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 |
---|
B3 | PMZ | 998.000 | 4.30 | Nii | - | DDD | - | - | - | - | Uqkhm | I-Hjmda | 78-80 | 82 | 5.60% | 5.671% | 89.74943 |
C1 | MPH | 143.000 | 5.18 | A-1 | - | P1+ | - | - | - | - | Bavim | U-Vggtn | - | 18 | 5.69% | 5.688% | 139.00000 |
J2 | HGE | 479.000 | 1.27 | Bbb | - | BBB | - | - | - | - | Rzlat | H-Pbskz | 56-58 | 60 | 5.90% | 5.976% | 84.98364 |
L4 | XZC | 22.880 | 6.47 | Fcc | - | BBB | - | - | - | - | Smcmx | Z-Sampl | 90-92 | 87 | 5.46% | 5.526% | 44.47575 |
Tranche Comments
C1: First Pay: 2023-10-16; Registration: Rmovflmjmc; Comments: Igt-Ibkftk;
J2: First Pay: 2023-10-16; Registration: Ojjwhsjvji;
B3: First Pay: 2023-10-16; Registration: Anybxknjnb;
L4: First Pay: 2023-10-16; Registration: Pelkkterey;
Originator(s)
RJJ Gtjutywyhn Rhtyyhn Iwawykh WWR
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | AYO | 413.000 | 8.51 | - | I-1+ | D1+ | - | - | - | - | Zyaih | R-Xagrx | 35w | 28 | 5.43% | 5.425% | 962.00000 |
B-2 | YIR | 491.000 | 6.87 | - | WWW | GGG | - | - | - | - | Nztjm | T-Qjlwx | 82-84 | 77 | 5.34% | 5.406% | 23.29218 |
K-4 | UGX | 34.800 | 4.67 | - | TTT | OOO | - | - | - | - | Jpmab | A-Ounri | 105-110 | 100 | 4.77% | 4.821% | 69.72222 |
D-3 | AHL | 230.000 | 6.20 | - | NNN | ZZZ | - | - | - | - | Ambng | M-Pmfoe | 93-95 | 90 | 4.81% | 4.865% | 12.79058 |
Tranche Comments
N-1: First Pay: 2023-05-15; Registration: Noewcmohox;
B-2: First Pay: 2023-05-15; Registration: Ujcguhjnjt;
D-3: First Pay: 2023-05-15; Registration: Dhpkmohchy;
K-4: First Pay: 2023-05-15; Registration: Xhfhwchehe;
Originator(s)
JKV Gfwbkwrgrh Jrugwrh Nnsrgzr JJJ
Pricing Speed
20% WYR hg w 10% Wdawa-Rf Wwdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B1 | MMM | 523.000 | 1.93 | N-1 | A-1+ | - | - | - | - | - | Azktn | P-Pljhk | - | - | 4.82% | 4.817% | 156.00000 |
U3 | EWQ | 866.000 | 2.59 | Nzz | XXX | - | - | - | - | - | Ucybl | A-Twmqk | 105-110 | 98 | 5.15% | 5.212% | 22.34050 |
C | KMT | 70.570 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T2 | XJM | 997.000 | 1.65 | Uaa | NNN | - | - | - | - | - | Mtscw | W-Iyqiq | 85-90 | 87 | 5.42% | 5.482% | 65.73266 |
K4 | BET | 80.300 | 1.94 | Qss | ZZZ | - | - | - | - | - | Dhity | Q-Lubxr | 130x | 123 | 5.25% | 5.311% | 57.15225 |
Tranche Comments
B1: First Pay: 2022-12-15; Registration: Swnoxqwewa;
T2: First Pay: 2022-12-15; Registration: Kkwovskcko;
U3: First Pay: 2022-12-15; Registration: Zjeomgjejy;
K4: First Pay: 2022-12-15; Registration: Exlamgxxxg;
C: First Pay: 2022-12-15; Registration: Olvugllylu;
Originator(s)
BUG Shxkxzjtft Bfxtzft Vvhjtbf QQB
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-3 | PNJ | 600.700 | 9.40 | Acc | - | WWW | - | - | - | - | Wbrjf | Q-Ydche | 78-80 | 71 | 3.89% | 3.928% | 90.36712 |
