Santander Consumer Spain Auto FT

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	500.000	3.86	Aa1	-	-	AA	18.10%	-	Floating	3mEu	-	85	3mEu+85	-	100.00000
B	EUR	44.500	3.86	Aa3	-	-	A (H)	10.80%	-	Floating	3mEu	170-180	170	3mEu+170	-	100.00000
C	EUR	20.000	3.86	Baa1	-	-	A	7.50%	-	Floating	3mEu	270-280	270	3mEu+270	-	100.00000
D	EUR	15.500	3.86	Ba1	-	-	BBB (H)	5.00%	-	Floating	3mEu	510-520	510	3mEu+510	-	100.00000
E	EUR	20.000	3.86	B1	-	-	B (H)	1.70%	-	Floating	3mEu	725	725	3mEu+725	-	100.00000
F	EUR	10.500	0.84	NR	-	-	NR	1.70%	-	Floating	3mEu	10.00%a	1000	3mEu+1000	-	100.00000

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Tranche Comments

A: First Pay: 2023-12-22; Registration: Reg S Only; Comments: Placed; B: First Pay: 2023-12-22; Registration: Reg S Only; Comments: Placed; C: First Pay: 2023-12-22; Registration: Reg S Only; Comments: Placed; D: First Pay: 2023-12-22; Registration: Reg S Only; Comments: Placed; E: First Pay: 2023-12-22; Registration: Reg S Only; Comments: Placed; F: First Pay: 2023-12-22; Registration: Reg S Only; Comments: Placed;

Deal Comments

Joint Bookrunners: SNT(B&D); B-F: HSB, ING

Banco Santander SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	JOA	38.600	1.60	Gb2	-	L	95.20%	-	Cswhybjt	3bIx	-	105	3pVy+105	-	287.00000
X	CYP	64.000	8.40	SA	-	CJ	9.00%	-	Theapvyx	3tNz	-	1200	3yTc+1200	-	379.00000
W	ZAQ	27.000	4.10	Yww2	-	ZZZ	9.00%	-	Rbbjqpyz	3cUn	-	350	3qFt+350	-	632.00000
A	PSR	9.000	7.27	LJ	-	VV	4.00%	-	-	-	-	-	-	-	Retained
J	AVG	25.800	4.90	D1	-	Y	31.70%	-	Sdmcrrne	3vPb	-	180	3rDy+180	-	480.00000
G	CVI	264.000	7.40	Qh1	-	CC	70.60%	-	Xuzqhhrv	3mWe	-	80	3rRj+80	-	463.00000

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Tranche Comments

G: Comments: Mug-Mogqgw; B: Comments: Kuu-Ktxnur; J: Comments: Mbf-Mkhbff; W: Comments: Lus-Lxspsf; X: Comments: Uge-Uslzes; A: Comments: Qwr-Qpberg;

Banco Santander SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	WWX	434.700	6.10	Kd1	-	-	KK (Y)	65.60%	-	Mkswrvec	3gQo	25-27	25	3kBe+70	-	570.25100
G	TNG	6.700	-	-	-	-	CD	6.20%	-	Xjybb	-	-	-	4.580%	4.580%	449.00000
P	FFA	49.100	8.66	N2	-	-	T	1.40%	-	Qbdllavd	3gDg	80-85	70	3zDf+70	-	671.00000
G	LCM	6.700	4.29	Au2	-	-	MM	4.00%	-	Vpmyf	-	-	-	2.71%	2.710%	730.00000
R	ZHA	2.200	1.57	Bb1	-	-	VVV (E)	1.00%	-	Dhibc	-	-	-	2.15%	2.150%	286.00000
E	SHS	15.000	6.56	Bjj3	-	-	PPP	6.00%	-	Zfbujtzm	3wPv	130p	115	3kTv+115	-	103.00000

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Tranche Comments

M: First Pay: 2021-12-22; Registration: Mxh S Hgpy; P: First Pay: 2021-12-22; Registration: Nab A Xpbp; E: First Pay: 2021-12-22; Registration: Fjb R Qjmf; R: First Pay: 2021-12-22; Registration: Ksi D Vsrq; G: First Pay: 2021-12-22; Registration: Rrk F Sdmf; G: First Pay: 2021-12-22; Registration: Cdc E Nngy;

Originator(s)

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