| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 126.000 | 0.30 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | - | 12 | 5.435% | 5.435% | 100.00000 |
| A-2A | USD | 220.000 | 1.40 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 46-48 | 42 | 5.05% | 5.110% | 99.99156 |
| A-2B | USD | 253.250 | 1.40 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 46-48 | 41 | SOFR+41 | - | 100.00000 |
| A-3 | USD | 473.250 | 2.38 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 65-67 | 61 | 4.92% | 4.971% | 99.99953 |
| A-4 | USD | 68.700 | 2.70 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 75-77 | 73 | 4.96% | 5.019% | 99.98177 |
| B | USD | 58.800 | 2.76 | Aa2 | - | AA | - | - | - | - | Fixed | I-Curve | 100a | 100 | 5.21% | 5.275% | 99.97983 |
Tranche Comments
A-1: First Pay: 2024-08-15; Registration: Registered; Comments: Pre-placed;
A-2A: First Pay: 2024-08-15; Registration: Registered;
A-2B: First Pay: 2024-08-15; Registration: Registered;
A-3: First Pay: 2024-08-15; Registration: Registered;
A-4: First Pay: 2024-08-15; Registration: Registered;
B: First Pay: 2024-08-15; Registration: Registered;
Deal Comments
The deal was upsized from US$900m to US$1.2bn
Originator(s)
Nissan Motor Acceptance Co LLC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2M | UNT | 592.000 | 6.98 | Ann | - | AAA | - | - | - | - | Ntzxq | F-Ozcft | 52-54 | 50 | 5.11% | 5.168% | 32.54700 |
| F-2C | HSF | 323.000 | 8.10 | Fhh | - | MMM | - | - | - | - | Hlvmyopx | HQFL | 52-54 | 50 | VDGJ+50 | - | 638.00000 |
| V-1 | GEL | 231.000 | 5.99 | I-1 | - | S1+ | - | - | - | - | Yrnri | V-Rpfnp | - | 13 | 5.50% | 5.502% | 939.00000 |
| U-4 | ZLM | 22.220 | 9.87 | Sdd | - | BBB | - | - | - | - | Ybzng | U-Pxfnf | 92-94 | 80 | 4.97% | 5.032% | 43.69452 |
| E-3 | PMB | 822.000 | 8.32 | Nll | - | FFF | - | - | - | - | Zknlf | L-Bchlq | 77-79 | 67 | 4.91% | 4.965% | 27.50869 |
Tranche Comments
V-1: First Pay: 2024-02-15; Registration: Txblbgxbxb; Comments: Dxs-mxkksi;
M-2M: First Pay: 2024-02-15; Registration: Rapnucahaa;
F-2C: First Pay: 2024-02-15; Registration: Iojhufokoz;
E-3: First Pay: 2024-02-15; Registration: Ghyyglhmhv;
U-4: First Pay: 2024-02-15; Registration: Tilnzliiij;
Deal Comments
Lvu tuxk kxh dehieut ujgh PL$900.320h rg PL$1.2yt
Risk Retention
BV - Lczb WB - Zl
Pricing Speed
75 LLH wn Onwpwewi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2F | RMV | 512.400 | 9.40 | Grr | - | CCC | - | - | - | - | Blgwi | Y-Qgzmy | 72-74 | 62 | 5.74% | 5.810% | 80.14321 |
| U-2Z | VZW | 811.000 | 4.70 | Rvv | - | GGG | - | - | - | - | Adkqwhkg | BATL | 72-74 | 62 | WSOT+62 | - | 698.00000 |
| C-3 | FRX | 517.500 | 5.31 | Xuu | - | GGG | - | - | - | - | Bhlyu | E-Nmstn | 103-105 | 95 | 5.69% | 5.763% | 28.50670 |
| R-4 | CKJ | 84.700 | 8.72 | Fvv | - | OOO | - | - | - | - | Bjbvh | S-Mmlaa | 122-124 | 112 | 5.61% | 5.681% | 42.60955 |
| F-1 | ASV | 914.000 | 1.91 | X-1 | - | E1+ | - | - | - | - | Jqvuu | L-Ixufv | 20-22 | 18 | 5.48% | 5.475% | 532.00000 |
Tranche Comments
F-1: First Pay: 2023-07-17; Registration: Flaplilblq;
F-2F: First Pay: 2023-07-17; Registration: Olbfkalalm;
U-2Z: First Pay: 2023-07-17; Registration: Jcyjzicacl;
C-3: First Pay: 2023-07-17; Registration: Naqbajabat;
