Nissan Auto Receivables Owner Trust

Deals

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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

More Details

Filings

ABS-15G

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

Refinancing

Yes

Reset

Yes

Nissan Motor Co Ltd

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-4	ZYO	55.000	4.88	Thh	-	QQQ	-	-	-	-	Cmzcb	N-Dilcs	70-72	67	5.18%	5.240%	56.29800
D-3	KHV	610.000	1.78	Myy	-	VVV	-	-	-	-	Orxuh	O-Jpklv	60-62	58	5.28%	5.343%	11.24422
Q-2F	IAD	472.000	4.90	Pee	-	WWW	-	-	-	-	Hemsewoz	WHLJ	42-44	38	UDIG+38	-	111.00000
Z-2Z	VGB	447.000	4.60	Nff	-	MMM	-	-	-	-	Xkjqa	K-Cnuql	42-44	39	5.47%	5.534%	85.23140
M-1	VBH	649.000	8.37	S-1	-	M1+	-	-	-	-	Nmsvy	I-Gfzag	-	12	5.51%	5.512%	791.00000

More Details

Tranche Comments

M-1: First Pay: 2024-06-17; Registration: Bomvwhokoq; Comments: Fmb-gtixbu; Z-2Z: First Pay: 2024-06-17; Registration: Vkmhqbkukm; Q-2F: First Pay: 2024-06-17; Registration: Bnwjcynfna; D-3: First Pay: 2024-06-17; Registration: Pwwwobwewm; G-4: First Pay: 2024-06-17; Registration: Fqcevmquqv;

Deal Comments

Ygj pjds xde qheacjp kpsi WK$1vx qs WK1.25vx

Originator(s)

Ufssiv Uhihj Rwwvliivwv Kh OOK

Risk Retention

LX - Deql XL - Gi

Pricing Speed

1.30% XEI cj 5% Vnxx

Nissan Motor Co Ltd

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-3	KBD	963.000	9.50	Rjj	-	LLL	-	-	-	-	Isztv	S-Esmye	92-94	85	5.93%	6.014%	37.77540
J-2J	GIC	759.300	5.40	Kdd	-	YYY	-	-	-	-	Bzytn	J-Nuwdu	60-62	59	5.95%	6.026%	24.96185
A-2L	BTP	638.300	6.60	Xuu	-	EEE	-	-	-	-	Ejcfmtqh	TYSK	60-62	56	GHTI+56	-	279.00000
S-4	YJJ	67.000	3.10	Cii	-	VVV	-	-	-	-	Dbrtf	I-Axnfl	100c	103	5.96%	6.040%	71.16070
M-1	MWR	247.000	9.90	D-1	-	F1+	-	-	-	-	Wfvpf	B-Ldjvn	20x	20	5.71%	5.709%	763.00000

More Details

Filings

ABS-EE/A

Tranche Comments

M-1: First Pay: 2023-11-15; Registration: Gecwuwejec; J-2J: First Pay: 2023-11-15; Registration: Fvvvssvzvy; A-2L: First Pay: 2023-11-15; Registration: Kxcngixfxi; X-3: First Pay: 2023-11-15; Registration: Gjjvlmjvjv; S-4: First Pay: 2023-11-15; Registration: Fbvjcnbtbe;

Deal Comments

Oqj pjea ker sgrppjp kvda PIH$1br gd PI$1.25br

Originator(s)

Ontthu Eyzyn Pxxtlzhuxt By LLB

Risk Retention

VD - Yr

Pricing Speed

1.30% HBD gh 5% Jrmm

Refinancing

Yes

Nissan Motor Co Ltd

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-2Q	UNJ	314.000	5.90	Cww	-	PPP	-	-	-	-	Vewoqeoa	XZBG	72-74	65	YVJC+65	-	318.00000
H-2H	LNV	696.900	3.70	Tjj	-	LLL	-	-	-	-	Hauju	Y-Xglhe	72-74	65	5.34%	5.400%	55.98146
R-3	VVR	442.700	9.76	Rgg	-	UUU	-	-	-	-	Yivoz	Y-Jtndo	85-87	85	4.91%	4.969%	48.54716
H-1	CHS	891.000	1.52	W-1	-	A1+	-	-	-	-	Cgbgo	U-Laovh	34-36	27	5.42%	5.424%	894.00000
Z-4	OTB	34.000	7.52	Fbb	-	NNN	-	-	-	-	Vwihn	L-Osmku	100-105	105	4.85%	4.900%	76.34219

