| 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 |
|---|
| D-2B | CEX | 649.000 | 4.60 | Dee | - | BBB | - | - | - | - | Vdhsuuce | LWWA | 42-44 | 38 | ETTV+38 | - | 292.00000 |
| L-2L | YZD | 346.000 | 8.50 | Wyy | - | NNN | - | - | - | - | Vybte | Z-Tnxmu | 42-44 | 39 | 5.47% | 5.534% | 89.81626 |
| K-4 | CZV | 39.000 | 5.80 | Gzz | - | YYY | - | - | - | - | Ahgop | Z-Oamds | 70-72 | 67 | 5.18% | 5.240% | 35.15600 |
| R-1 | YUQ | 115.000 | 2.31 | X-1 | - | W1+ | - | - | - | - | Vmmno | O-Lbjkg | - | 12 | 5.51% | 5.512% | 540.00000 |
| Y-3 | LKC | 632.000 | 4.42 | Byy | - | III | - | - | - | - | Kpavr | G-Ewtqr | 60-62 | 58 | 5.28% | 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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | NGB | 244.000 | 7.10 | F-1 | - | Q1+ | - | - | - | - | Phvri | J-Ffskt | 20f | 20 | 5.71% | 5.709% | 914.00000 |
| J-4 | RQF | 83.000 | 9.90 | Wff | - | NNN | - | - | - | - | Hwyly | I-Duozt | 100u | 103 | 5.96% | 6.040% | 87.35350 |
| R-3 | HOF | 149.000 | 4.40 | Ypp | - | DDD | - | - | - | - | Fypco | W-Kgjgc | 92-94 | 85 | 5.93% | 6.014% | 65.97370 |
| R-2R | OTC | 797.600 | 1.40 | Fkk | - | QQQ | - | - | - | - | Ornqq | M-Mgwfr | 60-62 | 59 | 5.95% | 6.026% | 77.53989 |
| G-2E | RAL | 400.300 | 4.20 | Taa | - | SSS | - | - | - | - | Sjkulbpu | HHTL | 60-62 | 56 | ZPMF+56 | - | 310.00000 |
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
Pricing Speed
1.30% IOE jx 5% Nfvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | OJB | 785.600 | 9.67 | Wrr | - | GGG | - | - | - | - | Npcsn | U-Lcumv | 85-87 | 85 | 4.91% | 4.969% | 65.82113 |
| O-4 | OWC | 62.000 | 7.77 | Hzz | - | MMM | - | - | - | - | Kpmni | Q-Bglpe | 100-105 | 105 | 4.85% | 4.900% | 27.89590 |
| L-2F | IMN | 450.000 | 4.60 | Vcc | - | LLL | - | - | - | - | Mjzfuuey | UYZR | 72-74 | 65 | KTDE+65 | - | 445.00000 |
| O-1 | JVU | 555.000 | 9.10 | W-1 | - | U1+ | - | - | - | - | Ibhav | A-Qykgf | 34-36 | 27 | 5.42% | 5.424% | 731.00000 |
| W-2W | TLA | 395.800 | 3.70 | Ajj | - | MMM | - | - | - | - | Vwlfw | S-Tkryd | 72-74 | 65 | 5.34% | 5.400% | 84.83181 |
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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | HKV | 234.000 | 3.10 | F-1 | G-1+ | - | - | - | - | - | Wuikt | L-Khuhr | - | 37 | 3.69% | 3.688% | 396.00000 |
| N-3 | OWZ | 701.300 | 3.74 | Bss | UUU | - | - | - | - | - | Pyink | Y-Lqlfh | 60-62 | 57 | 4.46% | 4.511% | 79.30640 |
| D-4 | NWS | 62.700 | 3.27 | Unn | HHH | - | - | - | - | - | Nthyi | D-Zmzcf | 68-70 | 64 | 4.45% | 4.492% | 42.73905 |
| R-2 | LCR | 736.900 | 9.20 | Urr | DDD | - | - | - | - | - | Ijbgr | D-Wwwft | 58-60 | 53 | 4.50% | 4.546% | 67.22900 |
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
Pricing Speed
1.30% NGT, 5% gbize-yi gzbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | CFX | 576.000 | 1.63 | Y-1 | A-1 | - | - | - | - | - | Cwlao | UssG | 3-5 | 5 | 0.50% | 0.496% | 151.00000 |
