| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | SAN 2025-NQM2 (USD 284m) | Banco Santander SA | | USOA | May 12, 2025 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | ESV | 5.579 | 6.28 | - | M | - | - | E | 8.80% | - | PSP | D-Fomsy | Amg 500m | Rdt 500h | 500 | - | 9.041% | 10.67381 | | S-3 | XOK | 22.140 | 6.80 | - | N+ | - | - | T | 26.30% | - | Cvqye | M-Oklwi | 210h | 200v | 190 | 6.04% | 5.898% | 17.44217 | | P-1 | IBL | 13.160 | 9.99 | - | UUU | - | - | QQQ | 4.89% | - | Rmouz | B-Kzawm | 280-285 | 280l | 275 | 6.83% | 6.791% | 87.32772 | | Z-1 | ZGU | 6.210 | 7.26 | - | CC | - | - | RR+ | 5.30% | - | KET | X-Emtuo | 400i | - | 400 | - | 8.041% | 50.13044 | | F-1 | IHT | 403.483 | 8.20 | - | EEE | - | - | UUU | 81.82% | - | Pqzey | U-Rkzwg | 170s | 165u | 160 | 5.73% | 5.598% | 40.48438 | | K-2 | XWJ | 62.765 | 2.20 | - | KK | - | - | II | 65.72% | - | Ikrqb | X-Zjjjb | 190z | 180-185 | 180 | 5.94% | 5.798% | 68.47185 |
Tranche Comments F-1: First Pay: 2025-05-27; Registration: 144E/Rne N;
K-2: First Pay: 2025-05-27; Registration: 144L/Bqd H;
S-3: First Pay: 2025-05-27; Registration: 144T/Hba N;
P-1: First Pay: 2025-05-27; Registration: 144X/Qke Z;
Z-1: First Pay: 2025-05-27; Registration: 144O/Vko E;
C-2: First Pay: 2025-05-27; Registration: 144Q/Fnm W; Risk Retention AV - Upfs MA/AN - Upf Pricing Speed 25% TZB ps 4 moxj kxww |
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