FT Auto ABS Spanish Loans

Deals

Stellantis Financial Services (fka Stellantis NV)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	505.000	2.50	-	-	AA	AA	16.80%	-	Floating	1mEu	85	85	1mEu+85	-	100.00000
B	EUR	29.000	2.50	-	-	A	A	12.00%	-	Floating	1mEu	130-140	130	1mEu+130	-	100.00000
C	EUR	32.000	2.50	-	-	BBB-	BBB	6.70%	-	Floating	1mEu	160-165	160	1mEu+160	-	100.00000
D	EUR	22.000	2.50	-	-	BB	BB (H)	3.00%	-	Floating	1mEu	290-300	290	1mEu+290	-	100.00000
E	EUR	12.000	2.50	-	-	B	BB (L)	1.00%	-	Floating	1mEu	400-410	400	1mEu+400	-	100.00000
F	EUR	6.000	0.50	-	-	NR	NR	-	-	Floating	1mEu	-	295	1mEu+295	-	100.00000

More Details

Tranche Comments

A: First Pay: 2024-12-30; Registration: Reg S Only; B: First Pay: 2024-12-30; Registration: Reg S Only; C: First Pay: 2024-12-30; Registration: Reg S Only; D: First Pay: 2024-12-30; Registration: Reg S Only; E: First Pay: 2024-12-30; Registration: Reg S Only; F: First Pay: 2024-12-30; Registration: Reg S Only;

Collateral

Spanish Auto Loans

Risk Retention

EU - Yes

Pricing Speed

7% CPR

WA Seasoning (Months)