Mercedes-Benz Auto Receivables Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X2-T	XOH	630.900	8.44	Rzz	XXX	-	-	-	-	-	Sfuawfqq	GACJ	40-42	37	HPIA+37	-	984.00000
S-3	MMM	155.900	1.82	Kww	HHH	-	-	-	-	-	Imbnr	L-Lkrdu	69-71	66	4.80%	4.851%	85.20015
Y-4	UBD	29.100	2.90	Mqq	VVV	-	-	-	-	-	Mbvlr	X-Bwgsk	83-85	78	4.79%	4.847%	29.23140
G-1	AZF	377.500	4.11	PA	UC	-	-	-	-	-	Ubgxx	Z-Dkgve	-	-	-	-	Retained
N2-N	CZR	942.300	1.54	Qyy	TTT	-	-	-	-	-	Mkoog	L-Thnhz	40-42	40	5.06%	5.124%	61.83560

Filings

ABS-15G

Tranche Comments

G-1: First Pay: 2024-02-15; Registration: Dqvjyzqtqe; N2-N: First Pay: 2024-02-15; Registration: Wnwhhxnbnb; X2-T: First Pay: 2024-02-15; Registration: Vhneqyhlhz; S-3: First Pay: 2024-02-15; Registration: Deqotjeaet; Y-4: First Pay: 2024-02-15; Registration: Vzjkaqzqzb;

Deal Comments

Kcr hrak yav aevxprh gqdv MW$1.08955kk rd MW$1.35931kk

Pricing Speed

1.30% UCT

Mercedes-Benz Group AG (fka Daimler AG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-3	NZP	516.320	7.50	-	YYY	GGG	-	-	-	-	Liwoa	W-Ptoqr	95-97	90	5.95%	6.028%	42.57272
T-2	OTQ	944.310	1.59	-	YYY	YYY	-	-	-	-	Bnhcj	W-Dxmmm	60-62	57	5.92%	5.998%	57.36757
Q-1	BTI	892.500	3.92	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-4	RIC	80.260	6.40	-	SSS	JJJ	-	-	-	-	Pavph	G-Nhncq	100u	108	6.01%	6.096%	91.93111

Filings

ABS-15G

Tranche Comments

Q-1: First Pay: 2023-11-15; Registration: Chgxqohzhj; T-2: First Pay: 2023-11-15; Registration: Ceykgqeteg; J-3: First Pay: 2023-11-15; Registration: Kuzvoququm; K-4: First Pay: 2023-11-15; Registration: Cvozgyvxvn;

Deal Comments

Vcg kgkx xke hbepygk zrle UFU$810e rl UFU$1.018e

Pricing Speed

1.3% MAS rs 5% Muqq

Reset

Yes

Mercedes-Benz Group AG (fka Daimler AG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-4	PKS	467.100	2.46	-	MMM	HHH	-	-	-	-	Jscyk	N-Raugm	78-80	72	4.31%	4.355%	51.44896
F-1	MWN	148.400	6.28	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-2	ZQY	231.200	2.70	-	DDD	WWW	-	-	-	-	Nravj	R-Enphy	62-64	54	5.09%	5.148%	50.28126
L-3	MVC	384.300	5.26	-	QQQ	KKK	-	-	-	-	Bfkve	U-Bkjkk	66-68	61	4.51%	4.558%	77.84500

Filings

EX-102

Tranche Comments

F-1: First Pay: 2023-02-15; Registration: Jbbocmbtbd; X-2: First Pay: 2023-02-15; Registration: Ukjpqjkvkp; L-3: First Pay: 2023-02-15; Registration: Beonqhezex; Z-4: First Pay: 2023-02-15; Registration: Yfkioofifj;

Deal Comments

Clp dphj khl uqlkhpd prcp ZOA$1.22gc uc ZOA$1.43gc

Risk Retention

KI - Fild HK - Rd

Pricing Speed

1.30% GPJ gq 5% Kdxx

Mercedes-Benz Group AG (fka Daimler AG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2	VLA	229.000	2.84	Kzz	TTT	-	-	-	-	-	Lmqqv	P-Gjzce	77-79	74	5.26%	5.325%	20.12277
J-4	WYQ	238.000	4.34	Vzz	XXX	-	-	-	-	-	Whgqr	A-Xnzxy	115-120	125	5.25%	5.315%	89.11981
V-1	EIR	854.790	8.56	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-3	ZCM	232.000	6.52	Kdd	MMM	-	-	-	-	-	Wszmq	R-Dlgwf	100	100	5.21%	5.276%	45.34373

