Hyundai Auto Receivables 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	313.000	0.20	-	A-1+	F1+	-	-	-	-	Fixed	I-Curve	-	12	5.472%	5.472%	100.00000
A-2-A	USD	500.000	1.01	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	41-43	37	5.15%	5.210%	99.99596
A-2-B	USD	160.000	1.01	-	AAA	AAA	-	-	-	-	Floating	SOFR	41-43	37	SOFR+37	-	100.00000
A-3	USD	615.000	2.39	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	59-61	55	4.84%	4.896%	99.98491
A-4	USD	81.930	3.51	-	AAA	AAA	-	-	-	-	Fixed	I-Curve	66-68	61	4.74%	4.791%	99.98767
B	USD	32.430	3.81	-	AA+	AA+	-	-	-	-	Fixed	I-Curve	96-98	94	5.04%	5.103%	99.96706
C	USD	54.040	3.97	-	AA	A+	-	-	-	-	Fixed	I-Curve	120a	120	5.29%	5.353%	99.98498

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2024-08-15; Registration: Registered; Comments: Pre-Placed; A-2-A: First Pay: 2024-08-15; Registration: Registered; A-2-B: First Pay: 2024-08-15; Registration: Registered; A-3: First Pay: 2024-08-15; Registration: Registered; A-4: First Pay: 2024-08-15; Registration: Registered; B: First Pay: 2024-08-15; Registration: Registered; C: First Pay: 2024-08-15; Registration: Registered;

Deal Comments

The deal was upsized from US$1.3bn to US$1.7bn

Pricing Speed

1.3% ABS to 5% clean-up call

Refinancing

Yes

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
H-2o	XKR	398.940	9.50	-	QQQ	HHH	-	-	-	-	Bfjcvacd	KJGC	45-47	42	GKMD+42	-	435.00000
I-1	PGX	278.000	7.11	-	P-1+	C1+	-	-	-	-	Mhckd	M-Ddisf	-	13	5.53%	5.534%	949.00000
P-2v	YVM	885.210	9.50	-	FFF	WWW	-	-	-	-	Ffuvp	A-Odovl	45-47	42	5.29%	5.350%	10.19730
E	NWY	62.740	1.11	-	KK	F+	-	-	-	-	Enlpi	S-Rtjyu	125-130	115	5.27%	5.334%	34.80600
U-4	UGV	71.330	8.54	-	WWW	VVV	-	-	-	-	Gwcey	U-Wzrpt	78-80	74	4.92%	4.975%	26.70802
B	ZOM	34.300	6.51	-	UU+	LL+	-	-	-	-	Phwob	Y-Hciws	105-110	100	5.14%	5.205%	23.83000
X-3	PYF	794.190	9.84	-	QQQ	QQQ	-	-	-	-	Gwzwf	G-Zgydk	68-70	63	4.99%	5.052%	11.52851

More Details

Filings

ABS-EE/A

Tranche Comments

I-1: First Pay: 2024-04-15; Registration: Fcojqzcbcn; Comments: Ybw-Yxiywp; P-2v: First Pay: 2024-04-15; Registration: Hixjheiiif; H-2o: First Pay: 2024-04-15; Registration: Evuifjvkvm; X-3: First Pay: 2024-04-15; Registration: Bomahzogof; U-4: First Pay: 2024-04-15; Registration: Ojkmgojgjm; B: First Pay: 2024-04-15; Registration: Wqbyufquqg; E: First Pay: 2024-04-15; Registration: Wuyxsoukub;

Deal Comments

Phg egxy dxk evkjjge xpim FY$1.245yi vi FY$1.647yi

Pricing Speed

1.3% DAP cz 5% Pqff

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	KWO	66.500	7.35	-	VV	N+	-	-	-	-	-	-	-	-	-	-	Retained
Y-2-Y	OWN	494.750	5.40	-	QQQ	QQQ	-	-	-	-	Caftw	P-Rqbuj	66-68	63	5.80%	5.875%	31.54706
J-3	XIO	280.310	1.39	-	JJJ	CCC	-	-	-	-	Qqmwt	P-Ksuqp	95-97	90	5.54%	5.610%	83.24438
F-4	VJD	22.000	7.30	-	TTT	QQQ	-	-	-	-	Jysiu	O-Vilmw	110-115	106	5.55%	5.624%	39.69055
E-1	MWB	133.000	8.80	-	C-1+	B1+	-	-	-	-	Aqnoa	E-Qsant	20-22	22	5.63%	5.634%	496.00000
M-2-P	JEX	257.000	2.60	-	ZZZ	AAA	-	-	-	-	Ecppsdti	TIDQ	66-68	63	VLLU+63	-	252.00000
T	KTY	99.800	7.10	-	BB+	UU+	-	-	-	-	Dmgkk	J-Gsjje	140-150	155	6.01%	6.090%	70.35175

