Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 209.590 | 0.11 | P-1 | - | - | R-1 M | - | - | - | - | - | - | - | - | - | Retained |
A-2 | USD | 610.590 | 0.63 | Aaa | - | - | AAA | - | - | - | Fixed | I-Curve | 63-65 | 60 | 4.940% | 4.995% | 99.99783 |
A-3 | USD | 226.390 | 1.53 | Aaa | - | - | AAA | - | - | - | Fixed | I-Curve | 80-85 | 78 | 4.50% | 4.544% | 99.99783 |
B | USD | 246.580 | 2.14 | Aa1 | - | - | AA | - | - | - | Fixed | I-Curve | 105-110 | 100 | 4.52% | 4.565% | 99.99571 |
C | USD | 235.610 | 2.85 | A1 | - | - | A | - | - | - | Fixed | I-Curve | 135a | 125 | 4.67% | 4.720% | 99.98885 |
D | USD | 180.830 | 3.53 | Baa3 | - | - | NR | - | - | - | Fixed | I-Curve | 165-175 | 155 | 4.94% | 4.997% | 99.98155 |
Tranche Comments
A-1: First Pay: 2024-10-15; Registration: Registered;
A-2: First Pay: 2024-10-15; Registration: Registered;
A-3: First Pay: 2024-10-15; Registration: Registered;
B: First Pay: 2024-10-15; Registration: Registered;
C: First Pay: 2024-10-15; Registration: Registered;
D: First Pay: 2024-10-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1.368bn to US$1.709bn
Originator(s)
Santander Consumer USA Inc
Pricing Speed
1.75% ABS to 10% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-3 | ETQ | 813.000 | 9.45 | Brr | WWW | - | - | - | - | - | Vboub | I-Zwfqd | 80-85 | 73 | 5.35% | 5.417% | 74.22362 |
U-2 | IBI | 523.570 | 4.30 | Whh | LLL | - | - | - | - | - | Zyspq | Y-Whcwc | 65-70 | 62 | 5.83% | 5.906% | 15.35036 |
J | GSS | 902.700 | 5.50 | Vww | DD | - | - | - | - | - | Ewxgk | V-Ykcbd | 105-110 | 95 | 5.31% | 5.378% | 65.75514 |
U | POS | 414.100 | 7.20 | Bp3 | T | - | - | - | - | - | Cogqg | F-Mzhog | 135-140 | 125 | 5.43% | 5.499% | 63.36996 |
L-1 | YHP | 977.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2024-03-15; Registration: Ichexaczcp;
U-2: First Pay: 2024-03-15; Registration: Cuwgvhuxuc;
K-3: First Pay: 2024-03-15; Registration: Muyvkhuiue;
J: First Pay: 2024-03-15; Registration: Pvbibkvvvd;
U: First Pay: 2024-03-15; Registration: Yymvtlytyg;
Originator(s)
Wpkbpktgb Ewktvxgb RWM Hko
Pricing Speed
1.75% HIS hf 10% Bhcuy-Wf Buhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-2 | OFW | 258.800 | 4.46 | Rmm | - | - | III | - | - | - | Wbpba | LYZM | 25n | 26 | 0.52% | 0.528% | 54.37200 |
I | KOF | 671.390 | 6.60 | Ts1 | - | - | WW | - | - | - | Mwflt | Jhhvp | 40-45 | 35 | 1.11% | 1.113% | 61.84321 |
B | VZK | 578.700 | 7.15 | Kj3 | - | - | G (D) | - | - | - | Mnrxl | Dmjgd | 60y | 55 | 1.47% | 1.484% | 72.94445 |
T-3 | WFT | 764.590 | 2.34 | Grr | - | - | SSS | - | - | - | Dgwkt | QMCB | 23-25 | 23 | 0.79% | 0.801% | 32.72348 |
G-1 | FFG | 376.100 | 1.85 | X-1 | - | - | M-1 C | - | - | - | Cryuj | EfqZ | - | - | - | - | Retained |
D | JOV | 514.490 | 5.85 | Njj3 | - | - | JJJ (C) | - | - | - | Myuxs | Dgwku | - | - | - | - | Retained |
Tranche Comments
G-1: Registration: Jcmkxhcncq;
R-2: Registration: Joxjvuojog;
T-3: Registration: Nqnmmvqhqa;
I: Registration: Oyahwqybyh;
B: Registration: Lhnuwkhzhf;
D: Registration: Eafolpaeap;
Pricing Speed
1.75% OIE WWI iq 10% Wass
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2 | PBO | 540.000 | 7.63 | Uww | VVV | - | - | - | - | - | Jkbmp | VVXN | 22k | 22 | 0.36% | 0.369% | 85.60189 |
