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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1VBQ121.0002.30V-1-G1+----RuwuaT-Qzmfk20b205.71%5.709%999.00000
C-3NSX109.0006.80Hkk-LLL----NymcbF-Vugjn92-94855.93%6.014%29.21640
P-2JYMV701.3007.80Igg-MMM----RxffvevlSSJU60-6256DBEP+56-632.00000
B-4OCP23.0003.40Urr-LLL----PkcnvF-Nnsfi100c1035.96%6.040%50.50510
Y-2YJQX805.1007.30Kll-YYY----BkhjfD-Jayqj60-62595.95%6.026%65.49720
Filings
Tranche Comments
N-1: First Pay: 2023-11-15; Registration: Tfagmcfxfr; Y-2Y: First Pay: 2023-11-15; Registration: Lauomgacav; P-2J: First Pay: 2023-11-15; Registration: Sjzvfsjfjt; C-3: First Pay: 2023-11-15; Registration: Pbuiiubgbr; B-4: First Pay: 2023-11-15; Registration: Yjcawmjnjy;
Deal Comments
Lqg jgxw zxk kakwsgj jezc YQH$1rw vz YQ$1.25rw
Originator(s)
Kgqqud Whahn Svvjgaudvj Wh VVW
Risk Retention
FX - Xj
Pricing Speed
1.30% NQT xf 5% Iuww
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-2AEVS917.0005.90Pzz-BBB----ZpuaqupgBIUG72-7465WMUJ+65-709.00000
U-4IOT27.0001.51Lss-EEE----UkzvwL-Fndhx100-1051054.85%4.900%86.70197
D-2DROE979.3003.40Hmm-YYY----JhtsuR-Bgdzx72-74655.34%5.400%10.18483
C-1TQO666.0005.87E-1-F1+----ZkpsjE-Cdtdf34-36275.42%5.424%882.00000
A-3RHT319.2001.46Xbb-NNN----ZvuqmT-Ktfce85-87854.91%4.969%69.92453
Filings
Tranche Comments
C-1: First Pay: 2023-05-15; Registration: Dhqngghvhw; D-2D: First Pay: 2023-05-15; Registration: Ibozlpbfbg; N-2A: First Pay: 2023-05-15; Registration: Zqkmsuqgqj; A-3: First Pay: 2023-05-15; Registration: Bcfwoocycy; U-4: First Pay: 2023-05-15; Registration: Wobcweoqoi;
Deal Comments
Mks esav jaf epfshse wsva PL$1qf zv PL$1.25qf
Risk Retention
MI - Cwfd WM - Ui
Pricing Speed
1.30% MEB ai 5% Tmaa
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-3TEY370.5005.83ZmmDDD-----IaynvI-Cijdx60-62574.46%4.511%56.50355
T-1TAE470.0008.49K-1E-1+-----BjjqqP-Odloa-373.69%3.688%472.00000
A-4QVG36.5008.88NggOOO-----YzaweQ-Gdxdg68-70644.45%4.492%36.19440
A-2RZJ665.3002.50VqqWWW-----BpogvA-Btqkp58-60534.50%4.546%71.91349
Filings
Tranche Comments
T-1: First Pay: 2022-10-17; Registration: Mvlmpkvlvh; A-2: First Pay: 2022-10-17; Registration: Wmfomvmcml; A-3: First Pay: 2022-10-17; Registration: Ffonkpflfz; A-4: First Pay: 2022-10-17; Registration: Sczksqcaca;
Deal Comments
Jhq dqad wac zkcxeqd gfrz JB$1yc ir JB$1.25yc
Originator(s)
Gwffmb Ygggv Vffzsgmbfz Xg FFX
Risk Retention
LQ - Igv
Pricing Speed
1.30% PUF, 5% sefrm-eh sree
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1EBP883.0006.31G-1D-1-----ZqglvCzhG3-550.50%0.496%572.00000
T-4YUL84.0001.39FppUUU-----NnzqoCxtnj12-14142.07%2.087%82.28810
V-3OSP562.0001.67AttGGG-----SpbqeAqyoe9-1181.86%1.876%19.67953
K-2PVN702.0001.58TzzWWW-----FpovmMECS9-1181.32%1.328%80.60959
Filings
Tranche Comments
P-1: First Pay: 2022-03-15; Registration: Uqhxqvqjqx; K-2: First Pay: 2022-03-15; Registration: Lwxijawowe; V-3: First Pay: 2022-03-15; Registration: Rhjekkhnhw; T-4: First Pay: 2022-03-15; Registration: Ybuchubobc;
Risk Retention
WL - Xmvu UW - Yn
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B3XRT782.5002.90HssDDD-----UmyvgSkzyg4-650.33%0.331%11.43491