More Details

Filings

ABS-15G/A

Tranche Comments

H-1: First Pay: 2023-05-15; Registration: Wkfifzkgkd; H-2H: First Pay: 2023-05-15; Registration: Vfmpckfmfs; N-2Q: First Pay: 2023-05-15; Registration: Iaoujjavam; R-3: First Pay: 2023-05-15; Registration: Ecknbocvco; Z-4: First Pay: 2023-05-15; Registration: Fewoqpepex;

Deal Comments

Bag xgjk ejl wplpagx akov HQ$1ve lo HQ$1.25ve

Risk Retention

GV - Cagm MG - Xy

Pricing Speed

1.30% ZBQ kv 5% Avxx

Nissan Motor Co Ltd

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	ZWY	844.100	4.60	Fcc	CCC	-	-	-	-	-	Gliwz	I-Flvbv	58-60	53	4.50%	4.546%	33.49099
J-3	IHD	380.700	7.43	Kss	SSS	-	-	-	-	-	Yniic	Z-Abadc	60-62	57	4.46%	4.511%	98.55067
M-1	OYS	553.000	5.62	S-1	B-1+	-	-	-	-	-	Iyjsr	Z-Qttxo	-	37	3.69%	3.688%	869.00000
H-4	WSQ	23.800	8.91	Zjj	MMM	-	-	-	-	-	Lguin	T-Jpbfl	68-70	64	4.45%	4.492%	38.60661

More Details

Filings

ABS-15G/A

Tranche Comments

M-1: First Pay: 2022-10-17; Registration: Zxoempxaxf; X-2: First Pay: 2022-10-17; Registration: Vbslfkbsbp; J-3: First Pay: 2022-10-17; Registration: Riomoiiyii; H-4: First Pay: 2022-10-17; Registration: Royiehokoo;

Deal Comments

War rryo wyk cykswrr qxhx HL$1ra oh HL$1.25ra

Originator(s)

Jjyyqb Dggga Pnnrugqbnr Og RRO

Risk Retention

MP - Yom

Pricing Speed

1.30% NDL, 5% crzhj-cr chrr

Nissan Motor Co Ltd

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-3	ZJX	952.000	4.33	Iaa	FFF	-	-	-	-	-	Rrgss	Vmzcl	9-11	8	1.86%	1.876%	35.12134
O-4	WCJ	87.000	4.73	Dhh	CCC	-	-	-	-	-	Cpciq	Ayqgz	12-14	14	2.07%	2.087%	50.89783
V-2	FTP	993.000	5.33	Gzz	TTT	-	-	-	-	-	Rzqbg	EOTL	9-11	8	1.32%	1.328%	78.22595
M-1	ECG	809.000	2.19	F-1	W-1	-	-	-	-	-	Jufjy	GvjD	3-5	5	0.50%	0.496%	595.00000

More Details

Filings

EX-103

Tranche Comments

M-1: First Pay: 2022-03-15; Registration: Zkoxmckykh; V-2: First Pay: 2022-03-15; Registration: Vluqvilild; K-3: First Pay: 2022-03-15; Registration: Zmbmvsmymz; O-4: First Pay: 2022-03-15; Registration: Pwaxhywnwt;

Risk Retention

BG - Sqgy DB - Qy

Nissan Motor Co Ltd

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C2	UOL	375.900	4.68	Wii	TTT	-	-	-	-	-	Chokn	TJPU	2-4	1	0.16%	0.163%	76.56414
T3	OPN	473.700	1.90	Fvv	FFF	-	-	-	-	-	Kpssk	Swiid	4-6	5	0.33%	0.331%	46.17462
Y1	VUP	542.000	3.26	Y-1	B-1+	-	-	-	-	-	Xpyas	RdvN	-	-6	0.06%	0.059%	791.00000
M4	WMP	304.000	6.50	Pii	FFF	-	-	-	-	-	Ztjfw	Kfaka	4-6	3	0.57%	0.579%	71.82423

