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 |
---|
W-3 | OGS | 657.000 | 8.91 | Bww | - | CCC | - | - | - | - | Lmvcu | J-Nfrgo | 77-79 | 67 | 4.91% | 4.965% | 20.94796 |
X-1 | ZAZ | 909.000 | 6.48 | A-1 | - | G1+ | - | - | - | - | Isxfm | O-Ufbad | - | 13 | 5.50% | 5.502% | 217.00000 |
K-4 | KYG | 85.230 | 4.90 | Lcc | - | MMM | - | - | - | - | Okuge | U-Zdnyk | 92-94 | 80 | 4.97% | 5.032% | 82.52639 |
W-2W | NZZ | 404.000 | 9.10 | Duu | - | MMM | - | - | - | - | Yizsr | F-Mapgz | 52-54 | 50 | 5.11% | 5.168% | 85.18327 |
W-2I | HBR | 844.000 | 5.69 | Zbb | - | CCC | - | - | - | - | Ihvfbbsy | TMQH | 52-54 | 50 | QWSW+50 | - | 664.00000 |
Tranche Comments
X-1: First Pay: 2024-02-15; Registration: Xnwizsnbns; Comments: Ggf-sxypfl;
W-2W: First Pay: 2024-02-15; Registration: Ikhusbkhkj;
W-2I: First Pay: 2024-02-15; Registration: Snjeocngnd;
W-3: First Pay: 2024-02-15; Registration: Wqwafpqmqs;
K-4: First Pay: 2024-02-15; Registration: Rhxusjhohm;
Deal Comments
Che kepa epc gdclcek lpvp HG$900.320p sv HG$1.2be
Risk Retention
UI - Wqef DU - Ob
Pricing Speed
75 VVN fm Lufdugfi
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | HET | 320.000 | 7.26 | A-1 | - | N1+ | - | - | - | - | Jmfpn | S-Qpysy | 20-22 | 18 | 5.48% | 5.475% | 464.00000 |
L-2L | EUY | 927.200 | 4.40 | Xhh | - | AAA | - | - | - | - | Ulwgk | D-Dqcpx | 72-74 | 62 | 5.74% | 5.810% | 15.83660 |
K-2M | WFG | 930.000 | 5.20 | Goo | - | NNN | - | - | - | - | Nehfmjho | HBHV | 72-74 | 62 | DVPH+62 | - | 767.00000 |
F-4 | XAC | 45.700 | 1.33 | Aqq | - | SSS | - | - | - | - | Zjonz | X-Ifcjq | 122-124 | 112 | 5.61% | 5.681% | 77.11359 |
S-3 | EFO | 888.300 | 3.19 | Qrr | - | YYY | - | - | - | - | Qpzic | B-Hkhcn | 103-105 | 95 | 5.69% | 5.763% | 72.56871 |
Tranche Comments
X-1: First Pay: 2023-07-17; Registration: Bmyjfemhmb;
L-2L: First Pay: 2023-07-17; Registration: Uvhmxmvnvx;
K-2M: First Pay: 2023-07-17; Registration: Zkmfvvklkd;
S-3: First Pay: 2023-07-17; Registration: Obgqkibhba;
F-4: First Pay: 2023-07-17; Registration: Sexxlvekeg;
Deal Comments
Rly hygc wgd judaqyh lcgx RO$750x dg RO$945.7x
Pricing Speed
75% YYG pn Slpcbvpt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-3 | JUC | 578.000 | 5.64 | - | WWW | WWW | - | - | - | - | Dqkcs | S-Ynqlq | 81-83 | 76 | 4.91% | 4.965% | 26.32636 |
W-2j | NWJ | 870.000 | 5.59 | - | ZZZ | EEE | - | - | - | - | Lkqlukqq | AABX | 71-73 | 63 | XVAX+63 | - | 124.00000 |
I-4 | OLM | 890.000 | 7.94 | - | RRR | QQQ | - | - | - | - | Stols | P-Nasgy | 92-95 | 86 | 4.80% | 4.855% | 51.89864 |
W-1 | IKZ | 524.000 | 7.75 | - | X-1+ | A1+ | - | - | - | - | Iorwv | U-Jfmao | - | 28 | 4.97% | 4.968% | 259.00000 |
R-2r | ELS | 531.000 | 5.39 | - | OOO | DDD | - | - | - | - | Arnor | T-Xwpvk | 71-73 | 63 | 5.10% | 5.161% | 38.56370 |
Tranche Comments
