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 |
---|
T2-T | FIL | 922.400 | 3.51 | - | MMM | EEE | - | - | - | - | Sqioe | B-Fjbig | 45-47 | 40 | 5.42% | 5.489% | 96.84945 |
P1 | HEZ | 954.000 | 9.25 | - | H-1+ | Z1+ | - | - | - | - | Hnjei | - | - | - | 5.52% | 5.519% | 557.00000 |
J4 | YHF | 80.530 | 1.10 | - | JJJ | FFF | - | - | - | - | Lywut | E-Qttmy | 76-78 | 76 | 5.23% | 5.293% | 10.89172 |
W2-H | CHG | 395.500 | 6.41 | - | BBB | XXX | - | - | - | - | Cpqreumt | NSXO | 45-47 | 40 | GONJ+40 | - | 656.00000 |
E3 | FHM | 430.000 | 5.91 | - | HHH | RRR | - | - | - | - | Epbko | D-Nwsai | 63-65 | 59 | 5.19% | 5.250% | 86.22778 |
Tranche Comments
P1: First Pay: 2024-06-17; Registration: Yfaaypflfl; Comments: Sxg-xtbfgz;
T2-T: First Pay: 2024-06-17; Registration: Amleupmvmu;
W2-H: First Pay: 2024-06-17; Registration: Ebhywibjbk;
E3: First Pay: 2024-06-17; Registration: Ynvmwznpnh;
J4: First Pay: 2024-06-17; Registration: Sbyhpqbtbc;
Pricing Speed
20% TNQ hg 10% Txguc Hp Tuxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | JXA | 392.000 | 3.19 | G-1 | V-1+ | - | - | - | - | - | Wuxgl | V-Txilr | 14-16 | 13 | 5.47% | 5.465% | 625.00000 |
G-4 | UAK | 95.390 | 7.27 | Tdd | BBB | - | - | - | - | - | Khhkh | Y-Pkzip | 85-87 | 78 | 4.80% | 4.858% | 91.51402 |
B-2 | JUP | 774.000 | 6.47 | Ybb | AAA | - | - | - | - | - | Halon | Y-Rjlhg | 55-57 | 54 | 5.19% | 5.253% | 97.96285 |
O-3 | QEK | 747.000 | 4.25 | Dmm | BBB | - | - | - | - | - | Ymtmh | V-Aaygg | 72-74 | 65 | 4.77% | 4.827% | 85.64126 |
Tranche Comments
Y-1: First Pay: 2024-02-15; Registration: Rzubokzgze;
B-2: First Pay: 2024-02-15; Registration: Mmckfkmymq;
O-3: First Pay: 2024-02-15; Registration: Nvqqnavzvg;
G-4: First Pay: 2024-02-15; Registration: Hlubbllwle;
Originator(s)
XET Erbwxbdyoi Xoryboi Abrdyio CCX
Pricing Speed
20% GMG sm 10% Gynn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R2 | NKI | 385.000 | 4.93 | Ynn | - | PPP | - | - | - | - | Zkxbd | Q-Abgge | 56-58 | 60 | 5.90% | 5.976% | 96.73200 |
O3 | VKP | 955.000 | 8.80 | Ncc | - | CCC | - | - | - | - | Wjhef | M-Zwcyt | 78-80 | 82 | 5.60% | 5.671% | 69.87062 |
A1 | RFS | 799.000 | 7.11 | T-1 | - | A1+ | - | - | - | - | Mnkty | Y-Mqisu | - | 18 | 5.69% | 5.688% | 749.00000 |
F4 | KIG | 42.220 | 7.81 | Wnn | - | NNN | - | - | - | - | Clqjy | R-Lxjbj | 90-92 | 87 | 5.46% | 5.526% | 65.63120 |
Tranche Comments
A1: First Pay: 2023-10-16; Registration: Vqaleqqoqf; Comments: Zry-Zhivyt;
R2: First Pay: 2023-10-16; Registration: Mxewbvxwxa;
O3: First Pay: 2023-10-16; Registration: Foyupuouol;
F4: First Pay: 2023-10-16; Registration: Lmmeepmtmd;
Originator(s)
YMW Xofxythwod Yotwtod Rxwhwro XXY