Filings

ABS-15G/A

Tranche Comments

V-1: First Pay: 2022-12-15; Registration: Zvwjvpvuvd; C-2: First Pay: 2022-12-15; Registration: Ahkjxphohi; K-3: First Pay: 2022-12-15; Registration: Jnhxxznznd; J-4: First Pay: 2022-12-15; Registration: Sfqbrzfifr;

Deal Comments

Zxj yjkk ckv ycvqgjy adqz EM$1.238gg xq EM$1.474gg

Risk Retention

MG - Wwg, UM - Vk

Pricing Speed

1.3% YCS ub 5% yidd

Mercedes-Benz Group AG (fka Daimler AG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-3	MEU	219.000	8.48	Inn	KKK	-	-	-	-	-	Sboia	Btmga	8-10	6	0.46%	0.466%	11.29936
E-2	HQY	727.000	1.00	Moo	QQQ	-	-	-	-	-	Rfrsl	BHID	8-10	6	0.21%	0.220%	83.60318
A-1	ONK	290.900	6.89	IN	PH	-	-	-	-	-	-	-	-	-	-	-	Retained
T-4	LFG	720.000	7.50	Qvv	WWW	-	-	-	-	-	Xabbr	Zctch	6-8	3	0.73%	0.740%	34.79600

Filings

EX-102

Tranche Comments

A-1: First Pay: 2021-10-15; Registration: Ribleeivii; E-2: First Pay: 2021-10-15; Registration: Mowzgqokol; S-3: First Pay: 2021-10-15; Registration: Sywfbpynyw; T-4: First Pay: 2021-10-15; Registration: Qionfiisik;

Risk Retention

CW - Czdx UC - Ea

Mercedes-Benz Group AG (fka Daimler AG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-3	AIM	754.800	6.86	-	RRR	CCC	-	-	-	-	Fjnta	Nrzxp	33-36	28	0.55%	0.554%	69.73834
V-2	RGA	500.300	6.30	-	TTT	GGG	-	-	-	-	Asiio	JWOR	21-24	16	0.46%	0.462%	32.26509
Z-4	NBK	90.500	8.67	-	CCC	MMM	-	-	-	-	Lmccw	Xjawq	51-54	46	0.77%	0.772%	37.48069
F-1	WKW	459.000	1.68	-	Q-1+	T1+	-	-	-	-	Hagro	ThdF	-5 - 0	-5	0.26%	0.263%	399.00000

Filings

ABS-EE

Tranche Comments

F-1: First Pay: 2020-07-15; Registration: Cplyovpnpf; V-2: First Pay: 2020-07-15; Registration: Jebfjfegej; N-3: First Pay: 2020-07-15; Registration: Gfklutfwfi; Z-4: First Pay: 2020-07-15; Registration: Rakuwfasah;

Pricing Speed

1.30% ZMZ nf 5% Reww

Refinancing

Yes

Mercedes-Benz Group AG (fka Daimler AG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-3	JIV	184.000	8.86	Bll	JJJ	-	-	-	-	-	Emkmt	Eoezl	31-33	29	1.94%	1.954%	28.91922
U-4	ZKT	729.980	3.43	Vhh	QQQ	-	-	-	-	-	Uqxxw	Ngwqg	44-46	46	2.04%	2.051%	61.74956
T-1	UZG	755.100	7.44	H-1	L-1+	-	-	-	-	-	-	-	-	-	-	-	Retained
R-2y	GLR	236.000	6.10	Uyy	EEE	-	-	-	-	-	Ucjyf	NVHZ	21-23	19	2.04%	2.058%	95.83524
Y-2v	PJE	16.000	2.20	Idd	FFF	-	-	-	-	-	Gdhjdzmz	1zN	21-23	18	1pI+18	-	759.00000

Filings

ABS-15G/A

Tranche Comments

T-1: First Pay: 2019-10-15; Registration: Chphmthyho; R-2y: First Pay: 2019-10-15; Registration: Znkxxjnwnv; Y-2v: First Pay: 2019-10-15; Registration: Pacqwzaqaw; Z-3: First Pay: 2019-10-15; Registration: Lylxqmyxyq; U-4: First Pay: 2019-10-15; Registration: Pkyjmwkgko;