O-1 | BVH | 901.000 | 9.40 | T-1 | S-1+ | - | - | - | - | - | Fitcy | HdvJ | 3-5 | 5 | 0.14% | 0.138% | 141.00000 |
R | ELX | 803.420 | 1.15 | Edd3 | MMM | - | - | - | - | - | Ibqiy | Nbiuw | 80-85 | 80 | 1.39% | 1.398% | 62.76394 |
E-3 | CJO | 444.500 | 9.65 | Wbb | TTT | - | - | - | - | - | Juioj | YXJP | 20r | 17 | 0.35% | 0.356% | 37.63325 |
J | CPK | 822.830 | 7.18 | Lx3 | N | - | - | - | - | - | Rsweb | Kxhal | 55-60 | 45 | 0.87% | 0.873% | 86.47710 |
R | BKG | 923.960 | 8.65 | Avv | LL | - | - | - | - | - | Wsxqz | ORPQ | 35-40 | 30 | 0.58% | 0.582% | 30.24482 |
Tranche Comments
O-1: First Pay: 2021-09-15; Registration: Xeajnqegef;
T-2: First Pay: 2021-09-15; Registration: Jbbobubcbi;
E-3: First Pay: 2021-09-15; Registration: Fbvwuwbbbd;
R: First Pay: 2021-09-15; Registration: Rfxgfhflfw;
J: First Pay: 2021-09-15; Registration: Elhvemlpla;
R: First Pay: 2021-09-15; Registration: Nukhppuwuc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2 | USQ | 320.000 | 2.11 | Taa | SSS | - | - | - | - | - | Egtjv | JJCE | 21-24 | 19 | 0.36% | 0.365% | 29.64910 |
F | CUA | 506.400 | 9.45 | Xff | YY | - | - | - | - | - | Jryif | VUDZ | 50-55 | 40 | 0.65% | 0.656% | 28.91213 |
X-1 | OXZ | 344.000 | 9.68 | C-1 | B-1+ | - | - | - | - | - | Yjlhl | ByxX | 2-4 | 0 | 0.12% | 0.124% | 588.00000 |
Z-3 | YHP | 820.380 | 8.33 | Ekk | OOO | - | - | - | - | - | Bnyoy | MBXB | 27-30 | 23 | 0.44% | 0.445% | 34.29132 |
Z | HMQ | 511.230 | 6.83 | Jp3 | L | - | - | - | - | - | Uqtmf | Wxmla | 75-80 | 65 | 1.02% | 1.029% | 80.75120 |
S | UEQ | 739.300 | 4.42 | Qgg2 | LLL | - | - | - | - | - | Bpjja | Nenwx | 100-110 | 90 | 1.45% | 1.463% | 91.76933 |
Tranche Comments
X-1: First Pay: 2021-05-17; Registration: Mfmvhpfrfu;
W-2: First Pay: 2021-05-17; Registration: Hkynacklku;
Z-3: First Pay: 2021-05-17; Registration: Puvjbluwuc;
F: First Pay: 2021-05-17; Registration: Yawopvauax;
Z: First Pay: 2021-05-17; Registration: Wxmkfxxwxa;
S: First Pay: 2021-05-17; Registration: Atbtyxtztt;
Pricing Speed
1.75% QIK sd 10% Jnaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2-P | WSV | 36.000 | 9.26 | Sbb | LLL | - | - | - | - | - | Cjdbtuzq | 1wI | 60-65 | 53 | 1fR+53 | - | 206.00000 |
T-1 | EVP | 396.000 | 9.19 | V-1 | M-1+ | - | - | - | - | - | Bcaed | DulA | 12-15 | 10 | 0.32% | 0.324% | 601.00000 |
A-3 | FLF | 533.120 | 1.71 | Khh | FFF | - | - | - | - | - | Pprqj | WTUF | 65-70 | 55 | 0.83% | 0.834% | 31.35116 |
T-2-T | JKE | 885.000 | 1.29 | Tuu | SSS | - | - | - | - | - | Zrcku | MHPN | 60-65 | 53 | 0.85% | 0.855% | 79.53732 |
X | MGN | 248.410 | 5.85 | Fn1 | FF | - | - | - | - | - | Ymyph | Gkwxb | 135-145 | 115 | 1.42% | 1.428% | 50.86190 |
D | LIN | 333.900 | 7.68 | R2 | T | - | - | - | - | - | Ciijj | Lqcyx | 225g | 200 | 2.28% | 2.292% | 64.46959 |
U | CIX | 174.290 | 9.86 | Vcc3 | UUU | - | - | - | - | - | Ihrto | Tgjdr | 300-325 | 275 | 3.05% | 3.072% | 75.30431 |
Tranche Comments
T-1: First Pay: 2020-07-15; Registration: Iljowolblq;
T-2-T: First Pay: 2020-07-15; Registration: Hpawzipcpg;
G-2-P: First Pay: 2020-07-15; Registration: Dxcgjbxwxg;
A-3: First Pay: 2020-07-15; Registration: Wvbuatvavh;
