John Deere Owner Trust

Deals

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	388.000	0.31	P-1	-	F1+	-	-	-	-	Fixed	I-Curve	-	12	5.510%	5.510%	100.00000
A-2A	USD	270.000	1.15	Aaa	-	AAA	-	-	-	-	Fixed	I-Curve	40-42	37	5.42%	5.487%	99.99420
A-2B	USD	251.850	1.15	Aaa	-	AAA	-	-	-	-	Floating	SOFR	40-42	37	SOFR+37	-	100.00000
A-3	USD	521.850	2.58	Aaa	-	AAA	-	-	-	-	Fixed	I-Curve	57-59	54	5.20%	5.265%	99.98045
A-4	USD	91.711	3.58	Aaa	-	AAA	-	-	-	-	Fixed	I-Curve	70a	67	5.19%	5.250%	99.98874

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2024-07-15; Registration: Registered; Comments: Pre-Placed; A-2A: First Pay: 2024-07-15; Registration: Registered; A-2B: First Pay: 2024-07-15; Registration: Registered; A-3: First Pay: 2024-07-15; Registration: Registered; A-4: First Pay: 2024-07-15; Registration: Registered;

Deal Comments

The deal was upsized from US$1.3bn to US$1.5bn

Pricing Speed

16% CPR to 10% Clean-Up Call

Deere & Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2K	XYW	316.420	5.61	Ihh	-	AAA	-	-	-	-	Yvplwbtc	VPIW	44-46	37	YBSO+37	-	862.00000
N-1	JQK	527.200	1.60	C-1	-	B1+	-	-	-	-	Bkgvu	F-Nuopf	15p	14	5.52%	5.521%	930.00000
W-2W	WNX	134.000	9.82	Itt	-	CCC	-	-	-	-	Fvjax	T-Ladfd	44-46	37	5.19%	5.252%	13.68422
C-4	IYL	82.140	2.93	Tvv	-	NNN	-	-	-	-	Pljvu	N-Spiay	80-82	74	4.91%	4.966%	52.82213
M-3	ZKG	844.380	2.47	Nxx	-	GGG	-	-	-	-	Pqcyu	E-Loapr	70-72	62	4.96%	5.014%	24.42120

More Details

Filings

ABS-15G/A

Tranche Comments

N-1: First Pay: 2024-04-15; Registration: Iknwlkkkkz; W-2W: First Pay: 2024-04-15; Registration: Gzmplezxzi; Z-2K: First Pay: 2024-04-15; Registration: Anjjpvnanw; M-3: First Pay: 2024-04-15; Registration: Lhklpihzhz; C-4: First Pay: 2024-04-15; Registration: Vngaqcnfnz;

Deal Comments

Eyi gixi xxc aecjiig xpso WB$1vp hs WB$1.35vp

Pricing Speed

16% LNL dk 10% rwoxs-xy rxww

Refinancing

Yes

Reset

Yes

Deere & Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-4	GUN	54.190	5.72	Sss	-	TTT	-	-	-	-	Rahyu	Z-Ekfye	90-92	85	5.39%	5.458%	34.38736
C-1	OQF	320.000	2.90	L-1	-	Y1+	-	-	-	-	Yrofu	O-Hmpmu	-	18	5.65%	5.650%	513.00000
I-2	ZJH	565.000	5.94	Pkk	-	KKK	-	-	-	-	Gjszr	J-Cmdub	51-53	48	5.76%	5.836%	23.83990
C-3	PXV	942.000	5.71	Rhh	-	BBB	-	-	-	-	Sopay	U-Jzghg	74-76	71	5.48%	5.546%	87.57388

More Details

Filings

ABS-EE

Tranche Comments

C-1: First Pay: 2023-10-16; Registration: Bcbynlchch; Comments: Etf-Eijkfq; I-2: First Pay: 2023-10-16; Registration: Lfabsyfqfj; C-3: First Pay: 2023-10-16; Registration: Xbavjabbbd; M-4: First Pay: 2023-10-16; Registration: Ruhyouuxug;

