| 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 |
|---|
| R-2 | AYM | 5.261 | 7.24 | - | M | - | - | L | 1.10% | - | ZNQ | B-Bpjgt | Jqt 500e | Fzh 500w | 500 | - | 9.041% | 65.42923 | | Z-1 | CRA | 468.734 | 2.80 | - | UUU | - | - | RRR | 63.78% | - | Eiwmf | Q-Jqavb | 170z | 165d | 160 | 5.73% | 5.598% | 55.29298 | | E-3 | NXM | 53.550 | 7.30 | - | R+ | - | - | E | 26.40% | - | Wvtqc | H-Oxpcb | 210o | 200y | 190 | 6.04% | 5.898% | 62.51606 | | K-2 | MWA | 18.466 | 3.30 | - | FF | - | - | FF | 46.78% | - | Umwsr | E-Sdhup | 190p | 180-185 | 180 | 5.94% | 5.798% | 28.31099 | | K-1 | UAJ | 39.740 | 8.55 | - | ZZZ | - | - | NNN | 2.90% | - | Kqxfp | Z-Zfhcs | 280-285 | 280g | 275 | 6.83% | 6.791% | 49.65342 | | N-1 | ZEA | 9.820 | 5.67 | - | LL | - | - | CC+ | 4.96% | - | ZDK | M-Szsbs | 400o | - | 400 | - | 8.041% | 83.82656 |
Tranche Comments Z-1: First Pay: 2025-05-27; Registration: 144J/Xlm C;
K-2: First Pay: 2025-05-27; Registration: 144P/Tru W;
E-3: First Pay: 2025-05-27; Registration: 144G/Dar O;
K-1: First Pay: 2025-05-27; Registration: 144B/Kwx I;
N-1: First Pay: 2025-05-27; Registration: 144A/Rpz F;
R-2: First Pay: 2025-05-27; Registration: 144F/Uhq D; Risk Retention JB - Puub IJ/JR - Puu Pricing Speed 25% LLY nz 4 pbmy pmll |
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