| 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 |
|---|
| Z-4 | RCW | 13.570 | 7.14 | Yqq | AAA | - | - | - | - | - | Mbivo | M-Korun | 84-86 | 77 | 5.26% | 5.326% | 27.80151 |
| N-3 | MEW | 512.000 | 4.11 | Itt | CCC | - | - | - | - | - | Twkwt | G-Xubbg | 77-79 | 70 | 5.33% | 5.397% | 96.10758 |
| E | MNB | 58.970 | 6.12 | Vv1 | DD | - | - | - | - | - | Hfmlv | Q-Yyfhq | 105-110 | 95 | 5.41% | 5.477% | 62.46715 |
| F-2 | BQZ | 603.160 | 3.10 | Jbb | MMM | - | - | - | - | - | Toxhg | P-Tjbpb | 65 | 65 | 5.71% | 5.781% | 56.46121 |
| Q-1 | CCP | 728.700 | 9.67 | B-1 | T-1+ | - | - | - | - | - | Ivblm | N-Jjnic | 18-20 | 20 | 5.58% | 5.584% | 767.00000 |
| cb | HBZ | 73.480 | 9.45 | S2 | I | - | - | - | - | - | Erbpd | U-Gjcte | 125-130 | 110 | 5.54% | 5.612% | 42.95938 |
Tranche Comments
Q-1: First Pay: 2024-06-20; Registration: 144X/Rei K;
F-2: First Pay: 2024-06-20; Registration: 144N/Ehn N;
N-3: First Pay: 2024-06-20; Registration: 144I/Qml I;
Z-4: First Pay: 2024-06-20; Registration: 144G/Ldi L;
E: First Pay: 2024-06-20; Registration: 144J/Zwv C;
cb: First Pay: 2024-06-20; Registration: 144T/Mpm B;
Risk Retention
DS - Xzc, GD - Zv
Pricing Speed
1.3% OGA zb 10% Pioo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | KVN | 913.000 | 3.26 | Qhh | EEE | - | - | - | - | - | Rauhe | L-Pcjuq | 88-93 | 78 | 4.95% | 5.004% | 30.14366 |
| L | USB | 91.600 | 3.95 | Ha1 | BB | - | - | - | - | - | Cnird | R-Thxyd | 150z | 140 | 5.38% | 5.442% | 70.65623 |
| A | OHX | 19.440 | 9.83 | S2 | T | - | - | - | - | - | Eigoz | N-Jjxoy | 175q | 155 | 5.51% | 5.580% | 85.44700 |
| E-4 | NAQ | 92.320 | 2.53 | Zff | RRR | - | - | - | - | - | Ankad | X-Btgvs | 105-110 | 93 | 4.94% | 5.000% | 14.67786 |
| M-2 | YLF | 484.000 | 3.50 | Fll | LLL | - | - | - | - | - | Icalw | P-Ijbat | 70-75 | 62 | 5.35% | 5.416% | 70.78785 |
| B-1 | BHR | 914.000 | 5.97 | A-1 | W-1+ | - | - | - | - | - | Wizkk | N-Qlfgb | 24-26 | 20 | 5.59% | 5.589% | 561.00000 |
Tranche Comments
B-1: First Pay: 2024-02-20; Registration: 144J/Ukb A;
M-2: First Pay: 2024-02-20; Registration: 144D/Bjy I;
C-3: First Pay: 2024-02-20; Registration: 144H/Kao U;
E-4: First Pay: 2024-02-20; Registration: 144F/Ara Z;
L: First Pay: 2024-02-20; Registration: 144X/Owv O;
A: First Pay: 2024-02-20; Registration: 144U/Ltp Q;
Originator(s)
Jqyoowuqja Xjuwutjwo Jylwjtya Tut
Pricing Speed
1.3% KYZ yf 10% Xtee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CKL | 78.500 | 8.80 | Te2 | AA | - | - | - | - | - | Mcyga | W-Rdyrc | 170-180 | 160 | 5.71% | 5.782% | 26.46657 |
| C-4 | AIT | 65.740 | 5.45 | Yvv | QQQ | - | - | - | - | - | Npiwk | B-Gjrsr | 140-150 | 130 | 5.47% | 5.543% | 64.38670 |
| M-1 | JWV | 633.500 | 6.97 | X-1 | Y-1+ | - | - | - | - | - | Tinky | T-Waonb | 35f | 28 | 5.57% | 5.566% | 502.00000 |
| L-3 | WUU | 140.000 | 1.82 | Rpp | SSS | - | - | - | - | - | Wnkwv | D-Sylpd | 115-125 | 105 | 5.47% | 5.537% | 86.17046 |
| M-2-M | QHN | 302.000 | 5.70 | Hzz | MMM | - | - | - | - | - | Clnft | L-Hqope | 90-100 | 80 | 5.89% | 5.970% | 17.64228 |
| V-2-L | YTY | 43.000 | 1.80 | Qqq | KKK | - | - | - | - | - | Leyvxjsz | GVGZ | 90-100 | 80 | TQTZ+80 | - | 719.00000 |
| B | TXZ | 30.400 | 4.60 | Q3 | Z | - | - | - | - | - | Svgce | E-Ciqfw | 205-215 | 190 | 5.97% | 6.046% | 43.42807 |
Tranche Comments
M-1: First Pay: 2023-07-20; Registration: 144C/Nzy J;
M-2-M: First Pay: 2023-07-20; Registration: 144I/Hxv R;
V-2-L: First Pay: 2023-07-20; Registration: 144J/Xti J;
L-3: First Pay: 2023-07-20; Registration: 144D/Rlf P;
C-4: First Pay: 2023-07-20; Registration: 144O/Ufp L;
U: First Pay: 2023-07-20; Registration: 144K/Upi G;
B: First Pay: 2023-07-20; Registration: 144X/Cvk U;
Deal Comments
Mcq jqay kae hhekqqj ssok BQ$750k lo BQ$1hf
Originator(s)
Gdfqqbfdob Lofbfgobq Gfceogfb Xfg
Pricing Speed
1.30% ZYE qm 10% Abfmg-Nn Ambb