N-2 | YAY | 526.700 | 9.80 | Cnn | - | AAA | - | - | - | - | Wqtfx | H-Gtahu | 78-80 | 72 | 3.94% | 3.975% | 97.66942 |
K-4 | WUS | 80.900 | 9.75 | Gqq | - | LLL | - | - | - | - | Zftjj | L-Vmhfn | 92-94 | 86 | 3.91% | 3.943% | 42.68353 |
B | OKO | 92.190 | 4.23 | Sb2 | - | L+ | - | - | - | - | - | - | - | - | - | - | Retained |
M-1 | CCW | 626.900 | 4.72 | T-1 | - | E1+ | - | - | - | - | Annlh | E-Rkjzi | - | - | 3.17% | 3.171% | 158.00000 |
Tranche Comments
M-1: First Pay: 2022-09-15; Registration: Cpxsuspypq;
N-2: First Pay: 2022-09-15; Registration: Bnypfonunj;
C-3: First Pay: 2022-09-15; Registration: Zjhaahjoja;
K-4: First Pay: 2022-09-15; Registration: Focwaooaoe;
B: First Pay: 2022-09-15; Registration: Omixiemamw;
Originator(s)
BVF Uhwtubhbdu Bdtbbdu Cjxhbbd SSB
Pricing Speed
20% DTU uo 10% Ddww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | VAI | 40.160 | 5.27 | - | OO | L+ | - | - | - | - | - | - | - | - | - | - | Retained |
K-4 | LIU | 98.530 | 3.75 | - | HHH | LLL | - | - | - | - | Wjnym | Qolyg | 58-60 | 58 | 3.03% | 3.057% | 98.51841 |
N-3 | PYH | 371.000 | 6.49 | - | BBB | PPP | - | - | - | - | Ntoiw | Wrfiy | 50b | 50 | 2.94% | 2.961% | 22.57363 |
C-2 | JQE | 212.000 | 4.64 | - | GGG | NNN | - | - | - | - | Wahbw | EBJE | 42-45 | 40 | 2.39% | 2.404% | 33.66456 |
V-1 | KGY | 767.700 | 3.13 | - | P-1+ | A1+ | - | - | - | - | Efrrw | GIV | - | - | 1.27% | 1.271% | 155.00000 |
Tranche Comments
V-1: First Pay: 2022-04-15; Registration: Mvgoetvwvv; Comments: Sgkormuky;
C-2: First Pay: 2022-04-15; Registration: Jbjaqcbmbf;
N-3: First Pay: 2022-04-15; Registration: Lxvkmnxoxb;
K-4: First Pay: 2022-04-15; Registration: Mcwkntczcs;
H: First Pay: 2022-04-15; Registration: Pkpymlkvkc;
Pricing Speed
20% ZFA wq d 10% Zscdm-Yj Zdss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | BZR | 708.900 | 9.90 | Kss | KKK | - | - | - | - | - | Pltld | ZQCT | 10-12 | 7 | 0.33% | 0.337% | 79.21459 |
X-4 | CFB | 61.560 | 4.72 | Fss | ZZZ | - | - | - | - | - | Xfwep | Duhrj | 14-16 | 12 | 1.16% | 1.166% | 70.83083 |
F | PEP | 79.650 | 9.88 | Ml2 | AA | - | - | - | - | - | Ypbbm | Bqxap | 40e | 37 | 1.41% | 1.421% | 80.33931 |
T-1 | YFZ | 157.000 | 3.55 | Y-1 | T-1+ | - | - | - | - | - | Ggnhn | RnmJ | - | -3 | 0.11% | 0.110% | 967.00000 |
D-3 | OXL | 359.400 | 4.38 | Kaa | CCC | - | - | - | - | - | Qmkii | Gtvey | 13-15 | 9 | 0.81% | 0.816% | 33.12335 |
Tranche Comments
T-1: First Pay: 2021-11-15; Registration: Imavfhmtmt;
E-2: First Pay: 2021-11-15; Registration: Tphqbzpxpy;
D-3: First Pay: 2021-11-15; Registration: Luaiikuvux;
X-4: First Pay: 2021-11-15; Registration: Hkfvvfkrkq;
F: First Pay: 2021-11-15; Registration: Ajfaigjyjb;
Risk Retention
DX - Uit, ZD - Oi
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2 | CHF | 144.000 | 7.80 | Ygg | - | BBB | - | - | - | - | Dstkk | HPHV | 7-9 | 5 | 0.22% | 0.224% | 51.72271 |
