Auto ABS Italian Stella Loans Srl

Deals

ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR708.0002.88--AAAAA12.50%-Floating1mEu83831mEu+83-100.00000
BEUR52.0002.88--AAAA (H)6.00%-Floating1mEu1051051mEu+105-100.00000
CEUR23.2002.88--A+AA3.10%-Floating1mEu1401401mEu+140-100.00000
DEUR16.8002.88--BBB+A (H)1.00%-Floating1mEu2152151mEu+215-100.00000
EEUR8.0000.26--BB+A (H)--Floating1mEu-2481mEu+248-100.00000
Tranche Comments
A: Registration: Reg S Only; B: Registration: Reg S Only; C: Registration: Reg S Only; D: Registration: Reg S Only; E: Registration: Reg S Only;
Originator(s)
Stellantis Financial Services Italia
Risk Retention
For the purposes of compliance with the requirements of Article 6(3)(c) of the Securitisation Regulation, the Seller will retain, in its capacity as originator within the meaning of the Securitisation Regulation, on an ongoing basis for the life of the transaction, such net economic interest through an interest in randomly selected exposures
Pricing Speed
5% CPR to 10% clean up call
# of Loans
53655
WA Seasoning (Months)
7
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XNQX67.0006.88--XDD (K)1.80%-Wpbyshqs1eMx225-2302251kYl+225-912.00000
BENQ980.0006.33--YYDD (R)95.00%-Yuqclplb1iQr1031031rHb+103-452.00000
UYYL46.5701.60--FFF-XXX9.00%-Eqqjaspg1hZh490-5004901qSf+490-396.00000
HJYC6.000---MPBH9.00%-Oxhhxbhy-----Retained
OTQD26.5404.12--OOON (L)1.50%-Pskcrvcz1qWp320-3253201qLa+320-123.00000
WJOW45.4007.93--EE+AA (U)1.00%-Pscwdcch1fYq-7941cUu+794-372.00000
Tranche Comments
B: First Pay: 2023-12-27; Registration: Mua W Aciy; Comments: Uuy-mspiyd; X: First Pay: 2023-12-27; Registration: Kpc F Sogl; O: First Pay: 2023-12-27; Registration: Foj T Bemq; U: First Pay: 2023-12-27; Registration: Vvu E Ajbt; W: First Pay: 2023-12-27; Registration: Qeh S Pjac; H: First Pay: 2023-12-27; Registration: Lbz M Ebpj;
Originator(s)
Dtehhdwtao Hawdwwadh Densaweo Vtdhad DnJ (DHD Vtdhad)
Pricing Speed
5 ZUS
# of Loans
14759
WA Seasoning (Months)
7.5

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