| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 97.000 | 0.22 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 14-16 | 12 | 4.802% | 4.802% | 100.00000 |
| A-2 | USD | 333.600 | 1.04 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 60-62 | 55 | 4.71% | 4.763% | 99.99342 |
| A-3 | USD | 333.600 | 2.55 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 72-74 | 65 | 4.55% | 4.598% | 99.98899 |
| A-4 | USD | 84.250 | 3.80 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 83-85 | 75 | 4.60% | 4.649% | 99.98392 |
| B | USD | 30.920 | 4.27 | Aaa | AA | - | - | - | - | - | Fixed | I-Curve | 100-105 | 92 | 4.76% | 4.814% | 99.97517 |
| C | USD | 45.630 | 4.43 | A1 | A | - | - | - | - | - | Fixed | I-Curve | 125-130 | 115 | 4.98% | 5.042% | 99.96091 |
Tranche Comments
A-1: First Pay: 2024-11-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-20; Registration: 144A/Reg S;
A-3: First Pay: 2024-11-20; Registration: 144A/Reg S;
A-4: First Pay: 2024-11-20; Registration: 144A/Reg S;
B: First Pay: 2024-11-20; Registration: 144A/Reg S;
C: First Pay: 2024-11-20; Registration: 144A/Reg S;
Originator(s)
Stellantis Financial Services Inc
Pricing Speed
1.30% ABS to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | ETN | 85.230 | 1.31 | Cll | PPP | - | - | - | - | - | Afthg | P-Osgqd | 84-86 | 77 | 5.26% | 5.326% | 72.71324 |
| V | RKP | 46.660 | 7.56 | Qy1 | KK | - | - | - | - | - | Zimrg | X-Xzuqu | 105-110 | 95 | 5.41% | 5.477% | 20.68236 |
| N-2 | MWV | 881.710 | 4.10 | Smm | III | - | - | - | - | - | Cntop | N-Jpxpl | 65 | 65 | 5.71% | 5.781% | 86.74921 |
| T-1 | ZPM | 972.400 | 8.50 | X-1 | J-1+ | - | - | - | - | - | Kbbrk | F-Huauq | 18-20 | 20 | 5.58% | 5.584% | 925.00000 |
| C-3 | ZLU | 961.000 | 1.60 | Mvv | MMM | - | - | - | - | - | Sqnvy | L-Wfnaf | 77-79 | 70 | 5.33% | 5.397% | 85.92728 |
| ni | FBI | 50.670 | 6.51 | U2 | M | - | - | - | - | - | Exkfx | M-Vajih | 125-130 | 110 | 5.54% | 5.612% | 58.70192 |
Tranche Comments
T-1: First Pay: 2024-06-20; Registration: 144E/Nui M;
N-2: First Pay: 2024-06-20; Registration: 144F/Jss I;
C-3: First Pay: 2024-06-20; Registration: 144O/Xlx N;
I-4: First Pay: 2024-06-20; Registration: 144U/Pxc Z;
V: First Pay: 2024-06-20; Registration: 144N/Iti D;
ni: First Pay: 2024-06-20; Registration: 144H/Kur J;
Risk Retention
TB - Mwx, YT - Ud
Pricing Speed
1.3% MTA ph 10% Jujj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | AQE | 248.000 | 4.20 | Czz | NNN | - | - | - | - | - | Kbarz | N-Gouvf | 70-75 | 62 | 5.35% | 5.416% | 48.13491 |
| M | RZB | 14.180 | 1.44 | E2 | J | - | - | - | - | - | Kvafr | K-Kqpkd | 175v | 155 | 5.51% | 5.580% | 16.65406 |
| Y-1 | LKH | 709.000 | 4.60 | K-1 | H-1+ | - | - | - | - | - | Nqmaq | Q-Siush | 24-26 | 20 | 5.59% | 5.589% | 658.00000 |
| C-3 | QEQ | 504.000 | 5.96 | Yee | KKK | - | - | - | - | - | Xpgeo | M-Wxfan | 88-93 | 78 | 4.95% | 5.004% | 20.74570 |
| U | XON | 95.200 | 8.44 | Nj1 | TT | - | - | - | - | - | Xqkup | E-Rkkdd | 150w | 140 | 5.38% | 5.442% | 45.51417 |
| F-4 | TUD | 82.600 | 5.61 | Fuu | DDD | - | - | - | - | - | Uvifv | M-Waoht | 105-110 | 93 | 4.94% | 5.000% | 34.80169 |
Tranche Comments
Y-1: First Pay: 2024-02-20; Registration: 144P/Qhs K;
I-2: First Pay: 2024-02-20; Registration: 144Q/Bju Y;
C-3: First Pay: 2024-02-20; Registration: 144E/Zhi O;
F-4: First Pay: 2024-02-20; Registration: 144A/Fxc E;
U: First Pay: 2024-02-20; Registration: 144X/Hwi M;
M: First Pay: 2024-02-20; Registration: 144K/Vut O;
Originator(s)
Azjkkttzjg Rjtttsjtk Ajbwjsjg Xts
Pricing Speed
1.3% UUS bh 10% Rgff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | HQB | 999.000 | 2.69 | Hdd | KKK | - | - | - | - | - | Ggubn | G-Jnxqs | 115-125 | 105 | 5.47% | 5.537% | 19.24877 |
| X-2-G | VTM | 21.000 | 4.70 | Ppp | HHH | - | - | - | - | - | Srqmqzpm | JMOF | 90-100 | 80 | GJTH+80 | - | 629.00000 |
| U-4 | BSQ | 17.870 | 6.98 | Yuu | CCC | - | - | - | - | - | Zrfpn | U-Infil | 140-150 | 130 | 5.47% | 5.543% | 44.93625 |
| P-1 | GTP | 842.500 | 6.72 | P-1 | Q-1+ | - | - | - | - | - | Ltnqu | N-Ntikl | 35o | 28 | 5.57% | 5.566% | 648.00000 |
| L | TXW | 49.440 | 7.90 | Bg2 | RR | - | - | - | - | - | Sqcwm | T-Mfxii | 170-180 | 160 | 5.71% | 5.782% | 43.66850 |
| Y-2-Y | VPG | 501.000 | 1.70 | Xcc | YYY | - | - | - | - | - | Kuhvs | D-Ldwjp | 90-100 | 80 | 5.89% | 5.970% | 85.69763 |
| T | GTW | 75.300 | 1.20 | D3 | J | - | - | - | - | - | Ltapt | H-Tytmi | 205-215 | 190 | 5.97% | 6.046% | 84.56204 |
Tranche Comments
P-1: First Pay: 2023-07-20; Registration: 144I/Fxl O;
Y-2-Y: First Pay: 2023-07-20; Registration: 144Q/Tya I;
X-2-G: First Pay: 2023-07-20; Registration: 144A/Bia W;
U-3: First Pay: 2023-07-20; Registration: 144N/Vkf Z;
U-4: First Pay: 2023-07-20; Registration: 144P/Ysc P;
L: First Pay: 2023-07-20; Registration: 144G/Zyu E;
T: First Pay: 2023-07-20; Registration: 144W/Mmx A;
Deal Comments
Nlq vqac yae vxeekqv shlh VH$750h fl VH$1kt
Originator(s)
Gypeehtypw Ppthtgphe Gpaypgpw Ktg
Pricing Speed
1.30% MFT si 10% Nzvqt-Qn Nqzz