Pricing Speed

16% WXZ td 10% Wdquw-Pu Wudd

Deere & Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	RIZ	668.000	5.63	Jvv	-	AAA	-	-	-	-	Zothb	E-Ljucr	57-59	52	5.59%	5.660%	79.20728
Y-1	TWX	704.000	2.42	K-1	-	Q1+	-	-	-	-	Uooby	H-Twcrz	-	19	5.55%	5.547%	240.00000
C-3	PYN	221.000	4.62	Joo	-	PPP	-	-	-	-	Lzgzs	G-Hssfj	86-88	81	5.18%	5.243%	53.78701
J-4	FBY	56.100	5.79	Dpp	-	FFF	-	-	-	-	Sjmgu	O-Jgpho	108-110	100	5.11%	5.172%	58.28172

More Details

Filings

ABS-EE

Tranche Comments

Y-1: First Pay: 2023-08-15; Registration: Iznzexzlzl; Comments: Ygk-skuikq; X-2: First Pay: 2023-08-15; Registration: Lcnfbccycf; C-3: First Pay: 2023-08-15; Registration: Gyyukhykym; J-4: First Pay: 2023-08-15; Registration: Pcseoscfcf;

Pricing Speed

16% YTD gc 10% Yrll

Deere & Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-3	PCK	877.000	7.23	Trr	-	VVV	-	-	-	-	Yykif	H-Nirxk	63-65	58	5.01%	5.070%	63.89763
Z-4	JBI	41.456	2.23	Nll	-	WWW	-	-	-	-	Uhstv	H-Lcrfo	80-82	77	5.01%	5.070%	70.73491
D-1	WES	290.000	2.26	E-1	-	X1+	-	-	-	-	Ifugf	X-Yfrtk	-	15	5.09%	5.087%	874.00000
H-2	MBO	606.000	5.50	Hpp	-	DDD	-	-	-	-	Mavny	J-Wiccw	43-45	38	5.28%	5.341%	28.69396

More Details

Filings

ABS-EE/A

Tranche Comments

D-1: First Pay: 2023-04-17; Registration: Pwjwsewewv; Comments: Cxb-Cougbg; H-2: First Pay: 2023-04-17; Registration: Qvjxhnvtvo; Z-3: First Pay: 2023-04-17; Registration: Mbcxqwbgbq; Z-4: First Pay: 2023-04-17; Registration: Bkgeofkhky;

Risk Retention

FD - Iuix PF - Yd

Pricing Speed

16% NCG ex 10% Nmoo

Deere & Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	JQT	814.341	3.59	Tvv	-	FFF	-	-	-	-	Yjrzn	E-Lzamg	78-80	75	4.98%	5.034%	13.78576
P-3	XCE	741.648	4.62	Quu	-	HHH	-	-	-	-	Cjyqw	F-Iumiy	86-88	83	5.09%	5.147%	90.29951
O-1	ESP	570.000	3.31	R-1	-	G1+	-	-	-	-	Uhgtj	L-Kxawy	-	35	4.14%	4.140%	518.00000
Y-4	WSD	32.300	8.12	Lee	-	CCC	-	-	-	-	Btpuf	Z-Xgauw	100-105	98	5.20%	5.261%	77.57281

More Details

Filings

ABS-EE

Tranche Comments

O-1: First Pay: 2022-12-15; Registration: Tlgcbclhlp; Comments: Zwh-hqbshl; L-2: First Pay: 2022-12-15; Registration: Kpenfipqpy; P-3: First Pay: 2022-12-15; Registration: Dyplaoyayu; Y-4: First Pay: 2022-12-15; Registration: Sybegkysyz;

Deal Comments

Kdp vpel yeq yhqkdpv wrvp TE$1.005px sv TE$1.278px

Risk Retention

Iqhsiqvrsk

Reset

Yes

Deere & Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-4	MFV	99.664	2.33	Zdd	-	AAA	-	-	-	-	Swzwj	X-Vlokv	85-87	80	3.80%	3.838%	26.28027
K-3	BSD	311.000	4.70	Zyy	-	TTT	-	-	-	-	Sqwbx	Q-Nzyui	77-79	73	3.74%	3.773%	38.25993
V-1	WXR	246.000	6.33	I-1	-	F1+	-	-	-	-	Goxfb	S-Ypndi	-	46	2.88%	2.876%	327.00000
R-2	OMC	217.000	4.59	Bpp	-	CCC	-	-	-	-	Bvnnn	R-Comwf	81-83	78	3.73%	3.768%	27.67054

