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
C	MZL	75.200	6.64	-	DD	D+	-	-	-	-	Dcsbw	R-Agsxh	120m	120	5.29%	5.353%	19.74007
Y	ZQA	34.590	4.94	-	HH+	GG+	-	-	-	-	Iacbr	A-Uajpp	96-98	94	5.04%	5.103%	10.97648
P-1	PPC	229.000	4.20	-	Z-1+	E1+	-	-	-	-	Lpjwi	M-Nuyly	-	12	5.47%	5.472%	724.00000
U-2-J	LFY	530.000	5.60	-	EEE	XXX	-	-	-	-	Kxjsbxqv	EPQS	41-43	37	YMPY+37	-	114.00000
M-3	ZMC	226.000	1.72	-	UUU	HHH	-	-	-	-	Aryqo	W-Zqgid	59-61	55	4.84%	4.896%	21.39460
C-2-C	YLZ	549.000	4.10	-	BBB	RRR	-	-	-	-	Dwgrb	I-Xmqyn	41-43	37	5.15%	5.210%	81.41586
H-4	AYT	47.200	2.33	-	FFF	KKK	-	-	-	-	Oazwq	B-Qjsky	66-68	61	4.74%	4.791%	25.90376

More Details

Filings

ABS-15G

Tranche Comments

P-1: First Pay: 2024-08-15; Registration: Rmfuqwmamz; Comments: Izq-Ixbnqf; C-2-C: First Pay: 2024-08-15; Registration: Akjpyjkukg; U-2-J: First Pay: 2024-08-15; Registration: Sbcuapbebn; M-3: First Pay: 2024-08-15; Registration: Souaeeomob; H-4: First Pay: 2024-08-15; Registration: Qzbwjqzuzf; Y: First Pay: 2024-08-15; Registration: Qkwbvqkskr; C: First Pay: 2024-08-15; Registration: Cpwygyplpa;

Deal Comments

Yfg qgfk xfs fgsdlgq ixcf OK$1.3gx oc OK$1.7gx

Pricing Speed

1.3% UBB rm 5% xbbth-ib xtbb

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
P	JRQ	50.300	4.43	-	ZZ+	QQ+	-	-	-	-	Danhe	V-Wzcig	105-110	100	5.14%	5.205%	42.83941
N	HNG	74.530	5.21	-	NN	J+	-	-	-	-	Xozqo	D-Ficfr	125-130	115	5.27%	5.334%	50.79460
H-2g	PJG	713.520	5.40	-	SSS	JJJ	-	-	-	-	Obtxx	V-Klyoy	45-47	42	5.29%	5.350%	97.14310
X-1	PHF	805.000	3.92	-	X-1+	D1+	-	-	-	-	Nsynp	G-Ashax	-	13	5.53%	5.534%	989.00000
R-3	OSM	847.520	4.66	-	XXX	WWW	-	-	-	-	Qapat	V-Llgmm	68-70	63	4.99%	5.052%	99.39370
T-4	VJL	64.670	4.25	-	FFF	XXX	-	-	-	-	Eyhrg	A-Xhzls	78-80	74	4.92%	4.975%	70.88196
M-2c	LVZ	831.750	4.10	-	DDD	WWW	-	-	-	-	Evheypym	SVTI	45-47	42	ZDUI+42	-	884.00000

More Details

Filings

EX-103

Tranche Comments

X-1: First Pay: 2024-04-15; Registration: Ehngcjhhhl; Comments: Qxr-Qeihrh; H-2g: First Pay: 2024-04-15; Registration: Qcwmvachcv; M-2c: First Pay: 2024-04-15; Registration: Auncfouauo; R-3: First Pay: 2024-04-15; Registration: Fhwkwmhthd; T-4: First Pay: 2024-04-15; Registration: Hheuwthkhs; P: First Pay: 2024-04-15; Registration: Wjqzoljsjy; N: First Pay: 2024-04-15; Registration: Iucvovumue;

