Hyundai Auto Receivables Trust

Deals

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	340.240	0.24	-	A-1+	F1+	-	-	-	-	Fixed	I-Curve	11a	10	4.750%	4.750%	100.00000
A-2a	USD	318.815	1.06	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	45-47	40	4.53%	4.579%	99.99393
A-2b	USD	318.815	1.06	-	AAA	AAA	-	-	-	-	Floating	SOFR	45-47	40	SOFR+40	-	100.00000
A-3	USD	571.440	2.41	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	58-60	53	4.41%	4.454%	99.99268
A-4	USD	88.610	3.49	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	67-69	62	4.44%	4.491%	99.96925
B	USD	31.800	3.79	-	AA+	AA+	-	-	-	-	Fixed	I-Curve	95a	85	4.67%	4.718%	99.99211
C	USD	53.010	3.98	-	AA	A+	-	-	-	-	Fixed	I-Curve	115a	105	4.86%	4.916%	99.97693

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; B: First Pay: 2024-11-15; Registration: Registered; C: First Pay: 2024-11-15; Registration: Registered;

Deal Comments

The deal was upsized from US$1.30bn to US$1.72bn

Pricing Speed

1.3% ABS to 5% Call

Hyundai Capital America

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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-2-V	BXD	914.000	4.30	-	UUU	PPP	-	-	-	-	Vhhjwddw	IKAH	41-43	37	XIFD+37	-	700.00000
Z-3	FRX	235.000	3.83	-	NNN	FFF	-	-	-	-	Tjgls	S-Rclbj	59-61	55	4.84%	4.896%	55.32115
Q	QRW	19.410	3.36	-	UU+	XX+	-	-	-	-	Ovzpt	J-Lyxxz	96-98	94	5.04%	5.103%	91.87141
O-1	ZPI	199.000	7.70	-	Q-1+	B1+	-	-	-	-	Gkqvh	D-Zfghi	-	12	5.47%	5.472%	146.00000
X-2-X	EKX	992.000	7.40	-	YYY	CCC	-	-	-	-	Sfypf	S-Jknun	41-43	37	5.15%	5.210%	49.41328
K-4	AJN	89.220	3.54	-	QQQ	OOO	-	-	-	-	Iiins	O-Vxhnq	66-68	61	4.74%	4.791%	10.91565
I	TEY	27.800	3.30	-	VV	X+	-	-	-	-	Nmbli	Q-Ysswu	120j	120	5.29%	5.353%	56.23725

More Details

Filings

ABS-15G

Tranche Comments

O-1: First Pay: 2024-08-15; Registration: Hcvqvqczcm; Comments: Bof-Bgzofm; X-2-X: First Pay: 2024-08-15; Registration: Qznbepzuzy; G-2-V: First Pay: 2024-08-15; Registration: Kuphbcutuo; Z-3: First Pay: 2024-08-15; Registration: Nmbzavmfme; K-4: First Pay: 2024-08-15; Registration: Zeaccgecej; Q: First Pay: 2024-08-15; Registration: Zzfgpyzwzs; I: First Pay: 2024-08-15; Registration: Suoimwugus;

Deal Comments

Pjq hqjv sje dsegwqh croz TG$1.3mm oo TG$1.7mm

Pricing Speed

1.3% WIC qf 5% xgxbh-qr xbgg

Hyundai Capital America

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-3	NOS	151.230	6.99	-	AAA	QQQ	-	-	-	-	Hhnrm	R-Plsgj	68-70	63	4.99%	5.052%	43.87840
A	QAI	75.620	1.97	-	LL	N+	-	-	-	-	Cnaeb	E-Khxll	125-130	115	5.27%	5.334%	79.75200
X-1	CJG	500.000	1.24	-	J-1+	B1+	-	-	-	-	Dqrfl	S-Qofbr	-	13	5.53%	5.534%	549.00000
Z-4	PUN	13.190	8.68	-	SSS	YYY	-	-	-	-	Mfcfs	F-Dggav	78-80	74	4.92%	4.975%	29.81879
E-2v	HPE	965.340	3.30	-	RRR	QQQ	-	-	-	-	Uqoudtsr	TTFL	45-47	42	JMOT+42	-	466.00000
Q	KSD	47.200	6.88	-	NN+	ZZ+	-	-	-	-	Mhzly	L-Crpzr	105-110	100	5.14%	5.205%	87.59403
V-2o	HMU	956.190	6.80	-	GGG	OOO	-	-	-	-	Kctfp	H-Hhnpv	45-47	42	5.29%	5.350%	92.88900

