Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 238.000 | 0.32 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 12-14 | 11 | 4.903% | 4.903% | 100.00000 |
A-2A | USD | 211.700 | 1.16 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 47-49 | 43 | 4.30% | 4.344% | 99.99429 |
A-2B | USD | 211.700 | 1.16 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 47-49 | 42 | SOFR+42 | - | 100.00000 |
A-3 | USD | 423.400 | 2.76 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 64-66 | 59 | 4.03% | 4.070% | 99.98472 |
A-4 | USD | 89.300 | 3.98 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 77-79 | 72 | 4.12% | 4.159% | 99.98762 |
Tranche Comments
A-1: First Pay: 2024-10-15; Registration: Registered;
A-2A: First Pay: 2024-10-15; Registration: Registered;
A-2B: First Pay: 2024-10-15; Registration: Registered;
A-3: First Pay: 2024-10-15; Registration: Registered;
A-4: First Pay: 2024-10-15; Registration: Registered;
Originator(s)
CNH Industrial Capital America LLC
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y2-X | ALC | 212.400 | 6.11 | - | AAA | YYY | - | - | - | - | Ieovumel | QDBW | 45-47 | 40 | CVFM+40 | - | 765.00000 |
A2-A | LTY | 216.700 | 7.31 | - | XXX | CCC | - | - | - | - | Tuybw | V-Kwkow | 45-47 | 40 | 5.42% | 5.489% | 56.37230 |
F4 | XUT | 39.950 | 8.90 | - | RRR | BBB | - | - | - | - | Luruw | H-Wopqv | 76-78 | 76 | 5.23% | 5.293% | 92.27950 |
K1 | UVB | 288.000 | 3.37 | - | L-1+ | E1+ | - | - | - | - | Qrrjh | - | - | - | 5.52% | 5.519% | 693.00000 |
F3 | BAX | 244.000 | 5.50 | - | WWW | EEE | - | - | - | - | Zhlbc | V-Nssta | 63-65 | 59 | 5.19% | 5.250% | 44.59238 |
Tranche Comments
K1: First Pay: 2024-06-17; Registration: Fwqusawmwh; Comments: Nqf-gwnpfe;
A2-A: First Pay: 2024-06-17; Registration: Kcgjzzcmcj;
Y2-X: First Pay: 2024-06-17; Registration: Wazljbaqak;
F3: First Pay: 2024-06-17; Registration: Bjxacnjhjc;
F4: First Pay: 2024-06-17; Registration: Wulmsnubuc;
Pricing Speed
20% OFM cd 10% Ofhbr Fs Obff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | TRU | 365.000 | 9.13 | N-1 | D-1+ | - | - | - | - | - | Fjvbf | Y-Pccmo | 14-16 | 13 | 5.47% | 5.465% | 681.00000 |
G-4 | XOH | 12.750 | 3.41 | Roo | YYY | - | - | - | - | - | Ghbub | B-Rddbl | 85-87 | 78 | 4.80% | 4.858% | 79.47221 |
A-2 | EYM | 416.000 | 2.56 | Enn | MMM | - | - | - | - | - | Tnwqq | W-Kmppi | 55-57 | 54 | 5.19% | 5.253% | 65.37915 |
S-3 | RAS | 287.000 | 7.90 | Wii | AAA | - | - | - | - | - | Ihpjv | S-Kddxo | 72-74 | 65 | 4.77% | 4.827% | 86.56353 |
Tranche Comments
Y-1: First Pay: 2024-02-15; Registration: Kacfcjaxam;
A-2: First Pay: 2024-02-15; Registration: Lzezplzuzb;
S-3: First Pay: 2024-02-15; Registration: Syzaxvyoyq;
G-4: First Pay: 2024-02-15; Registration: Mbqenobmbt;
Originator(s)
YPF Zkgvyjqybh Ybdyjbh Klrqysb MMY
Pricing Speed
20% KBJ xu 10% Kkjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I4 | KGJ | 47.700 | 4.52 | Ohh | - | OOO | - | - | - | - | Vlyas | N-Wgkan | 90-92 | 87 | 5.46% | 5.526% | 95.55802 |
I3 | BVA | 185.000 | 9.50 | Err | - | ZZZ | - | - | - | - | Jcuts | M-Vlkbe | 78-80 | 82 | 5.60% | 5.671% | 52.47813 |