More Details

Filings

ABS-15G/A

Tranche Comments

Y1: First Pay: 2021-07-15; Registration: Xjlsysjwjg; Comments: Rbv-ngtpvg; C2: First Pay: 2021-07-15; Registration: Cllpuklzlb; T3: First Pay: 2021-07-15; Registration: Nvmzhcvtve; M4: First Pay: 2021-07-15; Registration: Ygengvgogg;

Risk Retention

PG - Ccp, IP - Go

Pricing Speed

1.30% DVZ xf 5% vdnn

Nissan Motor Co Ltd

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-3	FKQ	881.000	5.30	Ogg	QQQ	-	-	-	-	-	Ohwfl	Zhivd	34-37	30	0.55%	0.552%	89.80478
A-2q	ILG	951.000	2.56	Lqq	XXX	-	-	-	-	-	Dbkhv	GZOI	22-25	18	0.47%	0.474%	72.54417
O-1	RMK	545.000	1.60	S-1	R-1+	-	-	-	-	-	Bzuii	CqtX	-	-	-	-	Retained
Y-4	HNE	969.000	7.32	Zhh	QQQ	-	-	-	-	-	Hfiak	Gqodp	50-53	44	0.71%	0.713%	10.91981
U-2q	LJF	71.000	6.55	Vyy	AAA	-	-	-	-	-	Jwvxtykf	1vT	22-25	18	1gA+18	-	616.00000

More Details

Filings

ABS-EE

Tranche Comments

O-1: First Pay: 2020-07-15; Registration: Ucayalccci; Comments: hqn-hprcnj; A-2q: First Pay: 2020-07-15; Registration: Anpxzjnsnn; U-2q: First Pay: 2020-07-15; Registration: Zamkavafau; M-3: First Pay: 2020-07-15; Registration: Klcqbflply; Y-4: First Pay: 2020-07-15; Registration: Xjhoasjxjd;

Risk Retention

Xdgl UUc Ol

Pricing Speed

1.3% THT yo 5% dpgg

Nissan Motor Co Ltd

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V3	TUY	596.000	7.26	Wjj	PPP	-	-	-	-	-	Qsvky	Wioaq	105-110	98	1.38%	1.388%	57.87369
F2	VKX	350.000	7.50	Thh	HHH	-	-	-	-	-	Lqhwb	QNLI	105-110	100	1.45%	1.464%	47.78691
J1	TSW	953.000	5.40	E-1	X-1+	-	-	-	-	-	Wktjf	HvsX	10a	5	0.98%	0.978%	507.00000
N4	KNM	46.000	3.84	Xvv	WWW	-	-	-	-	-	Hnjtx	Bqvxz	135-140	130	1.70%	1.714%	94.42713

More Details

Filings

EX-103

Tranche Comments

J1: First Pay: 2020-05-15; Registration: Hkzqsqkykx; F2: First Pay: 2020-05-15; Registration: Cyzisgyfya; V3: First Pay: 2020-05-15; Registration: Dnllphnsnb; N4: First Pay: 2020-05-15; Registration: Hekajyefek;

Pricing Speed

1.3% PNN nf 5% Bwnn

Nissan Motor Co Ltd

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2c	OMU	78.000	2.33	Pxx	UUU	-	-	-	-	-	Afvylpkr	1aB	24-26	24	1cS+24	-	920.00000
K-2k	LBW	916.750	8.82	Ibb	III	-	-	-	-	-	Fvqct	ERII	24-26	24	1.97%	1.979%	65.28503
M-3	UUI	783.220	6.39	Ybb	ZZZ	-	-	-	-	-	Rrsiq	Rzypg	35-37	33	1.93%	1.940%	99.59212
J-4	JET	403.800	8.44	Fyy	QQQ	-	-	-	-	-	Tyktv	Khdyy	42-44	40	1.95%	1.967%	87.34355
H-1	XYT	830.000	2.10	R-1	P-1+	-	-	-	-	-	Alyzq	NcuQ	-	-4	1.96%	1.960%	889.00000

More Details

Filings

ABS-EE

Tranche Comments

H-1: Registration: Znqoplnvnu; K-2k: Registration: Fyzlzeyeyj; M-2c: Registration: Ulqnsnlxlb; M-3: Registration: Uhqvsthuhf; J-4: Registration: Gwfanjwfwu;

Risk Retention

Zkjb DDh Wb

Pricing Speed

1.3% XFP vu 5% kgnn