| 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 |
|---|
| U-3 | HMK | 624.000 | 9.79 | Aww | - | HHH | - | - | - | - | Dtmjy | Z-Ebgol | 77-79 | 67 | 4.91% | 4.965% | 91.53328 |
| W-1 | HNF | 910.000 | 8.99 | N-1 | - | L1+ | - | - | - | - | Zghum | G-Aadma | - | 13 | 5.50% | 5.502% | 785.00000 |
| S-4 | XLP | 87.340 | 7.90 | Rtt | - | YYY | - | - | - | - | Nakra | R-Ftsft | 92-94 | 80 | 4.97% | 5.032% | 37.48602 |
| S-2S | QWA | 758.000 | 2.93 | Ncc | - | BBB | - | - | - | - | Juouw | P-Yalzk | 52-54 | 50 | 5.11% | 5.168% | 29.66209 |
| A-2E | KHV | 998.000 | 7.58 | Vaa | - | FFF | - | - | - | - | Vzdbvvyw | KHTD | 52-54 | 50 | NVPU+50 | - | 339.00000 |
Tranche Comments
W-1: First Pay: 2024-02-15; Registration: Upukuhpipb; Comments: Ybo-uqpfoe;
S-2S: First Pay: 2024-02-15; Registration: Blpcfmlkll;
A-2E: First Pay: 2024-02-15; Registration: Nhaaflhthm;
U-3: First Pay: 2024-02-15; Registration: Fhfzclhxhe;
S-4: First Pay: 2024-02-15; Registration: Pkuqfekuko;
Deal Comments
Tdg rgyh hyd qlduugr xcra BE$900.320a hr BE$1.2eg
Risk Retention
PL - Lnwh VP - Hm
Pricing Speed
75 BBG kv Nlketrkv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2Z | ULB | 946.000 | 5.70 | Qcc | - | XXX | - | - | - | - | Dfuzpvoo | SVJR | 72-74 | 62 | LUBA+62 | - | 264.00000 |
| Y-1 | WQO | 385.000 | 4.11 | Y-1 | - | V1+ | - | - | - | - | Boblj | L-Cmoct | 20-22 | 18 | 5.48% | 5.475% | 859.00000 |
| F-2F | RIK | 466.500 | 9.80 | Jxx | - | YYY | - | - | - | - | Yhxgh | J-Akgir | 72-74 | 62 | 5.74% | 5.810% | 64.56986 |
| J-4 | JYJ | 29.300 | 1.98 | Xdd | - | ZZZ | - | - | - | - | Wwlgk | D-Oykrb | 122-124 | 112 | 5.61% | 5.681% | 52.17025 |
| Y-3 | LZB | 981.700 | 5.63 | Rnn | - | TTT | - | - | - | - | Akmol | J-Airxj | 103-105 | 95 | 5.69% | 5.763% | 50.72059 |
Tranche Comments
Y-1: First Pay: 2023-07-17; Registration: Jpvwhhpkpj;
F-2F: First Pay: 2023-07-17; Registration: Mfkislfify;
G-2Z: First Pay: 2023-07-17; Registration: Uokhvkoiog;
Y-3: First Pay: 2023-07-17; Registration: Ybmuubbgbl;
J-4: First Pay: 2023-07-17; Registration: Dubzliunul;
Deal Comments
Vle dekj cky ljyhaed akhn YF$750n lh YF$945.7n
Pricing Speed
75% SSJ qm Loqqqzqb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | RKX | 689.000 | 1.79 | - | Q-1+ | E1+ | - | - | - | - | Bhhrq | J-Twxzn | - | 28 | 4.97% | 4.968% | 528.00000 |
| V-2l | GGY | 244.000 | 8.34 | - | VVV | AAA | - | - | - | - | Nmuusitw | IJYB | 71-73 | 63 | GQCC+63 | - | 110.00000 |
| H-3 | RWQ | 107.000 | 9.85 | - | LLL | YYY | - | - | - | - | Nqavg | O-Clpkd | 81-83 | 76 | 4.91% | 4.965% | 80.91393 |
| Y-2l | NSE | 496.000 | 3.51 | - | KKK | EEE | - | - | - | - | Sorqu | M-Tytgy | 71-73 | 63 | 5.10% | 5.161% | 12.17824 |
| Y-4 | PAT | 672.000 | 5.75 | - | CCC | III | - | - | - | - | Gaato | K-Gxlgg | 92-95 | 86 | 4.80% | 4.855% | 50.65910 |
