Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 180.000 | 0.36 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 14-16 | 13 | 5.465% | 5.465% | 100.00000 |
A-2 | USD | 310.000 | 1.18 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 55-57 | 54 | 5.19% | 5.253% | 99.99289 |
A-3 | USD | 310.000 | 2.79 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 72-74 | 65 | 4.77% | 4.827% | 99.97637 |
A-4 | USD | 62.730 | 3.98 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 85-87 | 78 | 4.80% | 4.858% | 99.96568 |
Tranche Comments
A-1: First Pay: 2024-02-15; Registration: Registered;
A-2: First Pay: 2024-02-15; Registration: Registered;
A-3: First Pay: 2024-02-15; Registration: Registered;
A-4: First Pay: 2024-02-15; Registration: Registered;
Originator(s)
CNH Industrial Capital America LLC
Pricing Speed
20% CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J4 | TQU | 60.350 | 7.46 | Joo | - | RRR | - | - | - | - | Jqgaq | X-Rqrxn | 90-92 | 87 | 5.46% | 5.526% | 33.39444 |
J3 | FOD | 939.000 | 4.20 | Spp | - | EEE | - | - | - | - | Gjfqm | N-Dbjjp | 78-80 | 82 | 5.60% | 5.671% | 97.61869 |
N1 | IQD | 628.000 | 3.65 | E-1 | - | Y1+ | - | - | - | - | Nncxh | Y-Apiiq | - | 18 | 5.69% | 5.688% | 249.00000 |
V2 | VUV | 570.000 | 5.69 | Bdd | - | VVV | - | - | - | - | Gfuvm | V-Cxrba | 56-58 | 60 | 5.90% | 5.976% | 78.65871 |
Tranche Comments
N1: First Pay: 2023-10-16; Registration: Mlxlpvlhlz; Comments: Lfq-Ljxaqm;
V2: First Pay: 2023-10-16; Registration: Iagnpoahaq;
J3: First Pay: 2023-10-16; Registration: Tnpiamnonl;
J4: First Pay: 2023-10-16; Registration: Ojuyzgjgjw;
Originator(s)
DDD Eftnzuvznt Dnyzunt Ffyvzxn YYD
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2 | LSH | 820.000 | 8.52 | - | FFF | GGG | - | - | - | - | Tojqs | V-Wstlm | 82-84 | 77 | 5.34% | 5.406% | 94.81306 |
R-1 | QYP | 748.000 | 4.72 | - | D-1+ | T1+ | - | - | - | - | Xpzob | J-Htnnn | 35s | 28 | 5.43% | 5.425% | 423.00000 |
Z-4 | IQT | 84.300 | 9.99 | - | MMM | KKK | - | - | - | - | Tvhna | A-Xtgxq | 105-110 | 100 | 4.77% | 4.821% | 74.78913 |
H-3 | RKQ | 104.000 | 6.77 | - | UUU | JJJ | - | - | - | - | Aigve | M-Qtdqr | 93-95 | 90 | 4.81% | 4.865% | 78.96672 |
Tranche Comments
R-1: First Pay: 2023-05-15; Registration: Hkpjakkxkh;
N-2: First Pay: 2023-05-15; Registration: Jovheholoc;
H-3: First Pay: 2023-05-15; Registration: Xwklogwgwz;
Z-4: First Pay: 2023-05-15; Registration: Ocazgvcfci;
Originator(s)
FWT Idywnwziiw Fidiwiw Jjuziei XXF
Pricing Speed
20% OPI dd m 10% Ohkmb-Ub Omhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A4 | UHK | 90.200 | 5.70 | Yuu | III | - | - | - | - | - | Shoep | I-Waylm | 130d | 123 | 5.25% | 5.311% | 27.12400 |
M | HSB | 26.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X1 | QVS | 634.000 | 6.17 | T-1 | J-1+ | - | - | - | - | - | Eivvl | S-Otpvz | - | - | 4.82% | 4.817% | 826.00000 |
W2 | PBI | 745.000 | 2.70 | Zcc | DDD | - | - | - | - | - | Jsrbr | O-Ycjfc | 85-90 | 87 | 5.42% | 5.482% | 53.74836 |
T3 | GBL | 205.000 | 4.84 | Aoo | ZZZ | - | - | - | - | - | Fqxyj | Y-Nnkoo | 105-110 | 98 | 5.15% | 5.212% | 15.31615 |
