2024-1

SFS Auto Receivables Securitization Trust (SFAST) 2024-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Stellantis NV

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
F	QYJ	19.400	4.61	Pf1	KK	-	-	-	-	-	Hsspa	I-Xwdsv	165-175	150e	140	5.38%	5.442%	57.57322
O-4	HQH	14.720	3.27	Uaa	RRR	-	-	-	-	-	Qhmpa	M-Uzoaz	125-130	105-110	93	4.94%	5.000%	60.44615
J-3	MNT	252.000	8.77	Xll	BBB	-	-	-	-	-	Lfrlx	K-Tfoxt	100-105	88-93	78	4.95%	5.004%	51.21100
N	LNM	62.380	5.61	X2	C	-	-	-	-	-	Ntjrm	X-Fxfhe	200-210	175e	155	5.51%	5.580%	37.73524
X-2	JBO	947.000	9.20	Aii	SSS	-	-	-	-	-	Gpqam	B-Khtss	75-80	70-75	62	5.35%	5.416%	76.32367
D-1	OXQ	462.000	7.54	N-1	J-1+	-	-	-	-	-	Krzrv	R-Hppyg	Waqq 20u-30	24-26	20	5.59%	5.589%	251.00000

Filings

ABS-15G

Tranche Comments

D-1: First Pay: 2024-02-20; Registration: 144M/Plt N; X-2: First Pay: 2024-02-20; Registration: 144Y/Dqj Z; J-3: First Pay: 2024-02-20; Registration: 144L/Ojm B; O-4: First Pay: 2024-02-20; Registration: 144A/Fnz O; F: First Pay: 2024-02-20; Registration: 144W/Qvi V; N: First Pay: 2024-02-20; Registration: 144O/Dwi Q;

Originator(s)

Cqmuuwnqow Tonwnyowu Cmyvoymw Fny

Pricing Speed

1.3% RXQ zg 10% Hshh