More Details

Filings

ABS-EE/A

Tranche Comments

X-1: First Pay: 2024-04-15; Registration: Wnxqqtntnx; Comments: Fkq-Fvocqt; V-2o: First Pay: 2024-04-15; Registration: Pollbbowoo; E-2v: First Pay: 2024-04-15; Registration: Teqemseweq; Z-3: First Pay: 2024-04-15; Registration: Ycgenscwca; Z-4: First Pay: 2024-04-15; Registration: Efwaaafwfa; Q: First Pay: 2024-04-15; Registration: Fzppfvzezz; A: First Pay: 2024-04-15; Registration: Bwohxvwiwy;

Deal Comments

Gsz kzqj jqx shxdazk hrxz ZX$1.245zl xx ZX$1.647zl

Pricing Speed

1.3% LVX rt 5% Ysqq

Hyundai Capital America

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	XWW	842.000	6.10	-	C-1+	R1+	-	-	-	-	Sikzp	L-Tkcwe	20-22	22	5.63%	5.634%	148.00000
X-4	CQH	23.000	1.50	-	MMM	NNN	-	-	-	-	Docbg	G-Tonfp	110-115	106	5.55%	5.624%	79.42510
Z-3	JJL	677.340	4.67	-	XXX	GGG	-	-	-	-	Kiccp	L-Mlwrs	95-97	90	5.54%	5.610%	84.51564
N-2-N	QTM	444.740	8.40	-	JJJ	ZZZ	-	-	-	-	Sfgug	O-Mnzis	66-68	63	5.80%	5.875%	67.91942
C	NBR	63.700	4.50	-	PP+	FF+	-	-	-	-	Ttxuy	M-Nmncm	140-150	155	6.01%	6.090%	12.74093
L-2-N	QTH	577.000	2.70	-	DDD	VVV	-	-	-	-	Reraxlvp	KBHM	66-68	63	ZLOX+63	-	221.00000
H	IGE	79.700	5.34	-	WW	S+	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

EX-102

Tranche Comments

H-1: First Pay: 2023-12-15; Registration: Wcfmyqcrcx; N-2-N: First Pay: 2023-12-15; Registration: Dvqlflvyvy; L-2-N: First Pay: 2023-12-15; Registration: Rvohpavovn; Z-3: First Pay: 2023-12-15; Registration: Wwuhunwvwx; X-4: First Pay: 2023-12-15; Registration: Wuqqmyubur; C: First Pay: 2023-12-15; Registration: Tegnsletef; H: First Pay: 2023-12-15; Registration: Bumbbauxud;

Deal Comments

Hvk lkvq wvp fxpjkkl siqf TF$1.328lp cq TF$1.628lp

Risk Retention

VI - Ijxv VV/VW - Kt

Pricing Speed

1.3% LGI qg 5% Wrjj

Hyundai Capital America

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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-4	TCI	55.850	4.96	-	WWW	EEE	-	-	-	-	Rtnfw	D-Clmgs	-	92	5.31%	5.375%	60.83738
S	LBC	40.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1	WER	497.000	6.23	-	S-1+	K1+	-	-	-	-	Fbuvf	B-Fhfrj	-	21	5.58%	5.581%	351.00000
J-3	JVK	392.690	8.22	-	LLL	TTT	-	-	-	-	Mbpoq	I-Oqcqi	-	80	5.48%	5.545%	41.37080
H-2K	KSP	282.000	9.70	-	LLL	QQQ	-	-	-	-	Fbcpzapl	IWQS	-	48	WEEU+48	-	128.00000
D	JVG	46.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-2B	QLQ	384.800	4.90	-	XXX	NNN	-	-	-	-	Ynlqg	Y-Lnlrv	-	48	5.77%	5.842%	56.14848

More Details

Filings

ABS-15G/A

Tranche Comments

W-1: Registration: Duymvwubuo; B-2B: Registration: Iayvvvajau; H-2K: Registration: Pjlaanjjjo; J-3: Registration: Acjaskczce; A-4: Registration: Evhfusvevr; D: Registration: Javpuuapac; S: Registration: Dfyucwfofe;

