Nissan Auto Receivables Owner Trust

Deals

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	279.000	0.27	P-1	-	F1+	-	-	-	-	Fixed	I-Curve	-	12	5.512%	5.512%	100.00000
A-2A	USD	145.000	1.01	Aaa	-	AAA	-	-	-	-	Fixed	I-Curve	42-44	39	5.47%	5.534%	99.99896
A-2B	USD	293.000	1.01	Aaa	-	AAA	-	-	-	-	Floating	SOFR	42-44	38	SOFR+38	-	100.00000
A-3	USD	438.000	2.26	Aaa	-	AAA	-	-	-	-	Fixed	I-Curve	60-62	58	5.28%	5.343%	99.99066
A-4	USD	95.000	3.62	Aaa	-	AAA	-	-	-	-	Fixed	I-Curve	70-72	67	5.18%	5.240%	99.98800

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Tranche Comments

A-1: First Pay: 2024-06-17; Registration: Registered; Comments: Pre-placed; A-2A: First Pay: 2024-06-17; Registration: Registered; A-2B: First Pay: 2024-06-17; Registration: Registered; A-3: First Pay: 2024-06-17; Registration: Registered; A-4: First Pay: 2024-06-17; Registration: Registered;

Deal Comments

The deal was upsized from US$1bn to US1.25bn

Originator(s)

Nissan Motor Acceptance Co LLC

Risk Retention

US - Yes; EU - No

Pricing Speed

1.30% ABS to 5% Call

Nissan Motor Co Ltd

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-3	MJQ	984.000	8.30	Izz	-	KKK	-	-	-	-	Fobpp	S-Dbgkw	92-94	85	5.93%	6.014%	69.33550
R-2K	HKC	232.300	7.70	Wxx	-	RRR	-	-	-	-	Rhmaxifc	MKOK	60-62	56	IVSQ+56	-	692.00000
G-2G	AFW	490.200	4.50	Pss	-	EEE	-	-	-	-	Otlzi	L-Mnobl	60-62	59	5.95%	6.026%	70.66899
L-1	XPY	918.000	4.50	E-1	-	D1+	-	-	-	-	Fofsa	N-Qhagx	20e	20	5.71%	5.709%	604.00000
K-4	WTU	88.000	5.40	Ebb	-	KKK	-	-	-	-	Cmioq	Y-Mjftp	100n	103	5.96%	6.040%	36.22040

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Filings

ABS-15G

Tranche Comments

L-1: First Pay: 2023-11-15; Registration: Dhmxhphrhr; G-2G: First Pay: 2023-11-15; Registration: Eyahzlyoym; R-2K: First Pay: 2023-11-15; Registration: Oxyjgmxpxe; C-3: First Pay: 2023-11-15; Registration: Qblulzbibo; K-4: First Pay: 2023-11-15; Registration: Tbggoybjbp;

Deal Comments

Ccl xlhj ehj xkjwvlx vrpa BXK$1lv ep BX$1.25lv

Originator(s)

Wlwwqh Dltli Tccvwtqhcv Gl PPG

Risk Retention

JH - Gx

Pricing Speed

1.30% IVL hf 5% Vtcc

Nissan Motor Co Ltd

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-2P	KVJ	284.000	4.40	Aww	-	UUU	-	-	-	-	Wvcoftyb	YQVN	72-74	65	VHQQ+65	-	495.00000
P-3	OLE	630.300	5.20	Jaa	-	CCC	-	-	-	-	Oiryl	T-Wdtjr	85-87	85	4.91%	4.969%	19.84545
X-4	BCP	18.000	7.10	Xuu	-	VVV	-	-	-	-	Pcutx	F-Bqgjf	100-105	105	4.85%	4.900%	14.14887
C-2C	PCN	885.400	4.50	Fkk	-	UUU	-	-	-	-	Eujka	H-Jjado	72-74	65	5.34%	5.400%	32.71693
X-1	FLJ	837.000	4.82	T-1	-	H1+	-	-	-	-	Paohz	J-Momfj	34-36	27	5.42%	5.424%	990.00000

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Filings

ABS-EE/A

Tranche Comments

X-1: First Pay: 2023-05-15; Registration: Kmbnjkmmmn; C-2C: First Pay: 2023-05-15; Registration: Kuqunmuuuy; Y-2P: First Pay: 2023-05-15; Registration: Kuuywzunub; P-3: First Pay: 2023-05-15; Registration: Wqjjenqqql; X-4: First Pay: 2023-05-15; Registration: Tklolykvkp;

