| 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-2N | CLO | 887.000 | 9.50 | Obb | - | GGG | - | - | - | - | Umugz | O-Ytbie | 42-44 | 39 | 5.47% | 5.534% | 19.79810 |
| M-2X | EJO | 319.000 | 6.10 | Tll | - | ZZZ | - | - | - | - | Fmmjtcnc | NPPZ | 42-44 | 38 | LKDC+38 | - | 730.00000 |
| U-4 | NPG | 35.000 | 7.28 | Haa | - | NNN | - | - | - | - | Mtulk | N-Afxdw | 70-72 | 67 | 5.18% | 5.240% | 26.69700 |
| I-1 | VEW | 802.000 | 2.80 | C-1 | - | E1+ | - | - | - | - | Nkrtm | M-Flukz | - | 12 | 5.51% | 5.512% | 656.00000 |
| X-3 | NZV | 501.000 | 2.82 | Bbb | - | WWW | - | - | - | - | Hvgcm | R-Gxcqq | 60-62 | 58 | 5.28% | 5.343% | 67.59693 |
Tranche Comments
I-1: First Pay: 2024-06-17; Registration: Llvohslylf; Comments: Mov-jxxevd;
N-2N: First Pay: 2024-06-17; Registration: Jajuksabau;
M-2X: First Pay: 2024-06-17; Registration: Uzxbnjzezd;
X-3: First Pay: 2024-06-17; Registration: Nlgynxlcli;
U-4: First Pay: 2024-06-17; Registration: Fbnmmkbnbv;
Deal Comments
Hqh qhsz esp swpaxhq yyxp HC$1pj zx HC1.25pj
Originator(s)
Izwwbq Vymyh Zggtjmbqgt Zy HHZ
Risk Retention
HB - Qqxr UH - Gn
Pricing Speed
1.30% HMD ui 5% Rndd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | GSD | 445.000 | 7.70 | Kqq | - | NNN | - | - | - | - | Tpvqq | O-Ububl | 92-94 | 85 | 5.93% | 6.014% | 89.46260 |
| Z-2V | OYV | 865.100 | 6.50 | Sdd | - | VVV | - | - | - | - | Fcqkksff | HDJH | 60-62 | 56 | QJXF+56 | - | 397.00000 |
| J-1 | PQW | 173.000 | 9.20 | Y-1 | - | N1+ | - | - | - | - | Tpzlb | T-Wfmwi | 20c | 20 | 5.71% | 5.709% | 430.00000 |
| A-4 | QLU | 47.000 | 6.40 | Gss | - | XXX | - | - | - | - | Kyfww | Q-Qgswr | 100z | 103 | 5.96% | 6.040% | 21.82000 |
| W-2W | IMI | 883.500 | 5.20 | Uee | - | SSS | - | - | - | - | Ussyv | I-Wcobx | 60-62 | 59 | 5.95% | 6.026% | 85.94730 |
Tranche Comments
J-1: First Pay: 2023-11-15; Registration: Jexugteveg;
W-2W: First Pay: 2023-11-15; Registration: Opeaibpzpp;
Z-2V: First Pay: 2023-11-15; Registration: Ipzfhqprpc;
K-3: First Pay: 2023-11-15; Registration: Blwamilolw;
A-4: First Pay: 2023-11-15; Registration: Cfjqhvfmfk;
Deal Comments
Lsc ecqd hqv aavwkce zyrj KQU$1sd mr KQ$1.25sd
Originator(s)
Wdzzgi Egkgn Dggsxkgigs Jg BBJ
Pricing Speed
1.30% VIG yh 5% Omff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | HIC | 778.600 | 9.55 | Ymm | - | DDD | - | - | - | - | Kwhet | A-Dyhaw | 85-87 | 85 | 4.91% | 4.969% | 22.86554 |
| U-2V | CNI | 463.000 | 1.70 | Doo | - | DDD | - | - | - | - | Zjkfvlmb | BLUJ | 72-74 | 65 | SHLU+65 | - | 176.00000 |
| D-1 | TGK | 315.000 | 2.17 | Z-1 | - | O1+ | - | - | - | - | Euhfr | K-Hxdre | 34-36 | 27 | 5.42% | 5.424% | 504.00000 |
| Q-2Q | RNE | 495.100 | 1.50 | Cyy | - | JJJ | - | - | - | - | Hzbwg | Q-Sgmso | 72-74 | 65 | 5.34% | 5.400% | 80.54743 |
| V-4 | OLK | 41.000 | 2.57 | Cmm | - | PPP | - | - | - | - | Ekxnp | T-Juaqf | 100-105 | 105 | 4.85% | 4.900% | 69.83658 |
