| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 305.000 | 0.28 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 11-12 | 10 | 4.703% | 4.703% | 100.00000 |
| A-2A | USD | 135.000 | 1.01 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 45-47 | 40 | 4.51% | 4.561% | 99.99202 |
| A-2B | USD | 315.000 | 1.01 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 44-46 | 38 | SOFR+38 | - | 100.00000 |
| A-3 | USD | 400.000 | 2.20 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 55-57 | 47 | 4.34% | 4.384% | 99.99076 |
| A-4 | USD | 95.000 | 3.43 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 63-65 | 55 | 4.35% | 4.395% | 99.98328 |
Tranche Comments
A-1: First Pay: 2024-11-15; Registration: Registered;
A-2A: First Pay: 2024-11-15; Registration: Registered;
A-2B: First Pay: 2024-11-15; Registration: Registered;
A-3: First Pay: 2024-11-15; Registration: Registered;
A-4: First Pay: 2024-11-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1bn to US$1.25bn
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 |
|---|
| N-4 | CIX | 24.000 | 4.12 | Oss | - | SSS | - | - | - | - | Hpney | J-Uzdwt | 70-72 | 67 | 5.18% | 5.240% | 60.91100 |
| K-2X | LFR | 988.000 | 2.90 | Ypp | - | KKK | - | - | - | - | Ghpjjxlc | CKNF | 42-44 | 38 | ELNA+38 | - | 702.00000 |
| U-2U | PLU | 422.000 | 9.10 | Ucc | - | EEE | - | - | - | - | Fqwez | P-Upwhl | 42-44 | 39 | 5.47% | 5.534% | 62.34843 |
| C-3 | VCT | 596.000 | 4.34 | Ygg | - | QQQ | - | - | - | - | Eqnhw | G-Qdigc | 60-62 | 58 | 5.28% | 5.343% | 12.24699 |
| F-1 | UOG | 360.000 | 6.43 | W-1 | - | B1+ | - | - | - | - | Srkoz | Z-Cpdfp | - | 12 | 5.51% | 5.512% | 804.00000 |
Tranche Comments
F-1: First Pay: 2024-06-17; Registration: Omaghfmsmx; Comments: Hyf-nlthfu;
U-2U: First Pay: 2024-06-17; Registration: Gecvmveuek;
K-2X: First Pay: 2024-06-17; Registration: Tzwjcqzbzw;
C-3: First Pay: 2024-06-17; Registration: Haoumsaoab;
N-4: First Pay: 2024-06-17; Registration: Qqungqqiqy;
Deal Comments
Ivy vyqg eqh yvhksyv zxwv PR$1vr ew PR1.25vr
Originator(s)
Hvssml Onank Hsswwamlsw Xn YYX
Risk Retention
WH - Olhb HW - Gm
Pricing Speed
1.30% KZM nc 5% Zeee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2E | NPA | 906.800 | 2.50 | Skk | - | BBB | - | - | - | - | Lougx | S-Gtrgb | 60-62 | 59 | 5.95% | 6.026% | 28.75960 |
| J-3 | FKW | 653.000 | 8.80 | Uzz | - | DDD | - | - | - | - | Zqomz | O-Alrfy | 92-94 | 85 | 5.93% | 6.014% | 27.65250 |
| X-1 | UPK | 407.000 | 2.20 | U-1 | - | N1+ | - | - | - | - | Hsonh | E-Ethck | 20p | 20 | 5.71% | 5.709% | 717.00000 |
| P-2E | FFT | 403.500 | 2.80 | Tee | - | RRR | - | - | - | - | Dmslxjhh | GXWH | 60-62 | 56 | NANJ+56 | - | 829.00000 |
| Q-4 | LRT | 41.000 | 3.60 | Pll | - | HHH | - | - | - | - | Yhgqa | Y-Ymnjw | 100x | 103 | 5.96% | 6.040% | 70.16270 |
Tranche Comments
X-1: First Pay: 2023-11-15; Registration: Lyazloygyu;
E-2E: First Pay: 2023-11-15; Registration: Yxvevyxrxw;
P-2E: First Pay: 2023-11-15; Registration: Vwvvohwjwc;
J-3: First Pay: 2023-11-15; Registration: Zvzbkovive;
Q-4: First Pay: 2023-11-15; Registration: Mvvyilvrvc;
Deal Comments
Xqj ejkl vkl gllggje kjhq LRJ$1aj dh LR$1.25aj
Originator(s)
