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
D	BLC	82.000	5.10	-	-	I	CC (Y)	4.00%	-	Aumvrsax	1xGp	Glr 500p	400-410	400	1dIi+400	-	992.00000
U	KNU	127.000	1.10	-	-	UU	CC	13.40%	-	Mwyvwwpu	1qXu	Kun fv Euya 70b	85	85	1oFa+85	-	900.00000
G	WWY	94.000	7.10	-	-	Z	M	21.00%	-	Jusczejh	1aRg	Hbz vv Fvp 100d	130-140	130	1nQq+130	-	716.00000
V	JLI	77.000	3.20	-	-	CCC-	CCC	6.20%	-	Maycaaxc	1rFt	Bppr 100i	160-165	160	1gKu+160	-	885.00000
H	HAU	2.000	7.50	-	-	CU	WG	4.00%	-	Dpuqlkks	1pUv	-	-	295	1zIu+295	-	705.00000
M	PPD	59.000	9.30	-	-	DD	QQ (L)	8.00%	-	Hycoqjsq	1gUr	Sum 300f	290-300	290	1vCr+290	-	674.00000

Tranche Comments

U: First Pay: 2024-12-30; Registration: Rpt Z Mgmx; G: First Pay: 2024-12-30; Registration: Rte H Mcfw; V: First Pay: 2024-12-30; Registration: Qdq U Yceb; M: First Pay: 2024-12-30; Registration: Bux Y Kpur; D: First Pay: 2024-12-30; Registration: Wsh X Jdee; H: First Pay: 2024-12-30; Registration: Aew N Vmuy;

Collateral

Rvxgqzq Hmzg Kgxgz

Risk Retention

VG - Wwp

Pricing Speed

7% COW

WA Seasoning (Months)