J-1: First Pay: 2020-08-25; Registration: Mokuggojoi;
G-2: First Pay: 2020-08-25; Registration: Lhbzyqhehc;
A-3: First Pay: 2020-08-25; Registration: Jcfeiwcvct;
L-4: First Pay: 2020-08-25; Registration: Hqeokiqoqa;
Pricing Speed
1.40% WVV yq 5% Ierr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-4 | WYI | 409.000 | 2.80 | - | JJJ | XXX | - | - | - | - | Dwzya | Giylu | 44-46 | 41 | 1.95% | 1.961% | 86.85196 |
W-3 | UIA | 394.000 | 9.27 | - | ZZZ | KKK | - | - | - | - | Cmocj | Orxkb | 31-33 | 29 | 1.92% | 1.934% | 33.89075 |
R-1 | OPX | 615.000 | 9.76 | - | X-1+ | E1+ | - | - | - | - | Hhgbu | VwuC | -2-0 | -2 | 2.11% | 2.111% | 503.00000 |
O-2 | TNI | 242.000 | 6.32 | - | MMM | ZZZ | - | - | - | - | Akvty | KZIV | 21-23 | 19 | 2.05% | 2.061% | 44.14804 |
Tranche Comments
R-1: First Pay: 2019-10-25; Registration: Xeyemfemeu;
O-2: First Pay: 2019-10-25; Registration: Jvvjpwvuvs;
W-3: First Pay: 2019-10-25; Registration: Hawckoasau;
J-4: First Pay: 2019-10-25; Registration: Fyqhzmyyya;
Pricing Speed
1.4% MAZ 5% GMKK
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | NHF | 451.000 | 8.42 | U-1 | - | D1+ | - | - | - | - | Ehbjx | NBH | 1.65%j | - | 1.65% | 1.650% | 912.00000 |
O-3 | YUJ | 268.000 | 4.82 | Lmm | - | ZZZ | - | - | - | - | Sjwkg | Zzfql | 11-13 | 10 | 2.35% | 2.362% | 56.96600 |
F-2e | CBV | 34.000 | 1.58 | Axx | - | BBB | - | - | - | - | Xkzwcrmf | 1rW | 7-9 | 7 | 1aM+7 | - | 722.00000 |
I-2t | RZF | 222.000 | 5.27 | Oxx | - | PPP | - | - | - | - | Aoawg | OTZT | 7-9 | 7 | 2.09% | 2.105% | 34.92934 |
B-4 | HZC | 377.000 | 7.10 | Ipp | - | UUU | - | - | - | - | Vwyyc | Dklif | 17-19 | 16 | 2.51% | 2.528% | 67.35226 |
Tranche Comments
R-1: Registration: Gratul;
I-2t: Registration: Lvysxn;
F-2e: Registration: Dvywvi;
O-3: Registration: Enkijg;
B-4: Registration: Hpfaft;
Pricing Speed
1.40% PPK fz 5% Frll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2e | JHX | 664.000 | 3.20 | Pjj | - | ZZZ | - | - | - | - | Gbdodhjm | 1mV | 25o | 24 | 1dZ+24 | - | 955.00000 |
Z-3 | ZUS | 159.000 | 7.85 | Kxx | - | GGG | - | - | - | - | Hrcil | Ityer | 30-32 | 28 | 1.16% | 1.163% | 80.50732 |
U-4 | UOV | 132.000 | 9.61 | Tyy | - | FFF | - | - | - | - | Vdvotyfm | Rzkqz | 43-45 | 41 | 1.37% | 1.377% | 72.64083 |
P-1 | GXY | 394.000 | 8.53 | Z-1 | - | O1+ | - | - | - | - | Voael | RUP | 0.62-64% | - | 0.62% | 0.620% | 453.00000 |
O-2w | JRP | 890.000 | 1.80 | Ttt | - | SSS | - | - | - | - | Plbap | JGOB | 23-25 | 22 | 0.99% | 0.998% | 42.87308 |
Tranche Comments
P-1: Registration: Oipcep; Comments: 5% Effvk-Gx Evff;
O-2w: Registration: Xlknve; Comments: 5% Vzdvb-Ok Vvzz;
L-2e: Registration: Jafcud; Comments: 5% Xlwdq-Wl Xdll;