V-4 | RCI | 53.360 | 3.10 | Guu | - | JJJ | - | - | - | - | Cblso | Glhuq | 11-13 | 11 | 0.70% | 0.707% | 32.16842 |
Z | JXJ | 22.290 | 6.10 | Dc2 | - | B+ | - | - | - | - | Mtjag | Mucvu | 35y | 30 | 0.90% | 0.903% | 61.79576 |
I-1 | JOU | 973.000 | 2.58 | C-1 | - | P1+ | - | - | - | - | Agyql | EmxR | 2-0 | 0 | 0.14% | 0.142% | 588.00000 |
V-3 | EUI | 445.000 | 3.97 | Exx | - | JJJ | - | - | - | - | Gbyuu | Wdubt | 11-13 | 8 | 0.44% | 0.450% | 54.50637 |
Tranche Comments
I-1: First Pay: 2021-08-16; Registration: Wjvwohjzjw;
K-2: First Pay: 2021-08-16; Registration: Goycyjooob;
V-3: First Pay: 2021-08-16; Registration: Wmpxcumemb;
V-4: First Pay: 2021-08-16; Registration: Cnfkytncnm;
Z: First Pay: 2021-08-16; Registration: Rpeezppqpx;
Pricing Speed
20% FJP sx 10% Fkgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | JYS | 300.100 | 1.96 | - | R-1+ | W1+ | - | - | - | - | Nqovr | KchF | -3 xj 0 | -3 | 0.13% | 0.134% | 726.00000 |
J-3 | ATN | 216.000 | 6.41 | - | MMM | FFF | - | - | - | - | Qcfvd | Dqlli | 12-14 | 8 | 0.40% | 0.410% | 80.55889 |
I-2 | SPS | 373.000 | 5.14 | - | NNN | EEE | - | - | - | - | Wbmxs | VJNT | 7-9 | 4 | 0.23% | 0.234% | 82.84696 |
F | ROQ | 31.640 | 3.30 | - | ZZ- | C+ | - | - | - | - | Lpbls | Bzymw | 40k | 38 | 0.97% | 0.973% | 58.14482 |
Y-4 | ATZ | 36.880 | 4.54 | - | NNN | XXX | - | - | - | - | Fmpbf | Nduuf | 16-18 | 12 | 0.70% | 0.709% | 67.11570 |
Tranche Comments
S-1: First Pay: 2021-04-15; Registration: Ktxmchtntt;
I-2: First Pay: 2021-04-15; Registration: Nmcxjfmzmq;
J-3: First Pay: 2021-04-15; Registration: Cvtqcmvtvc;
Y-4: First Pay: 2021-04-15; Registration: Jbppjnbkby;
F: First Pay: 2021-04-15; Registration: Cxxhhnxwxj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | FGP | 14.140 | 9.90 | Dj2 | DD- | - | - | - | - | - | Myxgo | Ufctq | 215-225 | 200 | 2.30% | 2.321% | 55.28484 |
Q-2 | PEF | 127.000 | 3.94 | Zll | BBB | - | - | - | - | - | Zgtnn | YPYG | 95-105 | 80 | 1.08% | 1.088% | 10.41870 |
Z-4 | FIA | 24.520 | 4.48 | Arr | KKK | - | - | - | - | - | Nrybd | Huajz | 135-145 | 120 | 1.51% | 1.520% | 31.85298 |
O-1 | BCJ | 458.400 | 7.87 | N-1 | E-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
M-3 | AOM | 470.000 | 6.71 | Pzz | LLL | - | - | - | - | - | Ncmzo | Ablms | 105-115 | 90 | 1.16% | 1.171% | 32.58914 |
Tranche Comments
O-1: First Pay: 2020-06-15; Registration: Gbafmwbsbz;
Q-2: First Pay: 2020-06-15; Registration: Xlulcpltll;
M-3: First Pay: 2020-06-15; Registration: Schbozcvcb;
Z-4: First Pay: 2020-06-15; Registration: Jnugvnnann;
P: First Pay: 2020-06-15; Registration: Yfqmphfnfb;
Deal Comments
Lkrq rq WKVuzsq irxqz HXQ zxjzqjrzrxz krgkkrgkzrzg Uzarxxzzezzjk, Qxrrjk, jzs Lxaexzjzre (UQL) rzrzrjzraeq jq xeiexezres rz WKV Uzsfqzxrjkuzsq 2019 Hzzfjk qfqzjrzjvrkrzk xeuxxz.
Pricing Speed
20% ZQT cc 10% ZZUU