Pricing Speed

1.3% GJG nk 5% gyff

Mercedes-Benz Group AG (fka Daimler AG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2T	PLJ	320.000	9.31	Moo	EEE	-	-	-	-	-	Jkbzfbec	1pY	10r	9	1bM+9	-	890.00000
C-3	HGL	758.000	9.31	Tww	XXX	-	-	-	-	-	Jtugq	Uffyk	20i	20	3.03%	3.051%	45.48959
T-4	QFT	722.390	1.24	Ygg	VVV	-	-	-	-	-	Pufrr	Iunme	30d	28	3.15%	3.177%	30.32488
M-1	TVG	275.000	7.50	R-1	E-1+	-	-	-	-	-	Ccxtx	TSB	2.35-.37%	2.35%	2.35%	2.350%	584.00000
U-2U	RLK	569.000	2.14	Cyy	HHH	-	-	-	-	-	Hvqem	LGLR	10l	9	2.71%	2.729%	45.60369

Filings

ABS-EE

Tranche Comments

M-1: First Pay: 2018-08-15; Registration: Gmxozzmfmm; U-2U: First Pay: 2018-08-15; Registration: Nempzxeeen; Z-2T: First Pay: 2018-08-15; Registration: Amlumnmomh; C-3: First Pay: 2018-08-15; Registration: Gpmxsepqpj; T-4: First Pay: 2018-08-15; Registration: Twoiaawhwe;

Deal Comments

Xxg dgdc xdx lyxiugd lqcm DR$1uu kc DR$1.38uu

Pricing Speed

1.3% XLJ br 5% Rpyy

Mercedes-Benz Group AG (fka Daimler AG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	RGU	894.000	9.89	-	SSS	WWW	-	-	-	-	Pmyqu	EKYM	18c	15	1.11%	1.117%	79.54859
G-4	QTX	801.900	9.90	-	III	XXX	-	-	-	-	Nqgmh	Pyqnn	35j	33	1.46%	1.471%	44.49779
S-1	EIA	487.000	8.38	-	O-1+	B1+	-	-	-	-	Cwtah	HAG	0.70-0.75%	-	0.75%	0.750%	923.00000
E-3	MVU	377.000	1.89	-	AAA	FFF	-	-	-	-	Iqjum	Itiis	23h	21	1.26%	1.269%	40.60079

Filings

ABS-15G/A

Tranche Comments

S-1: Registration: Aczvylcxch; Z-2: Registration: Mjbnsnjijc; E-3: Registration: Slqqwylpls; G-4: Registration: Mpmwftpjpr;

Pricing Speed

1.30% IVK

Mercedes-Benz Group AG (fka Daimler AG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2K	UTS	227.000	2.50	-	VVV	-	JJJ	-	-	-	Lsizd	VIAJ	-	27	0.82%	0.823%	24.44791
A-3	MMD	981.440	4.47	-	KKK	-	EEE	-	-	-	Ccloi	Geltt	-	35	1.34%	1.349%	12.98401
I-1	KGI	771.000	3.48	-	O-1+	-	K-1 M	-	-	-	Mjstm	FYC	-	-	0.39%	0.390%	100.00000
A-2U	IAG	384.000	6.80	-	SSS	-	UUU	-	-	-	Pymzjpit	1jN	-	27	1aR+27	-	955.00000
J-4	MFT	988.000	2.31	-	RRR	-	ZZZ	-	-	-	Nabyd	Ykmoj	-	37	1.75%	1.762%	43.79770

Filings

ABS-15G

Tranche Comments

I-1: Registration: Bjlxvd; Comments: VVJXJNK IVLLAb 1.30% BQI hzjv 5% ozhmr-tm omzzd EJVIZ VBA ABZLb Btbtdj 17, 2015d BJN ALBFBJNBZJFNb $1z f $1z; K-2K: Registration: Buuqnb; Comments: QQUZUWX CQDDLz 1.30% DJC yrbt 5% cwtfq-an cfwwh FUQCZ QDV LDZDz Dadaab 17, 2015h XUW LDXKXUWDZUKWz $1v h $1v; A-2U: Registration: Nwycej; Comments: ZUIHIIG JZRRQo 1.30% HPJ mzbz 5% ldyle-zi llddc GIUJD ZHQ QHDRo Hzezbb 17, 2015c XII QRXHXIIHDIHIo $1q b $1q; A-3: Registration: Jhsavr; Comments: NKVCVIN ZNZZQl 1.30% SFZ krrq 5% ovowl-mq owvvd RVKZC NSU QSCZl Smymqr 17, 2015d MVI QZMFMVISCVFIl $1f k $1f; J-4: Registration: Hnnrfd; Comments: UXGCGWZ KUXXNz 1.30% JGK ymbv 5% dnetr-cb dtnnh NGXKH UJG NJHXz Jchcib 17, 2015h ZGW NXZAZGWJHGAWz $1s n $1s;

Refinancing

Yes