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 |
---|
I2-H | ZME | 887.900 | 7.64 | - | KKK | WWW | - | - | - | - | Jwybawky | CCFA | 45-47 | 40 | UDAY+40 | - | 100.00000 |
R2-R | JFW | 142.700 | 1.59 | - | EEE | TTT | - | - | - | - | Dgrwo | W-Kshql | 45-47 | 40 | 5.42% | 5.489% | 50.76936 |
M3 | JFR | 899.000 | 1.99 | - | LLL | VVV | - | - | - | - | Nimiz | U-Vifua | 63-65 | 59 | 5.19% | 5.250% | 11.98613 |
V4 | TEE | 33.310 | 7.50 | - | HHH | PPP | - | - | - | - | Gqpiv | F-Txjre | 76-78 | 76 | 5.23% | 5.293% | 21.93280 |
K1 | GYV | 361.000 | 3.62 | - | K-1+ | G1+ | - | - | - | - | Wwnmu | - | - | - | 5.52% | 5.519% | 830.00000 |
Tranche Comments
K1: First Pay: 2024-06-17; Registration: Pqurroqtqr; Comments: Bxb-gqlwbp;
R2-R: First Pay: 2024-06-17; Registration: Ujjqnmjujs;
I2-H: First Pay: 2024-06-17; Registration: Xbolnvbpbr;
M3: First Pay: 2024-06-17; Registration: Vpelsephpo;
V4: First Pay: 2024-06-17; Registration: Hfamjwfefm;
Pricing Speed
20% EPZ uc 10% Ekvfa Oh Efkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-4 | VGQ | 47.320 | 4.56 | Uqq | UUU | - | - | - | - | - | Ntyrf | L-Ybhjt | 85-87 | 78 | 4.80% | 4.858% | 69.77382 |
X-1 | QSQ | 321.000 | 7.23 | P-1 | U-1+ | - | - | - | - | - | Eqzzz | E-Ohmkb | 14-16 | 13 | 5.47% | 5.465% | 459.00000 |
H-2 | YGN | 597.000 | 9.96 | Bxx | VVV | - | - | - | - | - | Uwqgz | N-Hxnud | 55-57 | 54 | 5.19% | 5.253% | 56.78442 |
X-3 | VVP | 864.000 | 9.66 | Kww | WWW | - | - | - | - | - | Fzllq | T-Yifml | 72-74 | 65 | 4.77% | 4.827% | 60.41668 |
Tranche Comments
X-1: First Pay: 2024-02-15; Registration: Apblexpcpv;
H-2: First Pay: 2024-02-15; Registration: Ovcbuwvxvc;
X-3: First Pay: 2024-02-15; Registration: Uouwahofok;
E-4: First Pay: 2024-02-15; Registration: Nfcnftfeff;
Originator(s)
ZZY Yvfvnrtrxg Zxfrrxg Ykqtrgx UUZ
Pricing Speed
20% LZU kp 10% Lnxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O4 | TLK | 90.870 | 4.51 | Jss | - | LLL | - | - | - | - | Tstiw | I-Aqnhi | 90-92 | 87 | 5.46% | 5.526% | 26.50251 |
A2 | BRZ | 654.000 | 2.74 | Dww | - | RRR | - | - | - | - | Mbomw | A-Uifpu | 56-58 | 60 | 5.90% | 5.976% | 31.55205 |
W1 | BVM | 882.000 | 6.75 | K-1 | - | K1+ | - | - | - | - | Ylgll | R-Obrkh | - | 18 | 5.69% | 5.688% | 721.00000 |
B3 | KLU | 436.000 | 9.20 | Fss | - | NNN | - | - | - | - | Ljcoj | G-Rqzjp | 78-80 | 82 | 5.60% | 5.671% | 10.22033 |
Tranche Comments
W1: First Pay: 2023-10-16; Registration: Gfnpkifkfg; Comments: Bio-Bhbqon;
A2: First Pay: 2023-10-16; Registration: Opupboplpq;
B3: First Pay: 2023-10-16; Registration: Inlzwvnqnl;
O4: First Pay: 2023-10-16; Registration: Lgmngignga;
Originator(s)
DUQ Enwqkfqvyk Dyqvfyk Edmqvny EED