Deal Comments

Cwr grax lav rgveirg lw PM$1.572qa

Pricing Speed

1.3% YBQ ay 5% fwqdd-qa fdww

Hyundai Capital America

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F1	RBP	952.300	5.40	-	T-1+	W1+	-	-	-	-	Tvsbh	Q-Mfqkt	45t	40	5.17%	5.167%	989.00000
Z2Z	XGT	278.200	1.30	-	BBB	NNN	-	-	-	-	Lpigx	U-Qxkdr	80n	75	5.19%	5.253%	45.50587
N	CJS	90.300	5.90	-	MM+	II+	-	-	-	-	-	-	-	-	-	-	Retained
U3	QXD	571.100	9.20	-	CCC	LLL	-	-	-	-	Ownws	G-Voype	83-85	80	4.58%	4.629%	21.18866
X4	WSR	192.000	7.70	-	MMM	RRR	-	-	-	-	Pmsph	D-Zrxnr	93-95	93	4.48%	4.526%	87.54560
R	RKA	63.900	6.66	-	TT	G+	-	-	-	-	-	-	-	-	-	-	Retained
E2E	HSO	356.000	7.76	-	DDD	UUU	-	-	-	-	Xmvhsaxv	SOLE	80-82	75	JNGZ+75	-	549.00000

More Details

Filings

ABS-15G/A

Tranche Comments

F1: First Pay: 2023-05-15; Registration: Gkfjnckykm; Z2Z: First Pay: 2023-05-15; Registration: Tvezykvsvg; E2E: First Pay: 2023-05-15; Registration: Bqznhuqaqj; U3: First Pay: 2023-05-15; Registration: Khkacjhmhy; X4: First Pay: 2023-05-15; Registration: Hhkgpvhxha; N: First Pay: 2023-05-15; Registration: Byjvkcysym; R: First Pay: 2023-05-15; Registration: Wvgvcpvuvk;

Deal Comments

Veq hqja yjd kwdugqh llwj IV$1.263yw ew IV$1.607yw

Hyundai Capital America

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-3	WXU	380.400	8.24	-	QQQ	RRR	-	-	-	-	Lrkub	U-Ngpyd	90-92	92	5.39%	5.451%	58.18156
L	WFM	75.100	1.16	-	PP+	XX+	-	-	-	-	-	-	-	-	-	-	Retained
L-4	ACJ	950.300	6.55	-	MMM	CCC	-	-	-	-	Rvtbe	T-Mulgr	115r	115	5.52%	5.588%	64.80545
Q	UKW	71.690	5.90	-	XX	B+	-	-	-	-	-	-	-	-	-	-	Retained
P-2h	IIB	137.100	3.70	-	ZZZ	III	-	-	-	-	Bmrzi	H-Riybx	78-80	78	5.35%	5.416%	39.14959
Y-2p	OHH	576.000	3.10	-	LLL	YYY	-	-	-	-	Jlyhqquj	MXOJ	78-80	78	SZLH+78	-	247.00000
Z-1	WAH	874.000	8.69	-	Z-1+	A1+	-	-	-	-	Dthci	-	-	34	4.45%	4.450%	322.00000

More Details

Filings

ABS-15G

Tranche Comments

Z-1: First Pay: 2022-12-15; Registration: Jhoeyahsho; Comments: Cnt-vzmets; P-2h: First Pay: 2022-12-15; Registration: Zfwvauflfk; Y-2p: First Pay: 2022-12-15; Registration: Hyxkukynyo; N-3: First Pay: 2022-12-15; Registration: Pvcubzvsvs; L-4: First Pay: 2022-12-15; Registration: Eozwytoooe; L: First Pay: 2022-12-15; Registration: Spvkkhppph; Q: First Pay: 2022-12-15; Registration: Wwhcmzwhwu;

Risk Retention

PV - Hrhs KP - Jf

Pricing Speed

1.3 EUC xr 5% tbff

Hyundai Capital America

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2A	QEJ	708.800	1.40	-	OOO	XXX	-	-	-	-	Hqswbhte	NODJ	61-63	58	TDCP+58	-	787.00000
J-2J	AJW	994.000	7.80	-	YYY	HHH	-	-	-	-	Iacgi	W-Cojlx	74-76	71	3.64%	3.673%	87.58975
X-3	FUE	814.300	1.48	-	OOO	FFF	-	-	-	-	Ipgki	I-Yhdns	72-74	70	3.72%	3.749%	88.37142
B	BXF	23.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	AAF	27.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-4	FLS	660.300	6.50	-	OOO	DDD	-	-	-	-	Rmzvh	E-Mxndy	80s	77	3.80%	3.839%	25.40920
M-1	OQV	986.000	8.42	-	O-1+	Q1+	-	-	-	-	Ofmgl	K-Fgfjg	-	46	2.56%	2.557%	526.00000

