| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | SAN 2025-NQM2 (USD 284m) | Banco Santander SA | | USOA | May 12, 2025 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | MHU | 53.690 | 5.20 | - | RRR | - | - | YYY | 3.46% | - | Qcpau | W-Cwmbu | 280-285 | 280k | 275 | 6.83% | 6.791% | 59.32715 | | G-2 | NSS | 63.966 | 6.90 | - | AA | - | - | JJ | 55.48% | - | Thfbn | V-Caqbc | 190y | 180-185 | 180 | 5.94% | 5.798% | 47.12657 | | A-2 | KSL | 9.720 | 5.47 | - | P | - | - | S | 4.50% | - | OZP | A-Dpmhp | Dcy 500t | Rzo 500f | 500 | - | 9.041% | 55.38261 | | D-3 | KGM | 67.610 | 7.50 | - | E+ | - | - | L | 85.90% | - | Zjwxq | W-Ippwz | 210g | 200z | 190 | 6.04% | 5.898% | 75.39679 | | W-1 | PMD | 8.360 | 4.95 | - | PP | - | - | AA+ | 6.25% | - | JER | P-Eaopv | 400f | - | 400 | - | 8.041% | 40.55980 | | F-1 | LFH | 992.489 | 6.60 | - | XXX | - | - | LLL | 68.94% | - | Vwmmk | R-Ptqvw | 170y | 165j | 160 | 5.73% | 5.598% | 66.90166 |
Tranche Comments F-1: First Pay: 2025-05-27; Registration: 144L/Tco E;
G-2: First Pay: 2025-05-27; Registration: 144D/Onx N;
D-3: First Pay: 2025-05-27; Registration: 144W/Odq Q;
Y-1: First Pay: 2025-05-27; Registration: 144V/Iur Q;
W-1: First Pay: 2025-05-27; Registration: 144D/Lht N;
A-2: First Pay: 2025-05-27; Registration: 144P/Uxi G; Risk Retention TS - Yfup MT/TG - Yfu Pricing Speed 25% ACD nu 4 vgqq dqff |
|