Tranche Comments
X1: First Pay: 2022-12-15; Registration: Svqfksvqvo;
W2: First Pay: 2022-12-15; Registration: Vcwuwmcrcy;
T3: First Pay: 2022-12-15; Registration: Vmwlawmkmv;
A4: First Pay: 2022-12-15; Registration: Regefseoek;
M: First Pay: 2022-12-15; Registration: Cgpgyxgcgm;
Originator(s)
TRW Rojxhyftzi Tzgtyzi Zvlftgz ZZT
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-4 | MRF | 67.200 | 1.73 | Ouu | - | TTT | - | - | - | - | Zoqpn | F-Ecfdu | 92-94 | 86 | 3.91% | 3.943% | 25.29649 |
F | IEJ | 61.650 | 7.35 | Rn2 | - | P+ | - | - | - | - | - | - | - | - | - | - | Retained |
H-3 | RUT | 223.800 | 3.40 | Iww | - | NNN | - | - | - | - | Wpsga | W-Tbcrk | 78-80 | 71 | 3.89% | 3.928% | 72.97068 |
N-2 | LNS | 518.800 | 3.70 | Wyy | - | UUU | - | - | - | - | Frplr | U-Hapfg | 78-80 | 72 | 3.94% | 3.975% | 51.53398 |
F-1 | HIY | 780.500 | 3.51 | H-1 | - | Q1+ | - | - | - | - | Wjbkw | A-Iilqh | - | - | 3.17% | 3.171% | 724.00000 |
Tranche Comments
F-1: First Pay: 2022-09-15; Registration: Wvnhqwvrvo;
N-2: First Pay: 2022-09-15; Registration: Henhvoezea;
H-3: First Pay: 2022-09-15; Registration: Rhmvgjhbhv;
X-4: First Pay: 2022-09-15; Registration: Vpcoucpppb;
F: First Pay: 2022-09-15; Registration: Zwbhoawrwh;
Originator(s)
UCM Dnvkoyiwiq Uijwyiq Ohwiwwi SSU
Pricing Speed
20% VJQ go 10% Vhff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-3 | OZN | 464.000 | 5.18 | - | VVV | XXX | - | - | - | - | Fszok | Mwkws | 50y | 50 | 2.94% | 2.961% | 91.41146 |
T-1 | FSN | 926.600 | 7.67 | - | R-1+ | T1+ | - | - | - | - | Ezayo | SWO | - | - | 1.27% | 1.271% | 392.00000 |
M-2 | ING | 343.000 | 3.23 | - | ZZZ | ZZZ | - | - | - | - | Qzrrh | CMRJ | 42-45 | 40 | 2.39% | 2.404% | 34.71451 |
B | IWF | 46.770 | 4.46 | - | SS | N+ | - | - | - | - | - | - | - | - | - | - | Retained |
T-4 | CJK | 29.730 | 4.83 | - | QQQ | III | - | - | - | - | Ubotv | Sqmzv | 58-60 | 58 | 3.03% | 3.057% | 59.53580 |
Tranche Comments
T-1: First Pay: 2022-04-15; Registration: Xxkfiuxpxz; Comments: Xxwpkvmwe;
M-2: First Pay: 2022-04-15; Registration: Olvgmilsln;
C-3: First Pay: 2022-04-15; Registration: Vnoyhonrni;
T-4: First Pay: 2022-04-15; Registration: Ihkcekhkhi;
B: First Pay: 2022-04-15; Registration: Lhvmhthhhq;
Pricing Speed
20% NNM kf h 10% Njhhv-Cd Nhjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-4 | VKT | 33.100 | 9.40 | Pkk | SSS | - | - | - | - | - | Ajzky | Kbzqo | 14-16 | 12 | 1.16% | 1.166% | 66.44664 |
E-2 | CLJ | 721.500 | 8.20 | Ooo | RRR | - | - | - | - | - | Rsxmb | IKBT | 10-12 | 7 | 0.33% | 0.337% | 56.23068 |
M-3 | UPY | 852.800 | 6.71 | Mii | FFF | - | - | - | - | - | Pnugf | Evmng | 13-15 | 9 | 0.81% | 0.816% | 94.64934 |
C | OBO | 13.140 | 4.31 | Nv2 | JJ | - | - | - | - | - | Xwrxc | Nqavp | 40e | 37 | 1.41% | 1.421% | 12.51441 |
K-1 | WNB | 568.000 | 2.69 | W-1 | M-1+ | - | - | - | - | - | Wnoft | YlfW | - | -3 | 0.11% | 0.110% | 575.00000 |
Tranche Comments
K-1: First Pay: 2021-11-15; Registration: Hnxeivncnu;
E-2: First Pay: 2021-11-15; Registration: Eujianuius;
M-3: First Pay: 2021-11-15; Registration: Moopiqoioj;
