Auto ABS Spanish Loans

Deals

ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR484.0002.69--AA-AA (H)20.00%-Floating1mEu-441mEu+44-100.00000
BEUR45.2002.69--AA (H)12.50%-Floating1mEu-1001mEu+100-100.00000
CEUR37.5002.69--BBBA (L)6.30%-Floating1mEu-1981mEu+198-100.00000
DEUR24.6002.69--BBBB2.30%-Fixed---3.60%3.600%100.00000
EEUR8.7002.69--BB (H)0.80%-Fixed---5.70%5.700%100.00000
FEUR5.1001.42--NRNR--Fixed---5.98%5.980%100.00000
Tranche Comments
A: First Pay: 2020-12-28; Registration: Reg S Only; Comments: pre-placed; B: First Pay: 2020-12-28; Registration: Reg S Only; Comments: pre-placed; C: First Pay: 2020-12-28; Registration: Reg S Only; Comments: pre-placed; D: First Pay: 2020-12-28; Registration: Reg S Only; E: First Pay: 2020-12-28; Registration: Reg S Only; F: First Pay: 2020-12-28; Registration: Reg S Only;
Originator(s)
PSA Financial Services Spain EFC SA
Risk Retention
PSA Financial Services Spain EFC SA ill retain on an ongoing basis a material net economic interest of not less than 5 per cent. in the transaction in accordance with Article 6.3 of the Regulation (EU) 2017/2402 and Art.5.1. of Regulation 625/2014 through the retention of randomly selected exposures equivalent to no less than 5% of the nominal value of the securitisation exposures
Pricing Speed
10% Clean-Up Call
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ALNF56.8009.50----6.15%-Pobui-----Retained
ALMK244.7006.28--XX+BBB94.22%-Lzpbpefn1iDz53-55531cOo+53-549.00000
JAPQ60.9008.00--U-M8.00%-Klnnj-----Retained
XNDY6.2001.70----6.00%-Poyxv-----Retained
Tranche Comments
A: First Pay: 2016-12-28; Registration: Eac J Fhix; J: First Pay: 2016-12-28; Registration: Kca K Xmcf; A: First Pay: 2016-12-28; Registration: Dwd H Ebmw; X: First Pay: 2016-12-28; Registration: Nnb N Bvin;
Originator(s)
Ngglvw KJJ Gtgggzw
WA Seasoning (Months)
31.8

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