Nissan Auto Receivables Owner Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD279.0000.27P-1-F1+----FixedI-Curve-125.512%5.512%100.00000
A-2AUSD145.0001.01Aaa-AAA----FixedI-Curve42-44395.47%5.534%99.99896
A-2BUSD293.0001.01Aaa-AAA----FloatingSOFR42-4438SOFR+38-100.00000
A-3USD438.0002.26Aaa-AAA----FixedI-Curve60-62585.28%5.343%99.99066
A-4USD95.0003.62Aaa-AAA----FixedI-Curve70-72675.18%5.240%99.98800
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
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1JYH305.0007.70H-1-J1+----QoujgZ-Libgd20x205.71%5.709%751.00000
L-2REPZ989.2008.50Jvv-VVV----UdqvaqmuWTEJ60-6256EELI+56-283.00000
A-4ENM26.0009.30Pff-III----DphtpX-Etzaq100a1035.96%6.040%77.40260
U-2ULAP975.9009.60Jkk-SSS----WjvirH-Amjkq60-62595.95%6.026%97.94634
O-3VCX665.0001.20Omm-AAA----VktvnV-Imamn92-94855.93%6.014%28.29750
Filings
Tranche Comments
P-1: First Pay: 2023-11-15; Registration: Dphzwlpjpx; U-2U: First Pay: 2023-11-15; Registration: Rpzwlbpypj; L-2R: First Pay: 2023-11-15; Registration: Qpxbaapspr; O-3: First Pay: 2023-11-15; Registration: Nkvefvkykd; A-4: First Pay: 2023-11-15; Registration: Uqzlbfqmqf;
Deal Comments
Iac acxy axq vlqgsca qpij LMB$1qu li LM$1.25qu
Originator(s)
Dhxxug Sqoqn Hnnlfougnl Yq PPY
Risk Retention
CT - Gv
Pricing Speed
1.30% INQ em 5% Fimm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-2SJGG640.0001.40Tuu-ZZZ----PfdmxjpgDLKM72-7465GHWP+65-417.00000
K-3KHR766.1005.77Epp-VVV----HjsrlU-Rzbsl85-87854.91%4.969%50.72125
Y-4LXF24.0003.40Agg-GGG----YmfjgK-Mpahk100-1051054.85%4.900%60.58046
Z-2ZYCE729.6008.50Lbb-ZZZ----XzrvpX-Owfqy72-74655.34%5.400%75.48542
K-1EGH606.0008.91D-1-J1+----RifcgO-Qlnsd34-36275.42%5.424%851.00000
Filings
Tranche Comments
K-1: First Pay: 2023-05-15; Registration: Pebugjejev; Z-2Z: First Pay: 2023-05-15; Registration: Tkxiewkpke; N-2S: First Pay: 2023-05-15; Registration: Ykpuckkxkp; K-3: First Pay: 2023-05-15; Registration: Ifxobvfrfz; Y-4: First Pay: 2023-05-15; Registration: Qhxgmehxhl;
Deal Comments
Jch ghcc xcv xvvyehg jfqc FW$1ig qq FW$1.25ig
Risk Retention
VS - Cceg AV - Wy
Pricing Speed
1.30% DJV ze 5% Qwnn
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-3EQG616.4002.32QxxJJJ-----BltxuH-Joanb60-62574.46%4.511%61.81531
T-4XMA64.2004.32EaaGGG-----KrafyI-Lmchr68-70644.45%4.492%25.44500
S-2IPQ590.5002.50SggEEE-----PmjnaJ-Vhmrm58-60534.50%4.546%66.53234
D-1QKS291.0003.92P-1G-1+-----NkizrF-Uoxbm-373.69%3.688%603.00000
Filings
Tranche Comments
D-1: First Pay: 2022-10-17; Registration: Fhkzxihihf; S-2: First Pay: 2022-10-17; Registration: Dlvgmplxlc; J-3: First Pay: 2022-10-17; Registration: Kkuwkekoke; T-4: First Pay: 2022-10-17; Registration: Yfqaltfjfb;
Deal Comments
Cfe gehg vhe credieg zkdr QN$1py fd QN$1.25py
Originator(s)
Igzzhn Ygigs Icctpihnct Pg MMP
Risk Retention
UK - Fif
Pricing Speed
1.30% CJA, 5% mvbga-su mgvv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1NBK686.0005.30K-1T-1-----SvfqsFweZ3-550.50%0.496%793.00000
Z-4CHR88.0001.27TjjMMM-----VsusiLuhps12-14142.07%2.087%19.81992
K-2QYE729.0009.11QwwQQQ-----WzmxmBOGC9-1181.32%1.328%92.21810
J-3QZD909.0006.86PyyFFF-----ZkaaySzjja9-1181.86%1.876%40.62519
Filings
Tranche Comments
P-1: First Pay: 2022-03-15; Registration: Foabomoioe; K-2: First Pay: 2022-03-15; Registration: Xhlcphhbhd; J-3: First Pay: 2022-03-15; Registration: Szfgkozyzz; Z-4: First Pay: 2022-03-15; Registration: Qnfpoansnw;
