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
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UDLU37.4005.00--V-B5.00%-Ekcun-----Retained
FVOK232.1009.63--UU+YYY28.10%-Zcyotqfh1mSg53-55531rRj+53-247.00000
LGNL8.1007.10----7.00%-Qscud-----Retained
HEMX52.2003.30----5.27%-Ubpmu-----Retained
Tranche Comments
F: First Pay: 2016-12-28; Registration: Guj M Kaew; U: First Pay: 2016-12-28; Registration: Vzz Q Asvz; H: First Pay: 2016-12-28; Registration: Xqq E Ihqy; L: First Pay: 2016-12-28; Registration: Qei T Jgsl;
Originator(s)
Jyfoxj DLY Pyfyfaj
WA Seasoning (Months)
82.9

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