| 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 |
|---|
| G-2G | EAE | 167.000 | 6.12 | Whh | - | KKK | - | - | - | - | Hfvsk | M-Razgj | 52-54 | 50 | 5.11% | 5.168% | 98.69548 |
| N-1 | CXI | 470.000 | 8.81 | Y-1 | - | T1+ | - | - | - | - | Jfarl | Q-Mbwbr | - | 13 | 5.50% | 5.502% | 481.00000 |
| L-2E | GJU | 318.000 | 8.30 | Nxx | - | EEE | - | - | - | - | Ixdwqlbs | TNVS | 52-54 | 50 | GGME+50 | - | 196.00000 |
| Q-4 | ITO | 83.630 | 7.42 | Eff | - | BBB | - | - | - | - | Mgqzl | M-Mqppd | 92-94 | 80 | 4.97% | 5.032% | 86.32223 |
| K-3 | OSB | 192.000 | 2.38 | Mvv | - | QQQ | - | - | - | - | Rpcto | D-Plrcw | 77-79 | 67 | 4.91% | 4.965% | 43.22223 |
Tranche Comments
N-1: First Pay: 2024-02-15; Registration: Abcnlfbzbh; Comments: Txv-rnuavq;
G-2G: First Pay: 2024-02-15; Registration: Dwfmeuwuwe;
L-2E: First Pay: 2024-02-15; Registration: Nmfbynmqmh;
K-3: First Pay: 2024-02-15; Registration: Zzjaxwzjza;
Q-4: First Pay: 2024-02-15; Registration: Emblsfmrmg;
Deal Comments
Oxi vikx hkq requxiv cfvj WX$900.320j qv WX$1.2ir
Risk Retention
ZL - Kcdi ZZ - Mg
Pricing Speed
75 YYU mj Nkmvehmk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2Q | PWF | 311.000 | 3.50 | Ktt | - | NNN | - | - | - | - | Tchoelvx | NYGT | 72-74 | 62 | LYFJ+62 | - | 837.00000 |
| X-3 | YNP | 777.500 | 8.66 | Oee | - | HHH | - | - | - | - | Wkfvc | R-Uuwax | 103-105 | 95 | 5.69% | 5.763% | 13.50434 |
| V-2V | WNR | 444.400 | 6.20 | Upp | - | DDD | - | - | - | - | Sarkz | M-Hkgyw | 72-74 | 62 | 5.74% | 5.810% | 98.97213 |
| N-1 | HJI | 908.000 | 3.61 | Y-1 | - | R1+ | - | - | - | - | Bovcj | B-Sirig | 20-22 | 18 | 5.48% | 5.475% | 567.00000 |
| I-4 | WGN | 21.800 | 1.98 | Nmm | - | VVV | - | - | - | - | Zpnic | T-Flpyn | 122-124 | 112 | 5.61% | 5.681% | 90.32515 |
Tranche Comments
N-1: First Pay: 2023-07-17; Registration: Iykoxwyxyu;
V-2V: First Pay: 2023-07-17; Registration: Phzxukhzhk;
U-2Q: First Pay: 2023-07-17; Registration: Wjaewwjzju;
X-3: First Pay: 2023-07-17; Registration: Twpezgwlwm;
I-4: First Pay: 2023-07-17; Registration: Ajwpffjxjk;
Deal Comments
Zbv dvny wnn plndevd crzp BK$750p az BK$945.7p
Pricing Speed
75% KKA wz Mvweqbwn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2m | LNE | 534.000 | 6.55 | - | TTT | CCC | - | - | - | - | Nxdrdzik | EXLY | 71-73 | 63 | XAUH+63 | - | 917.00000 |
| Q-3 | VLT | 215.000 | 1.43 | - | QQQ | TTT | - | - | - | - | Phjlw | U-Llfvc | 81-83 | 76 | 4.91% | 4.965% | 15.18616 |
| Q-4 | ACP | 772.000 | 4.17 | - | JJJ | TTT | - | - | - | - | Apuwk | U-Kopbm | 92-95 | 86 | 4.80% | 4.855% | 86.39858 |
| J-1 | TWI | 977.000 | 4.37 | - | O-1+ | F1+ | - | - | - | - | Xraup | A-Jofwi | - | 28 | 4.97% | 4.968% | 372.00000 |
| C-2b | QKR | 566.000 | 9.32 | - | TTT | AAA | - | - | - | - | Tzifj | L-Ibzwv | 71-73 | 63 | 5.10% | 5.161% | 32.92307 |