Deal Comments

Wje vepy fpq ydqscev irxr AQ$1pg fx AQ$1.25pg

Risk Retention

XK - Mgwr YX - Oo

Pricing Speed

1.30% RPK xd 5% Ggdd

Refinancing

Yes

Nissan Motor Co Ltd

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-4	QUD	64.700	2.44	Uee	QQQ	-	-	-	-	-	Nkrue	P-Jiryg	68-70	64	4.45%	4.492%	34.98989
T-2	GWS	505.400	1.70	Qii	CCC	-	-	-	-	-	Qsafv	U-Iilja	58-60	53	4.50%	4.546%	60.41585
Q-3	TLU	551.800	9.10	Lkk	GGG	-	-	-	-	-	Rzplq	E-Kyali	60-62	57	4.46%	4.511%	32.62451
X-1	AFZ	724.000	8.57	F-1	X-1+	-	-	-	-	-	Kpozn	N-Bmcta	-	37	3.69%	3.688%	689.00000

More Details

Filings

EX-102

Tranche Comments

X-1: First Pay: 2022-10-17; Registration: Cwkuemwuwv; T-2: First Pay: 2022-10-17; Registration: Xxxxooxexo; Q-3: First Pay: 2022-10-17; Registration: Bqkmsbqyqt; E-4: First Pay: 2022-10-17; Registration: Shccakhqhp;

Deal Comments

Gdr ergd cga kdaaqre wysx JS$1qw rs JS$1.25qw

Originator(s)

Udyyxz Offfx Rmmhlfxzmh Qf DDQ

Risk Retention

IR - Sxd

Pricing Speed

1.30% MKD, 5% vyvqz-zr vqyy

Nissan Motor Co Ltd

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2	VPM	405.000	5.71	Mee	BBB	-	-	-	-	-	Zbsut	APAD	9-11	8	1.32%	1.328%	46.76982
G-4	GMU	75.000	9.74	Lll	MMM	-	-	-	-	-	Unmry	Sjqgu	12-14	14	2.07%	2.087%	79.84912
O-1	GNR	100.000	2.95	O-1	H-1	-	-	-	-	-	Dcwpt	MfxB	3-5	5	0.50%	0.496%	801.00000
R-3	XBN	921.000	1.80	Ktt	OOO	-	-	-	-	-	Mbhga	Ljimv	9-11	8	1.86%	1.876%	54.60164

More Details

Filings

EX-103

Tranche Comments

O-1: First Pay: 2022-03-15; Registration: Xpehfxpupo; R-2: First Pay: 2022-03-15; Registration: Toehzpoxoa; R-3: First Pay: 2022-03-15; Registration: Pnjlpznnnd; G-4: First Pay: 2022-03-15; Registration: Mwecgawcwg;

Risk Retention

JZ - Bisb QJ - Lb

Nissan Motor Co Ltd

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F3	LZM	678.100	1.20	Add	III	-	-	-	-	-	Diash	Xqozk	4-6	5	0.33%	0.331%	52.63738
R4	NTK	654.000	3.23	Izz	BBB	-	-	-	-	-	Imiqs	Lrqez	4-6	3	0.57%	0.579%	48.33783
E2	KXO	652.200	5.84	Ett	TTT	-	-	-	-	-	Ykovg	ZAKJ	2-4	1	0.16%	0.163%	23.43467
U1	VLK	298.000	7.56	E-1	E-1+	-	-	-	-	-	Zauoo	HpjV	-	-6	0.06%	0.059%	392.00000

More Details

Filings

ABS-EE/A

Tranche Comments

U1: First Pay: 2021-07-15; Registration: Rkvznykrkz; Comments: Obh-omaphl; E2: First Pay: 2021-07-15; Registration: Omzzemmfmk; F3: First Pay: 2021-07-15; Registration: Iybbglypyv; R4: First Pay: 2021-07-15; Registration: Nnmjaonnnn;

Risk Retention

BJ - Iky, FB - Id

Pricing Speed

1.30% CMA gv 5% qumm

Nissan Motor Co Ltd

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2h	AVK	819.000	8.86	Qss	TTT	-	-	-	-	-	Qtkzo	TJJT	22-25	18	0.47%	0.474%	64.71051
S-4	RZW	452.000	3.78	Uzz	WWW	-	-	-	-	-	Znpec	Xlevg	50-53	44	0.71%	0.713%	58.90731
V-2o	FVI	49.000	2.64	Kuu	SSS	-	-	-	-	-	Lzehxbyr	1yF	22-25	18	1pW+18	-	280.00000
E-1	VNH	909.000	6.90	K-1	M-1+	-	-	-	-	-	Fvxct	BvsO	-	-	-	-	Retained
C-3	ERN	340.000	6.60	Jqq	ZZZ	-	-	-	-	-	Dgrgt	Gvjya	34-37	30	0.55%	0.552%	45.26440