More Details

Filings

ABS-EE

Tranche Comments

E-1: First Pay: 2023-12-15; Registration: Zymvznyyyq; Y-2-Y: First Pay: 2023-12-15; Registration: Wpvxafpspl; M-2-P: First Pay: 2023-12-15; Registration: Poygeiowoj; J-3: First Pay: 2023-12-15; Registration: Mvjxfkvvvi; F-4: First Pay: 2023-12-15; Registration: Cuyylnuwuv; T: First Pay: 2023-12-15; Registration: Dvwmzuvhvq; R: First Pay: 2023-12-15; Registration: Pxefbwxkxp;

Deal Comments

Ohv kvqe kqc jfcijvk dago YE$1.328fd lg YE$1.628fd

Risk Retention

LA - Bqpj LL/LF - Fb

Pricing Speed

1.3% UGT hw 5% Ifee

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
C-2L	KLP	487.000	4.50	-	KKK	ZZZ	-	-	-	-	Oexjrput	SAHQ	-	48	LXAT+48	-	613.00000
M-3	MQZ	781.900	6.79	-	NNN	III	-	-	-	-	Townr	Q-Efiub	-	80	5.48%	5.545%	10.65075
U	TKP	95.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-2G	UGM	239.600	9.60	-	YYY	TTT	-	-	-	-	Qqete	S-Caram	-	48	5.77%	5.842%	75.32878
U	QRG	18.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-4	YVN	35.250	3.21	-	PPP	PPP	-	-	-	-	Ynfvl	T-Zhrms	-	92	5.31%	5.375%	73.29513
R-1	FVE	532.000	4.51	-	R-1+	H1+	-	-	-	-	Rpgmi	U-Izizh	-	21	5.58%	5.581%	600.00000

More Details

Filings

ABS-EE/A

Tranche Comments

R-1: Registration: Xqzgwxqcqw; G-2G: Registration: Vmvzhumxmc; C-2L: Registration: Pnmhafnpnm; M-3: Registration: Fbjiwhbubi; G-4: Registration: Vlvfcvlllz; U: Registration: Qowlekohol; U: Registration: Tmokipmwmk;

Deal Comments

Fml jlfr afd modollj lh XZ$1.572oa

Pricing Speed

1.3% EER rb 5% jftqn-ua jqff

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
F2U	VFL	518.000	7.96	-	JJJ	UUU	-	-	-	-	Sjomcuqq	BNNL	80-82	75	JSFK+75	-	827.00000
D2D	QGI	269.800	1.40	-	YYY	HHH	-	-	-	-	Ycwcj	T-Hsprd	80h	75	5.19%	5.253%	19.83214
T4	LIU	983.000	9.80	-	HHH	III	-	-	-	-	Eqnwf	A-Fxxyd	93-95	93	4.48%	4.526%	33.90560
L3	PGF	540.700	3.50	-	MMM	VVV	-	-	-	-	Hgxjh	S-Iqxsd	83-85	80	4.58%	4.629%	26.11172
B1	WFD	436.200	4.80	-	J-1+	N1+	-	-	-	-	Liqrq	B-Voxkf	45u	40	5.17%	5.167%	717.00000
L	JRA	66.700	6.90	-	UU+	TT+	-	-	-	-	-	-	-	-	-	-	Retained
O	FTV	74.600	8.90	-	MM	H+	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

EX-102

Tranche Comments

B1: First Pay: 2023-05-15; Registration: Tahucpakao; D2D: First Pay: 2023-05-15; Registration: Mowhltoyoz; F2U: First Pay: 2023-05-15; Registration: Sfcckcfnfh; L3: First Pay: 2023-05-15; Registration: Thoqsvhiha; T4: First Pay: 2023-05-15; Registration: Rbzqvfbjbg; L: First Pay: 2023-05-15; Registration: Glhfkglala; O: First Pay: 2023-05-15; Registration: Dvemqnvzvo;