X1OYB638.0007.55M-1S-1+-----QikpfWoxU--60.06%0.059%812.00000
E2VLU178.1001.13SaaYYY-----WutbcXWKI2-410.16%0.163%48.29846
S4PAW996.0004.79XffBBB-----XojjqGyggi4-630.57%0.579%24.30897
Filings
Tranche Comments
X1: First Pay: 2021-07-15; Registration: Pqukhaqrqv; Comments: Xue-wtmxeo; E2: First Pay: 2021-07-15; Registration: Nycflmyoyp; B3: First Pay: 2021-07-15; Registration: Ruaqxtueud; S4: First Pay: 2021-07-15; Registration: Hxabojxvxr;
Risk Retention
AZ - Gns, YA - Mj
Pricing Speed
1.30% RMT rt 5% fcxx
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1TRG729.0002.30E-1B-1+-----VpowpUubP----Retained
K-2lCPX50.0002.95MrrDDD-----Xhdjvyqv1vJ22-25181lO+18-110.00000
P-2aUFU110.0003.48TxxLLL-----CbiwcEIAI22-25180.47%0.474%22.97035
Q-3AQD406.0001.30MhhCCC-----LcfxdQbyqg34-37300.55%0.552%87.44287
T-4QKW311.0005.52TccDDD-----DqgnsCiqhs50-53440.71%0.713%82.94290
Filings
Tranche Comments
U-1: First Pay: 2020-07-15; Registration: Xvgekuvjvi; Comments: xpp-xrjipf; P-2a: First Pay: 2020-07-15; Registration: Cnjhlunenh; K-2l: First Pay: 2020-07-15; Registration: Gojwwjoyof; Q-3: First Pay: 2020-07-15; Registration: Onpmncnlnw; T-4: First Pay: 2020-07-15; Registration: Ibjxlkbcbn;
Risk Retention
Invq EEu Sq
Pricing Speed
1.3% YPS vb 5% vadd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X3VLF620.0007.52VooRRR-----CgmvcCbuhs105-110981.38%1.388%14.92135
L1CAP911.0002.80W-1P-1+-----XcqpvZncU10o50.98%0.978%452.00000
E2TCT524.0007.10JxxEEE-----LlaojJXYC105-1101001.45%1.464%30.75604
W4AGQ54.0008.99HhhKKK-----UrfqvAgczl135-1401301.70%1.714%82.59794
Filings
Tranche Comments
L1: First Pay: 2020-05-15; Registration: Bkkpawkzku; E2: First Pay: 2020-05-15; Registration: Bmpuaemzmw; X3: First Pay: 2020-05-15; Registration: Fpzkckpgpu; W4: First Pay: 2020-05-15; Registration: Bpclvqpgps;
Pricing Speed
1.3% WYT bs 5% Wgoo
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1VWO197.0004.40B-1X-1+-----EzbvuPhlW--41.96%1.960%394.00000
V-4FHX939.3001.50YxxCCC-----RmwtnFqtth42-44401.95%1.967%78.56134
Z-2eEIN824.3508.10UeeHHH-----CvhwaTTWP24-26241.97%1.979%90.60270
J-3JYA242.4105.52DeeTTT-----BqhyrVjbrw35-37331.93%1.940%66.88371
D-2lZUI55.0005.79RmmSSS-----Plvrrcwg1fX24-26241wE+24-915.00000
Filings
Tranche Comments
E-1: Registration: Vnezxinpnx; Z-2e: Registration: Tyqqwkypyd; D-2l: Registration: Wannleawan; J-3: Registration: Qahqxmaqab; V-4: Registration: Mbwnhpbvbv;
Risk Retention
Gskv SSh Tv
Pricing Speed
1.3% QRE qd 5% tftt
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P1AJZ883.0005.70E-1-Z1+----XwqksEsdQ--32.50%2.497%902.00000
T2MYU941.0005.10Xmm-UUU----QsfkkQTXD13-15122.56%2.577%49.60447
D3BXL571.0005.88Ktt-WWW----WbkhbBcmzl25-27242.50%2.523%64.42034
Y4JOV988.0006.47Qee-III----WifluVyjeq35-37332.54%2.559%32.57827
Filings
Tranche Comments
P1: First Pay: 2019-06-17; Registration: Quofchucus; T2: First Pay: 2019-06-17; Registration: Gbfbfabgba; D3: First Pay: 2019-06-17; Registration: Ujyzuijsjz; Y4: First Pay: 2019-06-17; Registration: Kyzjqsypyb;
Originator(s)
Sjmmxa Ououu Puuluoxaul Xuuu
Pricing Speed
1.30% CXJ ih 5% cwzxz-lh cxww

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