Z-3: Registration: Opksxi; Comments: 5% Lmrwt-Sc Lwmm;
U-4: Registration: Hahixe; Comments: 5% Vvylz-Ni Vlvv;
Pricing Speed
1.40% OQE fi Lerr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | RGH | 345.000 | 7.40 | Gcc | - | BBB | - | - | - | - | Nzoby | ACGV | 22b | 18 | 0.53% | 0.534% | 72.32625 |
Q-4 | LRW | 317.900 | 3.94 | Qmm | - | HHH | - | - | - | - | Fbuwy | Ihbqh | 22-24 | 18 | 1.50% | 1.508% | 62.62252 |
P-1 | AML | 457.200 | 6.34 | R-1 | - | X1+ | - | - | - | - | Xjxwj | BUJ | 0.19-20% | - | 0.19% | 0.190% | 232.00000 |
E-3 | PQQ | 397.000 | 1.80 | Wcc | - | PPP | - | - | - | - | Icnjs | Qfyuy | 20-22 | 16 | 0.97% | 0.972% | 51.42106 |
Tranche Comments
P-1: Registration: Gfzwou; Comments: XZVVVc 1.4% GAX sy 5% SvujaBw Sjvvi AIEXA ZGUc 11/25/2014i HIH VVHIHXc $1m y $1m ;
G-2: Registration: Qcciih; Comments: AXLLIf 1.4% ZGA qu 5% LsjvoGf Lvssa APQAG XZZf 11/25/2014a RPN ILNIRAf $1q b $1q ;
E-3: Registration: Yqxaet; Comments: ZLJJIz 1.4% GLZ wg 5% DclqqWd Dqcci CAJZG LGDz 11/25/2014i MAS IJSIMZz $1e o $1e ;
Q-4: Registration: Lzrsrb; Comments: SLVVHj 1.4% AKS ur 5% JwhhlPm Jhwwp BQESR LABj 11/25/2014p FQM HVMTFSj $1l g $1l ;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | PVU | 600.000 | 1.16 | Fii | - | RRR | - | - | - | - | Ewand | JHQQ | - | 12 | 0.41% | 0.414% | 19.99632 |
C-1 | OYH | 798.000 | 1.89 | F-1 | - | D1+ | - | - | - | - | Molra | VHQ | - | - | - | 0.230% | 221.00000 |
S-3 | VCZ | 727.000 | 2.28 | Ekk | - | WWW | - | - | - | - | Tamml | Sdyae | - | 20 | 0.67% | 0.672% | 93.52846 |
Z-4 | XTA | 65.000 | 6.30 | Rtt | - | KKK | - | - | - | - | Kmpky | Nmydk | - | 29 | 1.12% | 1.126% | 31.41078 |
Tranche Comments
C-1: Registration: Vqykuv; Comments: WVJJLp 1.3% ZEW oj 5% Hcddu XGEWB VZJp 11/25/2013u KGZ LJZMKWp $1,000 ok $1,000;
V-2: Registration: Gifloh; Comments: VHLLFg 1.3% HDV qt 5% Rtddi KFSVQ HHSg 11/25/2013i RFD FLDKRVg $1,000 do $1,001;
S-3: Registration: Yfvlje; Comments: UGHHJi 1.3% UGU hw 5% Fcppe LFRUS GUTi 11/25/2013e TFC JHCETUi $1,000 kr $1,002;
Z-4: Registration: Pphvii; Comments: HSWWQv 1.3% LZH wz 5% Lznnp QSDHZ SLAv 11/25/2013p DSW QWWSDHv $1,000 bu $1,003;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2 | WHN | 635.000 | 2.51 | Hss | - | RRR | - | - | - | - | Hpnxs | XKTT | - | 11 | 0.63% | 0.630% | 44.85830 |
H4 | KFS | 905.500 | 8.39 | Npp | - | CCC | - | - | - | - | Hgxgw | Rrctu | - | 31 | 1.03% | 1.360% | 98.30391 |
Q1 | RKN | 360.600 | 9.33 | Y-1 | - | D1+ | - | - | - | - | Rjdmxojs | 1yA | - | - | S-5 | - | 483.00000 |
J3 | ANP | 504.000 | 5.95 | Ghh | - | SSS | - | - | - | - | Nwkkv | Bcmrl | - | 23 | 0.76% | 0.770% | 37.11282 |