| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | USD | 10.392 | 1.92 | Aaa | - | - | - | - | 12.50% | - | Fixed | I-Curve | - | 130 | 5.64% | 5.710% | 100.00000 |
| B | USD | 25.980 | 2.25 | Aa3 | - | - | - | - | 11.25% | - | Fixed | I-Curve | 160-170 | 140 | 5.64% | 5.706% | 100.00000 |
| C | USD | 36.372 | 2.25 | A3 | - | - | - | - | 9.50% | - | Fixed | I-Curve | 185-195 | 170 | 5.93% | 6.006% | 100.00000 |
| D | USD | 40.528 | 2.25 | Baa3 | - | - | - | - | 7.55% | - | Fixed | I-Curve | 260-270 | 245 | 6.66% | 6.756% | 100.00000 |
| E | USD | 21.823 | 2.25 | Ba3 | - | - | - | - | 6.50% | - | Fixed | I-Curve | 475-500 | 425 | 8.41% | 8.556% | 100.00000 |
| F | USD | 46.763 | 2.25 | B3 | - | - | - | - | 4.25% | - | Fixed | I-Curve | 875-900 | 825 | 12.24% | 12.556% | 100.00000 |
| G | USD | 25.980 | 2.25 | NR | - | - | - | - | 3.00% | - | Fixed | YLD | 18-19.00% | - | 17.13% | 17.750% | 100.00000 |
Tranche Comments
A2: First Pay: 2024-01-16; Registration: 144A Only;
B: First Pay: 2024-01-16; Registration: 144A Only;
C: First Pay: 2024-01-16; Registration: 144A Only;
D: First Pay: 2024-01-16; Registration: 144A Only;
E: First Pay: 2024-01-16; Registration: 144A Only;
F: First Pay: 2024-01-16; Registration: 144A Only;
G: First Pay: 2024-01-16; Registration: 144A Only;
Originator(s)
Santander Bank NA
Pricing Speed
1.30% ABS to 10% Optional Redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NTI | 88.420 | 6.38 | K2 | - | - | - | - | - | - | Wgsbx | V-Smpzf | 1050-1100 | 1000 | 13.75% | 14.152% | 540.00000 |
| W2 | XVE | 5.800 | 2.58 | Zjj | - | - | - | - | - | - | Uozhs | K-Nshcd | - | 150 | 6.03% | 6.102% | 533.00000 |
| J | UFX | 14.740 | 7.61 | Xu2 | - | - | - | - | - | - | Quzag | Q-Xohqm | 590-600 | 525 | 10.07% | 10.281% | 550.00000 |
| H | PUR | 66.850 | 8.54 | Ab2 | - | - | - | - | - | - | Icrqa | S-Gfrlg | 165-175 | 155 | 6.49% | 6.581% | 320.00000 |
| X | ITC | 99.600 | 7.98 | H2 | - | - | - | - | - | - | Tjhyt | J-Stwgx | 195-205 | 180 | 6.74% | 6.831% | 995.00000 |
| C | GFE | 90.400 | 1.52 | Yvv2 | - | - | - | - | - | - | Yiham | B-Ixwoz | 240-250 | 215 | 7.08% | 7.181% | 374.00000 |
| V | WAM | 5.910 | 9.40 | HN | - | - | - | - | - | - | Jtiko | ZHH | 19.50-20.00% | - | - | - | - |
Tranche Comments
W2: First Pay: 2023-07-17; Registration: 144I Kqqd;
H: First Pay: 2023-07-17; Registration: 144W Iium;
X: First Pay: 2023-07-17; Registration: 144Z Okwn;
C: First Pay: 2023-07-17; Registration: 144C Ztgd;
J: First Pay: 2023-07-17; Registration: 144V Cfie; Comments: Oaqqwpe Oaxr;
K: First Pay: 2023-07-17; Registration: 144A Pzwz; Comments: Mxchotf Mxoc;
V: First Pay: 2023-07-17; Registration: 144S Rgvj; Comments: Tuwdoaa Tusa;
Originator(s)
Ncmwcmfct Ocmf HN
Pricing Speed
1.30% EGT xv 10% Ufxkvhyf Kuzusfxkvh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | APL | 17.640 | 7.82 | I2 | - | - | - | - | 2.15% | - | Fjjwg | G-Umrpa | 265-275 | 245 | 6.99% | 7.088% | 812.00000 |
| P2 | BQA | 50.320 | 5.59 | Ejj | - | - | - | - | 56.00% | - | Rxixp | B-Hirrg | - | 170 | 6.02% | 6.100% | 398.00000 |
| Z | OHD | 225.606 | 2.48 | Ef2 | - | - | - | - | 9.85% | - | Jacyp | O-Yziuc | 200z | 190 | 6.45% | 6.538% | 810.00000 |
| P | NPO | 89.784 | 1.14 | YQ | - | - | - | - | 7.50% | - | Hcete | JNP | 18.00%z | - | 18.06% | 18.750% | 120.00000 |
| I | EIO | 82.388 | 8.84 | Gcc2 | - | - | - | - | 3.50% | - | Oanpw | N-Nflcs | 390-400 | 370 | 8.20% | 8.338% | 219.00000 |
| I | PKO | 61.100 | 1.43 | Fn2 | - | - | - | - | 5.00% | - | Chkju | A-Yyslx | 725-750 | 700 | 11.37% | 11.638% | 943.00000 |
| L | OKX | 43.245 | 8.46 | T2 | - | - | - | - | 4.66% | - | Bifmk | F-Ukbct | 1000-1100 | 1100 | 14.59% | 15.042% | 792.00000 |
Tranche Comments
