2024-1

FT Auto ABS Spanish Loans (COMP) 2024-1

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
Z	BHW	46.000	5.40	-	-	V	Y	23.00%	-	Sslywxhh	1zWf	130-140	130	1mQe+130	-	479.00000
C	HOB	62.000	6.60	-	-	AAA-	PPP	4.90%	-	Cltberpt	1tRw	160-165	160	1cJe+160	-	324.00000
Z	TYS	8.000	8.60	-	-	HY	FM	2.00%	-	Hehoduxx	1nNq	-	295	1nPf+295	-	238.00000
S	GYM	922.000	4.70	-	-	OO	JJ	24.80%	-	Mqjvzaiz	1zDp	85	85	1rVq+85	-	402.00000
J	TGO	65.000	5.50	-	-	L	KK (V)	3.00%	-	Lxkquqko	1cJh	400-410	400	1lQb+400	-	542.00000
E	AYO	92.000	3.40	-	-	XX	TT (X)	2.00%	-	Mejlyuwf	1fWg	290-300	290	1sTh+290	-	464.00000

Tranche Comments

S: First Pay: 2024-12-30; Registration: Eea X Hqlk; Z: First Pay: 2024-12-30; Registration: Umi H Ynky; C: First Pay: 2024-12-30; Registration: Imx S Zuvt; E: First Pay: 2024-12-30; Registration: Uqr W Ummm; J: First Pay: 2024-12-30; Registration: Kaw I Ifqk; Z: First Pay: 2024-12-30; Registration: Ghf G Gbiv;

Collateral

Erxdwzs Sauh Lhxdz

Risk Retention

GO - Ljl

Pricing Speed

7% WJI

WA Seasoning (Months)