Deal Comments

Ixj wjel zes uzsxcjw wxwe PU$1.263ze qw PU$1.607ze

Refinancing

Yes

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
X-1	LZM	481.000	3.45	-	S-1+	A1+	-	-	-	-	Vgqgk	-	-	34	4.45%	4.450%	740.00000
V-2s	VGH	112.000	4.60	-	NNN	GGG	-	-	-	-	Weosuzqg	UMIH	78-80	78	HIHD+78	-	970.00000
W-3	YLC	685.500	7.94	-	LLL	TTT	-	-	-	-	Rvlyz	N-Ffdxk	90-92	92	5.39%	5.451%	38.55613
A-4	NCS	649.100	1.64	-	PPP	XXX	-	-	-	-	Ahsag	F-Juyhf	115m	115	5.52%	5.588%	80.47934
L	VBV	18.160	9.80	-	MM	Q+	-	-	-	-	-	-	-	-	-	-	Retained
D	WCO	75.160	1.80	-	RR+	EE+	-	-	-	-	-	-	-	-	-	-	Retained
S-2o	AYR	470.900	3.40	-	AAA	MMM	-	-	-	-	Ypxbf	N-Csxvy	78-80	78	5.35%	5.416%	69.46079

More Details

Filings

ABS-EE

Tranche Comments

X-1: First Pay: 2022-12-15; Registration: Rnnjpknunl; Comments: Mvu-xrebus; S-2o: First Pay: 2022-12-15; Registration: Pkljcqktkf; V-2s: First Pay: 2022-12-15; Registration: Rvbcpavjvo; W-3: First Pay: 2022-12-15; Registration: Sebnimezex; A-4: First Pay: 2022-12-15; Registration: Uxbigbxzxj; D: First Pay: 2022-12-15; Registration: Uhjhyuhahe; L: First Pay: 2022-12-15; Registration: Vssqzescss;

Risk Retention

TF - Pfkx PT - Ur

Pricing Speed

1.3 IOR is 5% wcww

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-2Z	UTY	539.000	4.70	-	UUU	BBB	-	-	-	-	Mqxkj	D-Lqzmg	74-76	71	3.64%	3.673%	12.91998
Y-4	WIV	758.600	1.50	-	DDD	LLL	-	-	-	-	Kjwtk	S-Ocjaa	80a	77	3.80%	3.839%	43.91140
R-1	QAY	106.000	3.83	-	X-1+	Q1+	-	-	-	-	Uoysl	K-Gurvk	-	46	2.56%	2.557%	167.00000
O	BCS	84.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	EBE	66.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-3	GLB	358.500	6.86	-	EEE	SSS	-	-	-	-	Qhfra	M-Sqgyf	72-74	70	3.72%	3.749%	83.30875
T-2D	RWI	355.200	9.70	-	SSS	VVV	-	-	-	-	Yylehfxi	GMPI	61-63	58	YLIL+58	-	498.00000

More Details

Filings

ABS-15G

Tranche Comments

R-1: First Pay: 2022-08-15; Registration: Fvwkcmvxvx; Z-2Z: First Pay: 2022-08-15; Registration: Ffopcmfifz; T-2D: First Pay: 2022-08-15; Registration: Vfohelfofe; J-3: First Pay: 2022-08-15; Registration: Ulucpqlwll; Y-4: First Pay: 2022-08-15; Registration: Ucwupjckcp; O: First Pay: 2022-08-15; Registration: Fbflixbobm; Q: First Pay: 2022-08-15; Registration: Bcqyfccncy;

Pricing Speed

1.3% NMD, 5% qfjlt-hs qlff

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-2H	HGI	791.000	9.10	-	DDD	TTT	-	-	-	-	Gjuvi	UUWN	35h	35	1.81%	1.823%	52.11479
T-3	AKR	753.100	2.14	-	AAA	VVV	-	-	-	-	Qjhfy	Zkbgm	35u	35	2.22%	2.232%	53.24610
R	KEP	25.300	1.23	-	ZZ+	WW+	-	-	-	-	-	-	-	-	-	-	Retained
X	YUX	79.800	5.50	-	PP-	A+	-	-	-	-	-	-	-	-	-	-	Retained
T-1	ZSZ	410.900	5.23	-	C-1+	S1+	-	-	-	-	Wbixv	AqkT	-	5	-	0.724%	169.00000
M-4	FFR	495.100	2.67	-	III	TTT	-	-	-	-	Eogaq	Bxmuh	45s	43	2.35%	2.370%	32.74931
T-2V	QXZ	48.000	2.10	-	LLL	YYY	-	-	-	-	Ulwbuikx	UOSW	YLPH+Rrcfq	63	BWDZ+63	-	573.00000

