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 |
---|
D2-D | VUJ | 559.100 | 9.76 | - | WWW | VVV | - | - | - | - | Qlklg | H-Zlgtt | 45-47 | 40 | 5.42% | 5.489% | 85.24968 |
D1 | JOW | 790.000 | 2.41 | - | T-1+ | Y1+ | - | - | - | - | Jmfqi | - | - | - | 5.52% | 5.519% | 894.00000 |
H4 | GNZ | 20.230 | 4.80 | - | QQQ | GGG | - | - | - | - | Mcnoz | B-Xqtfm | 76-78 | 76 | 5.23% | 5.293% | 41.67509 |
X2-X | RNJ | 205.100 | 4.84 | - | MMM | LLL | - | - | - | - | Sfmvmkxr | NTUD | 45-47 | 40 | JLVN+40 | - | 349.00000 |
I3 | VIK | 960.000 | 8.56 | - | CCC | KKK | - | - | - | - | Xnnri | K-Nymri | 63-65 | 59 | 5.19% | 5.250% | 29.87284 |
Tranche Comments
D1: First Pay: 2024-06-17; Registration: Nlhibylzla; Comments: Koh-ptswhb;
D2-D: First Pay: 2024-06-17; Registration: Axkffwxgxt;
X2-X: First Pay: 2024-06-17; Registration: Jkeanpkxkx;
I3: First Pay: 2024-06-17; Registration: Dmvbjpmcmq;
H4: First Pay: 2024-06-17; Registration: Evtlafvtvf;
Pricing Speed
20% OZM ty 10% Ooqdr Ut Odoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-4 | HVN | 81.510 | 5.88 | Hgg | ZZZ | - | - | - | - | - | Ocgwh | G-Iyhlq | 85-87 | 78 | 4.80% | 4.858% | 28.73135 |
U-1 | EOZ | 986.000 | 3.27 | O-1 | O-1+ | - | - | - | - | - | Bmzzj | K-Djoxj | 14-16 | 13 | 5.47% | 5.465% | 532.00000 |
X-2 | JTD | 140.000 | 5.46 | Tdd | WWW | - | - | - | - | - | Eyjwl | H-Rqfqn | 55-57 | 54 | 5.19% | 5.253% | 59.10035 |
E-3 | PLN | 787.000 | 3.64 | Obb | QQQ | - | - | - | - | - | Ukjww | R-Ocrhi | 72-74 | 65 | 4.77% | 4.827% | 28.38795 |
Tranche Comments
U-1: First Pay: 2024-02-15; Registration: Qcpiozcaca;
X-2: First Pay: 2024-02-15; Registration: Jhovzyhyhu;
E-3: First Pay: 2024-02-15; Registration: Hlhyfcljlk;
K-4: First Pay: 2024-02-15; Registration: Rhalsfhcho;
Originator(s)
UCZ Ukvvgoyhdz Udphodz Pwyyhsd OOU
Pricing Speed
20% OYL fd 10% Oaoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B1 | IYG | 644.000 | 4.78 | K-1 | - | P1+ | - | - | - | - | Nzzyp | J-Jdnyi | - | 18 | 5.69% | 5.688% | 748.00000 |
W4 | MQC | 62.670 | 6.60 | Qjj | - | ZZZ | - | - | - | - | Dvsey | G-Mfmml | 90-92 | 87 | 5.46% | 5.526% | 77.94537 |
Q3 | QAQ | 122.000 | 8.40 | Mxx | - | LLL | - | - | - | - | Qvylf | U-Rkxmn | 78-80 | 82 | 5.60% | 5.671% | 85.76578 |
K2 | XBH | 457.000 | 6.99 | Unn | - | FFF | - | - | - | - | Hgppv | B-Dazsy | 56-58 | 60 | 5.90% | 5.976% | 20.80040 |
Tranche Comments
B1: First Pay: 2023-10-16; Registration: Syozbnyuyy; Comments: Unt-Ukeatd;
K2: First Pay: 2023-10-16; Registration: Aykmbpycyo;
Q3: First Pay: 2023-10-16; Registration: Raahjlazaj;
W4: First Pay: 2023-10-16; Registration: Zpigijpbpn;
Originator(s)
URN Fvfdgwdtio Uiotwio Gwjdtyi YYU
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | HYD | 248.000 | 5.78 | - | X-1+ | C1+ | - | - | - | - | Ujztq | N-Qdxsq | 35f | 28 | 5.43% | 5.425% | 378.00000 |
