| 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 |
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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | JYH | 305.000 | 7.70 | H-1 | - | J1+ | - | - | - | - | Qoujg | Z-Libgd | 20x | 20 | 5.71% | 5.709% | 751.00000 |
| L-2R | EPZ | 989.200 | 8.50 | Jvv | - | VVV | - | - | - | - | Udqvaqmu | WTEJ | 60-62 | 56 | EELI+56 | - | 283.00000 |
| A-4 | ENM | 26.000 | 9.30 | Pff | - | III | - | - | - | - | Dphtp | X-Etzaq | 100a | 103 | 5.96% | 6.040% | 77.40260 |
| U-2U | LAP | 975.900 | 9.60 | Jkk | - | SSS | - | - | - | - | Wjvir | H-Amjkq | 60-62 | 59 | 5.95% | 6.026% | 97.94634 |
| O-3 | VCX | 665.000 | 1.20 | Omm | - | AAA | - | - | - | - | Vktvn | V-Imamn | 92-94 | 85 | 5.93% | 6.014% | 28.29750 |
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
Pricing Speed
1.30% INQ em 5% Fimm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2S | JGG | 640.000 | 1.40 | Tuu | - | ZZZ | - | - | - | - | Pfdmxjpg | DLKM | 72-74 | 65 | GHWP+65 | - | 417.00000 |
| K-3 | KHR | 766.100 | 5.77 | Epp | - | VVV | - | - | - | - | Hjsrl | U-Rzbsl | 85-87 | 85 | 4.91% | 4.969% | 50.72125 |
| Y-4 | LXF | 24.000 | 3.40 | Agg | - | GGG | - | - | - | - | Ymfjg | K-Mpahk | 100-105 | 105 | 4.85% | 4.900% | 60.58046 |
| Z-2Z | YCE | 729.600 | 8.50 | Lbb | - | ZZZ | - | - | - | - | Xzrvp | X-Owfqy | 72-74 | 65 | 5.34% | 5.400% | 75.48542 |
| K-1 | EGH | 606.000 | 8.91 | D-1 | - | J1+ | - | - | - | - | Rifcg | O-Qlnsd | 34-36 | 27 | 5.42% | 5.424% | 851.00000 |
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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | EQG | 616.400 | 2.32 | Qxx | JJJ | - | - | - | - | - | Bltxu | H-Joanb | 60-62 | 57 | 4.46% | 4.511% | 61.81531 |
| T-4 | XMA | 64.200 | 4.32 | Eaa | GGG | - | - | - | - | - | Krafy | I-Lmchr | 68-70 | 64 | 4.45% | 4.492% | 25.44500 |
| S-2 | IPQ | 590.500 | 2.50 | Sgg | EEE | - | - | - | - | - | Pmjna | J-Vhmrm | 58-60 | 53 | 4.50% | 4.546% | 66.53234 |
| D-1 | QKS | 291.000 | 3.92 | P-1 | G-1+ | - | - | - | - | - | Nkizr | F-Uoxbm | - | 37 | 3.69% | 3.688% | 603.00000 |
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
Pricing Speed
1.30% CJA, 5% mvbga-su mgvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | NBK | 686.000 | 5.30 | K-1 | T-1 | - | - | - | - | - | Svfqs | FweZ | 3-5 | 5 | 0.50% | 0.496% | 793.00000 |
| Z-4 | CHR | 88.000 | 1.27 | Tjj | MMM | - | - | - | - | - | Vsusi | Luhps | 12-14 | 14 | 2.07% | 2.087% | 19.81992 |
| K-2 | QYE | 729.000 | 9.11 | Qww | QQQ | - | - | - | - | - | Wzmxm | BOGC | 9-11 | 8 | 1.32% | 1.328% | 92.21810 |
| J-3 | QZD | 909.000 | 6.86 | Pyy | FFF | - | - | - | - | - | Zkaay | Szjja | 9-11 | 8 | 1.86% | 1.876% | 40.62519 |
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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | URP | 315.600 | 3.72 | Maa | GGG | - | - | - | - | - | Fposp | TQNZ | 2-4 | 1 | 0.16% | 0.163% | 21.16962 |
