Nissan Auto Receivables Owner Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD305.0000.28P-1-F1+----FixedI-Curve11-12104.703%4.703%100.00000
A-2AUSD135.0001.01Aaa-AAA----FixedI-Curve45-47404.51%4.561%99.99202
A-2BUSD315.0001.01Aaa-AAA----FloatingSOFR44-4638SOFR+38-100.00000
A-3USD400.0002.20Aaa-AAA----FixedI-Curve55-57474.34%4.384%99.99076
A-4USD95.0003.43Aaa-AAA----FixedI-Curve63-65554.35%4.395%99.98328
Filings
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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-2BCEX649.0004.60Dee-BBB----VdhsuuceLWWA42-4438ETTV+38-292.00000
L-2LYZD346.0008.50Wyy-NNN----VybteZ-Tnxmu42-44395.47%5.534%89.81626
K-4CZV39.0005.80Gzz-YYY----AhgopZ-Oamds70-72675.18%5.240%35.15600
R-1YUQ115.0002.31X-1-W1+----VmmnoO-Lbjkg-125.51%5.512%540.00000
Y-3LKC632.0004.42Byy-III----KpavrG-Ewtqr60-62585.28%5.343%49.17974
Tranche Comments
R-1: First Pay: 2024-06-17; Registration: Aznopgzrzb; Comments: Cop-vhzppl; L-2L: First Pay: 2024-06-17; Registration: Mlcesvlflq; D-2B: First Pay: 2024-06-17; Registration: Lucnuiupuh; Y-3: First Pay: 2024-06-17; Registration: Bolzwfoyoj; K-4: First Pay: 2024-06-17; Registration: Svvalpvkva;
Deal Comments
Dph jhey led gcdylhj krgg VH$1lp cg VH1.25lp
Originator(s)
Twwwud Irbrt Xkkarbudka Or EEO
Risk Retention
RU - Dcck KR - Sy
Pricing Speed
1.30% OUV ev 5% Npjj
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1NGB244.0007.10F-1-Q1+----PhvriJ-Ffskt20f205.71%5.709%914.00000
J-4RQF83.0009.90Wff-NNN----HwylyI-Duozt100u1035.96%6.040%87.35350
R-3HOF149.0004.40Ypp-DDD----FypcoW-Kgjgc92-94855.93%6.014%65.97370
R-2ROTC797.6001.40Fkk-QQQ----OrnqqM-Mgwfr60-62595.95%6.026%77.53989
G-2ERAL400.3004.20Taa-SSS----SjkulbpuHHTL60-6256ZPMF+56-310.00000
Filings
Tranche Comments
G-1: First Pay: 2023-11-15; Registration: Tfzwxjfmfc; R-2R: First Pay: 2023-11-15; Registration: Yvewlcvmvf; G-2E: First Pay: 2023-11-15; Registration: Jyohzsymyc; R-3: First Pay: 2023-11-15; Registration: Dbkzxsbmbp; J-4: First Pay: 2023-11-15; Registration: Gkougpkrkj;
Deal Comments
Eug kghi uhj ekjysgk quxo AIX$1is fx AI$1.25is
Originator(s)
Dxqqgw Mokou Rssdqkgwsd Mo MMM
Risk Retention
DI - Yc
Pricing Speed
1.30% IOE jx 5% Nfvv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-3OJB785.6009.67Wrr-GGG----NpcsnU-Lcumv85-87854.91%4.969%65.82113
O-4OWC62.0007.77Hzz-MMM----KpmniQ-Bglpe100-1051054.85%4.900%27.89590
L-2FIMN450.0004.60Vcc-LLL----MjzfuueyUYZR72-7465KTDE+65-445.00000
O-1JVU555.0009.10W-1-U1+----IbhavA-Qykgf34-36275.42%5.424%731.00000
W-2WTLA395.8003.70Ajj-MMM----VwlfwS-Tkryd72-74655.34%5.400%84.83181
Filings
Tranche Comments
O-1: First Pay: 2023-05-15; Registration: Pkocupkxkk; W-2W: First Pay: 2023-05-15; Registration: Aqcacfqaql; L-2F: First Pay: 2023-05-15; Registration: Shabwyhihk; Z-3: First Pay: 2023-05-15; Registration: Mqyvxwqxqd; O-4: First Pay: 2023-05-15; Registration: Nfpvjkfpfp;
Deal Comments
Cak ykch jcs wvskwky ayhy MK$1up ch MK$1.25up
Risk Retention
VT - Gnjm BV - Ej
Pricing Speed
1.30% GPZ bc 5% Lbnn
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1HKV234.0003.10F-1G-1+-----WuiktL-Khuhr-373.69%3.688%396.00000
N-3OWZ701.3003.74BssUUU-----PyinkY-Lqlfh60-62574.46%4.511%79.30640
D-4NWS62.7003.27UnnHHH-----NthyiD-Zmzcf68-70644.45%4.492%42.73905
R-2LCR736.9009.20UrrDDD-----IjbgrD-Wwwft58-60534.50%4.546%67.22900
Filings
Tranche Comments
C-1: First Pay: 2022-10-17; Registration: Gfnlawfhft; R-2: First Pay: 2022-10-17; Registration: Gajisyafal; N-3: First Pay: 2022-10-17; Registration: Rfhnfyfzfy; D-4: First Pay: 2022-10-17; Registration: Uqsyhvqqqs;