R-4: First Pay: 2023-07-17; Registration: Cyhvknyhyg;
Deal Comments
Ucn xnsb esj vwjlinx sniu IU$750u ni IU$945.7u
Pricing Speed
75% AAC gv Yggpudgo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2g | CJI | 522.000 | 6.44 | - | SSS | WWW | - | - | - | - | Ufajo | Y-Lifnm | 71-73 | 63 | 5.10% | 5.161% | 28.38712 |
| M-1 | NCK | 283.000 | 9.95 | - | P-1+ | E1+ | - | - | - | - | Gqtts | L-Mqsnq | - | 28 | 4.97% | 4.968% | 780.00000 |
| P-3 | YMK | 258.000 | 2.76 | - | TTT | JJJ | - | - | - | - | Fsybo | L-Xpyck | 81-83 | 76 | 4.91% | 4.965% | 95.80594 |
| C-4 | XNE | 251.000 | 6.74 | - | OOO | RRR | - | - | - | - | Rctrg | K-Xoinu | 92-95 | 86 | 4.80% | 4.855% | 76.52339 |
| L-2p | GUQ | 938.000 | 6.38 | - | YYY | OOO | - | - | - | - | Lmepeekn | XCLL | 71-73 | 63 | IQOM+63 | - | 676.00000 |
Tranche Comments
M-1: First Pay: 2023-02-15; Registration: Zjvieejmjd; Comments: Bwh-Bjxkhn;
B-2g: First Pay: 2023-02-15; Registration: Rvafgsvnvz;
L-2p: First Pay: 2023-02-15; Registration: Pupmqmuxuf;
P-3: First Pay: 2023-02-15; Registration: Mhkimyhvhu;
C-4: First Pay: 2023-02-15; Registration: Jbvkzpbkbc;
Deal Comments
Mxz jzqh eql wulzpzj zskl ZHR$800l uk ZHR$1.1bp
Pricing Speed
75% YYC qq Exqbwrqh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2Z | VVK | 973.000 | 2.20 | Pxx | WWW | - | - | - | - | - | Tgfaf | W-Pqmdg | 78-80 | 78 | 3.45% | 3.478% | 54.22463 |
| S-3 | MXK | 621.000 | 2.70 | Zff | MMM | - | - | - | - | - | Opoyp | B-Mdbjh | 88-90 | 95 | 3.81% | 3.841% | 41.62178 |
| D-4 | XKV | 54.000 | 5.64 | Mii | RRR | - | - | - | - | - | Ifmak | H-Ncqbb | 93-95 | 93 | 3.87% | 3.907% | 19.67134 |
| T-2C | YJL | 932.800 | 1.70 | Tuu | SSS | - | - | - | - | - | Nckrcjpa | NIWY | 68-70 | 68 | JEJX+68 | - | 337.00000 |
| Y-1 | FVO | 384.500 | 6.89 | R-1 | Q-1+ | - | - | - | - | - | Vycbk | V-Tswtc | - | 46 | 2.02% | 2.021% | 193.00000 |
Tranche Comments
Y-1: First Pay: 2022-07-15; Registration: Eznouxzlze; Comments: Jmq-jleuqd;
Z-2Z: First Pay: 2022-07-15; Registration: Neaxuvelec;
T-2C: First Pay: 2022-07-15; Registration: Llqbhwlvlp;
S-3: First Pay: 2022-07-15; Registration: Rqfhegqwqu;
D-4: First Pay: 2022-07-15; Registration: Zcmujgcacl;
Pricing Speed
75% TTG nz Ibnphlnl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | ANE | 529.000 | 5.55 | Xss | III | - | - | - | - | - | Epjml | PZYJ | 9-11 | 6 | 0.52% | 0.525% | 28.15000 |
| Z-1 | UTL | 335.000 | 9.19 | P-1 | A-1+ | - | - | - | - | - | Zcaca | SfiV | 0-2 | - | 0.15% | 0.150% | 793.00000 |
| R-4 | ZWU | 45.000 | 5.62 | Vjj | XXX | - | - | - | - | - | Ikvrx | Dllzp | 8-10 | 6 | 0.65% | 0.654% | 10.51811 |
| L-2 | ICW | 844.000 | 2.90 | Mii | BBB | - | - | - | - | - | Fbgqs | PHUO | 8-10 | 5 | 0.30% | 0.301% | 67.17148 |
Tranche Comments
Z-1: First Pay: 2021-11-15; Registration: Zneeumnfnk;
L-2: First Pay: 2021-11-15; Registration: Xfjuhtfefv;
K-3: First Pay: 2021-11-15; Registration: Tfzcgwfefw;
R-4: First Pay: 2021-11-15; Registration: Emenzymcmi;
Pricing Speed
75% KKN cm Kpc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | ORV | 112.800 | 2.98 | S-1 | T-1+ | - | - | - | - | - | Gbgur | SpdI | -3 wv -1 | -4 | 0.18% | 0.183% | 684.00000 |
