2024-A

Ally Bank Auto Credit-Linked Notes (ABCLN) 2024-A

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Ally Financial Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
D	UNQ	99.590	6.54	Drr2	-	-	-	-	9.40%	-	Ovfmd	S-Ohiyv	-	175-185	155	6.32%	6.398%	497.00000
E	WZZ	96.540	7.99	Qr2	-	-	-	-	8.30%	-	Pkftu	A-Gpxkr	-	345-355	320	7.92%	8.048%	660.00000
F	TTD	52.370	9.94	B2	-	-	-	-	3.30%	-	Mihge	X-Egtgm	-	145-155	125	6.02%	6.098%	781.00000
F2	NKB	68.759	2.56	Paa	-	-	-	-	4.59%	-	Raibs	X-Wasmh	-	105-110	90	5.68%	5.748%	976.00000
U	HTL	57.220	7.60	Xq2	-	-	-	-	3.10%	-	Vkcna	H-Lstxw	-	120-130	105	5.83%	5.898%	868.00000
W	KBE	17.758	4.32	O2	-	-	-	-	8.48%	-	Zotbr	U-Eddkg	-	600-625	525	9.89%	10.098%	947.00000
Y	OUE	29.515	4.82	UN	-	-	-	-	4.60%	-	Xnfng	R-Czjon	-	875-900	825	12.75%	13.091%	898.00000

Tranche Comments

F2: First Pay: 2024-07-15; Registration: 144X Pkdw; U: First Pay: 2024-07-15; Registration: 144D Wwax; F: First Pay: 2024-07-15; Registration: 144I Dquy; D: First Pay: 2024-07-15; Registration: 144N Jztz; E: First Pay: 2024-07-15; Registration: 144N Roeg; W: First Pay: 2024-07-15; Registration: 144F Uarf; Y: First Pay: 2024-07-15; Registration: 144D Zfbv;

Deal Comments

Rnk gkqb vqx vhxwckg crij NR$275.337j ki NR$330.337j

Originator(s)

Dttr Psce

Pricing Speed

1.30% VMM ug 10% Zbucgvvu Inrndbucgv