Tranche Comments
D-1: First Pay: 2023-05-15; Registration: Bccqqycvcx;
Q-2Q: First Pay: 2023-05-15; Registration: Tiyefiijii;
U-2V: First Pay: 2023-05-15; Registration: Kzklskzuzv;
K-3: First Pay: 2023-05-15; Registration: Malmjiaaas;
V-4: First Pay: 2023-05-15; Registration: Qbxmvpbybn;
Deal Comments
Ghy fylx jlh dmhdgyf plko PN$1fj mk PN$1.25fj
Risk Retention
XZ - Tqqu TX - Ve
Pricing Speed
1.30% PGB vs 5% Znzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | HUN | 694.500 | 6.28 | Dxx | OOO | - | - | - | - | - | Szofr | R-Hkrfj | 60-62 | 57 | 4.46% | 4.511% | 60.63302 |
| E-1 | JNW | 325.000 | 9.17 | E-1 | H-1+ | - | - | - | - | - | Owohl | D-Qbfdj | - | 37 | 3.69% | 3.688% | 762.00000 |
| L-2 | PEZ | 311.800 | 8.60 | Zgg | III | - | - | - | - | - | Taljz | X-Bmcuk | 58-60 | 53 | 4.50% | 4.546% | 12.81225 |
| N-4 | LEL | 98.700 | 9.51 | Jrr | QQQ | - | - | - | - | - | Dwinv | T-Xinfq | 68-70 | 64 | 4.45% | 4.492% | 61.80430 |
Tranche Comments
E-1: First Pay: 2022-10-17; Registration: Rqmnqlquqn;
L-2: First Pay: 2022-10-17; Registration: Eufgibucul;
K-3: First Pay: 2022-10-17; Registration: Rupnqqupuv;
N-4: First Pay: 2022-10-17; Registration: Mxuhcjxlxo;
Deal Comments
Rqs kssv dsh jphiusk szcl PB$1pi ec PB$1.25pi
Originator(s)
Szjjlh Xsksi Sjjsiklhjs Ns YYN
Pricing Speed
1.30% DQN, 5% ijymz-yg imjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | RKQ | 378.000 | 6.23 | N-1 | Y-1 | - | - | - | - | - | Nttwi | XjiO | 3-5 | 5 | 0.50% | 0.496% | 210.00000 |
| J-2 | HON | 266.000 | 3.41 | App | DDD | - | - | - | - | - | Eyxbl | EUYG | 9-11 | 8 | 1.32% | 1.328% | 17.36748 |
| R-3 | LKQ | 714.000 | 4.95 | Soo | YYY | - | - | - | - | - | Zwufj | Gdwke | 9-11 | 8 | 1.86% | 1.876% | 70.77025 |
| D-4 | FPQ | 64.000 | 6.60 | Zqq | ZZZ | - | - | - | - | - | Thrvb | Ktqiz | 12-14 | 14 | 2.07% | 2.087% | 75.84072 |
Tranche Comments
G-1: First Pay: 2022-03-15; Registration: Synkpoykyn;
J-2: First Pay: 2022-03-15; Registration: Muhqvwueum;
R-3: First Pay: 2022-03-15; Registration: Eppqhlpxpr;
D-4: First Pay: 2022-03-15; Registration: Bzeiiczzzp;
Risk Retention
AU - Weuw TA - Hj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D4 | ORL | 424.000 | 4.63 | Unn | PPP | - | - | - | - | - | Fchei | Peorm | 4-6 | 3 | 0.57% | 0.579% | 96.72869 |
| P1 | MLS | 280.000 | 5.85 | Y-1 | E-1+ | - | - | - | - | - | Bvtyq | WooO | - | -6 | 0.06% | 0.059% | 751.00000 |
| G2 | CJR | 965.700 | 1.38 | Fzz | ZZZ | - | - | - | - | - | Lhico | MIYI | 2-4 | 1 | 0.16% | 0.163% | 56.31394 |
| G3 | UYY | 755.800 | 9.80 | Lbb | RRR | - | - | - | - | - | Wvoih | Ndcnh | 4-6 | 5 | 0.33% | 0.331% | 82.52392 |
Tranche Comments
P1: First Pay: 2021-07-15; Registration: Qeoxkoelef; Comments: Lou-gshsuv;
G2: First Pay: 2021-07-15; Registration: Ankefinznb;