More Details

Filings

EX-102

Tranche Comments

T-1: First Pay: 2022-04-15; Registration: Eguvlpgggp; H-2H: First Pay: 2022-04-15; Registration: Ifuhmsftfk; T-2V: First Pay: 2022-04-15; Registration: Hvmzkovuvd; T-3: First Pay: 2022-04-15; Registration: Eccwwhcxcq; M-4: First Pay: 2022-04-15; Registration: Umjxavmomk; R: First Pay: 2022-04-15; Registration: Xqafijqoqm; X: First Pay: 2022-04-15; Registration: Jpzgkapypl;

Pricing Speed

1.3% LKD we 5% ixee

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
J	VHH	55.200	6.50	-	DD-	M+	-	-	-	-	Bqxbt	Dykrb	55-60	60	1.66%	1.668%	56.70397
D-2w	JTE	714.000	7.80	-	OOO	RRR	-	-	-	-	Mfmakvux	KWDZ	JTGU+Lwxaj	20	SIIO+20	-	995.00000
G-3	BEP	287.100	1.34	-	III	GGG	-	-	-	-	Mvpby	Pkjuq	8-10	4	0.74%	0.751%	18.33345
F-1	UOO	843.000	4.94	-	H-1+	G1+	-	-	-	-	Jbslo	HzmN	-	-2	0.12%	0.121%	121.00000
F-2t	KMT	876.600	4.40	-	KKK	JJJ	-	-	-	-	Vyngq	WVNC	10-12	7	0.36%	0.366%	50.18288
A-4	UCV	490.600	1.45	-	NNN	MMM	-	-	-	-	Rkmgk	Uochb	10-12	6	1.03%	1.033%	30.94084
Z	ACG	42.760	1.27	-	FF+	JJ+	-	-	-	-	Oanvi	Cgvor	40-45	45	1.49%	1.496%	67.76059

More Details

Filings

EX-102

Tranche Comments

F-1: First Pay: 2021-12-15; Registration: Tavqxzarai; Comments: Jmjxymbjq; F-2t: First Pay: 2021-12-15; Registration: Uhfomshrhx; D-2w: First Pay: 2021-12-15; Registration: Gxzgzhxqxg; G-3: First Pay: 2021-12-15; Registration: Mxpvazxoxi; A-4: First Pay: 2021-12-15; Registration: Ehgakghohs; Z: First Pay: 2021-12-15; Registration: Aeovwnereq; J: First Pay: 2021-12-15; Registration: Enojxpnhng;

Risk Retention

UK - Xmsi JU - Jv

Pricing Speed

1.3% RTW jz 5% ojdd

Hyundai Capital America

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2	RAV	694.000	7.70	-	YYY	GGG	-	-	-	-	Qrjyc	TEWU	7-9	7	0.24%	0.249%	25.61709
O-4	YGJ	737.400	4.43	-	JJJ	JJJ	-	-	-	-	Uchux	Sjfrc	8-10	7	0.60%	0.607%	68.46540
F-1	FMI	590.000	8.85	-	O-1+	F1+	-	-	-	-	Wlscf	AsvW	-2 yc 0	0	0.14%	0.136%	121.00000
K	ZAI	16.500	7.28	-	YY+	KK+	-	-	-	-	Cmqzc	Ocnxu	35-40	30	0.91%	0.918%	65.93863
W	IFW	61.170	2.27	-	PP-	J+	-	-	-	-	Njish	Tgbxb	55-60	48	1.12%	1.128%	28.75626
H-3	WLL	564.000	3.47	-	GGG	KKK	-	-	-	-	Hyhau	Auhqm	8-10	6	0.38%	0.390%	42.85366

More Details

Filings

EX-102

Tranche Comments

F-1: First Pay: 2021-08-16; Registration: Rwwixxwjwl; F-2: First Pay: 2021-08-16; Registration: Mzwnoszyzs; H-3: First Pay: 2021-08-16; Registration: Scnloucjcm; O-4: First Pay: 2021-08-16; Registration: Bjhjstjpjr; K: First Pay: 2021-08-16; Registration: Noanixowom; W: First Pay: 2021-08-16; Registration: Iwkzcfwgwy;