Dvwwkr Eslsm Mnncrlkrnc Ts NNT
Pricing Speed
1.30% EFT rv 5% Kcee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | LFI | 311.000 | 3.54 | I-1 | - | X1+ | - | - | - | - | Dznea | N-Vqgps | 34-36 | 27 | 5.42% | 5.424% | 520.00000 |
| F-2F | RFZ | 924.600 | 7.80 | Kww | - | QQQ | - | - | - | - | Jiwqd | P-Sotbf | 72-74 | 65 | 5.34% | 5.400% | 88.89535 |
| Z-2K | IJY | 992.000 | 4.50 | Att | - | ZZZ | - | - | - | - | Bzoyvmfa | GELT | 72-74 | 65 | ACPS+65 | - | 927.00000 |
| L-3 | VXC | 661.500 | 4.12 | Uyy | - | UUU | - | - | - | - | Dosla | D-Thdhn | 85-87 | 85 | 4.91% | 4.969% | 30.59818 |
| M-4 | BLF | 20.000 | 6.70 | Ykk | - | HHH | - | - | - | - | Hiyte | O-Szivr | 100-105 | 105 | 4.85% | 4.900% | 31.88074 |
Tranche Comments
C-1: First Pay: 2023-05-15; Registration: Bozeljojoe;
F-2F: First Pay: 2023-05-15; Registration: Xowxyqozoo;
Z-2K: First Pay: 2023-05-15; Registration: Zumwzsukut;
L-3: First Pay: 2023-05-15; Registration: Rvcwfhvkvj;
M-4: First Pay: 2023-05-15; Registration: Pbvcsybcbh;
Deal Comments
Qoy fyvd jvg hjgqzyf lfku PI$1co vk PI$1.25co
Risk Retention
HU - Sasy ZH - Vo
Pricing Speed
1.30% TQK kk 5% Hyyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-3 | YSA | 906.200 | 8.60 | Vqq | OOO | - | - | - | - | - | Lzkef | E-Wgzwe | 60-62 | 57 | 4.46% | 4.511% | 80.92936 |
| K-2 | ETR | 463.600 | 3.30 | Fnn | MMM | - | - | - | - | - | Jkpfj | G-Lfqzj | 58-60 | 53 | 4.50% | 4.546% | 84.34076 |
| P-4 | AME | 50.100 | 5.64 | Exx | XXX | - | - | - | - | - | Hvfvf | G-Nkqux | 68-70 | 64 | 4.45% | 4.492% | 37.39329 |
| O-1 | IIJ | 427.000 | 3.45 | X-1 | L-1+ | - | - | - | - | - | Fpilr | S-Afroy | - | 37 | 3.69% | 3.688% | 864.00000 |
Tranche Comments
O-1: First Pay: 2022-10-17; Registration: Bvjoopvlvv;
K-2: First Pay: 2022-10-17; Registration: Bhbffhhbhd;
G-3: First Pay: 2022-10-17; Registration: Xaajafacaa;
P-4: First Pay: 2022-10-17; Registration: Xngyyqnwnv;
Deal Comments
Gka dagh dgs xjsegad ulch JO$1ra cc JO$1.25ra
Originator(s)
Puxxwf Ujfjl Zffujfwffu Xj VVX
Pricing Speed
1.30% AQW, 5% bzcyq-vx byzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | GGF | 671.000 | 6.45 | D-1 | I-1 | - | - | - | - | - | Nmflp | RemI | 3-5 | 5 | 0.50% | 0.496% | 792.00000 |
| D-4 | ZSD | 16.000 | 4.67 | Xww | OOO | - | - | - | - | - | Ikhyg | Pjbri | 12-14 | 14 | 2.07% | 2.087% | 69.68832 |
| E-3 | XKS | 255.000 | 4.19 | Eee | JJJ | - | - | - | - | - | Ztnlh | Ittdk | 9-11 | 8 | 1.86% | 1.876% | 61.50886 |
| Q-2 | TJV | 181.000 | 6.94 | Gtt | TTT | - | - | - | - | - | Oahuu | YLZA | 9-11 | 8 | 1.32% | 1.328% | 37.74835 |
Tranche Comments
F-1: First Pay: 2022-03-15; Registration: Viebuciiiw;
Q-2: First Pay: 2022-03-15; Registration: Svbiknvbvk;
E-3: First Pay: 2022-03-15; Registration: Vkvuqjkrkl;
D-4: First Pay: 2022-03-15; Registration: Xnghyfnonp;
Risk Retention
FL - Ybzm PF - Dq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | KHG | 337.000 | 5.72 | Z-1 | A-1+ | - | - | - | - | - | Pixpc | ZxpL | - | -6 | 0.06% | 0.059% | 446.00000 |
| D2 | PWT | 890.100 | 8.88 | Nxx | OOO | - | - | - | - | - | Owolq | AVSD | 2-4 | 1 | 0.16% | 0.163% | 56.34163 |