T-2 | PVA | 428.000 | 9.75 | - | XXX | RRR | - | - | - | - | Nnbfe | P-Pyqrm | 82-84 | 77 | 5.34% | 5.406% | 60.22386 |
A-3 | LHI | 760.000 | 1.85 | - | HHH | FFF | - | - | - | - | Nksij | O-Vujqm | 93-95 | 90 | 4.81% | 4.865% | 25.40716 |
L-4 | RRW | 49.500 | 3.53 | - | JJJ | VVV | - | - | - | - | Voibs | H-Qqhhz | 105-110 | 100 | 4.77% | 4.821% | 37.67580 |
Tranche Comments
W-1: First Pay: 2023-05-15; Registration: Wjbnezjvjp;
T-2: First Pay: 2023-05-15; Registration: Skufenkgki;
A-3: First Pay: 2023-05-15; Registration: Mhvhuphqhg;
L-4: First Pay: 2023-05-15; Registration: Mhyvpshvho;
Originator(s)
DPX Csdhkoshad Dashoad Quzshva ZZD
Pricing Speed
20% LXR fg a 10% Ludar-Ht Lauu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | WLV | 73.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I1 | NWW | 754.000 | 2.68 | T-1 | N-1+ | - | - | - | - | - | Uryhz | Z-Pmkqr | - | - | 4.82% | 4.817% | 682.00000 |
K3 | WRW | 380.000 | 8.23 | Goo | NNN | - | - | - | - | - | Ajyjt | X-Yigse | 105-110 | 98 | 5.15% | 5.212% | 40.95991 |
Y4 | JQM | 48.600 | 5.41 | Dll | RRR | - | - | - | - | - | Yfqgp | B-Lfywq | 130e | 123 | 5.25% | 5.311% | 29.10487 |
H2 | UZQ | 168.000 | 5.16 | Hmm | UUU | - | - | - | - | - | Zbulj | M-Dfdhl | 85-90 | 87 | 5.42% | 5.482% | 54.78608 |
Tranche Comments
I1: First Pay: 2022-12-15; Registration: Rtkzsxtitt;
H2: First Pay: 2022-12-15; Registration: Ytuenmtttm;
K3: First Pay: 2022-12-15; Registration: Apxmeqpeph;
Y4: First Pay: 2022-12-15; Registration: Tokgcwoooi;
C: First Pay: 2022-12-15; Registration: Ypefxapnpi;
Originator(s)
JQO Vzbzynfizn Jzninzn Qqdfioz IIJ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | UUQ | 453.500 | 7.40 | Att | - | UUU | - | - | - | - | Cvhxj | Y-Yunge | 78-80 | 72 | 3.94% | 3.975% | 83.81658 |
U-4 | OXK | 90.700 | 6.38 | Zjj | - | UUU | - | - | - | - | Ebhso | W-Dnuwl | 92-94 | 86 | 3.91% | 3.943% | 53.64954 |
Q | NOU | 90.900 | 5.48 | Tg2 | - | G+ | - | - | - | - | - | - | - | - | - | - | Retained |
K-1 | AVL | 553.200 | 7.90 | O-1 | - | Z1+ | - | - | - | - | Njhht | K-Zgozp | - | - | 3.17% | 3.171% | 148.00000 |
K-3 | QXL | 168.800 | 3.80 | Agg | - | QQQ | - | - | - | - | Nhkfv | D-Mfgby | 78-80 | 71 | 3.89% | 3.928% | 45.93890 |
Tranche Comments
K-1: First Pay: 2022-09-15; Registration: Owcczowcwa;
F-2: First Pay: 2022-09-15; Registration: Lmmyuemmmx;
K-3: First Pay: 2022-09-15; Registration: Uyqopgymyx;
U-4: First Pay: 2022-09-15; Registration: Ibjcszbgbu;
Q: First Pay: 2022-09-15; Registration: Iqwvayqlqf;
Originator(s)
BTQ Ogfxwjyukz Bkrujkz Mkfyulk ZZB
Pricing Speed
20% TJZ vt 10% Thnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-3 | EVS | 541.000 | 2.53 | - | JJJ | III | - | - | - | - | Bcwzu | Jhxtg | 50q | 50 | 2.94% | 2.961% | 18.58052 |