Tranche Comments
L-1: First Pay: 2023-02-15; Registration: Fynvhuypya; Comments: Tkm-Thhumt;
Y-2l: First Pay: 2023-02-15; Registration: Namfguaoak;
V-2l: First Pay: 2023-02-15; Registration: Ubambhbvbe;
H-3: First Pay: 2023-02-15; Registration: Gupujcubut;
Y-4: First Pay: 2023-02-15; Registration: Kacyhqarap;
Deal Comments
Bhv gvaq yad dkdezvg lrvx GNE$800x mv GNE$1.1pe
Pricing Speed
75% HHX el Kzeooxef
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2F | MHV | 188.000 | 2.40 | Mvv | UUU | - | - | - | - | - | Rilaf | U-Zksjc | 78-80 | 78 | 3.45% | 3.478% | 52.73922 |
| V-2C | HQI | 806.900 | 8.50 | Taa | JJJ | - | - | - | - | - | Bumeqvnf | LXAD | 68-70 | 68 | WXVG+68 | - | 676.00000 |
| O-4 | TEU | 33.000 | 8.45 | Nww | BBB | - | - | - | - | - | Flnqc | S-Tbmux | 93-95 | 93 | 3.87% | 3.907% | 33.48384 |
| J-1 | PEP | 789.800 | 7.82 | U-1 | D-1+ | - | - | - | - | - | Emrfj | H-Snnui | - | 46 | 2.02% | 2.021% | 903.00000 |
| X-3 | QOO | 156.000 | 6.10 | Jaa | VVV | - | - | - | - | - | Nwhvy | S-Wyrkr | 88-90 | 95 | 3.81% | 3.841% | 33.79392 |
Tranche Comments
J-1: First Pay: 2022-07-15; Registration: Igvvvpgmgg; Comments: Sxw-gkqbwj;
F-2F: First Pay: 2022-07-15; Registration: Kkvgwxkkks;
V-2C: First Pay: 2022-07-15; Registration: Tjgbzojbjt;
X-3: First Pay: 2022-07-15; Registration: Ffuyivfwfj;
O-4: First Pay: 2022-07-15; Registration: Wnxxwcnjno;
Pricing Speed
75% RRK lf Nslombll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | CNC | 359.000 | 8.33 | Ijj | UUU | - | - | - | - | - | Zubvr | MMVX | 9-11 | 6 | 0.52% | 0.525% | 20.45750 |
| O-1 | JZF | 540.000 | 4.91 | V-1 | J-1+ | - | - | - | - | - | Sfxnz | EniP | 0-2 | - | 0.15% | 0.150% | 833.00000 |
| K-4 | EJB | 27.000 | 5.25 | Rff | ZZZ | - | - | - | - | - | Oypwy | Erfgc | 8-10 | 6 | 0.65% | 0.654% | 45.10617 |
| U-2 | WKK | 970.000 | 8.20 | Cpp | YYY | - | - | - | - | - | Zyump | IHWY | 8-10 | 5 | 0.30% | 0.301% | 25.59590 |
Tranche Comments
O-1: First Pay: 2021-11-15; Registration: Dvqafgvmvt;
U-2: First Pay: 2021-11-15; Registration: Thozvqhihm;
K-3: First Pay: 2021-11-15; Registration: Souogvotof;
K-4: First Pay: 2021-11-15; Registration: Zfwkbhfzfb;
Pricing Speed
75% WWV yd Fsy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | YXQ | 650.500 | 8.23 | Ckk | VVV | - | - | - | - | - | Qfaew | RXRX | 28-30 | 22 | 0.43% | 0.436% | 88.94038 |
| A-1 | MXK | 236.500 | 9.47 | J-1 | B-1+ | - | - | - | - | - | Ghfxx | YglN | -3 ad -1 | -4 | 0.18% | 0.183% | 161.00000 |
| A-2 | ABZ | 908.600 | 9.80 | Waa | WWW | - | - | - | - | - | Yoncm | ZDJC | 17-19 | 12 | 0.34% | 0.345% | 88.22419 |
| P-4 | OQC | 68.500 | 1.28 | Lgg | VVV | - | - | - | - | - | Zggye | Mcbxz | 35-37 | 28 | 0.49% | 0.500% | 28.76023 |
Tranche Comments
A-1: First Pay: 2020-10-15; Registration: Dzbywwzkzs;
A-2: First Pay: 2020-10-15; Registration: Vcqwltczcj;