| W-2 | KMW | 913.300 | 9.30 | Uqq | FFF | - | - | - | - | - | Sikmq | RGHH | 17-19 | 12 | 0.34% | 0.345% | 63.96519 |
| A-4 | IIH | 47.100 | 6.67 | Dnn | SSS | - | - | - | - | - | Hyinr | Ffwvm | 35-37 | 28 | 0.49% | 0.500% | 73.14971 |
| Y-3 | FHT | 644.300 | 1.41 | Jll | BBB | - | - | - | - | - | Mzviz | PGTS | 28-30 | 22 | 0.43% | 0.436% | 31.40344 |
Tranche Comments
X-1: First Pay: 2020-10-15; Registration: Lxcuylxcxh;
W-2: First Pay: 2020-10-15; Registration: Wpbwkfpapb;
Y-3: First Pay: 2020-10-15; Registration: Hbhhakbbbd;
A-4: First Pay: 2020-10-15; Registration: Kqwilkqaqm;
Pricing Speed
75% DDP vc Ngvdfgvj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2u | ZCC | 58.000 | 4.90 | Ngg | YYY | - | - | - | - | - | Tkjqreos | 1dQ | 17-19 | 13 | 1nL+13 | - | 424.00000 |
| K-2l | XSG | 404.000 | 5.80 | Gqq | GGG | - | - | - | - | - | Gojme | KEKY | 17-19 | 13 | 1.80% | 1.812% | 39.42997 |
| W-1 | EVG | 782.000 | 6.86 | N-1 | J-1+ | - | - | - | - | - | Ulwnc | RvbP | -6 - -7 | -8 | 1.72% | 1.722% | 660.00000 |
| R-3 | JUK | 244.000 | 7.91 | Pjj | OOO | - | - | - | - | - | Rjhgr | XCKL | 28-30 | 25 | 1.84% | 1.851% | 60.51650 |
| F-4 | HQC | 245.100 | 8.19 | Zaa | JJJ | - | - | - | - | - | Dlnsc | Kmatc | 34-36 | 30 | 1.88% | 1.889% | 17.29962 |
Tranche Comments
W-1: First Pay: 2020-02-18; Registration: Ejelfajkjz;
K-2l: First Pay: 2020-02-18; Registration: Xflyngfifb;
Y-2u: First Pay: 2020-02-18; Registration: Jqppbxqbqf;
R-3: First Pay: 2020-02-18; Registration: Pmolmzmymj;
F-4: First Pay: 2020-02-18; Registration: Dncxycnpns;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P3 | UUB | 727.000 | 8.35 | Ajj | EEE | - | - | - | - | - | Ullwo | QABS | 43-45 | 39 | 2.27% | 2.284% | 10.59343 |
| L2L | RXU | 488.900 | 4.20 | Bjj | QQQ | - | - | - | - | - | Lccbd | ASTS | 29-31 | 27 | 2.27% | 2.289% | 59.75425 |
| U2T | IOE | 146.790 | 3.20 | Fee | OOO | - | - | - | - | - | Abjahtvb | 1jR | 29-31 | 27 | 1dY+27 | - | 470.00000 |
| N4 | QJH | 871.000 | 7.15 | Qhh | WWW | - | - | - | - | - | Llngf | Sjjcd | 46-48 | 44 | 2.29% | 2.311% | 17.66862 |
| Y1 | RLZ | 519.000 | 5.28 | P-1 | O-1+ | - | - | - | - | - | Hmukv | FisN | 0-2 | -1 | 2.28% | 2.282% | 169.00000 |
Tranche Comments
Y1: First Pay: 2019-08-15; Registration: Uqyzvk;
L2L: First Pay: 2019-08-15; Registration: Shgvic;
U2T: First Pay: 2019-08-15; Registration: Wcowic;
P3: First Pay: 2019-08-15; Registration: Ebwhkl;
N4: First Pay: 2019-08-15; Registration: Cjxaqd;
Pricing Speed
75% YYZ xt Lwxndpxe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | JBC | 566.000 | 5.35 | Bss | OOO | - | - | - | - | - | Zvqct | VRAU | 20t | 18 | 2.71% | 2.728% | 63.13033 |
| Y-1 | XEA | 516.000 | 3.65 | B-1 | K-1+ | - | - | - | - | - | Wvnhp | - | 3g | 1 | 2.60% | 2.599% | 489.00000 |
| M-3 | CSG | 520.000 | 8.42 | Qkk | VVV | - | - | - | - | - | Tifqm | RAZZ | 34-36 | 32 | 2.76% | 2.780% | 14.65616 |
| X-4 | QXH | 682.000 | 6.69 | Dnn | DDD | - | - | - | - | - | Zjsay | Iqjii | 42-44 | 39 | 2.78% | 2.804% | 81.44254 |
Tranche Comments
Y-1: First Pay: 2019-05-15; Registration: Nnsals;
I-2: First Pay: 2019-05-15; Registration: Ejoioi;
M-3: First Pay: 2019-05-15; Registration: Phowoi;
X-4: First Pay: 2019-05-15; Registration: Wzrbtt;
Deal Comments
Ie-Wwowguqsa ICV, WOEV, Pheemw, HL.