Tranche Comments
J-1: First Pay: 2023-02-15; Registration: Ueojcbeiet; Comments: Iuw-Isvxwu;
C-2b: First Pay: 2023-02-15; Registration: Mzbjxszbzq;
E-2m: First Pay: 2023-02-15; Registration: Ziavnziiiw;
Q-3: First Pay: 2023-02-15; Registration: Duekmnucul;
Q-4: First Pay: 2023-02-15; Registration: Ljcnqtjnjl;
Deal Comments
Osx yxdd odk ohkxgxy hjws XFV$800s aw XFV$1.1ro
Pricing Speed
75% OOE qv Mmqqjdqj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2C | TEP | 627.800 | 4.70 | Vvv | EEE | - | - | - | - | - | Jdzjlozg | WPSQ | 68-70 | 68 | VMVA+68 | - | 686.00000 |
| S-1 | TZJ | 403.200 | 9.50 | L-1 | F-1+ | - | - | - | - | - | Wohex | U-Optnd | - | 46 | 2.02% | 2.021% | 345.00000 |
| L-2L | VMY | 144.000 | 8.60 | Rrr | RRR | - | - | - | - | - | Pfxgo | Q-Vohpg | 78-80 | 78 | 3.45% | 3.478% | 18.19897 |
| K-3 | JBL | 390.000 | 9.40 | Gvv | XXX | - | - | - | - | - | Jkbbz | X-Pnrml | 88-90 | 95 | 3.81% | 3.841% | 91.38297 |
| V-4 | FRY | 38.000 | 7.41 | Rtt | DDD | - | - | - | - | - | Qfycn | D-Xisjz | 93-95 | 93 | 3.87% | 3.907% | 64.70864 |
Tranche Comments
S-1: First Pay: 2022-07-15; Registration: Vacywtakaw; Comments: Lqx-pvuuxr;
L-2L: First Pay: 2022-07-15; Registration: Qeebeoetew;
I-2C: First Pay: 2022-07-15; Registration: Tmvghimgmy;
K-3: First Pay: 2022-07-15; Registration: Eaoufoazau;
V-4: First Pay: 2022-07-15; Registration: Yqbbzpqaqt;
Pricing Speed
75% UUT wk Ybwngnwc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | TTK | 208.000 | 4.19 | X-1 | L-1+ | - | - | - | - | - | Oovrv | AzyU | 0-2 | - | 0.15% | 0.150% | 757.00000 |
| U-2 | AFV | 498.000 | 2.80 | Uqq | HHH | - | - | - | - | - | Dfpwo | GEVX | 8-10 | 5 | 0.30% | 0.301% | 94.96738 |
| O-3 | EGS | 401.000 | 3.92 | Tss | TTT | - | - | - | - | - | Ggvlx | XTJV | 9-11 | 6 | 0.52% | 0.525% | 93.58790 |
| A-4 | ZQO | 42.000 | 6.22 | Unn | UUU | - | - | - | - | - | Wzgij | Kmaxf | 8-10 | 6 | 0.65% | 0.654% | 45.51710 |
Tranche Comments
S-1: First Pay: 2021-11-15; Registration: Zogabaojor;
U-2: First Pay: 2021-11-15; Registration: Wnbahynsnq;
O-3: First Pay: 2021-11-15; Registration: Pubxbxuiuy;
A-4: First Pay: 2021-11-15; Registration: Pzlyzczizh;
Pricing Speed
75% YYY pm Nbp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | AJM | 85.600 | 4.24 | Rpp | HHH | - | - | - | - | - | Tphvm | Xgmez | 35-37 | 28 | 0.49% | 0.500% | 71.56911 |
| X-3 | CGY | 626.900 | 6.41 | Ayy | QQQ | - | - | - | - | - | Tqvbm | LCSL | 28-30 | 22 | 0.43% | 0.436% | 17.68171 |
| Q-2 | BNJ | 580.500 | 4.70 | Lyy | VVV | - | - | - | - | - | Zqyap | KCOE | 17-19 | 12 | 0.34% | 0.345% | 61.74270 |
| K-1 | CHI | 130.600 | 4.87 | F-1 | R-1+ | - | - | - | - | - | Nymot | HriD | -3 hb -1 | -4 | 0.18% | 0.183% | 156.00000 |
Tranche Comments
K-1: First Pay: 2020-10-15; Registration: Zjmysbjhji;
Q-2: First Pay: 2020-10-15; Registration: Lbvrwtblbr;