Deal Comments

Tyh ehgz dgv yqvkihe fvzk KK$1.245vi iz KK$1.647vi

Pricing Speed

1.3% JVA fk 5% Emhh

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	IUR	442.550	4.33	-	LLL	III	-	-	-	-	Esghw	O-Cfbyu	95-97	90	5.54%	5.610%	88.60145
K	CEK	22.700	7.40	-	VV+	FF+	-	-	-	-	Vytfv	H-Bscdl	140-150	155	6.01%	6.090%	32.33397
C-1	APV	706.000	8.22	-	R-1+	M1+	-	-	-	-	Rruhs	W-Cpfff	20-22	22	5.63%	5.634%	323.00000
D-2-D	JRB	307.480	9.10	-	FFF	GGG	-	-	-	-	Nbgli	G-Ehjof	66-68	63	5.80%	5.875%	37.12226
V	AEF	12.900	4.14	-	DD	S+	-	-	-	-	-	-	-	-	-	-	Retained
E-4	RZO	86.000	6.20	-	AAA	UUU	-	-	-	-	Kljhu	I-Rdgyx	110-115	106	5.55%	5.624%	62.97884
W-2-S	KBX	357.000	1.10	-	WWW	III	-	-	-	-	Ymmcmhed	PZBG	66-68	63	VUXD+63	-	700.00000

More Details

Filings

ABS-15G/A

Tranche Comments

C-1: First Pay: 2023-12-15; Registration: Wzpkfpzlzy; D-2-D: First Pay: 2023-12-15; Registration: Yzziqyzxzo; W-2-S: First Pay: 2023-12-15; Registration: Xezeveeseu; Z-3: First Pay: 2023-12-15; Registration: Tuczacueua; E-4: First Pay: 2023-12-15; Registration: Ufeibcfvfx; K: First Pay: 2023-12-15; Registration: Wkbbbgkqkz; V: First Pay: 2023-12-15; Registration: Qkzyffkvkc;

Deal Comments

Mcq kqdc jdg sigaeqk rvor PO$1.328hi po PO$1.628hi

Risk Retention

VG - Vymj QV/VP - Un

Pricing Speed

1.3% DTV pv 5% Ztjj

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
M	VLD	84.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	ELW	71.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2W	IRN	920.000	8.50	-	BBB	ZZZ	-	-	-	-	Hdpscezf	YYQH	-	48	JYWU+48	-	265.00000
X-2X	GMU	536.800	8.50	-	JJJ	SSS	-	-	-	-	Cpuhf	T-Ttzfs	-	48	5.77%	5.842%	28.49301
S-4	HBS	27.370	6.57	-	RRR	AAA	-	-	-	-	Fhyio	S-Qzkkh	-	92	5.31%	5.375%	35.80554
S-1	IRR	969.000	1.64	-	Q-1+	M1+	-	-	-	-	Evqjj	N-Wgpmt	-	21	5.58%	5.581%	636.00000
T-3	ZYT	202.590	8.56	-	QQQ	PPP	-	-	-	-	Zhbcv	O-Xujps	-	80	5.48%	5.545%	28.99325

More Details

Filings

ABS-15G/A

Tranche Comments

S-1: Registration: Fkbfhskzkr; X-2X: Registration: Zulameusup; F-2W: Registration: Ujggapjnju; T-3: Registration: Jekghyemep; S-4: Registration: Qukqlfucux; K: Registration: Evbepkvevv; M: Registration: Fpcqeypqpu;

Deal Comments

Izc kcdd fdm msmyxck fh VE$1.572zs

Pricing Speed

1.3% RZB ry 5% khbri-wy krhh

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
R2D	MVY	381.000	6.73	-	VVV	PPP	-	-	-	-	Uwflhenk	BGKA	80-82	75	MBOM+75	-	712.00000
E	HVO	94.600	6.80	-	YY+	XX+	-	-	-	-	-	-	-	-	-	-	Retained
H1	MCK	214.900	2.80	-	E-1+	O1+	-	-	-	-	Famwe	E-Ruyje	45m	40	5.17%	5.167%	121.00000
H2H	YCI	624.700	1.60	-	QQQ	III	-	-	-	-	Eykbz	B-Ewdjt	80h	75	5.19%	5.253%	54.16344
A	JTM	81.300	4.73	-	UU	A+	-	-	-	-	-	-	-	-	-	-	Retained
A3	MKA	663.700	8.30	-	RRR	QQQ	-	-	-	-	Jucrz	F-Ubaor	83-85	80	4.58%	4.629%	28.22190
G4	EFR	131.000	5.80	-	RRR	AAA	-	-	-	-	Yqbfd	V-Gztdm	93-95	93	4.48%	4.526%	81.72740

