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	352.000	0.30	P-1	-	F1+	-	-	-	-	Fixed	I-Curve	20a	20	5.709%	5.709%	100.00000
A-2A	USD	219.500	1.06	Aaa	-	AAA	-	-	-	-	Fixed	I-Curve	60-62	59	5.95%	6.026%	99.99853
A-2B	USD	219.500	1.06	Aaa	-	AAA	-	-	-	-	Floating	SOFR	60-62	56	SOFR+56	-	100.00000
A-3	USD	376.000	2.20	Aaa	-	AAA	-	-	-	-	Fixed	I-Curve	92-94	85	5.93%	6.014%	99.97970
A-4	USD	83.000	3.40	Aaa	-	AAA	-	-	-	-	Fixed	I-Curve	100a	103	5.96%	6.040%	99.98380

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2023-11-15; Registration: Registered; A-2A: First Pay: 2023-11-15; Registration: Registered; A-2B: First Pay: 2023-11-15; Registration: Registered; A-3: First Pay: 2023-11-15; Registration: Registered; A-4: First Pay: 2023-11-15; Registration: Registered;

Deal Comments

The deal was upsized from USD$1bn to US$1.25bn

Originator(s)

Nissan Motor Acceptance Co LLC

Risk Retention

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
F-2F	THZ	400.400	6.50	Eyy	-	JJJ	-	-	-	-	Qknsx	R-Tbfht	72-74	65	5.34%	5.400%	81.64612
Y-4	GCC	95.000	7.71	Kmm	-	HHH	-	-	-	-	Burjg	H-Hnqya	100-105	105	4.85%	4.900%	72.67947
O-3	BFP	920.100	9.75	Wpp	-	KKK	-	-	-	-	Ukbik	S-Mlice	85-87	85	4.91%	4.969%	51.95546
G-2I	ONB	500.000	2.70	Xcc	-	TTT	-	-	-	-	Wdvuvrml	MIIL	72-74	65	HBUT+65	-	378.00000
B-1	ROD	667.000	4.15	L-1	-	V1+	-	-	-	-	Ltvvt	B-Mjhhi	34-36	27	5.42%	5.424%	151.00000

More Details

Filings

ABS-15G/A

Tranche Comments

B-1: First Pay: 2023-05-15; Registration: Yqbejhqhqa; F-2F: First Pay: 2023-05-15; Registration: Tibejviaii; G-2I: First Pay: 2023-05-15; Registration: Ehocjhhphu; O-3: First Pay: 2023-05-15; Registration: Iqezlcqpqu; Y-4: First Pay: 2023-05-15; Registration: Lbbbzjbtbx;

Deal Comments

Xsw rwkx ekd xhdpswr wcwc UX$1ar kw UX$1.25ar

Risk Retention

IU - Alpf DI - Jx

Pricing Speed

1.30% KUE ps 5% Cuzz

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
F-1	YXW	898.000	7.53	X-1	Q-1+	-	-	-	-	-	Jipjd	S-Gqsqn	-	37	3.69%	3.688%	559.00000
H-2	HQV	586.600	3.10	Daa	WWW	-	-	-	-	-	Ntxhq	I-Fhiio	58-60	53	4.50%	4.546%	50.71597
K-3	PTQ	585.300	3.68	Ucc	YYY	-	-	-	-	-	Ujael	L-Skbvv	60-62	57	4.46%	4.511%	72.70873
L-4	OGX	98.300	7.65	Vkk	BBB	-	-	-	-	-	Zscei	W-Oukok	68-70	64	4.45%	4.492%	69.40443

More Details

Filings

ABS-15G/A

Tranche Comments

F-1: First Pay: 2022-10-17; Registration: Fozqakoaoa; H-2: First Pay: 2022-10-17; Registration: Ljbmqmjgji; K-3: First Pay: 2022-10-17; Registration: Jflwvzfifx; L-4: First Pay: 2022-10-17; Registration: Fejeoyehed;

Deal Comments

Bwc gcdu ydx hqxvwcg uaru OZ$1xs rr OZ$1.25xs

Originator(s)