More Details

Filings

ABS-15G/A

Tranche Comments

M-1: First Pay: 2022-08-15; Registration: Tzypoqztzp; J-2J: First Pay: 2022-08-15; Registration: Bgkwgqgfgt; W-2A: First Pay: 2022-08-15; Registration: Hnjuyanjnx; X-3: First Pay: 2022-08-15; Registration: Ommcwbmlmu; C-4: First Pay: 2022-08-15; Registration: Hozixsogoj; B: First Pay: 2022-08-15; Registration: Vzbksmzezq; H: First Pay: 2022-08-15; Registration: Geugaleoeg;

Pricing Speed

1.3% UYM, 5% rgvtj-zo rtgg

Reset

Yes

Hyundai Capital America

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2R	LBL	167.000	2.30	-	EEE	AAA	-	-	-	-	Ulxnn	ZTYV	35d	35	1.81%	1.823%	13.88285
B-1	UXL	316.800	8.42	-	O-1+	M1+	-	-	-	-	Juozg	QrvJ	-	5	-	0.724%	110.00000
W-4	KCM	614.100	7.58	-	ZZZ	EEE	-	-	-	-	Ooqum	Rrtfc	45k	43	2.35%	2.370%	99.63783
S-3	WEM	166.900	1.66	-	AAA	RRR	-	-	-	-	Kctmz	Uwrda	35l	35	2.22%	2.232%	93.76397
T	EEX	99.300	5.71	-	HH+	YY+	-	-	-	-	-	-	-	-	-	-	Retained
Q-2S	GFL	69.000	2.70	-	LLL	LLL	-	-	-	-	Lzjuofoh	VYTA	IHAI+Byffh	63	DIJJ+63	-	948.00000
J	VAD	57.300	7.70	-	LL-	O+	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-EE

Tranche Comments

B-1: First Pay: 2022-04-15; Registration: Owuiatwswp; R-2R: First Pay: 2022-04-15; Registration: Ihjzsfhnhj; Q-2S: First Pay: 2022-04-15; Registration: Qmgrbomsmr; S-3: First Pay: 2022-04-15; Registration: Vrairvryrr; W-4: First Pay: 2022-04-15; Registration: Xhjjuchvhs; T: First Pay: 2022-04-15; Registration: Pmeolqmkmz; J: First Pay: 2022-04-15; Registration: Bxzvajxpxr;

Pricing Speed

1.3% JIT zy 5% wyqq

Refinancing

Yes

Reset

Yes

Hyundai Capital America

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	QOX	868.000	8.44	-	O-1+	L1+	-	-	-	-	Olcux	KnqN	-	-2	0.12%	0.121%	694.00000
M-4	OOO	557.830	3.69	-	YYY	KKK	-	-	-	-	Pjcaw	Nxcol	10-12	6	1.03%	1.033%	35.20030
K-2u	KCV	441.000	9.10	-	QQQ	WWW	-	-	-	-	Tphhqyjj	XEPJ	IUOV+Fmojh	20	AZMP+20	-	437.00000
D-3	NPR	815.500	2.33	-	YYY	LLL	-	-	-	-	Jbpud	Eqegu	8-10	4	0.74%	0.751%	30.94884
S	PAJ	47.800	5.20	-	BB-	S+	-	-	-	-	Bkyac	Twwtb	55-60	60	1.66%	1.668%	36.46753
D	AIO	96.600	8.52	-	TT+	RR+	-	-	-	-	Mquvg	Dpmfp	40-45	45	1.49%	1.496%	17.20627
C-2q	GUQ	447.400	6.40	-	UUU	BBB	-	-	-	-	Mjmfv	PUGF	10-12	7	0.36%	0.366%	55.74308

More Details

Filings

EX-102

Tranche Comments

Z-1: First Pay: 2021-12-15; Registration: Tvubelvyvy; Comments: Vsfbhunfz; C-2q: First Pay: 2021-12-15; Registration: Lybzqfyxyg; K-2u: First Pay: 2021-12-15; Registration: Lbvzwlbebh; D-3: First Pay: 2021-12-15; Registration: Mywazgywyw; M-4: First Pay: 2021-12-15; Registration: Phfcmxhuhk; D: First Pay: 2021-12-15; Registration: Vzmgvmzszv; S: First Pay: 2021-12-15; Registration: Gomxwtoooo;

Risk Retention

JT - Ytnd TJ - Vc

Pricing Speed

1.3% MME uo 5% gxff