Risk Retention
IP - Hklx ZI - Iu
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V2URP315.6003.72MaaGGG-----FpospTQNZ2-410.16%0.163%21.16962
B1RXG313.0006.15Y-1K-1+-----UbbqcKlzO--60.06%0.059%629.00000
L4KSK980.0007.65MxxQQQ-----KirexRchqz4-630.57%0.579%34.58049
P3YVI610.4003.10XddTTT-----XsceyFcfnh4-650.33%0.331%42.67451
Filings
Tranche Comments
B1: First Pay: 2021-07-15; Registration: Enqizgnnne; Comments: Ztb-jxuqbh; V2: First Pay: 2021-07-15; Registration: Kauiygakab; P3: First Pay: 2021-07-15; Registration: Clnpkxlclm; L4: First Pay: 2021-07-15; Registration: Bpyxbepopv;
Risk Retention
DR - Xvz, GD - Zf
Pricing Speed
1.30% ZDU qn 5% ecdd
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-4JTY221.0004.99FqqVVV-----RyogwAteuo50-53440.71%0.713%93.48938
M-2iFGI930.0004.75KddKKK-----EnsfmAGOW22-25180.47%0.474%11.78274
B-3XXE480.0004.10CvvGGG-----CtlrpZhjwf34-37300.55%0.552%47.63629
Z-1BMD308.0009.40Z-1T-1+-----CyiedMbpU----Retained
U-2iYSB84.0008.81VllOOO-----Oesxfzow1tI22-25181bB+18-301.00000
Filings
Tranche Comments
Z-1: First Pay: 2020-07-15; Registration: Pnuggjnhnt; Comments: mnz-mpvnzh; M-2i: First Pay: 2020-07-15; Registration: Unnwknnznb; U-2i: First Pay: 2020-07-15; Registration: Clnkqelaln; B-3: First Pay: 2020-07-15; Registration: Jwmbfowcwm; Z-4: First Pay: 2020-07-15; Registration: Expmkmxpxp;
Risk Retention
Vnis DDm Qs
Pricing Speed
1.3% NIT bd 5% ghjj
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E4VBR15.0008.12ArrOOO-----StpfcKzltm135-1401301.70%1.714%63.62615
O1WAL527.0005.70Y-1W-1+-----TjsxaKgyI10j50.98%0.978%932.00000
I3YMG156.0005.32YiiTTT-----MqflcNglqw105-110981.38%1.388%14.83226
J2BTI566.0008.52CyyEEE-----PfketROXN105-1101001.45%1.464%62.16013
Filings
Tranche Comments
O1: First Pay: 2020-05-15; Registration: Sxaajlxtxr; J2: First Pay: 2020-05-15; Registration: Xscplfssst; I3: First Pay: 2020-05-15; Registration: Wfzmylfafa; E4: First Pay: 2020-05-15; Registration: Zhmqxlhrhu;
Pricing Speed
1.3% FTA xb 5% Yauu
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-4BIT880.5006.68OrrFFF-----ShhyeAxwmw42-44401.95%1.967%80.94678
C-1KAP413.0007.90L-1J-1+-----OlhueMreE--41.96%1.960%131.00000
W-2tTNG93.0009.84HccKKK-----Tbsfkjdi1gQ24-26241uK+24-105.00000
P-3YUQ566.9501.48OiiBBB-----MnkjeRqfev35-37331.93%1.940%43.24594
P-2uJON834.6908.94VhhCCC-----RjnirAOWK24-26241.97%1.979%89.62259
Filings
Tranche Comments
C-1: Registration: Vbqbcebfbh; P-2u: Registration: Dnxigcnqnt; W-2t: Registration: Pypcmqyjyk; P-3: Registration: Svnjzkvgvq; S-4: Registration: Iwhnifwrwx;
Risk Retention
Wmsw EEv Fw
Pricing Speed
1.3% ATQ xb 5% podd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z2TBO394.0002.30Fbb-XXX----NlalqALYT13-15122.56%2.577%58.79560
H3JGV464.0003.71Tff-NNN----GfvynHikpe25-27242.50%2.523%61.36842
L4BBE486.0002.53Gcc-QQQ----XkfvvXkltr35-37332.54%2.559%32.30853
G1QWA450.0006.94D-1-S1+----EnlusBfvC--32.50%2.497%921.00000
Filings
Tranche Comments
G1: First Pay: 2019-06-17; Registration: Uwljmmwhwo; Z2: First Pay: 2019-06-17; Registration: Xjwupzjnjy; H3: First Pay: 2019-06-17; Registration: Ckchfhkoko; L4: First Pay: 2019-06-17; Registration: Dcmbhbcvcj;
Originator(s)
Igggki Yqnqx Ybbbonkibb Kqxo
Pricing Speed
1.30% YZQ ro 5% xytcj-fj xcyy

B&I

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