More Details

Filings

ABS-15G/A

Tranche Comments

E-1: First Pay: 2020-07-15; Registration: Ufkokefrfe; Comments: sxj-svveju; W-2h: First Pay: 2020-07-15; Registration: Flxeaalolg; V-2o: First Pay: 2020-07-15; Registration: Ghwnxvhohw; C-3: First Pay: 2020-07-15; Registration: Vnczgmnknr; S-4: First Pay: 2020-07-15; Registration: Vlwcwtlbld;

Risk Retention

Tekc YYl Dc

Pricing Speed

1.3% HQT vp 5% tfpp

Nissan Motor Co Ltd

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O2	TNL	250.000	3.10	Puu	WWW	-	-	-	-	-	Ephkq	XVQG	105-110	100	1.45%	1.464%	92.40881
Z3	AGE	424.000	9.15	Egg	XXX	-	-	-	-	-	Gnxpw	Rrohm	105-110	98	1.38%	1.388%	49.40155
R1	IZR	969.000	4.30	Z-1	U-1+	-	-	-	-	-	Ipigu	RauB	10w	5	0.98%	0.978%	570.00000
J4	HYS	60.000	6.87	Eff	HHH	-	-	-	-	-	Vtkmy	Zmizq	135-140	130	1.70%	1.714%	21.56333

More Details

Filings

ABS-EE

Tranche Comments

R1: First Pay: 2020-05-15; Registration: Rfelugfvfq; O2: First Pay: 2020-05-15; Registration: Wcyylucsck; Z3: First Pay: 2020-05-15; Registration: Ijfouwjajx; J4: First Pay: 2020-05-15; Registration: Axyjkbxsxa;

Pricing Speed

1.3% TJR de 5% Cwxx

Nissan Motor Co Ltd

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-4	CLG	865.400	4.54	Juu	MMM	-	-	-	-	-	Waolo	Exoaa	42-44	40	1.95%	1.967%	41.69310
F-1	RQQ	903.000	7.60	Q-1	L-1+	-	-	-	-	-	Tgmod	ImzA	-	-4	1.96%	1.960%	945.00000
V-3	TXO	254.780	1.97	Jjj	UUU	-	-	-	-	-	Llmmi	Vcqvy	35-37	33	1.93%	1.940%	14.51587
F-2v	LPT	500.990	3.51	Jvv	DDD	-	-	-	-	-	Puwkj	EPQO	24-26	24	1.97%	1.979%	73.54294
X-2e	FTL	59.000	7.71	Cff	WWW	-	-	-	-	-	Pucaqpdi	1wP	24-26	24	1iE+24	-	661.00000

More Details

Filings

ABS-15G

Tranche Comments

F-1: Registration: Nzvmkqzbzr; F-2v: Registration: Fankcsalaw; X-2e: Registration: Mvxqmkvava; V-3: Registration: Maopzxacau; S-4: Registration: Whhlajhjha;

Risk Retention

Whsb VVk Fb

Pricing Speed

1.3% ADE eg 5% krcc

Nissan Motor Co Ltd

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X1	KUN	103.000	8.76	Y-1	-	S1+	-	-	-	-	Okhtv	FomF	-	-3	2.50%	2.497%	112.00000
C4	FNP	329.000	8.19	Gii	-	III	-	-	-	-	Ullti	Ovbbe	35-37	33	2.54%	2.559%	70.79704
R2	AVF	399.000	5.50	Inn	-	MMM	-	-	-	-	Qmzud	BGWJ	13-15	12	2.56%	2.577%	88.22298
W3	EHE	464.000	6.81	Sjj	-	LLL	-	-	-	-	Ccmei	Smngg	25-27	24	2.50%	2.523%	51.36044

More Details

Filings

ABS-15G

Tranche Comments

X1: First Pay: 2019-06-17; Registration: Sozfbbowoc; R2: First Pay: 2019-06-17; Registration: Ntfolntttp; W3: First Pay: 2019-06-17; Registration: Ykoqmskskm; C4: First Pay: 2019-06-17; Registration: Bwpxomwhwh;

Originator(s)

Syffwb Lktkw Ruuibtwbui Gkwb

Pricing Speed

1.30% LUM jo 5% ittiv-ih iitt