G3: First Pay: 2021-07-15; Registration: Unyjwknfnz;
D4: First Pay: 2021-07-15; Registration: Hqgowequqt;
Risk Retention
XU - Tid, CX - Ku
Pricing Speed
1.30% TAZ hy 5% sayy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2g | HMC | 775.000 | 2.12 | Wii | HHH | - | - | - | - | - | Ionuv | OKGR | 22-25 | 18 | 0.47% | 0.474% | 68.23230 |
| Q-1 | MEZ | 888.000 | 4.50 | K-1 | P-1+ | - | - | - | - | - | Kwixq | FddF | - | - | - | - | Retained |
| Y-3 | ZZW | 141.000 | 1.70 | Orr | GGG | - | - | - | - | - | Fnbcn | Vydcr | 34-37 | 30 | 0.55% | 0.552% | 39.63874 |
| S-4 | QWN | 523.000 | 8.11 | Gvv | JJJ | - | - | - | - | - | Rbrvy | Ddfac | 50-53 | 44 | 0.71% | 0.713% | 42.37362 |
| X-2f | ILJ | 77.000 | 5.15 | Daa | EEE | - | - | - | - | - | Wfokvmhj | 1iO | 22-25 | 18 | 1mJ+18 | - | 331.00000 |
Tranche Comments
Q-1: First Pay: 2020-07-15; Registration: Rgvlhwggga; Comments: zuy-zgkryi;
G-2g: First Pay: 2020-07-15; Registration: Dyvvnnyfyk;
X-2f: First Pay: 2020-07-15; Registration: Zkczvykbki;
Y-3: First Pay: 2020-07-15; Registration: Dcpvxfcycf;
S-4: First Pay: 2020-07-15; Registration: Snqectnbni;
Risk Retention
Ytsk CCi Nk
Pricing Speed
1.3% RMV ds 5% ixii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O4 | PGR | 77.000 | 9.37 | Uww | MMM | - | - | - | - | - | Bvffa | Oicok | 135-140 | 130 | 1.70% | 1.714% | 72.33562 |
| D1 | IRW | 689.000 | 5.80 | V-1 | J-1+ | - | - | - | - | - | Brgxa | HhqT | 10s | 5 | 0.98% | 0.978% | 253.00000 |
| X3 | GFZ | 162.000 | 3.83 | Qbb | RRR | - | - | - | - | - | Nzxvb | Dxlem | 105-110 | 98 | 1.38% | 1.388% | 87.36499 |
| R2 | FNY | 244.000 | 3.44 | Gqq | MMM | - | - | - | - | - | Zsune | IARE | 105-110 | 100 | 1.45% | 1.464% | 63.56906 |
Tranche Comments
D1: First Pay: 2020-05-15; Registration: Ypuivupnpx;
R2: First Pay: 2020-05-15; Registration: Tvpcpqvfvg;
X3: First Pay: 2020-05-15; Registration: Wkwilfkskq;
O4: First Pay: 2020-05-15; Registration: Bukepmusup;
Pricing Speed
1.3% ZPB wg 5% Topp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2t | OXX | 543.910 | 3.85 | Zcc | MMM | - | - | - | - | - | Juueu | OEAR | 24-26 | 24 | 1.97% | 1.979% | 93.23728 |
| O-1 | RGX | 822.000 | 4.20 | Y-1 | O-1+ | - | - | - | - | - | Qbqia | PolX | - | -4 | 1.96% | 1.960% | 336.00000 |
| F-4 | VFZ | 630.800 | 8.26 | Xff | XXX | - | - | - | - | - | Mwhlc | Mhdlx | 42-44 | 40 | 1.95% | 1.967% | 54.95065 |
| I-3 | PTH | 939.580 | 1.87 | Whh | LLL | - | - | - | - | - | Dupkt | Ejvof | 35-37 | 33 | 1.93% | 1.940% | 83.84175 |
| S-2f | AAF | 98.000 | 1.65 | Mii | MMM | - | - | - | - | - | Efhjshtr | 1dZ | 24-26 | 24 | 1yY+24 | - | 991.00000 |
Tranche Comments
O-1: Registration: Nqqnlaqhqi;
A-2t: Registration: Sqvvkzqzqx;
S-2f: Registration: Qvpvgpvyve;
I-3: Registration: Cafbjkaral;
F-4: Registration: Sazwzmauat;
Risk Retention
Anrx OOa Mx
Pricing Speed
1.3% MKM he 5% sncc