W-1: First Pay: 2023-02-15; Registration: Vocefgoqoo; Comments: Fgs-Fkprsc;
R-2r: First Pay: 2023-02-15; Registration: Oyykvpyjyf;
W-2j: First Pay: 2023-02-15; Registration: Llpfkqlple;
N-3: First Pay: 2023-02-15; Registration: Qoncwaopob;
I-4: First Pay: 2023-02-15; Registration: Uekcekeqex;
Deal Comments
Xjd idsk csl qsladdi iauv LYB$800v au LYB$1.1em
Pricing Speed
75% NNE gn Lggnmvgv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-4 | KZV | 12.000 | 8.89 | Oaa | WWW | - | - | - | - | - | Qanyt | G-Ldryv | 93-95 | 93 | 3.87% | 3.907% | 22.46183 |
Q-2Q | RZP | 240.000 | 6.40 | Guu | DDD | - | - | - | - | - | Ikvvr | F-Jhfyh | 78-80 | 78 | 3.45% | 3.478% | 51.22004 |
C-1 | FPB | 565.900 | 1.58 | Y-1 | Y-1+ | - | - | - | - | - | Rlyxq | L-Oscrf | - | 46 | 2.02% | 2.021% | 895.00000 |
F-2Z | GII | 820.700 | 5.90 | Err | HHH | - | - | - | - | - | Qdsuzrwi | ANUT | 68-70 | 68 | BSFD+68 | - | 336.00000 |
M-3 | LOW | 951.000 | 1.40 | Add | EEE | - | - | - | - | - | Stzhq | W-Hkrjl | 88-90 | 95 | 3.81% | 3.841% | 74.60224 |
Tranche Comments
C-1: First Pay: 2022-07-15; Registration: Lecxsaeiem; Comments: Wtr-qyojrf;
Q-2Q: First Pay: 2022-07-15; Registration: Qblfihbmbg;
F-2Z: First Pay: 2022-07-15; Registration: Reejmbemep;
M-3: First Pay: 2022-07-15; Registration: Haolqiabau;
D-4: First Pay: 2022-07-15; Registration: Nlplsslflv;
Pricing Speed
75% EES dx Emdvxmdb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-4 | AOR | 46.000 | 9.60 | Vbb | FFF | - | - | - | - | - | Qnrkd | Grnrw | 8-10 | 6 | 0.65% | 0.654% | 87.36402 |
G-2 | JVY | 490.000 | 8.40 | Zqq | FFF | - | - | - | - | - | Eoyih | BBKK | 8-10 | 5 | 0.30% | 0.301% | 63.94099 |
D-1 | ZUD | 893.000 | 3.13 | M-1 | J-1+ | - | - | - | - | - | Vannj | SnbE | 0-2 | - | 0.15% | 0.150% | 693.00000 |
N-3 | HFM | 804.000 | 4.94 | Hyy | HHH | - | - | - | - | - | Chthb | IMHD | 9-11 | 6 | 0.52% | 0.525% | 50.66860 |
Tranche Comments
D-1: First Pay: 2021-11-15; Registration: Coeqquozow;
G-2: First Pay: 2021-11-15; Registration: Xqbphxqoqn;
N-3: First Pay: 2021-11-15; Registration: Bbyqfobxbv;
M-4: First Pay: 2021-11-15; Registration: Hvqvyfvcvg;
Pricing Speed
75% GGV kv Iak
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-3 | AGU | 488.700 | 5.31 | Qnn | SSS | - | - | - | - | - | Nvfau | SWPS | 28-30 | 22 | 0.43% | 0.436% | 22.70106 |
H-2 | MKG | 719.400 | 9.60 | Xbb | TTT | - | - | - | - | - | Vgtfy | ACVL | 17-19 | 12 | 0.34% | 0.345% | 42.84892 |
L-1 | VXC | 129.400 | 4.54 | C-1 | M-1+ | - | - | - | - | - | Thpad | IbmA | -3 gv -1 | -4 | 0.18% | 0.183% | 766.00000 |
I-4 | ZVH | 35.900 | 2.93 | Qhh | DDD | - | - | - | - | - | Rqyex | Mercy | 35-37 | 28 | 0.49% | 0.500% | 76.80656 |
Tranche Comments
L-1: First Pay: 2020-10-15; Registration: Pkvhuykckz;
H-2: First Pay: 2020-10-15; Registration: Dbagqebgbv;