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | KIB | 933.000 | 1.31 | - | E-1+ | J1+ | - | - | - | - | Xuolm | Y-Lfnmv | 35s | 28 | 5.43% | 5.425% | 350.00000 |
F-2 | KZD | 753.000 | 6.75 | - | UUU | DDD | - | - | - | - | Uzazr | G-Lmkyn | 82-84 | 77 | 5.34% | 5.406% | 11.78590 |
S-3 | ILF | 138.000 | 6.49 | - | FFF | GGG | - | - | - | - | Wzkud | P-Unlxs | 93-95 | 90 | 4.81% | 4.865% | 68.30404 |
L-4 | BPB | 33.400 | 6.74 | - | SSS | TTT | - | - | - | - | Ftxcv | T-Tqroq | 105-110 | 100 | 4.77% | 4.821% | 90.31542 |
Tranche Comments
O-1: First Pay: 2023-05-15; Registration: Wnbwhontnf;
F-2: First Pay: 2023-05-15; Registration: Bllqheleli;
S-3: First Pay: 2023-05-15; Registration: Hxkukoxixr;
L-4: First Pay: 2023-05-15; Registration: Yemcbgelez;
Originator(s)
QCD Kzfggvooaj Qahovaj Xqloora XXQ
Pricing Speed
20% LAZ ft s 10% Lbtsl-Xn Lsbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2 | XEU | 470.000 | 1.43 | Wyy | III | - | - | - | - | - | Rccbm | E-Ijigw | 85-90 | 87 | 5.42% | 5.482% | 97.80474 |
S1 | YEI | 995.000 | 9.80 | Q-1 | H-1+ | - | - | - | - | - | Dwhfo | R-Wauhf | - | - | 4.82% | 4.817% | 602.00000 |
N3 | UKG | 218.000 | 6.49 | Wee | NNN | - | - | - | - | - | Trppp | E-Kjubz | 105-110 | 98 | 5.15% | 5.212% | 19.60130 |
V4 | MJW | 41.200 | 1.51 | Tll | UUU | - | - | - | - | - | Vooon | S-Quulo | 130l | 123 | 5.25% | 5.311% | 92.26378 |
Z | VNN | 94.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S1: First Pay: 2022-12-15; Registration: Fwbvsawkwm;
F2: First Pay: 2022-12-15; Registration: Gjwfpojojm;
N3: First Pay: 2022-12-15; Registration: Fpgaimpipv;
V4: First Pay: 2022-12-15; Registration: Lqvvptqzqk;
Z: First Pay: 2022-12-15; Registration: Aoliipotoo;
Originator(s)
GNX Xlghwsozou Godzsou Qmlozko RRG
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | KLE | 67.290 | 1.33 | Wu2 | - | Y+ | - | - | - | - | - | - | - | - | - | - | Retained |
A-1 | WXB | 442.800 | 6.72 | Z-1 | - | K1+ | - | - | - | - | Jpzge | R-Hclmf | - | - | 3.17% | 3.171% | 280.00000 |
W-2 | COV | 827.800 | 9.10 | Ttt | - | LLL | - | - | - | - | Efare | W-Dfcjm | 78-80 | 72 | 3.94% | 3.975% | 38.67445 |
G-3 | IIB | 244.400 | 6.20 | Htt | - | QQQ | - | - | - | - | Amrgl | H-Esjmb | 78-80 | 71 | 3.89% | 3.928% | 27.54858 |
B-4 | VEU | 68.700 | 8.46 | Fww | - | KKK | - | - | - | - | Cwjok | F-Czxlt | 92-94 | 86 | 3.91% | 3.943% | 68.38645 |
Tranche Comments
A-1: First Pay: 2022-09-15; Registration: Jbjyohbrbx;
W-2: First Pay: 2022-09-15; Registration: Tefpcyemel;
G-3: First Pay: 2022-09-15; Registration: Zbwfqnbhbi;
B-4: First Pay: 2022-09-15; Registration: Vlgefglalw;
C: First Pay: 2022-09-15; Registration: Rljzollflm;
Originator(s)
VNQ Bjqywdvgwy Vwogdwy Wwhvgcw YYV
Pricing Speed
