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	GZE	77.000	7.70	-	-	WW	UU (Z)	4.00%	-	Vvvcklah	1nYg	Yae 300p	290-300	290	1qQs+290	-	669.00000
W	XZY	995.000	7.20	-	-	BB	NN	32.80%	-	Rlovmtmg	1mTb	Vrq rr Xrqv 70d	85	85	1vHh+85	-	623.00000
S	MEK	61.000	4.10	-	-	OOO-	DDD	3.60%	-	Pjhbmruo	1gLz	Hdfy 100m	160-165	160	1lFo+160	-	777.00000
A	SSK	6.000	5.40	-	-	KY	NF	9.00%	-	Afuyvjrb	1sOs	-	-	295	1rHc+295	-	735.00000
L	DVX	63.000	5.80	-	-	L	N	57.00%	-	Iuyrvijx	1fIe	Yhj hv Mvj 100z	130-140	130	1fSz+130	-	514.00000
O	QEV	44.000	6.90	-	-	B	RR (Z)	4.00%	-	Slobzqoq	1zFa	Ekm 500p	400-410	400	1qVe+400	-	339.00000

Tranche Comments

W: First Pay: 2024-12-30; Registration: Mhf J Mkex; L: First Pay: 2024-12-30; Registration: Mxe W Patd; S: First Pay: 2024-12-30; Registration: Ccj M Bfsl; E: First Pay: 2024-12-30; Registration: Imz B Jwqi; O: First Pay: 2024-12-30; Registration: Atj K Gjev; A: First Pay: 2024-12-30; Registration: Zhk M Vauj;

Collateral

Cgdxpei Ehek Vkdxe

Risk Retention

BZ - Lvo

Pricing Speed

7% GCO

WA Seasoning (Months)