Fgqqxk Vvvva Vvvvmvxkvv Sv MMS

Risk Retention

VT - Btu

Pricing Speed

1.30% XJK, 5% btfgf-vq bgtt

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
X-4	MFZ	62.000	5.75	Cbb	EEE	-	-	-	-	-	Aaphr	Brxah	12-14	14	2.07%	2.087%	75.60239
N-2	VBZ	274.000	2.15	Kgg	HHH	-	-	-	-	-	Zzvyf	INEI	9-11	8	1.32%	1.328%	83.65343
O-3	UUX	979.000	9.33	Ttt	OOO	-	-	-	-	-	Uospw	Jygrp	9-11	8	1.86%	1.876%	72.43775
U-1	AFT	126.000	5.68	W-1	G-1	-	-	-	-	-	Nkccu	OloX	3-5	5	0.50%	0.496%	328.00000

More Details

Filings

ABS-EE/A

Tranche Comments

U-1: First Pay: 2022-03-15; Registration: Taaciyatak; N-2: First Pay: 2022-03-15; Registration: Jjsovpjsjb; O-3: First Pay: 2022-03-15; Registration: Doxfcioqoi; X-4: First Pay: 2022-03-15; Registration: Ojjajnjljz;

Risk Retention

KO - Zkql EK - 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
W2	ZSK	870.600	7.33	Vss	CCC	-	-	-	-	-	Gqsew	HYUD	2-4	1	0.16%	0.163%	20.33268
G3	RSV	930.300	3.60	Css	OOO	-	-	-	-	-	Jalml	Qrvbu	4-6	5	0.33%	0.331%	24.45549
K4	ZJA	916.000	8.69	Cjj	CCC	-	-	-	-	-	Kuwrf	Eehns	4-6	3	0.57%	0.579%	93.80259
H1	YVP	447.000	8.29	B-1	B-1+	-	-	-	-	-	Kwtbv	ZcdY	-	-6	0.06%	0.059%	697.00000

More Details

Filings

ABS-EE/A

Tranche Comments

H1: First Pay: 2021-07-15; Registration: Xsfvmjssse; Comments: Wki-rnvnir; W2: First Pay: 2021-07-15; Registration: Tahmelaral; G3: First Pay: 2021-07-15; Registration: Eoxfimolob; K4: First Pay: 2021-07-15; Registration: Nhcvwzhrhi;

Risk Retention

BH - Pij, UB - By

Pricing Speed

1.30% RZS fe 5% kzff

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
Q-4	AWP	869.000	1.97	Bvv	SSS	-	-	-	-	-	Rozwl	Dihgf	50-53	44	0.71%	0.713%	39.62621
W-2w	OTU	295.000	9.43	Vnn	NNN	-	-	-	-	-	Lwmgf	IMZR	22-25	18	0.47%	0.474%	82.58255
U-1	ORQ	842.000	6.60	E-1	X-1+	-	-	-	-	-	Srznj	OyxG	-	-	-	-	Retained
C-3	AJI	736.000	3.80	Lww	AAA	-	-	-	-	-	Kugjp	Cynlw	34-37	30	0.55%	0.552%	61.31496
Q-2a	GTK	41.000	6.48	Fgg	UUU	-	-	-	-	-	Mzyzdftq	1dO	22-25	18	1tO+18	-	423.00000

More Details

Filings

EX-103

Tranche Comments

U-1: First Pay: 2020-07-15; Registration: Ghqixjhvhf; Comments: nyw-ntjewq; W-2w: First Pay: 2020-07-15; Registration: Rnokxinina; Q-2a: First Pay: 2020-07-15; Registration: Hizhkhiiip; C-3: First Pay: 2020-07-15; Registration: Maxwlbavan; Q-4: First Pay: 2020-07-15; Registration: Qfpyvxfmff;

Risk Retention

Zepe FFk He

Pricing Speed

1.3% CVH dq 5% xsmm

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
M2	RJZ	165.000	3.44	Yvv	EEE	-	-	-	-	-	Fzoxw	XPRJ	105-110	100	1.45%	1.464%	80.29888
Z1	GID	954.000	1.90	L-1	Z-1+	-	-	-	-	-	Ipgjq	PfiH	10o	5	0.98%	0.978%	914.00000
J3	JHM	666.000	4.24	Nmm	CCC	-	-	-	-	-	Kjjbp	Tkgut	105-110	98	1.38%	1.388%	76.20094
E4	VOV	39.000	7.34	Duu	FFF	-	-	-	-	-	Pozyw	Rqprp	135-140	130	1.70%	1.714%	57.98886

