| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 430.100 | 1.75 | - | - | AAA | AAA | AAA | 38.44% | - | Floating | 3mEu | - | - | 3mEu+140 | - | 98.51000 |
| B | EUR | 51.200 | 2.02 | - | - | AA | AA | AA- | 30.94% | - | Floating | 3mEu | - | - | 3mEu+200 | - | 97.58000 |
| C | EUR | 37.500 | 2.02 | - | - | A | A (L) | A- | 25.45% | - | Floating | 3mEu | - | - | 3mEu+275 | - | 96.96000 |
| D | EUR | 30.700 | 2.02 | - | - | BBB | BBB (L) | BBB- | 20.95% | - | Floating | 3mEu | - | - | 3mEu+350 | - | 94.59000 |
| RFN | EUR | 9.900 | - | - | - | NR | NR | NR | - | - | Fixed | - | - | - | 7.000% | - | - |
| Z1 | EUR | 102.400 | - | - | - | NR | NR | NR | 4.50% | - | Fixed | - | - | - | 8.000% | - | - |
| Z2 | EUR | 30.700 | - | - | - | NR | NR | NR | - | - | Fixed | - | - | - | 10.000% | - | - |
| X | EUR | 0.000 | - | - | - | NR | NR | NR | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2023-10-31; Registration: 144A/Reg S;
B: First Pay: 2023-10-31; Registration: 144A/Reg S;
C: First Pay: 2023-10-31; Registration: 144A/Reg S;
D: First Pay: 2023-10-31; Registration: 144A/Reg S;
RFN: First Pay: 2023-10-31; Registration: 144A/Reg S;
Z1: First Pay: 2023-10-31; Registration: 144A/Reg S;
Z2: First Pay: 2023-10-31; Registration: 144A/Reg S;
X: First Pay: 2023-10-31; Registration: 144A/Reg S;
Originator(s)
Santander, Caixa Catalunya, Banesto, Popular, and others
Risk Retention
Risk Retention Holder (5% vertical): Jepson Ltd
WA Seasoning (Months)
12.4