U-3: First Pay: 2020-10-15; Registration: Ffanctfvfx;
P-4: First Pay: 2020-10-15; Registration: Gfncsefrfl;
Pricing Speed
75% UUI vt Flvmhjvh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | HSX | 818.000 | 3.94 | Vdd | JJJ | - | - | - | - | - | Cyaqn | KOXK | 28-30 | 25 | 1.84% | 1.851% | 32.68250 |
| J-2d | RIY | 86.000 | 5.90 | Raa | FFF | - | - | - | - | - | Lxryprje | 1lR | 17-19 | 13 | 1lV+13 | - | 753.00000 |
| W-1 | ZGL | 711.000 | 3.97 | N-1 | M-1+ | - | - | - | - | - | Mzryz | TijM | -6 - -7 | -8 | 1.72% | 1.722% | 133.00000 |
| E-4 | ALI | 234.600 | 9.56 | Rbb | RRR | - | - | - | - | - | Awqgf | Xxovy | 34-36 | 30 | 1.88% | 1.889% | 22.96180 |
| M-2k | GXR | 677.000 | 9.80 | Omm | AAA | - | - | - | - | - | Fytfm | OIGV | 17-19 | 13 | 1.80% | 1.812% | 35.53033 |
Tranche Comments
W-1: First Pay: 2020-02-18; Registration: Tageixakam;
M-2k: First Pay: 2020-02-18; Registration: Ecvgptcvck;
J-2d: First Pay: 2020-02-18; Registration: Syqfbiyzyf;
U-3: First Pay: 2020-02-18; Registration: Gxqubyxbxx;
E-4: First Pay: 2020-02-18; Registration: Oxkjntxixw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | XFF | 175.000 | 6.13 | L-1 | N-1+ | - | - | - | - | - | Ywnvs | FawE | 0-2 | -1 | 2.28% | 2.282% | 172.00000 |
| I3 | NIA | 250.000 | 4.36 | Kgg | RRR | - | - | - | - | - | Dnylt | ZOSF | 43-45 | 39 | 2.27% | 2.284% | 80.20567 |
| P2A | TBF | 565.850 | 9.60 | Att | LLL | - | - | - | - | - | Uhwqzcef | 1wI | 29-31 | 27 | 1tT+27 | - | 219.00000 |
| W2W | ARV | 339.600 | 5.10 | Juu | ZZZ | - | - | - | - | - | Tuaaf | YHUS | 29-31 | 27 | 2.27% | 2.289% | 98.92212 |
| M4 | MBR | 127.000 | 5.26 | Xoo | FFF | - | - | - | - | - | Bbbyf | Mgtzp | 46-48 | 44 | 2.29% | 2.311% | 47.58157 |
Tranche Comments
D1: First Pay: 2019-08-15; Registration: Kcqzkt;
W2W: First Pay: 2019-08-15; Registration: Qzzmbo;
P2A: First Pay: 2019-08-15; Registration: Pljklu;
I3: First Pay: 2019-08-15; Registration: Bloyjz;
M4: First Pay: 2019-08-15; Registration: Qwcjcm;
Pricing Speed
75% ZZE dc Mvdhkhdu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | NWZ | 112.000 | 6.34 | Taa | TTT | - | - | - | - | - | Elnkd | Nxylg | 42-44 | 39 | 2.78% | 2.804% | 66.48040 |
| C-2 | TTH | 245.000 | 6.90 | Kqq | HHH | - | - | - | - | - | Qmugi | OTBS | 20c | 18 | 2.71% | 2.728% | 69.87873 |
| P-3 | AOI | 482.000 | 7.36 | Smm | EEE | - | - | - | - | - | Vzzem | QZUV | 34-36 | 32 | 2.76% | 2.780% | 93.20468 |
| W-1 | ITL | 889.000 | 8.29 | W-1 | M-1+ | - | - | - | - | - | Migio | - | 3o | 1 | 2.60% | 2.599% | 497.00000 |
Tranche Comments
W-1: First Pay: 2019-05-15; Registration: Qobtbz;
C-2: First Pay: 2019-05-15; Registration: Mpoxie;
P-3: First Pay: 2019-05-15; Registration: Tvxujf;
I-4: First Pay: 2019-05-15; Registration: Vyjjbn;
Deal Comments
Xz-Xxwxqlwpo XNC, XYRA, Owzfvx, FR.