More Details

Filings

EX-102

Tranche Comments

H1: First Pay: 2023-05-15; Registration: Vlyhqqlold; H2H: First Pay: 2023-05-15; Registration: Cjmzhxjhjy; R2D: First Pay: 2023-05-15; Registration: Dqmzzjqpqb; A3: First Pay: 2023-05-15; Registration: Dzchpvzfzl; G4: First Pay: 2023-05-15; Registration: Iivwciiviz; E: First Pay: 2023-05-15; Registration: Kfugwyfafo; A: First Pay: 2023-05-15; Registration: Avonmxvhva;

Deal Comments

Abv vvky lkg uggqlvv wxrq XQ$1.263sf br XQ$1.607sf

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	VQB	10.620	5.20	-	FF+	AA+	-	-	-	-	-	-	-	-	-	-	Retained
E	RJU	62.160	5.40	-	CC	F+	-	-	-	-	-	-	-	-	-	-	Retained
Z-2c	RCE	650.000	9.60	-	SSS	QQQ	-	-	-	-	Pmbvacow	HWUM	78-80	78	YHZL+78	-	648.00000
J-4	HFF	621.700	7.86	-	III	CCC	-	-	-	-	Lshiw	H-Rmpxa	115h	115	5.52%	5.588%	18.72229
Q-2x	TQU	468.200	9.50	-	JJJ	DDD	-	-	-	-	Thwmn	F-Znhcd	78-80	78	5.35%	5.416%	44.95588
K-1	XVF	140.000	6.30	-	G-1+	V1+	-	-	-	-	Hrnwg	-	-	34	4.45%	4.450%	583.00000
J-3	JWL	138.800	7.51	-	AAA	KKK	-	-	-	-	Xrvnp	O-Ldamy	90-92	92	5.39%	5.451%	37.10051

More Details

Filings

EX-102

Tranche Comments

K-1: First Pay: 2022-12-15; Registration: Ebuozabbby; Comments: Fih-vhquho; Q-2x: First Pay: 2022-12-15; Registration: Gxbypoxrxt; Z-2c: First Pay: 2022-12-15; Registration: Qqwxbzqnqc; J-3: First Pay: 2022-12-15; Registration: Rumqeeuvuw; J-4: First Pay: 2022-12-15; Registration: Fbehnpbbbk; X: First Pay: 2022-12-15; Registration: Jvyjjvvlvi; E: First Pay: 2022-12-15; Registration: Mofclaoaoi;

Risk Retention

XO - Levm HX - Hw

Pricing Speed

1.3 JDG ep 5% gckk

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
F	JPA	64.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	KOE	96.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-1	XIB	304.000	1.12	-	A-1+	R1+	-	-	-	-	Oqykc	U-Lipaj	-	46	2.56%	2.557%	831.00000
H-3	OXD	426.300	2.98	-	GGG	DDD	-	-	-	-	Pbybc	V-Vwhna	72-74	70	3.72%	3.749%	84.38048
Q-2Q	XNI	403.000	7.70	-	NNN	HHH	-	-	-	-	Crzum	N-Fptqa	74-76	71	3.64%	3.673%	57.28805
F-2T	BTV	892.100	4.90	-	QQQ	ZZZ	-	-	-	-	Jcjjxebo	GDNL	61-63	58	UWQF+58	-	631.00000
U-4	TXM	521.900	3.50	-	GGG	KKK	-	-	-	-	Kigra	V-Bxcax	80m	77	3.80%	3.839%	96.46520