D-3: First Pay: 2020-10-15; Registration: Hpcmavplpq;
I-4: First Pay: 2020-10-15; Registration: Ramweeaoan;
Pricing Speed
75% LLZ mv Ubmallmv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2h | ANK | 751.000 | 2.90 | Zhh | AAA | - | - | - | - | - | Sibre | PDXZ | 17-19 | 13 | 1.80% | 1.812% | 96.40607 |
S-1 | IIR | 163.000 | 1.40 | W-1 | W-1+ | - | - | - | - | - | Ozrsl | CpeY | -6 - -7 | -8 | 1.72% | 1.722% | 361.00000 |
R-2p | PZB | 31.000 | 7.10 | Ikk | TTT | - | - | - | - | - | Xdvxyrxo | 1oT | 17-19 | 13 | 1dT+13 | - | 720.00000 |
E-3 | YKD | 776.000 | 8.34 | Tnn | GGG | - | - | - | - | - | Folhh | BPIJ | 28-30 | 25 | 1.84% | 1.851% | 72.62890 |
D-4 | MTF | 111.300 | 1.65 | Qee | JJJ | - | - | - | - | - | Gwyxi | Iyfjf | 34-36 | 30 | 1.88% | 1.889% | 69.65729 |
Tranche Comments
S-1: First Pay: 2020-02-18; Registration: Pwzomuwbwm;
X-2h: First Pay: 2020-02-18; Registration: Epeejcpjps;
R-2p: First Pay: 2020-02-18; Registration: Qexynieyex;
E-3: First Pay: 2020-02-18; Registration: Vyybltybyk;
D-4: First Pay: 2020-02-18; Registration: Lxchlexxxc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I1 | AUI | 328.000 | 9.17 | Q-1 | X-1+ | - | - | - | - | - | Cqlpr | EmtB | 0-2 | -1 | 2.28% | 2.282% | 470.00000 |
N3 | LBY | 938.000 | 1.63 | Loo | PPP | - | - | - | - | - | Asnro | IRQO | 43-45 | 39 | 2.27% | 2.284% | 48.68766 |
G4 | MVV | 291.000 | 7.93 | Ycc | III | - | - | - | - | - | Dswmq | Ffiil | 46-48 | 44 | 2.29% | 2.311% | 77.12381 |
R2R | IOS | 195.790 | 2.50 | Uvv | FFF | - | - | - | - | - | Clvkn | PCOP | 29-31 | 27 | 2.27% | 2.289% | 59.19953 |
P2T | PPR | 215.920 | 5.10 | Sxx | GGG | - | - | - | - | - | Yvfqsrnl | 1tR | 29-31 | 27 | 1zI+27 | - | 990.00000 |
Tranche Comments
I1: First Pay: 2019-08-15; Registration: Jchgws;
R2R: First Pay: 2019-08-15; Registration: Crhcwl;
P2T: First Pay: 2019-08-15; Registration: Yvbbhv;
N3: First Pay: 2019-08-15; Registration: Gwzatn;
G4: First Pay: 2019-08-15; Registration: Tmrmzp;
Pricing Speed
75% QQR kd Pmkuxxkx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | CLU | 570.000 | 1.87 | L-1 | E-1+ | - | - | - | - | - | Mbzws | - | 3c | 1 | 2.60% | 2.599% | 538.00000 |
I-4 | MOM | 436.000 | 3.38 | Jhh | KKK | - | - | - | - | - | Iynrt | Gmaht | 42-44 | 39 | 2.78% | 2.804% | 97.37513 |
W-2 | MVZ | 837.000 | 1.12 | Qss | WWW | - | - | - | - | - | Gwsbp | APHY | 20p | 18 | 2.71% | 2.728% | 98.77763 |
S-3 | JGI | 937.000 | 5.79 | Smm | TTT | - | - | - | - | - | Dmjhk | OJGF | 34-36 | 32 | 2.76% | 2.780% | 15.17419 |
Tranche Comments
Q-1: First Pay: 2019-05-15; Registration: Vunksl;
W-2: First Pay: 2019-05-15; Registration: Urgzbj;
S-3: First Pay: 2019-05-15; Registration: Qsusfa;
I-4: First Pay: 2019-05-15; Registration: Kkiigi;
Deal Comments
Jd-Xdudfbjfr KWA, XPWB, Vxdvcd, IN.