Nissan Auto Receivables Owner Trust (NAROT) 2020-B

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD254.0000.20P-1A-1+-----FixedIntL----Retained
A-2aUSD420.0000.85AaaAAA-----FixedEDSF22-25180.470%0.474%99.99702
A-2bUSD50.0000.85AaaAAA-----Floating1mL22-25181mL+18-100.00000
A-3USD470.0002.02AaaAAA-----FixedSwaps34-37300.55%0.552%99.99726
A-4USD106.0003.26AaaAAA-----FixedSwaps50-53440.71%0.713%99.99374
Filings
Tranche Comments
A-1: First Pay: 2020-07-15; Registration: Registered; Comments: pre-placed; A-2a: First Pay: 2020-07-15; Registration: Registered; A-2b: First Pay: 2020-07-15; Registration: Registered; A-3: First Pay: 2020-07-15; Registration: Registered; A-4: First Pay: 2020-07-15; Registration: Registered;
Risk Retention
Euro RR: No
Pricing Speed
1.3% ABS to 5% call
Research
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