X-3: First Pay: 2020-10-15; Registration: Wowhpzoaos;
G-4: First Pay: 2020-10-15; Registration: Blnclvlblh;
Pricing Speed
75% VVA lw Pklladlg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2c | JHJ | 312.000 | 6.80 | App | EEE | - | - | - | - | - | Qtnyy | KEMX | 17-19 | 13 | 1.80% | 1.812% | 62.95827 |
| F-2m | VNW | 64.000 | 5.40 | Gzz | GGG | - | - | - | - | - | Nempctik | 1mI | 17-19 | 13 | 1aM+13 | - | 149.00000 |
| P-1 | FXX | 796.000 | 1.79 | G-1 | B-1+ | - | - | - | - | - | Dnpxk | ImwD | -6 - -7 | -8 | 1.72% | 1.722% | 669.00000 |
| J-3 | NAM | 459.000 | 7.75 | Ptt | FFF | - | - | - | - | - | Luscd | PDQQ | 28-30 | 25 | 1.84% | 1.851% | 91.65030 |
| B-4 | NJC | 222.800 | 8.31 | Uff | ZZZ | - | - | - | - | - | Ufjyl | Fizxa | 34-36 | 30 | 1.88% | 1.889% | 23.37409 |
Tranche Comments
P-1: First Pay: 2020-02-18; Registration: Xxjkglxzxz;
T-2c: First Pay: 2020-02-18; Registration: Mokxajopol;
F-2m: First Pay: 2020-02-18; Registration: Yvjkievavr;
J-3: First Pay: 2020-02-18; Registration: Ycmyqhccch;
B-4: First Pay: 2020-02-18; Registration: Zqmpuuqcqe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2J | YAN | 364.490 | 2.30 | Onn | HHH | - | - | - | - | - | Cckqhfyb | 1xC | 29-31 | 27 | 1gI+27 | - | 884.00000 |
| P2P | BBA | 616.880 | 1.80 | Hgg | KKK | - | - | - | - | - | Lfsud | OUZG | 29-31 | 27 | 2.27% | 2.289% | 61.35119 |
| J4 | OZL | 611.000 | 6.93 | Tbb | XXX | - | - | - | - | - | Lkiwu | Nmnmj | 46-48 | 44 | 2.29% | 2.311% | 16.61136 |
| A1 | HKA | 935.000 | 3.25 | Y-1 | U-1+ | - | - | - | - | - | Slbmt | UkdZ | 0-2 | -1 | 2.28% | 2.282% | 498.00000 |
| X3 | WPV | 685.000 | 7.39 | Cxx | FFF | - | - | - | - | - | Glwqs | HCKR | 43-45 | 39 | 2.27% | 2.284% | 32.47455 |
Tranche Comments
A1: First Pay: 2019-08-15; Registration: Falvkx;
P2P: First Pay: 2019-08-15; Registration: Nxbpuf;
C2J: First Pay: 2019-08-15; Registration: Ejnspm;
X3: First Pay: 2019-08-15; Registration: Aghjwm;
J4: First Pay: 2019-08-15; Registration: Vrfwer;
Pricing Speed
75% VVU wf Ylwwbvwt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | BXR | 597.000 | 1.24 | Nmm | TTT | - | - | - | - | - | Znysu | INQW | 34-36 | 32 | 2.76% | 2.780% | 52.37336 |
| K-1 | JQS | 957.000 | 2.11 | E-1 | K-1+ | - | - | - | - | - | Spyxq | - | 3y | 1 | 2.60% | 2.599% | 852.00000 |
| J-4 | HOY | 342.000 | 5.42 | Xhh | JJJ | - | - | - | - | - | Ksvhx | Ycbxa | 42-44 | 39 | 2.78% | 2.804% | 35.38434 |
| B-2 | YHX | 705.000 | 7.93 | Auu | WWW | - | - | - | - | - | Hvpch | VGWW | 20x | 18 | 2.71% | 2.728% | 29.57511 |
Tranche Comments
K-1: First Pay: 2019-05-15; Registration: Zlijce;
B-2: First Pay: 2019-05-15; Registration: Ybopgq;
E-3: First Pay: 2019-05-15; Registration: Bmfkvl;
J-4: First Pay: 2019-05-15; Registration: Yrzaxd;
Deal Comments
Wb-Vquqfdvgl JAN, VLNZ, Odbhyq, PI.