FT Auto ABS Spanish Loans

Deals

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
P	INU	75.000	1.60	-	-	Z	B	22.00%	-	Qcodjbtz	1nFm	Wii ce Fek 100f	130-140	130	1hHx+130	-	603.00000
I	APE	305.000	1.20	-	-	VV	AA	70.40%	-	Rcsupplg	1aFh	Acl ty Mcjk 70d	85	85	1gGx+85	-	987.00000
Q	KIU	32.000	6.10	-	-	YYY-	AAA	4.10%	-	Dvmuvemg	1jHh	Qqoz 100h	160-165	160	1hTv+160	-	875.00000
L	QTQ	52.000	6.50	-	-	A	DD (M)	1.00%	-	Kfaxhvja	1kOs	Blw 500p	400-410	400	1nHb+400	-	656.00000
C	PIN	3.000	7.40	-	-	ML	CS	9.00%	-	Ghmjaxna	1wLj	-	-	295	1fVd+295	-	863.00000
M	DUN	61.000	7.50	-	-	MM	BB (Q)	5.00%	-	Bdoaembr	1gUv	Ncy 300j	290-300	290	1vZn+290	-	217.00000

Tranche Comments

I: First Pay: 2024-12-30; Registration: Kjq E Mizv; P: First Pay: 2024-12-30; Registration: Hsc X Wpsa; Q: First Pay: 2024-12-30; Registration: Afk W Ymot; M: First Pay: 2024-12-30; Registration: Jue X Lesg; L: First Pay: 2024-12-30; Registration: Ajb N Xony; C: First Pay: 2024-12-30; Registration: Mri C Fzat;

Collateral

Jrgldvv Agto Boglv

Risk Retention

EC - Xpl

Pricing Speed

7% ITQ

WA Seasoning (Months)