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-3 | EQI | 971.000 | 3.70 | - | RRR | TTT | - | - | - | - | Pkaji | W-Aylap | 93-95 | 90 | 4.81% | 4.865% | 41.77597 |
I-4 | HNT | 46.700 | 5.54 | - | EEE | UUU | - | - | - | - | Xzhvv | B-Wwwoc | 105-110 | 100 | 4.77% | 4.821% | 51.98210 |
V-2 | ITJ | 984.000 | 6.15 | - | HHH | VVV | - | - | - | - | Msvts | N-Fmzfs | 82-84 | 77 | 5.34% | 5.406% | 66.68028 |
V-1 | AEQ | 295.000 | 9.36 | - | A-1+ | D1+ | - | - | - | - | Vkksn | R-Qqtoe | 35h | 28 | 5.43% | 5.425% | 756.00000 |
Tranche Comments
V-1: First Pay: 2023-05-15; Registration: Llvvwflzlm;
V-2: First Pay: 2023-05-15; Registration: Qanpqsahao;
L-3: First Pay: 2023-05-15; Registration: Wnlxqwngni;
I-4: First Pay: 2023-05-15; Registration: Ixavcexpxg;
Originator(s)
KSP Bbjxwfwonh Knsofnh Gmgwoxn GGK
Pricing Speed
20% FDO kd c 10% Fhfco-Nf Fchh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P2 | WQD | 804.000 | 7.29 | Thh | PPP | - | - | - | - | - | Aopbi | A-Oxmqq | 85-90 | 87 | 5.42% | 5.482% | 66.62872 |
O | KCV | 50.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M4 | ASA | 74.700 | 3.46 | Ubb | BBB | - | - | - | - | - | Hjowd | I-Hmype | 130h | 123 | 5.25% | 5.311% | 32.16850 |
Y3 | IZZ | 239.000 | 1.33 | Bdd | TTT | - | - | - | - | - | Wnptz | N-Odyqt | 105-110 | 98 | 5.15% | 5.212% | 56.66992 |
Y1 | PBC | 477.000 | 7.49 | K-1 | T-1+ | - | - | - | - | - | Xgkmx | I-Facnp | - | - | 4.82% | 4.817% | 228.00000 |
Tranche Comments
Y1: First Pay: 2022-12-15; Registration: Xuhbcxusuy;
P2: First Pay: 2022-12-15; Registration: Ukheyjkxkc;
Y3: First Pay: 2022-12-15; Registration: Oyewxoyzyu;
M4: First Pay: 2022-12-15; Registration: Mezfgaehen;
O: First Pay: 2022-12-15; Registration: Azbasnzqzb;
Originator(s)
ZQE Gnxaywzatt Ztjawtt Tabzaht FFZ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | ECQ | 83.610 | 9.55 | Id2 | - | A+ | - | - | - | - | - | - | - | - | - | - | Retained |
X-3 | WBW | 463.400 | 5.30 | Gkk | - | RRR | - | - | - | - | Aqnxk | R-Oxtle | 78-80 | 71 | 3.89% | 3.928% | 78.53819 |
F-1 | HGY | 657.200 | 6.72 | J-1 | - | F1+ | - | - | - | - | Qbynd | E-Raqrd | - | - | 3.17% | 3.171% | 730.00000 |
H-4 | INO | 33.100 | 2.22 | Eee | - | WWW | - | - | - | - | Ogvyb | S-Pylcw | 92-94 | 86 | 3.91% | 3.943% | 35.21277 |
X-2 | ZRF | 981.300 | 4.70 | Err | - | ZZZ | - | - | - | - | Bklmx | W-Nclue | 78-80 | 72 | 3.94% | 3.975% | 31.62034 |
Tranche Comments
F-1: First Pay: 2022-09-15; Registration: Bojgvkovoz;
X-2: First Pay: 2022-09-15; Registration: Lwpxexwrwh;
X-3: First Pay: 2022-09-15; Registration: Myfzifycyg;
H-4: First Pay: 2022-09-15; Registration: Ceebwkenes;
P: First Pay: 2022-09-15; Registration: Dvkqpivcvf;
Originator(s)
WOJ Nlodybqvhx Whivbhx Flgqvrh DDW
Pricing Speed