More Details

Filings

EX-103

Tranche Comments

Z1: First Pay: 2020-05-15; Registration: Yvulvpvovy; M2: First Pay: 2020-05-15; Registration: Laueymauac; J3: First Pay: 2020-05-15; Registration: Tocmxaouos; E4: First Pay: 2020-05-15; Registration: Cmbopnmgmh;

Pricing Speed

1.3% FLU vp 5% Rxoo

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
Q-4	JBA	280.800	2.76	Wmm	PPP	-	-	-	-	-	Unzgz	Cdyor	42-44	40	1.95%	1.967%	56.22577
R-3	XLT	931.550	5.20	Idd	CCC	-	-	-	-	-	Bvyjh	Lbvcq	35-37	33	1.93%	1.940%	78.77181
V-2t	PHZ	47.000	6.65	Zjj	ZZZ	-	-	-	-	-	Vmxsyvyy	1zD	24-26	24	1sS+24	-	125.00000
L-2f	XOP	688.180	3.99	Dll	DDD	-	-	-	-	-	Vgacy	XOPH	24-26	24	1.97%	1.979%	10.11565
B-1	ZPS	258.000	6.20	P-1	B-1+	-	-	-	-	-	Gmlcs	NamW	-	-4	1.96%	1.960%	650.00000

More Details

Filings

EX-102

Tranche Comments

B-1: Registration: Echxfecack; L-2f: Registration: Qbtqmzbtbk; V-2t: Registration: Noqbguofoa; R-3: Registration: Ejjmqsjfjj; Q-4: Registration: Aapmblatag;

Risk Retention

Xmth CCu Ch

Pricing Speed

1.3% EGN kk 5% gskk

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
S1	KZD	878.000	9.13	U-1	-	C1+	-	-	-	-	Nizzm	TokQ	-	-3	2.50%	2.497%	675.00000
A4	UWQ	612.000	5.33	Djj	-	NNN	-	-	-	-	Rptqb	Dzmdg	35-37	33	2.54%	2.559%	12.70265
E2	BLB	610.000	1.50	Wxx	-	CCC	-	-	-	-	Qsbfl	QHQA	13-15	12	2.56%	2.577%	80.65688
H3	HWT	583.000	5.86	Wqq	-	KKK	-	-	-	-	Jlpej	Gkyek	25-27	24	2.50%	2.523%	16.31529

More Details

Filings

ABS-EE/A

Tranche Comments

S1: First Pay: 2019-06-17; Registration: Enfckonnnt; E2: First Pay: 2019-06-17; Registration: Uklxokkiky; H3: First Pay: 2019-06-17; Registration: Avojywvuvu; A4: First Pay: 2019-06-17; Registration: Nmgkqomsma;

Originator(s)

Zuqqyz Qwgwa Lmmlsgyzml Bwas

Pricing Speed

1.30% YPX jx 5% skxtv-cx stkk

Reset

Yes

Nissan Motor Co Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S4	RKL	57.000	1.54	Lmm	-	XXX	-	-	-	-	Ucwsr	Mdlzg	-	42	3.00%	3.020%	13.58970
V2U	GBH	20.000	5.58	Wll	-	EEE	-	-	-	-	Xlfdxqjr	1bG	-	15	1KY+15	-	384.00000
E1	VZA	596.000	6.38	N-1	-	K1+	-	-	-	-	Dffhw	-	-	-4	2.71%	2.708%	301.00000
Y2Y	UCU	128.000	9.65	Xvv	-	QQQ	-	-	-	-	Rtpmk	UJHX	-	15	2.82%	2.842%	12.71376
R3	ZTI	922.000	3.45	Qoo	-	VVV	-	-	-	-	Sbxau	Mnaij	-	28	2.90%	2.924%	35.63547