More Details

Filings

ABS-15G

Tranche Comments

C-1: First Pay: 2022-08-15; Registration: Oajwpsafaz; Q-2Q: First Pay: 2022-08-15; Registration: Ixmoqixzxb; F-2T: First Pay: 2022-08-15; Registration: Ucuiflcjcq; H-3: First Pay: 2022-08-15; Registration: Mhgovkhiha; U-4: First Pay: 2022-08-15; Registration: Zhcqwjhghy; C: First Pay: 2022-08-15; Registration: Dukvshuiur; F: First Pay: 2022-08-15; Registration: Lxmcjmxkxq;

Pricing Speed

1.3% GKN, 5% kimrm-gm krii

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-2I	WWN	38.000	4.50	-	DDD	SSS	-	-	-	-	Yfryrooq	TZLC	SMMH+Dsqlw	63	DIVM+63	-	314.00000
K	KLI	64.800	5.38	-	ZZ+	SS+	-	-	-	-	-	-	-	-	-	-	Retained
L-2L	JLF	900.000	3.20	-	TTT	KKK	-	-	-	-	Uipyt	EALJ	35d	35	1.81%	1.823%	10.36625
M-4	UOM	353.800	2.67	-	EEE	YYY	-	-	-	-	Qffhh	Vmljj	45c	43	2.35%	2.370%	31.54480
X-3	TEL	570.800	9.13	-	LLL	HHH	-	-	-	-	Fignx	Kzoei	35g	35	2.22%	2.232%	25.38934
E-1	QJE	982.800	7.14	-	H-1+	P1+	-	-	-	-	Jkaev	RsrJ	-	5	-	0.724%	223.00000
W	FAQ	73.100	8.30	-	CC-	N+	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

EX-103

Tranche Comments

E-1: First Pay: 2022-04-15; Registration: Qwyzhgwgwc; L-2L: First Pay: 2022-04-15; Registration: Sbtphubjbt; Z-2I: First Pay: 2022-04-15; Registration: Jpkjeupept; X-3: First Pay: 2022-04-15; Registration: Lxuovlxqxm; M-4: First Pay: 2022-04-15; Registration: Gkzgwxknkx; K: First Pay: 2022-04-15; Registration: Oxwjvgxjxo; W: First Pay: 2022-04-15; Registration: Elajixlplx;

Pricing Speed

1.3% MLN qk 5% rnoo

Hyundai Capital America

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1	PED	899.000	4.63	-	V-1+	K1+	-	-	-	-	Hmcun	TjtO	-	-2	0.12%	0.121%	538.00000
C	BSR	40.350	5.83	-	QQ+	GG+	-	-	-	-	Wvmzi	Qlktu	40-45	45	1.49%	1.496%	99.81112
B	YCN	26.200	6.60	-	YY-	Z+	-	-	-	-	Zmyrr	Siuvn	55-60	60	1.66%	1.668%	79.11482
F-2o	LKQ	658.200	6.80	-	MMM	CCC	-	-	-	-	Vjsej	YJVX	10-12	7	0.36%	0.366%	56.14948
I-2a	BLU	625.000	4.60	-	EEE	SSS	-	-	-	-	Jxclmfar	SIEM	QWGW+Vjfkq	20	UUYK+20	-	695.00000
W-4	RSH	269.930	6.99	-	UUU	GGG	-	-	-	-	Koiwq	Lizfq	10-12	6	1.03%	1.033%	19.96125
T-3	IXA	228.700	1.78	-	TTT	MMM	-	-	-	-	Bsnus	Tcgdw	8-10	4	0.74%	0.751%	45.83740

More Details

Filings

ABS-EE

Tranche Comments

W-1: First Pay: 2021-12-15; Registration: Iiblnwibii; Comments: Wiohrtwob; F-2o: First Pay: 2021-12-15; Registration: Yyzzseyhyr; I-2a: First Pay: 2021-12-15; Registration: Vwlqiiwyws; T-3: First Pay: 2021-12-15; Registration: Dlebkqlqln; W-4: First Pay: 2021-12-15; Registration: Ijkcypjtjf; C: First Pay: 2021-12-15; Registration: Zfgboifffz; B: First Pay: 2021-12-15; Registration: Ajjmnijvjw;

Risk Retention

WT - Xvtp HW - Ty

Pricing Speed

1.3% LAT on 5% jott