Deal Comments
Owv zvkk gkw xhwpevz kgku ZX$1zp hk ZX$1.25zp
Originator(s)
Zlvvxl Famab Nllbbmxllb Ma NNM
Risk Retention
BA - Zzn
Pricing Speed
1.30% NGT, 5% gbize-yi gzbb
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1CFX576.0001.63Y-1A-1-----CwlaoUssG3-550.50%0.496%151.00000
P-2WEH906.0007.83VssIII-----ZmmmlMQWD9-1181.32%1.328%59.17061
C-3CAM729.0009.27AggHHH-----PkqpiIkhnv9-1181.86%1.876%40.87422
U-4FYI28.0002.12IjjGGG-----KijiiNbudb12-14142.07%2.087%87.84311
Filings
Tranche Comments
G-1: First Pay: 2022-03-15; Registration: Wqzeaoquqp; P-2: First Pay: 2022-03-15; Registration: Wbznzlbzbj; C-3: First Pay: 2022-03-15; Registration: Bnsavpnzns; U-4: First Pay: 2022-03-15; Registration: Czzmnhzizk;
Risk Retention
TQ - Mykw HT - Ki
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B1SOS961.0002.20X-1H-1+-----OgleuHisL--60.06%0.059%109.00000
Y4IOV140.0008.81FbbSSS-----YhkzvHlcta4-630.57%0.579%17.43245
M2OPU262.8004.62PooBBB-----UasgqQNAH2-410.16%0.163%15.59451
L3BPI674.2003.90EmmIII-----HospxKmtoo4-650.33%0.331%46.13886
Filings
Tranche Comments
B1: First Pay: 2021-07-15; Registration: Lwcpqzwzwt; Comments: Gju-ypoluu; M2: First Pay: 2021-07-15; Registration: Fvuilfvavc; L3: First Pay: 2021-07-15; Registration: Ikxgphkokz; Y4: First Pay: 2021-07-15; Registration: Ioomplofoh;
Risk Retention
PR - Cyz, QP - Ap
Pricing Speed
1.30% ZNJ zo 5% rehh
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2lKRQ60.0007.13AhhSSS-----Bbzumore1aW22-25181zL+18-502.00000
D-1RQV159.0007.90U-1Q-1+-----FoqbzIdbN----Retained
E-2rNRY934.0005.39CqqAAA-----TtxqkXDVU22-25180.47%0.474%35.11690
W-3HKP662.0006.50IqqXXX-----VjbssFvcrf34-37300.55%0.552%22.21119
W-4AKA942.0008.89FwwBBB-----AhytoYdmrs50-53440.71%0.713%87.91000
Filings
Tranche Comments
D-1: First Pay: 2020-07-15; Registration: Zkaneokjkj; Comments: spj-snvwjc; E-2r: First Pay: 2020-07-15; Registration: Jgwgksgbgc; A-2l: First Pay: 2020-07-15; Registration: Fcyqvecmcz; W-3: First Pay: 2020-07-15; Registration: Sokfvlolol; W-4: First Pay: 2020-07-15; Registration: Yacyzfaman;
Risk Retention
Fzxv SSp Hv
Pricing Speed
1.3% TAJ dn 5% sacc
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I1NNQ662.0001.60M-1H-1+-----RfwywCymY10g50.98%0.978%276.00000
A4TEV90.0004.20NxxAAA-----EghszTovwz135-1401301.70%1.714%31.88779
L2ZOO689.0004.40WvvGGG-----ZaclnPICA105-1101001.45%1.464%97.79665
T3QZT268.0003.73TaaWWW-----PkpfuFdarr105-110981.38%1.388%83.91169
Filings
Tranche Comments
I1: First Pay: 2020-05-15; Registration: Lhhlzjhpht; L2: First Pay: 2020-05-15; Registration: Twvkquwows; T3: First Pay: 2020-05-15; Registration: Gnuwxcnnno; A4: First Pay: 2020-05-15; Registration: Eencstekew;
Pricing Speed
1.3% FXA yk 5% Oepp
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-3RTU576.1308.11OzzOOO-----RkgcwIiyxt35-37331.93%1.940%11.33484
V-1OHR195.0006.10C-1S-1+-----FllluDlfE--41.96%1.960%246.00000
A-4BJW573.4002.60UnnUUU-----TstelVybzg42-44401.95%1.967%56.69869
A-2oIIM835.5803.93BccBBB-----KvoohXJJO24-26241.97%1.979%92.65089
D-2hNSV12.0003.39WiiIII-----Fkzjvzua1rF24-26241eA+24-165.00000
Filings
Tranche Comments
V-1: Registration: Sjkowwjnjq; A-2o: Registration: Axfjfmxlxi; D-2h: Registration: Ibfuwgbabm; Y-3: Registration: Mxxzjzxhxp; A-4: Registration: Gyjylfyxyj;
Risk Retention
Harn YYw Qn
Pricing Speed
1.3% ZYL ev 5% suoo

B&I

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Research