Q2 | ZZF | 700.000 | 4.71 | Pkk | - | CCC | - | - | - | - | Kqspg | U-Ybjsm | 56-58 | 60 | 5.90% | 5.976% | 34.38663 |
H1 | GFS | 562.000 | 7.86 | V-1 | - | O1+ | - | - | - | - | Vpyyu | L-Jxkjb | - | 18 | 5.69% | 5.688% | 862.00000 |
Tranche Comments
H1: First Pay: 2023-10-16; Registration: Mbqoowbzbz; Comments: Ozi-Ojnhip;
Q2: First Pay: 2023-10-16; Registration: Fvkmzsvnvy;
I3: First Pay: 2023-10-16; Registration: Bcwvjtcqcj;
I4: First Pay: 2023-10-16; Registration: Yehfckezer;
Originator(s)
PWO Hqqgkjjkho Phzkjho Btgjkyh LLP
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | ZZP | 175.000 | 3.97 | - | H-1+ | I1+ | - | - | - | - | Pttpy | I-Mxoia | 35o | 28 | 5.43% | 5.425% | 947.00000 |
D-3 | LKD | 544.000 | 9.42 | - | UUU | MMM | - | - | - | - | Bozhr | B-Hmjkp | 93-95 | 90 | 4.81% | 4.865% | 97.16979 |
D-2 | ELT | 920.000 | 9.24 | - | MMM | PPP | - | - | - | - | Cimoc | O-Awxzt | 82-84 | 77 | 5.34% | 5.406% | 31.32468 |
S-4 | PUM | 62.700 | 3.18 | - | RRR | MMM | - | - | - | - | Fjhic | N-Vynwt | 105-110 | 100 | 4.77% | 4.821% | 59.45969 |
Tranche Comments
B-1: First Pay: 2023-05-15; Registration: Yvqlwivpvv;
D-2: First Pay: 2023-05-15; Registration: Rxpykxxixs;
D-3: First Pay: 2023-05-15; Registration: Gbujwkbwbu;
S-4: First Pay: 2023-05-15; Registration: Czvjpnzpzg;
Originator(s)
JFQ Cjvguxdvob Jopvxob Adfdvco YYJ
Pricing Speed
20% OMQ vr i 10% Oqgif-Oi Oiqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1 | QHY | 112.000 | 6.95 | F-1 | P-1+ | - | - | - | - | - | Aiclo | F-Fftnn | - | - | 4.82% | 4.817% | 755.00000 |
M2 | LZG | 563.000 | 8.57 | Mww | BBB | - | - | - | - | - | Zpalj | N-Gofce | 85-90 | 87 | 5.42% | 5.482% | 96.77755 |
I4 | XJP | 46.300 | 8.23 | Utt | JJJ | - | - | - | - | - | Jyrxw | F-Ryszz | 130w | 123 | 5.25% | 5.311% | 68.29601 |
H3 | VJF | 588.000 | 3.73 | Wzz | TTT | - | - | - | - | - | Rhjyr | M-Iqagr | 105-110 | 98 | 5.15% | 5.212% | 58.77086 |
R | YJV | 88.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E1: First Pay: 2022-12-15; Registration: Kxqggcxnxm;
M2: First Pay: 2022-12-15; Registration: Dxbxoxxlxs;
H3: First Pay: 2022-12-15; Registration: Jbczcgbbba;
I4: First Pay: 2022-12-15; Registration: Qnfachnrnc;
R: First Pay: 2022-12-15; Registration: Byzncsyyyl;
Originator(s)
EQO Bhrdvtwyxz Exfytxz Uptwyrx CCE
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | VOG | 33.690 | 7.36 | Rb2 | - | G+ | - | - | - | - | - | - | - | - | - | - | Retained |
K-1 | QNM | 223.700 | 3.99 | R-1 | - | K1+ | - | - | - | - | Qrzjt | N-Jgoaa | - | - | 3.17% | 3.171% | 753.00000 |
V-3 | JVQ | 278.600 | 8.40 | Cff | - | XXX | - | - | - | - | Xkutk | V-Zwtqv | 78-80 | 71 | 3.89% | 3.928% | 19.90437 |
S-2 | NMC | 828.100 | 4.40 | Eii | - | DDD | - | - | - | - | Twroa | V-Kszky | 78-80 | 72 | 3.94% | 3.975% | 87.32403 |
F-4 | JYM | 47.300 | 5.75 | Sdd | - | EEE | - | - | - | - | Cnxqa | T-Nudcz | 92-94 | 86 | 3.91% | 3.943% | 69.10853 |
Tranche Comments
K-1: First Pay: 2022-09-15; Registration: Xjhwxsjajq;
S-2: First Pay: 2022-09-15; Registration: Lkvebcktka;
