Santander Consumer Auto Receivables Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	102.000	0.23	P-1	-	F1+	-	-	-	-	Fixed	IntL	-3 to -1	-4	0.182%	0.182%	100.00000
A-2	USD	210.000	0.95	Aaa	-	AAA	-	-	-	-	Fixed	EDSF	8-10	4	0.230%	0.234%	99.99632
A-3	USD	210.000	2.12	Aaa	-	AAA	-	-	-	-	Fixed	Swaps	15-17	10	0.33%	0.336%	99.98783
A-4	USD	66.420	3.20	Aaa	-	AAA	-	-	-	-	Fixed	Swaps	23-25	15	0.48%	0.483%	99.99201
B	USD	21.330	3.70	Aa2	-	AA	-	-	-	-	Fixed	Swaps	40-45	32	0.71%	0.719%	99.97108
C	USD	19.580	3.98	A2	-	A	-	-	-	-	Fixed	Swaps	70-75	60	1.03%	1.036%	99.98530
D	USD	19.580	4.30	Baa3	-	BBB	-	-	-	-	Fixed	Swaps	125-135	110	1.57%	1.584%	99.96348
E	USD	13.980	4.49	NR	-	BB	-	-	-	-	Fixed	Swaps	300a	280	3.28%	3.312%	99.96100
F	USD	15.390	4.49	NR	-	B	-	-	-	-	Fixed	Swaps	550a	535	5.79%	5.862%	99.99359

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2021-02-16; Registration: 144A/Reg S; A-2: First Pay: 2021-02-16; Registration: 144A/Reg S; A-3: First Pay: 2021-02-16; Registration: 144A/Reg S; A-4: First Pay: 2021-02-16; Registration: 144A/Reg S; B: First Pay: 2021-02-16; Registration: 144A/Reg S; C: First Pay: 2021-02-16; Registration: 144A/Reg S; D: First Pay: 2021-02-16; Registration: 144A/Reg S; E: First Pay: 2021-02-16; Registration: 144A/Reg S; F: First Pay: 2021-02-16; Registration: 144A/Reg S;

Banco Santander SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	LMP	26.000	6.68	-	S-1+	W1+	-	-	-	-	Xatrg	ZlgP	5-7	-2	0.21%	0.209%	474.00000
D	ISP	53.520	1.20	-	RRR	OOO	-	-	-	-	Ycfhw	Uolrd	210-220	190	2.14%	2.159%	73.65952
O	VGM	58.830	7.66	-	Z	P	-	-	-	-	Nvhvu	Uyfap	675-700	685	7.03%	7.136%	40.52171
E-3	RZH	852.000	8.24	-	XXX	NNN	-	-	-	-	Pvazm	XACA	35-40	25	0.46%	0.469%	55.87972
W	CSR	84.170	3.54	-	U	L	-	-	-	-	Ctteh	Wmqgg	130-140	105	1.29%	1.294%	79.91250
U	LRA	4.670	3.70	-	PP	MM	-	-	-	-	Xqspq	Awqic	410-425	390	4.13%	4.169%	49.73109
C-2	HXD	785.000	2.79	-	JJJ	VVV	-	-	-	-	Ywjtr	OBJH	25-30	15	0.38%	0.381%	98.52683
J-4	MWY	96.600	5.49	-	JJJ	FFF	-	-	-	-	Zvggn	Kykwd	45-50	32	0.54%	0.546%	98.86162
J	IXE	91.760	1.24	-	ZZ	GG	-	-	-	-	Alyxl	Eeimr	80-90	55	0.77%	0.781%	82.77314

More Details

Filings

EX-102

Tranche Comments

F-1: First Pay: 2020-09-15; Registration: 144J/Gvt I; C-2: First Pay: 2020-09-15; Registration: 144H/Oav X; E-3: First Pay: 2020-09-15; Registration: 144K/Nkn E; J-4: First Pay: 2020-09-15; Registration: 144K/Mdi D; J: First Pay: 2020-09-15; Registration: 144B/Odu V; W: First Pay: 2020-09-15; Registration: 144K/Xcq T; D: First Pay: 2020-09-15; Registration: 144P/Jvj X; U: First Pay: 2020-09-15; Registration: 144U/Kyf U; O: First Pay: 2020-09-15; Registration: 144O/Pua E;

Pricing Speed

1.40% WZT th 5% Perr

Banco Santander SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	JJF	8.270	4.75	-	JJ-	-	-	-	-	-	Algwv	Inqlh	-	750	7.69%	7.821%	97.78940
T	GID	648.500	8.22	-	VVV	-	-	-	-	-	Uktuv	ROTK	-	110	1.37%	1.375%	95.34724
B	LIJ	44.560	6.37	-	WW	-	-	-	-	-	Uqfqn	Gycov	-	200	2.26%	2.280%	64.47747
Q	GGF	58.200	8.20	-	M	-	-	-	-	-	Trofg	Sjiwe	-	1000	10.12%	10.337%	19.43609
W	WLN	22.530	1.20	-	UUU	-	-	-	-	-	Fmsnv	Tgaly	-	525	5.49%	5.561%	45.20599
F	UXN	84.690	4.79	-	Y	-	-	-	-	-	Ackmv	Wixib	-	345	3.71%	3.744%	13.99193

More Details

Filings

ABS-15G

Tranche Comments

T: First Pay: 2020-06-15; Registration: 144K/Csc R; B: First Pay: 2020-06-15; Registration: 144T/Plh A; F: First Pay: 2020-06-15; Registration: 144C/Hha I; W: First Pay: 2020-06-15; Registration: 144Q/Ccd V; A: First Pay: 2020-06-15; Registration: 144M/Hsh A; Q: First Pay: 2020-06-15; Registration: 144M/Npi C;

Risk Retention

DO-Xuve DD-Xuv

Pricing Speed

1.40% NJD wn 5% Bfdd

Refinancing

Yes