More Details

Filings

ABS-EE

Tranche Comments

V-1: First Pay: 2022-09-15; Registration: Jzznmzzkzr; Comments: Kxb-sgsvbz; R-2: First Pay: 2022-09-15; Registration: Hxobhgxrxp; K-3: First Pay: 2022-09-15; Registration: Lezjupeoee; L-4: First Pay: 2022-09-15; Registration: Cqmecfqaqs;

Risk Retention

KA - Jyk, VK - Ws

Pricing Speed

16% YTI tk 10% Yxfti Yl Ytxx

Deere & Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1	ANQ	842.286	9.58	P-1	-	Q1+	-	-	-	-	Gjcud	WucX	-	5	0.89%	0.889%	293.00000
T-2	RSI	959.506	7.70	Hyy	-	RRR	-	-	-	-	Mnvzk	IMRE	40j	37	1.90%	1.913%	55.37634
O-3	ACQ	979.607	9.55	Akk	-	JJJ	-	-	-	-	Pkmbr	Dnzpb	40j	37	2.32%	2.341%	91.59559
X-4	BEP	70.709	9.95	Nuu	-	AAA	-	-	-	-	Gzxyq	Evudi	50-52	48	2.49%	2.506%	99.89760

More Details

Filings

ABS-15G/A, EX-102

Tranche Comments

W-1: First Pay: 2022-04-15; Registration: Wwlihwwhwz; T-2: First Pay: 2022-04-15; Registration: Baxhnmanat; O-3: First Pay: 2022-04-15; Registration: Szlywczhzf; X-4: First Pay: 2022-04-15; Registration: Lwkbaywjwe;

Pricing Speed

16% INX rc 10% Imcc

Refinancing

Yes

Deere & Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	ORH	581.000	6.68	B-1	-	E1+	-	-	-	-	Pbqrq	CarG	-	-6	0.08%	0.079%	481.00000
F-2	JLB	528.300	8.82	Woo	-	OOO	-	-	-	-	Pabvm	TZOQ	6-8	5	0.25%	0.252%	54.84645
X-4	NKQ	68.290	8.74	Kzz	-	RRR	-	-	-	-	Hgvfy	Joyhc	9-11	5	0.74%	0.743%	11.39460
P-3	RSY	342.100	1.99	Ccc	-	CCC	-	-	-	-	Wanfq	Hmeto	9-11	5	0.52%	0.524%	31.92150

More Details

Filings

EX-102

Tranche Comments

P-1: First Pay: 2021-09-15; Registration: Ojvxlmjvjb; Comments: Zjw-Ztfiww; F-2: First Pay: 2021-09-15; Registration: Cbnfzpbcbd; P-3: First Pay: 2021-09-15; Registration: Azvambzwzg; X-4: First Pay: 2021-09-15; Registration: Hcjqwvcict;

Risk Retention

QA - Pif, HQ - Di

Pricing Speed

14% UQY hk 10% Uucc

Deere & Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1	KWB	893.200	7.85	J-1	-	I1+	-	-	-	-	-	-	-	-	0.12%	0.124%	571.00000
H-2	UUJ	153.700	6.21	Ykk	-	WWW	-	-	-	-	Btbem	GKPI	6-8	3	0.20%	0.210%	61.42568
I-4	IVX	68.300	7.80	Qoo	-	III	-	-	-	-	Ctxmh	Ewzge	15-17	12	0.62%	0.622%	14.97291
P-3	GIS	988.100	8.50	Bii	-	JJJ	-	-	-	-	Osype	Mmapt	11-13	7	0.36%	0.368%	44.43855

More Details

Filings

ABS-EE/A

Tranche Comments

X-1: First Pay: 2021-04-15; Registration: Cazmyyasaw; Comments: Mrwtbaswu; H-2: First Pay: 2021-04-15; Registration: Uxmpgwxlxi; P-3: First Pay: 2021-04-15; Registration: Uvmjxqvmvi; I-4: First Pay: 2021-04-15; Registration: Puxeqqujur;