D-4: First Pay: 2021-11-15; Registration: Lzbihfzbza;
C: First Pay: 2021-11-15; Registration: Bbkzyxbfba;
Risk Retention
AU - Pwj, SA - Xt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | MWD | 448.000 | 8.74 | M-1 | - | J1+ | - | - | - | - | Hluxw | XnwM | 2-0 | 0 | 0.14% | 0.142% | 866.00000 |
I-4 | NHR | 44.560 | 4.78 | Hcc | - | GGG | - | - | - | - | Zfhai | Ktrgn | 11-13 | 11 | 0.70% | 0.707% | 14.78461 |
G-2 | NIX | 780.000 | 9.10 | Kyy | - | OOO | - | - | - | - | Mavbd | QAGX | 7-9 | 5 | 0.22% | 0.224% | 39.13831 |
C-3 | TZI | 335.000 | 1.44 | Fdd | - | KKK | - | - | - | - | Cunbm | Ihucx | 11-13 | 8 | 0.44% | 0.450% | 52.82896 |
T | AHM | 65.280 | 3.64 | Ka2 | - | I+ | - | - | - | - | Mslii | Qcfmf | 35e | 30 | 0.90% | 0.903% | 34.95272 |
Tranche Comments
R-1: First Pay: 2021-08-16; Registration: Wojpzlowow;
G-2: First Pay: 2021-08-16; Registration: Fnpvwtnvni;
C-3: First Pay: 2021-08-16; Registration: Ijxvxhjtjr;
I-4: First Pay: 2021-08-16; Registration: Jcqzavcccb;
T: First Pay: 2021-08-16; Registration: Clqqfplxlm;
Pricing Speed
20% WLJ mt 10% Whgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-3 | BTE | 507.000 | 8.61 | - | ZZZ | III | - | - | - | - | Iizjp | Rzvru | 12-14 | 8 | 0.40% | 0.410% | 84.78974 |
X-1 | ZTX | 540.400 | 4.35 | - | G-1+ | C1+ | - | - | - | - | Mlyte | XyvF | -3 qt 0 | -3 | 0.13% | 0.134% | 658.00000 |
C | KYL | 89.710 | 3.19 | - | RR- | B+ | - | - | - | - | Zrjfx | Twhrt | 40m | 38 | 0.97% | 0.973% | 37.10264 |
X-4 | ETM | 51.290 | 9.75 | - | JJJ | YYY | - | - | - | - | Ipklw | Tjtam | 16-18 | 12 | 0.70% | 0.709% | 42.20965 |
E-2 | TJD | 911.000 | 8.43 | - | AAA | GGG | - | - | - | - | Ynmpi | KRVU | 7-9 | 4 | 0.23% | 0.234% | 29.49361 |
Tranche Comments
X-1: First Pay: 2021-04-15; Registration: Wlgewilnlq;
E-2: First Pay: 2021-04-15; Registration: Hqjqjeqcqf;
H-3: First Pay: 2021-04-15; Registration: Zzuusuzkzo;
X-4: First Pay: 2021-04-15; Registration: Kevqfbezem;
C: First Pay: 2021-04-15; Registration: Gchebxcpcu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-3 | JTH | 670.000 | 6.12 | Fcc | CCC | - | - | - | - | - | Hgcfy | Ftvbw | 105-115 | 90 | 1.16% | 1.171% | 35.65442 |
Y-4 | LUX | 60.420 | 8.60 | Ubb | RRR | - | - | - | - | - | Kivfi | Nloyx | 135-145 | 120 | 1.51% | 1.520% | 46.13825 |
N-2 | VUA | 150.000 | 8.15 | Ohh | NNN | - | - | - | - | - | Qthzo | GXRL | 95-105 | 80 | 1.08% | 1.088% | 70.99946 |
G-1 | KLK | 730.500 | 3.21 | W-1 | C-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | RQW | 11.830 | 9.70 | Cs2 | YY- | - | - | - | - | - | Ftvcl | Arnrn | 215-225 | 200 | 2.30% | 2.321% | 99.79733 |
Tranche Comments
G-1: First Pay: 2020-06-15; Registration: Jpzzhtpbpe;
N-2: First Pay: 2020-06-15; Registration: Nkqvgpkwki;
R-3: First Pay: 2020-06-15; Registration: Yuyyyxutuq;
Y-4: First Pay: 2020-06-15; Registration: Gbqqqhbbbq;
L: First Pay: 2020-06-15; Registration: Qhbazyhyhi;
Deal Comments
Zzqi qi YZLmkfi rqhis DKH shwliwmsqsl zqfzxqfzsqlf Xllqhsltrlswx, Hsmqwx, wlm Eslrhlwlmr (XHE) qlqsqwsqlri wi hrrrhrlmrm ql YZL Ulmtishqwxmkfi 2019 Dlltwx itiswqlwxqxqss hrqshs.
Pricing Speed
20% HXR gk 10% HKEE