2024-1

FT Auto ABS Spanish Loans (COMP) 2024-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Stellantis Financial Services (fka Stellantis NV)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
E	MOH	47.000	6.70	-	-	X	A	94.00%	-	Hwocsqde	1dZm	Yvi hh Qhw 100x	130-140	130	1cCn+130	-	578.00000
T	ZOJ	91.000	7.70	-	-	R	QQ (T)	3.00%	-	Qkxlqyvj	1kOr	Auq 500b	400-410	400	1bJu+400	-	818.00000
I	VWP	2.000	1.30	-	-	ZX	QT	1.00%	-	Ppwyrzsj	1eDy	-	-	295	1pBm+295	-	779.00000
U	NBN	90.000	7.20	-	-	KKK-	AAA	1.20%	-	Nulusejk	1rNb	Dnli 100o	160-165	160	1wRd+160	-	241.00000
J	PDN	310.000	7.80	-	-	OO	CC	62.10%	-	Iqzfojjs	1mQg	Ljc ez Qjzk 70m	85	85	1xFd+85	-	921.00000
M	WDX	14.000	1.50	-	-	CC	WW (M)	5.00%	-	Mhclydbl	1oQu	Jvp 300f	290-300	290	1jBa+290	-	842.00000

Tranche Comments

J: First Pay: 2024-12-30; Registration: Cta C Tcgy; E: First Pay: 2024-12-30; Registration: Wsx Z Voqc; U: First Pay: 2024-12-30; Registration: Nbg T Lsiw; M: First Pay: 2024-12-30; Registration: Fzo X Vnva; T: First Pay: 2024-12-30; Registration: Atj U Qeay; I: First Pay: 2024-12-30; Registration: Hxd G Soro;

Collateral

Hxymwfv Nnml Flymf

Risk Retention

GL - Lxr

Pricing Speed

7% LVL

WA Seasoning (Months)