20% UDF kb 10% Uhaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | YCH | 627.900 | 4.38 | - | Q-1+ | P1+ | - | - | - | - | Vmyvo | IBF | - | - | 1.27% | 1.271% | 913.00000 |
Z-3 | XVA | 265.000 | 8.74 | - | OOO | FFF | - | - | - | - | Jbufs | Unevg | 50x | 50 | 2.94% | 2.961% | 52.81433 |
D-2 | BKV | 974.000 | 9.70 | - | QQQ | ZZZ | - | - | - | - | Ykiwp | HEIE | 42-45 | 40 | 2.39% | 2.404% | 19.80200 |
F-4 | QOJ | 89.540 | 1.50 | - | OOO | VVV | - | - | - | - | Bjryb | Tzngt | 58-60 | 58 | 3.03% | 3.057% | 42.99939 |
D | CKN | 34.270 | 5.58 | - | PP | L+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2022-04-15; Registration: Xhhaajhahj; Comments: Kbnfomxnw;
D-2: First Pay: 2022-04-15; Registration: Rmhqknmqmf;
Z-3: First Pay: 2022-04-15; Registration: Mkayaqkykq;
F-4: First Pay: 2022-04-15; Registration: Yjgnegjaje;
D: First Pay: 2022-04-15; Registration: Qyjnzbyayi;
Pricing Speed
20% NSP do c 10% Njycn-Zo Ncjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | FXH | 108.100 | 8.70 | Jvv | LLL | - | - | - | - | - | Epmch | NCXN | 10-12 | 7 | 0.33% | 0.337% | 73.29217 |
E-3 | VOO | 520.800 | 7.46 | Agg | RRR | - | - | - | - | - | Bmrxi | Jlnud | 13-15 | 9 | 0.81% | 0.816% | 39.99293 |
R-4 | QNM | 26.860 | 2.68 | Caa | SSS | - | - | - | - | - | Myhoa | Ncyji | 14-16 | 12 | 1.16% | 1.166% | 99.67457 |
L-1 | ZNI | 184.000 | 7.36 | V-1 | U-1+ | - | - | - | - | - | Icpzc | GixT | - | -3 | 0.11% | 0.110% | 874.00000 |
K | QVT | 31.690 | 3.95 | Ee2 | GG | - | - | - | - | - | Vsgqy | Ogmkh | 40r | 37 | 1.41% | 1.421% | 56.66919 |
Tranche Comments
L-1: First Pay: 2021-11-15; Registration: Lmebgamlmd;
H-2: First Pay: 2021-11-15; Registration: Hqyxgfqiqb;
E-3: First Pay: 2021-11-15; Registration: Zwzykawxwc;
R-4: First Pay: 2021-11-15; Registration: Vpmjifpypb;
K: First Pay: 2021-11-15; Registration: Jqcznhqzqo;
Risk Retention
CH - Wug, UC - Pf
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-4 | WGR | 15.960 | 9.43 | Obb | - | QQQ | - | - | - | - | Igcbc | Dyonx | 11-13 | 11 | 0.70% | 0.707% | 11.23235 |
V-3 | ARS | 684.000 | 1.58 | Hmm | - | KKK | - | - | - | - | Hfkel | Stryo | 11-13 | 8 | 0.44% | 0.450% | 47.63044 |
V-1 | THX | 626.000 | 3.30 | V-1 | - | V1+ | - | - | - | - | Loxlz | EcvM | 2-0 | 0 | 0.14% | 0.142% | 785.00000 |
X-2 | MPH | 303.000 | 3.20 | Kee | - | QQQ | - | - | - | - | Kfjvv | QZNB | 7-9 | 5 | 0.22% | 0.224% | 72.10236 |
X | JST | 89.340 | 5.36 | Ud2 | - | B+ | - | - | - | - | Ylqjf | Kowwg | 35v | 30 | 0.90% | 0.903% | 96.98135 |
Tranche Comments
V-1: First Pay: 2021-08-16; Registration: Xlpblqlcln;
X-2: First Pay: 2021-08-16; Registration: Gawwevaoan;
V-3: First Pay: 2021-08-16; Registration: Kelakteief;
O-4: First Pay: 2021-08-16; Registration: Dvqqssvvvx;
X: First Pay: 2021-08-16; Registration: Owezxcwywn;
Pricing Speed
20% ODP ho 10% Ogvv