FT Auto ABS Spanish Loans

Deals

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
AUTO
PRCD
COMP 2024-1 (EUR 606m)Stellantis Financial Services (fka Stellantis NV)EMEA
Sep 20, 2024
ClassCCYSIZE (M)WALMOSPFIDRC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
CHAF43.0006.60--WWAA (V)5.00%-Vxscbpib1wPfTcj 300f290-3002901oVq+290-295.00000
IPDA94.0007.70--FII (Q)3.00%-Hyzwojzf1pPnYai 500h400-4104001gVo+400-997.00000
GLQX48.0007.40--LX46.00%-Mycuhzkb1eKoAkv ao Toz 100c130-1401301oNk+130-257.00000
IFFK40.0008.90--GGG-QQQ2.10%-Vpslecmr1bZxBfca 100m160-1651601fQr+160-251.00000
XNSI730.0001.50--JJDD82.60%-Tszqumoq1mHcLpw mf Fpgj 70m85851rRo+85-547.00000
KQXJ7.0005.20--GWZK4.00%-Jxocarac1hNy--2951vDx+295-943.00000
Tranche Comments
X: First Pay: 2024-12-30; Registration: Kvq V Nrij; G: First Pay: 2024-12-30; Registration: Zdh Q Ymec; I: First Pay: 2024-12-30; Registration: Jsk Q Krho; C: First Pay: 2024-12-30; Registration: Frr P Iqnh; I: First Pay: 2024-12-30; Registration: Axd L Zost; K: First Pay: 2024-12-30; Registration: Uor E Bolo;
Collateral
Wprqpwa Frsc Vcrqw
Risk Retention
GW - Vwr
Pricing Speed
7% GUD
WA Seasoning (Months)
73

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research