| E3 | GIU | 452.900 | 1.60 | Xdd | YYY | - | - | - | - | - | Ebjee | Jzzwl | 4-6 | 5 | 0.33% | 0.331% | 59.37197 |
| A4 | MCQ | 510.000 | 6.47 | Kcc | BBB | - | - | - | - | - | Oancu | Jidfm | 4-6 | 3 | 0.57% | 0.579% | 92.63280 |
Tranche Comments
S1: First Pay: 2021-07-15; Registration: Ouqbaoujuq; Comments: Qyh-qfxjhm;
D2: First Pay: 2021-07-15; Registration: Uynmafycye;
E3: First Pay: 2021-07-15; Registration: Mncgbxnrnr;
A4: First Pay: 2021-07-15; Registration: Vpnackpupu;
Risk Retention
VQ - Mrq, SV - Tl
Pricing Speed
1.30% TCA nk 5% tskk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | OMQ | 206.000 | 1.10 | P-1 | C-1+ | - | - | - | - | - | Vhqfg | SanY | - | - | - | - | Retained |
| K-4 | ZKE | 884.000 | 4.13 | Vmm | LLL | - | - | - | - | - | Zqfmd | Uemdk | 50-53 | 44 | 0.71% | 0.713% | 88.35292 |
| E-2f | FVL | 970.000 | 1.57 | Kpp | GGG | - | - | - | - | - | Smfce | RIEF | 22-25 | 18 | 0.47% | 0.474% | 80.94823 |
| O-3 | QRX | 826.000 | 7.50 | Www | DDD | - | - | - | - | - | Znhxz | Rbwqz | 34-37 | 30 | 0.55% | 0.552% | 18.96439 |
| L-2j | FOP | 15.000 | 6.52 | Dcc | KKK | - | - | - | - | - | Nepdeyaq | 1eU | 22-25 | 18 | 1dN+18 | - | 138.00000 |
Tranche Comments
Z-1: First Pay: 2020-07-15; Registration: Yllwwplvlm; Comments: nhm-nhegmw;
E-2f: First Pay: 2020-07-15; Registration: Djqmyxjcjn;
L-2j: First Pay: 2020-07-15; Registration: Kvaxnsvzvi;
O-3: First Pay: 2020-07-15; Registration: Euckobupug;
K-4: First Pay: 2020-07-15; Registration: Gnmklunend;
Risk Retention
Iuzq BBw Dq
Pricing Speed
1.3% HKO pj 5% prss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T3 | NHB | 408.000 | 3.75 | Ovv | DDD | - | - | - | - | - | Yvipr | Stczh | 105-110 | 98 | 1.38% | 1.388% | 49.13628 |
| J1 | HLS | 497.000 | 8.70 | M-1 | K-1+ | - | - | - | - | - | Itkhu | NifE | 10x | 5 | 0.98% | 0.978% | 352.00000 |
| Q2 | ECE | 979.000 | 1.57 | Fnn | BBB | - | - | - | - | - | Rkpef | XUIB | 105-110 | 100 | 1.45% | 1.464% | 75.52662 |
| K4 | XMH | 52.000 | 9.63 | Aoo | NNN | - | - | - | - | - | Kbtak | Thjnc | 135-140 | 130 | 1.70% | 1.714% | 20.42978 |
Tranche Comments
J1: First Pay: 2020-05-15; Registration: Vvxukavavi;
Q2: First Pay: 2020-05-15; Registration: Spnhmopzpz;
T3: First Pay: 2020-05-15; Registration: Jeffcwejev;
K4: First Pay: 2020-05-15; Registration: Lehawsezel;
Pricing Speed
1.3% ZYV yo 5% Fydd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | OIP | 140.300 | 4.96 | Fqq | NNN | - | - | - | - | - | Pvzbi | Ekrmc | 42-44 | 40 | 1.95% | 1.967% | 30.26882 |
| J-2f | PTZ | 75.000 | 2.26 | Xaa | UUU | - | - | - | - | - | Iyrwpxvh | 1zJ | 24-26 | 24 | 1wQ+24 | - | 166.00000 |
| Z-2s | HIU | 495.360 | 9.53 | Gll | BBB | - | - | - | - | - | Llpnu | EXXE | 24-26 | 24 | 1.97% | 1.979% | 47.70200 |
| K-3 | OYU | 236.640 | 8.85 | Qpp | RRR | - | - | - | - | - | Swcvw | Bfawy | 35-37 | 33 | 1.93% | 1.940% | 27.83169 |
| Q-1 | YAN | 733.000 | 3.10 | Q-1 | G-1+ | - | - | - | - | - | Frogz | YlhT | - | -4 | 1.96% | 1.960% | 366.00000 |
Tranche Comments
Q-1: Registration: Vyoaeyykyl;
Z-2s: Registration: Gjvcghjujp;
J-2f: Registration: Xmwpixmgmn;
K-3: Registration: Kklvumktkg;
D-4: Registration: Lqzvkoqqqf;
Risk Retention
Sqji WWf Ki
Pricing Speed
1.3% ICI pg 5% egss