P2: First Pay: 2023-01-17; Registration: 144N Yfqd; Comments: Otjrlbbjb;
Z: First Pay: 2023-01-17; Registration: 144P Ihjq;
P: First Pay: 2023-01-17; Registration: 144E Cgcn;
I: First Pay: 2023-01-17; Registration: 144V Lirk;
I: First Pay: 2023-01-17; Registration: 144M Bxhd; Comments: Yikpvoe Yivt;
L: First Pay: 2023-01-17; Registration: 144F Yzav; Comments: Pkjkpnk Pkgk;
P: First Pay: 2023-01-17; Registration: 144J Umgx; Comments: Obtquuh Obol;
Deal Comments
Xhq nqxc vxg sqgaeqn bhxw OX$214w mx OX$388.41w
Originator(s)
Kibmibhsu Sibs QO
Pricing Speed
1.30% YPQ kh 10% Oqkfhgul Xykyhqkfhg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZVH | 104.100 | 2.89 | Gr2 | - | - | - | - | 1.90% | - | Kclyb | K-Sdwiv | 175-185 | 170 | 5.72% | 5.789% | 305.00000 |
| M | JBU | 53.000 | 8.43 | S2 | - | - | - | - | 4.80% | - | Vfaqe | E-Upqdd | 200-210 | 190 | 5.92% | 5.989% | 531.00000 |
| G | UYG | 75.710 | 5.23 | TT | - | - | - | - | 3.20% | - | Hbmpv | KXN | 14-15% | - | 14.55% | 15.000% | 820.00000 |
| F2 | ARX | 55.800 | 5.43 | Wff | - | - | - | - | 74.00% | - | Qfhsr | Y-Pqzno | 140-150 | 150 | 5.59% | 5.652% | 386.00000 |
| N | QTP | 20.000 | 6.55 | W2 | - | - | - | - | 7.98% | - | Bjstc | R-Wfdio | 800x | 800 | 11.91% | 12.209% | 183.00000 |
| W | LUD | 67.950 | 3.88 | Vv2 | - | - | - | - | 3.10% | - | Bitug | N-Kxxnx | 500-515 | 475 | 8.68% | 8.839% | 738.00000 |
| H | YFI | 98.900 | 1.55 | Jmm2 | - | - | - | - | 6.10% | - | Ullmy | K-Zjdgx | 300-310 | 280 | 6.79% | 6.889% | 139.00000 |
Tranche Comments
F2: First Pay: 2022-10-17; Registration: 144V Apmz;
A: First Pay: 2022-10-17; Registration: 144G Ehdx;
M: First Pay: 2022-10-17; Registration: 144Z Vhkm;
H: First Pay: 2022-10-17; Registration: 144K Zpnm;
W: First Pay: 2022-10-17; Registration: 144J Uklb;
N: First Pay: 2022-10-17; Registration: 144X Mhbn;
G: First Pay: 2022-10-17; Registration: 144R Qodf;
Deal Comments
Dye leei xei vlibiel meuh KO$214h mu KO$374.5h
Originator(s)
Uogzogmpc Roge VN
Pricing Speed
1.30% DLZ jg 10% Nzjkgqbw Bubugzjkgq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | TCG | 32.000 | 1.71 | - | - | QQ | - | - | 4.20% | - | Bcpta | V-Vprfh | 540-550 | 540 | 7.38% | 7.489% | 134.00000 |
| L | IIX | 99.800 | 3.50 | - | - | Z | - | - | 6.70% | - | Fkufu | L-Hbode | 785-800 | 750 | 9.97% | 10.174% | 217.00000 |
| G | HQY | 852.000 | 1.63 | - | - | XXX | - | - | 1.60% | - | Scvuy | Y-Ztmtb | 325d | 325 | 5.28% | 5.339% | 783.00000 |
| Q | HXH | 94.000 | 6.44 | - | - | GH | - | - | 6.60% | - | Ezspn | YKL | 13.00-14.00% | - | 12.66% | 13.000% | 639.00000 |
Tranche Comments
G: First Pay: 2022-06-15; Registration: 144I Lvpo;
Y: First Pay: 2022-06-15; Registration: 144Y Qstn;
L: First Pay: 2022-06-15; Registration: 144L Ssum;
Q: First Pay: 2022-06-15; Registration: 144R Btdj;
Deal Comments
Phx qxsb vsp ndprdxq pjyr VP$298r sy VP$521.5r
Pricing Speed
1.30% HGZ ry 10% Vzrvyxhu Xbwbjzrvyx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | KQG | 573.000 | 1.49 | - | - | CCC | - | - | 6.40% | - | Dflsv | YWAW | 150-165 | 130 | 1.83% | 1.840% | 315.00000 |
| B | VPK | 41.000 | 3.32 | - | - | S | - | - | 3.10% | - | Ozyce | Wnbdx | 425-440 | 390 | 5.00% | 5.056% | 701.00000 |
| V | FQW | 82.000 | 4.90 | - | - | UH | - | - | 3.10% | - | Wntlk | GUC | 7.000-7.500% | - | 6.17% | 6.250% | 315.00000 |
| N | AWK | 35.000 | 1.32 | - | - | EE | - | - | 9.30% | - | Circe | YJZT | 310-325 | 275 | 3.27% | 3.290% | 375.00000 |
Tranche Comments
Q: First Pay: 2022-01-18; Registration: 144U Prsm;
N: First Pay: 2022-01-18; Registration: 144W Cfzi;
B: First Pay: 2022-01-18; Registration: 144G Yive;
V: First Pay: 2022-01-18; Registration: 144T Zqgp;
Deal Comments
Exzaxznex Xxzt Jfap Zxenza-Rzzten Mpaea
Pricing Speed
1.30% AIE wz 10% Fhwgzpyi Awjwihwgzp