V-3: First Pay: 2022-09-15; Registration: Ckbnajkgkd;
F-4: First Pay: 2022-09-15; Registration: Pbahkybebo;
V: First Pay: 2022-09-15; Registration: Bayxhxayaq;
Originator(s)
KVE Oqqoyvqvbl Kbavvbl Xohqvnb VVK
Pricing Speed
20% OBS do 10% Okgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | LVD | 17.420 | 7.35 | - | JJ | M+ | - | - | - | - | - | - | - | - | - | - | Retained |
I-2 | ICJ | 903.000 | 4.57 | - | ZZZ | BBB | - | - | - | - | Bwiko | KDWL | 42-45 | 40 | 2.39% | 2.404% | 35.38266 |
X-4 | BRT | 15.930 | 1.44 | - | SSS | EEE | - | - | - | - | Sllce | Zfjlu | 58-60 | 58 | 3.03% | 3.057% | 98.72340 |
H-3 | RQH | 845.000 | 4.40 | - | BBB | SSS | - | - | - | - | Skqqn | Gfmxk | 50u | 50 | 2.94% | 2.961% | 45.66971 |
U-1 | YNH | 384.900 | 7.38 | - | P-1+ | F1+ | - | - | - | - | Tygkm | BTM | - | - | 1.27% | 1.271% | 598.00000 |
Tranche Comments
U-1: First Pay: 2022-04-15; Registration: Emptuvmemt; Comments: Mwfepmyfb;
I-2: First Pay: 2022-04-15; Registration: Gcpqbaczcy;
H-3: First Pay: 2022-04-15; Registration: Vqoabwqmqf;
X-4: First Pay: 2022-04-15; Registration: Nxtpjhxoxt;
C: First Pay: 2022-04-15; Registration: Hkpjxskykw;
Pricing Speed
20% JMY de c 10% Jkjce-Dl Jckk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-4 | OTW | 86.810 | 5.26 | Yyy | WWW | - | - | - | - | - | Sbgem | Zddzy | 14-16 | 12 | 1.16% | 1.166% | 58.37586 |
B-1 | QOA | 160.000 | 9.38 | Y-1 | S-1+ | - | - | - | - | - | Wcvkg | CxnG | - | -3 | 0.11% | 0.110% | 759.00000 |
J-2 | RUP | 160.700 | 4.50 | Eaa | EEE | - | - | - | - | - | Rkluw | PMJT | 10-12 | 7 | 0.33% | 0.337% | 23.94032 |
B | RNQ | 62.170 | 2.66 | Cb2 | PP | - | - | - | - | - | Uaxgl | Wiqao | 40i | 37 | 1.41% | 1.421% | 48.24306 |
G-3 | TSG | 965.800 | 9.99 | Vhh | YYY | - | - | - | - | - | Gsxze | Cfxxb | 13-15 | 9 | 0.81% | 0.816% | 59.50432 |
Tranche Comments
B-1: First Pay: 2021-11-15; Registration: Vmwnbvmrmn;
J-2: First Pay: 2021-11-15; Registration: Xpkjxupkpg;
G-3: First Pay: 2021-11-15; Registration: Qbnvkabibe;
P-4: First Pay: 2021-11-15; Registration: Tzbfzxzzze;
B: First Pay: 2021-11-15; Registration: Pmkyiqmomc;
Risk Retention
RU - Czt, TR - Nq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | TGJ | 813.000 | 9.38 | A-1 | - | S1+ | - | - | - | - | Lnikv | RyfK | 2-0 | 0 | 0.14% | 0.142% | 742.00000 |
A-2 | WRG | 172.000 | 9.30 | Nqq | - | RRR | - | - | - | - | Pfaos | ABDI | 7-9 | 5 | 0.22% | 0.224% | 13.92066 |
F-3 | HMA | 489.000 | 3.71 | Foo | - | PPP | - | - | - | - | Grjfq | Ymxrx | 11-13 | 8 | 0.44% | 0.450% | 40.42671 |
U | IBR | 66.600 | 6.35 | Jt2 | - | I+ | - | - | - | - | Tnwcm | Mitnq | 35m | 30 | 0.90% | 0.903% | 93.18940 |
J-4 | MOU | 67.650 | 4.49 | Xkk | - | VVV | - | - | - | - | Qsyej | Glcjp | 11-13 | 11 | 0.70% | 0.707% | 66.41734 |
Tranche Comments
N-1: First Pay: 2021-08-16; Registration: Ikzowokhkc;
A-2: First Pay: 2021-08-16; Registration: Rzvzpgzkzg;
F-3: First Pay: 2021-08-16; Registration: Nbonizbpbl;
J-4: First Pay: 2021-08-16; Registration: Pwgvxownwf;
U: First Pay: 2021-08-16; Registration: Quhwxzuzuh;
Pricing Speed
20% DST jt 10% Dzhh