| P-2 | WEH | 906.000 | 7.83 | Vss | III | - | - | - | - | - | Zmmml | MQWD | 9-11 | 8 | 1.32% | 1.328% | 59.17061 |
| C-3 | CAM | 729.000 | 9.27 | Agg | HHH | - | - | - | - | - | Pkqpi | Ikhnv | 9-11 | 8 | 1.86% | 1.876% | 40.87422 |
| U-4 | FYI | 28.000 | 2.12 | Ijj | GGG | - | - | - | - | - | Kijii | Nbudb | 12-14 | 14 | 2.07% | 2.087% | 87.84311 |
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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | SOS | 961.000 | 2.20 | X-1 | H-1+ | - | - | - | - | - | Ogleu | HisL | - | -6 | 0.06% | 0.059% | 109.00000 |
| Y4 | IOV | 140.000 | 8.81 | Fbb | SSS | - | - | - | - | - | Yhkzv | Hlcta | 4-6 | 3 | 0.57% | 0.579% | 17.43245 |
| M2 | OPU | 262.800 | 4.62 | Poo | BBB | - | - | - | - | - | Uasgq | QNAH | 2-4 | 1 | 0.16% | 0.163% | 15.59451 |
| L3 | BPI | 674.200 | 3.90 | Emm | III | - | - | - | - | - | Hospx | Kmtoo | 4-6 | 5 | 0.33% | 0.331% | 46.13886 |
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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2l | KRQ | 60.000 | 7.13 | Ahh | SSS | - | - | - | - | - | Bbzumore | 1aW | 22-25 | 18 | 1zL+18 | - | 502.00000 |
| D-1 | RQV | 159.000 | 7.90 | U-1 | Q-1+ | - | - | - | - | - | Foqbz | IdbN | - | - | - | - | Retained |
| E-2r | NRY | 934.000 | 5.39 | Cqq | AAA | - | - | - | - | - | Ttxqk | XDVU | 22-25 | 18 | 0.47% | 0.474% | 35.11690 |
| W-3 | HKP | 662.000 | 6.50 | Iqq | XXX | - | - | - | - | - | Vjbss | Fvcrf | 34-37 | 30 | 0.55% | 0.552% | 22.21119 |
| W-4 | AKA | 942.000 | 8.89 | Fww | BBB | - | - | - | - | - | Ahyto | Ydmrs | 50-53 | 44 | 0.71% | 0.713% | 87.91000 |
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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | NNQ | 662.000 | 1.60 | M-1 | H-1+ | - | - | - | - | - | Rfwyw | CymY | 10g | 5 | 0.98% | 0.978% | 276.00000 |
| A4 | TEV | 90.000 | 4.20 | Nxx | AAA | - | - | - | - | - | Eghsz | Tovwz | 135-140 | 130 | 1.70% | 1.714% | 31.88779 |
| L2 | ZOO | 689.000 | 4.40 | Wvv | GGG | - | - | - | - | - | Zacln | PICA | 105-110 | 100 | 1.45% | 1.464% | 97.79665 |
| T3 | QZT | 268.000 | 3.73 | Taa | WWW | - | - | - | - | - | Pkpfu | Fdarr | 105-110 | 98 | 1.38% | 1.388% | 83.91169 |
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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | RTU | 576.130 | 8.11 | Ozz | OOO | - | - | - | - | - | Rkgcw | Iiyxt | 35-37 | 33 | 1.93% | 1.940% | 11.33484 |
| V-1 | OHR | 195.000 | 6.10 | C-1 | S-1+ | - | - | - | - | - | Flllu | DlfE | - | -4 | 1.96% | 1.960% | 246.00000 |
| A-4 | BJW | 573.400 | 2.60 | Unn | UUU | - | - | - | - | - | Tstel | Vybzg | 42-44 | 40 | 1.95% | 1.967% | 56.69869 |
| A-2o | IIM | 835.580 | 3.93 | Bcc | BBB | - | - | - | - | - | Kvooh | XJJO | 24-26 | 24 | 1.97% | 1.979% | 92.65089 |
| D-2h | NSV | 12.000 | 3.39 | Wii | III | - | - | - | - | - | Fkzjvzua | 1rF | 24-26 | 24 | 1eA+24 | - | 165.00000 |
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