Q-4 | BBV | 26.790 | 7.19 | - | DDD | OOO | - | - | - | - | Qkxmv | Afnuk | 58-60 | 58 | 3.03% | 3.057% | 28.29739 |
K | HLR | 43.630 | 5.53 | - | WW | O+ | - | - | - | - | - | - | - | - | - | - | Retained |
A-1 | HME | 777.800 | 9.32 | - | R-1+ | G1+ | - | - | - | - | Iqqqh | JGM | - | - | 1.27% | 1.271% | 964.00000 |
U-2 | JVA | 994.000 | 8.44 | - | PPP | VVV | - | - | - | - | Tpplv | MQQI | 42-45 | 40 | 2.39% | 2.404% | 89.67389 |
Tranche Comments
A-1: First Pay: 2022-04-15; Registration: Gkgqqckekn; Comments: Zbezihsec;
U-2: First Pay: 2022-04-15; Registration: Zcqqckcrcd;
L-3: First Pay: 2022-04-15; Registration: Vkulsukwkr;
Q-4: First Pay: 2022-04-15; Registration: Tlbxmglblq;
K: First Pay: 2022-04-15; Registration: Zmyjznmsmn;
Pricing Speed
20% IMJ yw g 10% Ivsgj-Of Igvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-3 | CQN | 692.900 | 4.33 | Waa | GGG | - | - | - | - | - | Gzyej | Xvcuy | 13-15 | 9 | 0.81% | 0.816% | 63.92391 |
A-2 | PHG | 896.100 | 9.70 | Gbb | MMM | - | - | - | - | - | Oruvc | XXCA | 10-12 | 7 | 0.33% | 0.337% | 34.96045 |
J-4 | ZAF | 72.140 | 9.93 | Zzz | BBB | - | - | - | - | - | Yiced | Pjdps | 14-16 | 12 | 1.16% | 1.166% | 86.45549 |
M-1 | RRA | 988.000 | 2.65 | B-1 | D-1+ | - | - | - | - | - | Lnauf | TzxN | - | -3 | 0.11% | 0.110% | 844.00000 |
P | RKN | 25.750 | 6.82 | Au2 | JJ | - | - | - | - | - | Dqijn | Moand | 40s | 37 | 1.41% | 1.421% | 55.97888 |
Tranche Comments
M-1: First Pay: 2021-11-15; Registration: Giokciifiw;
A-2: First Pay: 2021-11-15; Registration: Vmonobmhmh;
G-3: First Pay: 2021-11-15; Registration: Hjsjpxjtjs;
J-4: First Pay: 2021-11-15; Registration: Lebohjeben;
P: First Pay: 2021-11-15; Registration: Xzamoszkzr;
Risk Retention
MQ - Bwl, ZM - Js
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-4 | MOZ | 26.470 | 3.10 | Uvv | - | HHH | - | - | - | - | Jzkco | Jmtjd | 11-13 | 11 | 0.70% | 0.707% | 24.23132 |
J | TSN | 71.860 | 1.49 | Lk2 | - | V+ | - | - | - | - | Qiule | Pvyob | 35h | 30 | 0.90% | 0.903% | 29.10454 |
Y-1 | RLB | 766.000 | 8.14 | S-1 | - | G1+ | - | - | - | - | Itypw | NbnU | 2-0 | 0 | 0.14% | 0.142% | 822.00000 |
F-2 | ZNF | 649.000 | 4.40 | Ycc | - | ZZZ | - | - | - | - | Doned | EEZC | 7-9 | 5 | 0.22% | 0.224% | 94.12201 |
B-3 | HEG | 255.000 | 8.91 | Bmm | - | SSS | - | - | - | - | Gszck | Nizys | 11-13 | 8 | 0.44% | 0.450% | 20.17651 |
Tranche Comments
Y-1: First Pay: 2021-08-16; Registration: Ackeuvcqcc;
F-2: First Pay: 2021-08-16; Registration: Iuhixeuzuf;
B-3: First Pay: 2021-08-16; Registration: Tnifionhnt;
K-4: First Pay: 2021-08-16; Registration: Zkypamkekx;
J: First Pay: 2021-08-16; Registration: Lvaqpbvwvp;
Pricing Speed
20% NAK ht 10% Ndvv