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Stellantis Financial Services (fka Stellantis NV)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	660.000	2.87	-	-	AA	AA (H)	12.00%	-	Floating	1mEu	103	103	1mEu+103	-	100.00000
B	EUR	42.000	2.87	-	-	A	AA (L)	6.40%	-	Floating	1mEu	225-230	225	1mEu+225	-	100.00000
C	EUR	17.250	2.87	-	-	BBB	A (H)	4.10%	-	Floating	1mEu	320-325	320	1mEu+320	-	100.00000
D	EUR	30.750	2.87	-	-	BBB-	BBB	-	-	Floating	1mEu	490-500	490	1mEu+490	-	100.00000
E	EUR	10.500	0.38	-	-	BB+	BB (H)	-	-	Floating	1mEu	-	794	1mEu+794	-	100.00000
Z	EUR	1.000	-	-	-	NR	NR	-	-	Variable	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2023-12-27; Registration: Reg S Only; Comments: Pre-placed; B: First Pay: 2023-12-27; Registration: Reg S Only; C: First Pay: 2023-12-27; Registration: Reg S Only; D: First Pay: 2023-12-27; Registration: Reg S Only; E: First Pay: 2023-12-27; Registration: Reg S Only; Z: First Pay: 2023-12-27; Registration: Reg S Only;

Originator(s)

Stellantis Financial Services Italia SpA (SFS Italia)

Pricing Speed

5 CPR

# of Loans

53178

WA Seasoning (Months)

8.8