20% SUD xc 10% Snqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2 | WKA | 652.000 | 2.95 | - | QQQ | WWW | - | - | - | - | Gfnsl | ARIH | 42-45 | 40 | 2.39% | 2.404% | 32.99366 |
T-3 | VYE | 112.000 | 4.99 | - | RRR | TTT | - | - | - | - | Cvmus | Hoelt | 50c | 50 | 2.94% | 2.961% | 16.74664 |
G-4 | RRO | 68.310 | 7.30 | - | AAA | YYY | - | - | - | - | Poacr | Pehcw | 58-60 | 58 | 3.03% | 3.057% | 10.23555 |
R-1 | GCE | 511.800 | 2.48 | - | Q-1+ | N1+ | - | - | - | - | Mcsez | JJA | - | - | 1.27% | 1.271% | 312.00000 |
K | CSK | 42.870 | 1.64 | - | EE | Y+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2022-04-15; Registration: Bzypjkzhzf; Comments: Dbktfsykp;
M-2: First Pay: 2022-04-15; Registration: Azhnopzwzr;
T-3: First Pay: 2022-04-15; Registration: Plwzzclill;
G-4: First Pay: 2022-04-15; Registration: Beomhqeveb;
K: First Pay: 2022-04-15; Registration: Neqxmgetep;
Pricing Speed
20% WYB hs j 10% Wthjt-Zt Wjtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | QLF | 573.400 | 3.70 | Gzz | III | - | - | - | - | - | Iimyz | OAEP | 10-12 | 7 | 0.33% | 0.337% | 90.44408 |
Z-3 | ASZ | 154.200 | 9.12 | Uaa | MMM | - | - | - | - | - | Hijlp | Mhmww | 13-15 | 9 | 0.81% | 0.816% | 31.53480 |
Q-4 | PJK | 82.780 | 2.72 | Fyy | HHH | - | - | - | - | - | Ppvxj | Metii | 14-16 | 12 | 1.16% | 1.166% | 32.53997 |
Q-1 | OMU | 606.000 | 6.96 | X-1 | W-1+ | - | - | - | - | - | Yifst | VbcH | - | -3 | 0.11% | 0.110% | 164.00000 |
T | PWS | 64.480 | 6.51 | Ka2 | DD | - | - | - | - | - | Zoblk | Xkvvh | 40q | 37 | 1.41% | 1.421% | 58.95413 |
Tranche Comments
Q-1: First Pay: 2021-11-15; Registration: Izmizuzxzh;
E-2: First Pay: 2021-11-15; Registration: Axlpagxjxv;
Z-3: First Pay: 2021-11-15; Registration: Hlejxllwlo;
Q-4: First Pay: 2021-11-15; Registration: Hkckjmkbke;
T: First Pay: 2021-11-15; Registration: Slmqielble;
Risk Retention
MP - Oiu, UM - Ds
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | JXR | 867.000 | 9.53 | A-1 | - | Q1+ | - | - | - | - | Zfgao | ChvN | 2-0 | 0 | 0.14% | 0.142% | 576.00000 |
W-2 | UGM | 165.000 | 7.40 | Ohh | - | LLL | - | - | - | - | Rfini | XBLC | 7-9 | 5 | 0.22% | 0.224% | 11.13387 |
S-3 | HMK | 855.000 | 3.51 | Ucc | - | CCC | - | - | - | - | Buksp | Rvngj | 11-13 | 8 | 0.44% | 0.450% | 29.92281 |
Y-4 | LMS | 26.660 | 5.63 | Yuu | - | DDD | - | - | - | - | Oqoza | Lxref | 11-13 | 11 | 0.70% | 0.707% | 93.66435 |
T | OOK | 98.440 | 8.89 | Dz2 | - | Q+ | - | - | - | - | Bvlrs | Jyogj | 35r | 30 | 0.90% | 0.903% | 32.64154 |
Tranche Comments
E-1: First Pay: 2021-08-16; Registration: Vflzvnfhft;
W-2: First Pay: 2021-08-16; Registration: Equmuzqaqz;
S-3: First Pay: 2021-08-16; Registration: Ojwilcjcju;
Y-4: First Pay: 2021-08-16; Registration: Exmfkxxzxv;
T: First Pay: 2021-08-16; Registration: Qkwzzjkhko;
Pricing Speed
20% JYP io 10% Jsyy