| B1 | RXG | 313.000 | 6.15 | Y-1 | K-1+ | - | - | - | - | - | Ubbqc | KlzO | - | -6 | 0.06% | 0.059% | 629.00000 |
| L4 | KSK | 980.000 | 7.65 | Mxx | QQQ | - | - | - | - | - | Kirex | Rchqz | 4-6 | 3 | 0.57% | 0.579% | 34.58049 |
| P3 | YVI | 610.400 | 3.10 | Xdd | TTT | - | - | - | - | - | Xscey | Fcfnh | 4-6 | 5 | 0.33% | 0.331% | 42.67451 |
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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-4 | JTY | 221.000 | 4.99 | Fqq | VVV | - | - | - | - | - | Ryogw | Ateuo | 50-53 | 44 | 0.71% | 0.713% | 93.48938 |
| M-2i | FGI | 930.000 | 4.75 | Kdd | KKK | - | - | - | - | - | Ensfm | AGOW | 22-25 | 18 | 0.47% | 0.474% | 11.78274 |
| B-3 | XXE | 480.000 | 4.10 | Cvv | GGG | - | - | - | - | - | Ctlrp | Zhjwf | 34-37 | 30 | 0.55% | 0.552% | 47.63629 |
| Z-1 | BMD | 308.000 | 9.40 | Z-1 | T-1+ | - | - | - | - | - | Cyied | MbpU | - | - | - | - | Retained |
| U-2i | YSB | 84.000 | 8.81 | Vll | OOO | - | - | - | - | - | Oesxfzow | 1tI | 22-25 | 18 | 1bB+18 | - | 301.00000 |
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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E4 | VBR | 15.000 | 8.12 | Arr | OOO | - | - | - | - | - | Stpfc | Kzltm | 135-140 | 130 | 1.70% | 1.714% | 63.62615 |
| O1 | WAL | 527.000 | 5.70 | Y-1 | W-1+ | - | - | - | - | - | Tjsxa | KgyI | 10j | 5 | 0.98% | 0.978% | 932.00000 |
| I3 | YMG | 156.000 | 5.32 | Yii | TTT | - | - | - | - | - | Mqflc | Nglqw | 105-110 | 98 | 1.38% | 1.388% | 14.83226 |
| J2 | BTI | 566.000 | 8.52 | Cyy | EEE | - | - | - | - | - | Pfket | ROXN | 105-110 | 100 | 1.45% | 1.464% | 62.16013 |
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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-4 | BIT | 880.500 | 6.68 | Orr | FFF | - | - | - | - | - | Shhye | Axwmw | 42-44 | 40 | 1.95% | 1.967% | 80.94678 |
| C-1 | KAP | 413.000 | 7.90 | L-1 | J-1+ | - | - | - | - | - | Olhue | MreE | - | -4 | 1.96% | 1.960% | 131.00000 |
| W-2t | TNG | 93.000 | 9.84 | Hcc | KKK | - | - | - | - | - | Tbsfkjdi | 1gQ | 24-26 | 24 | 1uK+24 | - | 105.00000 |
| P-3 | YUQ | 566.950 | 1.48 | Oii | BBB | - | - | - | - | - | Mnkje | Rqfev | 35-37 | 33 | 1.93% | 1.940% | 43.24594 |
| P-2u | JON | 834.690 | 8.94 | Vhh | CCC | - | - | - | - | - | Rjnir | AOWK | 24-26 | 24 | 1.97% | 1.979% | 89.62259 |
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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | TBO | 394.000 | 2.30 | Fbb | - | XXX | - | - | - | - | Nlalq | ALYT | 13-15 | 12 | 2.56% | 2.577% | 58.79560 |
| H3 | JGV | 464.000 | 3.71 | Tff | - | NNN | - | - | - | - | Gfvyn | Hikpe | 25-27 | 24 | 2.50% | 2.523% | 61.36842 |
| L4 | BBE | 486.000 | 2.53 | Gcc | - | QQQ | - | - | - | - | Xkfvv | Xkltr | 35-37 | 33 | 2.54% | 2.559% | 32.30853 |
| G1 | QWA | 450.000 | 6.94 | D-1 | - | S1+ | - | - | - | - | Enlus | BfvC | - | -3 | 2.50% | 2.497% | 921.00000 |
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