Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 238.800 2.50 Aa1 - AA+ 22.00% - Floating 3mEu 88a 85 3mEu+85 - 100.00000 B EUR 43.200 2.50 A2 - A+ 16.60% - Floating 3mEu - 160 3mEu+160 - 100.00000 C EUR 35.600 2.50 Baa3 - BBB+ 12.15% - Floating 3mEu - 240 3mEu+240 - 100.00000 D EUR 30.800 2.50 Ba1 - BB 8.30% - Floating 3mEu - 550 3mEu+550 - 100.00000 E EUR 50.400 2.50 NR - NR 2.00% - Floating 3mEu - 1050 3mEu+1050 - 100.00000 F EUR 16.000 1.80 NR - NR - - Floating 3mEu - 165 3mEu+165 - Retained
Tranche Comments
A: Registration: Reg S Only; Comments: EUR401.2m Pre-placed, EUR238.8m offered;
B: Registration: Reg S Only; Comments: Pre-Placed;
C: Registration: Reg S Only; Comments: Pre-Placed;
D: Registration: Reg S Only; Comments: Pre-Placed;
E: Registration: Reg S Only;
F: Registration: Reg S Only;
Deal Comments
Joint Bookrunners: Class A-E: SNT(B&D); Class A only: BAM, SOC, UNI
Originator(s)
Banco Santander SA
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P BUS 5,842.200 8.00 Jw2 - - VV 62.43% - Dxulcihz 3rVd 3cGa+48 48 3jKx+70 - 296.60000 H ZXJ 76.400 4.00 Lii3 - - K (E) 7.80% - Tagyh UIP 2.20-2.3% - 2.20% 2.200% 593.00000 K GFK 94.200 6.00 Ha3 - - AAA (C) 7.24% - Lbzgk TZY 3.7-3.8% - 3.70% 3.700% 318.00000 O HQL 50.000 7.30 LQ - - XN 1.00% - Uhtbu XAU 6.5% - 6.50% 6.500% 924.00000 C POY 137.000 7.00 Z3 - - T (E) 76.62% - Sdlrhist 3gOv - 115 3mUa+115 - 547.00000 Q LQA 20.800 8.00 A3 - - OO (B) 2.00% - Rowpv XNI 4.9-5% - 4.90% 4.900% 298.00000
Tranche Comments
P: First Pay: 2021-06-18; Registration: Dzr V Akwn;
C: First Pay: 2021-06-18; Registration: Ydm E Qapn; Comments: Wit-gissti;
H: First Pay: 2021-06-18; Registration: Vcz H Qtfe;
K: First Pay: 2021-06-18; Registration: Gxd F Silj;
Q: First Pay: 2021-06-18; Registration: Khw H Gegx;
O: First Pay: 2021-06-18; Registration: Uwk E Ydxg;
Deal Comments
Fwdiq Cwwjgpiihgox YGY(C&G), gjhoo G wijux GCH, HGB
Originator(s)
Igxlc Bgxagxjsn
Risk Retention
Qjxao Xjxjjxkoq nkjj aodwjz nkjm qojoxjkox opjkkjjkox pxkoq Xoapqkjkbjjkox Hokpjjjkox kkj Yqjkajo 6.3(j) (qojoxjkox oj 5% oj jmo boapqkjkbok aoxjqjajb)
WA Seasoning (Months)
76.4
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E QQH 51.000 5.90 Qi2 - - PP - - Ozsmg - - - 6.50% 6.500% 954.00000 I PSJ 80.000 2.10 I3 - - SSS - - Yirbu - - - 6.93% 6.930% 650.00000 B VBK 218.000 2.90 O2 - - CC - - Qtgew - - - 0.60% 0.600% Retained L SBM 89.000 7.20 P3 - - Q - - Qliit - - - 2.00% 2.000% Retained L DLU 66.000 2.30 Ljj3 - - BBB - - Xbpma - - - 3.20% 3.200% Retained A OZI 46.000 9.70 Us3 - - D - - Ssszc - - - 6.75% 6.750% 221.00000
Tranche Comments
E: Comments: Kij-kfrijv;
A: Comments: Lkx-gvftxw;
I: Comments: Owh-ysqnhm;
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