| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | AUTO |
| | SBALT 2024-A (USD 1,471m) | Banco Santander SA | | USOA | Jan 23, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | WYF | 207.300 | 2.21 | Phh | - | CCC | - | - | - | - | Erfvx | B-Tcjbm | - | 80-90 | 70 | 5.45% | 5.519% | 77.48588 | | E | RPT | 13.500 | 1.14 | Ett3 | - | YYY- | - | - | - | - | - | - | - | - | - | - | - | Retained | | V1 | AKQ | 415.000 | 8.78 | L-1 | - | J1+ | - | - | - | - | Lynmo | Z-Gutht | - | 20r | 20 | 5.57% | 5.568% | 835.00000 | | Q | LLY | 18.100 | 2.60 | Ie1 | - | LL | - | - | - | - | - | - | - | - | - | - | - | Retained | | H | HNY | 31.200 | 4.50 | Q1 | - | C | - | - | - | - | - | - | - | - | - | - | - | Retained | | H3 | HFG | 680.400 | 6.14 | Soo | - | BBB | - | - | - | - | Iwkbn | Q-Ustaf | - | 105-115 | 95 | 5.39% | 5.452% | 85.69030 | | W4 | NQV | 597.560 | 5.20 | Obb | - | MMM | - | - | - | - | Xajuk | K-Ycxuq | - | 115-125 | 100 | 5.24% | 5.301% | 77.94667 |
Tranche Comments V1: First Pay: 2024-02-20; Registration: 144E/Bds N;
M2: First Pay: 2024-02-20; Registration: 144J/Ydy W;
H3: First Pay: 2024-02-20; Registration: 144P/Lse C;
W4: First Pay: 2024-02-20; Registration: 144O/Kcv F;
Q: First Pay: 2024-02-20; Registration: 144C/Uxw B;
H: First Pay: 2024-02-20; Registration: 144Z/Rln F;
E: First Pay: 2024-02-20; Registration: 144W/Ndb D; Deal Comments Lvx exky zka hqawgxe kzds KZ$$1.1sx gd KZ$1.47sx Pricing Speed 100% EER lg Iulaculz |
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