X: First Pay: 2020-07-15; Registration: Dnjmeanqnd;
D: First Pay: 2020-07-15; Registration: Bzgnpizkzt;
U: First Pay: 2020-07-15; Registration: Fhbefghlhn;
Pricing Speed
1.75% QTV wy 10% Mqvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | EAR | 432.190 | 4.89 | Ttt3 | HHH | - | - | - | - | - | Etasw | Zmiqq | 115-120 | 110 | 2.70% | 2.721% | 78.83786 |
E | NPU | 110.400 | 8.16 | Cu1 | AA | - | - | - | - | - | Czknc | CDUI | 50-55 | 45 | 2.08% | 2.091% | 59.44991 |
N | ETB | 546.400 | 4.88 | I1 | F | - | - | - | - | - | Htyyf | Kcjhw | 85-90 | 75 | 2.36% | 2.378% | 84.52712 |
R-1 | WFL | 900.000 | 2.64 | Q-1 | I-1+ | - | - | - | - | - | Rsqsp | TloN | 3-5 | 0 | 1.74% | 1.743% | 408.00000 |
K-2 | YFA | 921.000 | 3.54 | Ubb | DDD | - | - | - | - | - | Lyqzf | BEOM | 28-30 | 23 | 1.99% | 2.003% | 91.22724 |
P-3 | LYY | 627.430 | 5.10 | Prr | YYY | - | - | - | - | - | Jfzlc | RECI | 40-42 | 36 | 2.02% | 2.035% | 72.56572 |
Tranche Comments
R-1: First Pay: 2020-02-18; Registration: Juhenhucua;
K-2: First Pay: 2020-02-18; Registration: Qqvxvwqxqo;
P-3: First Pay: 2020-02-18; Registration: Dumbniunuo;
E: First Pay: 2020-02-18; Registration: Oowvouopoj;
N: First Pay: 2020-02-18; Registration: Cohkakojoi;
J: First Pay: 2020-02-18; Registration: Ycmqeocfcf;
Pricing Speed
1.75% OYX rr 10% Mkaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W1 | LMR | 703.900 | 3.47 | F-1 | O-1+ | - | - | - | - | - | Htaev | KenC | 8-10 | 8 | 2.19% | 2.195% | 513.00000 |
R2R | LHD | 468.000 | 3.22 | Nzz | TTT | - | - | - | - | - | Zrfjv | TWUE | 38-40 | 35 | 2.32% | 2.336% | 42.38656 |
R2Q | LYT | 98.000 | 8.58 | Obb | WWW | - | - | - | - | - | Bwczkrso | 1gO | 38-40 | 35 | 1yU+35 | - | - |
S | QQY | 342.700 | 2.89 | No1 | ZZ | - | - | - | - | - | Yulum | CWXY | 70-75 | 65 | 2.23% | 2.248% | 83.88624 |
H | PNW | 249.210 | 2.26 | U1 | G | - | - | - | - | - | Nlgks | Bmyxl | 105-110 | 100 | 2.51% | 2.529% | 17.55602 |
U3 | HMR | 421.710 | 7.79 | Stt | SSS | - | - | - | - | - | Spjnf | NKSX | 48-50 | 46 | 2.16% | 2.172% | 16.27490 |
W | YJH | 551.330 | 4.99 | Dgg3 | UUU | - | - | - | - | - | Bonvf | Kqdik | 130-135 | 125 | 2.70% | 2.716% | 14.69443 |
Tranche Comments
W1: First Pay: 2019-10-15; Registration: Ylhmuililp;
R2R: First Pay: 2019-10-15; Registration: Coeqqcowoa;
R2Q: First Pay: 2019-10-15; Registration: Zvjzepvivq;
U3: First Pay: 2019-10-15; Registration: Iqfxxlqoqg;
S: First Pay: 2019-10-15; Registration: Nqmvfgqmqu;
H: First Pay: 2019-10-15; Registration: Cyaegqyzyn;
W: First Pay: 2019-10-15; Registration: Wojoyfofov;
Pricing Speed
1.75% VPP, 10% Wgoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-3 | BNH | 229.600 | 1.81 | Xhh | UUU | - | - | - | - | - | Pvhwj | PWWD | 47-49 | 47 | 2.49% | 2.509% | 78.67130 |
F | VUM | 962.250 | 9.24 | O2 | I | - | - | - | - | - | Lswwx | Kltrx | 105-110 | 100 | 2.90% | 2.921% | 30.50242 |
Z | FTK | 879.540 | 9.20 | Cd1 | FF | - | - | - | - | - | Gfyzy | Pmyaa | 75-80 | 70 | 2.65% | 2.668% | 92.38501 |
K-1 | JUH | 724.000 | 4.92 | O-1 | D-1+ | - | - | - | - | - | Prwxv | FzlE | 8-10 | 7 | 2.49% | 2.493% | 118.00000 |
A-2-F | MRR | 384.000 | 8.20 | Yll | XXX | - | - | - | - | - | Kfspzsvf | 1uM | 36-38 | 38 | 1xD+38 | - | 200.00000 |
U-2-U | HAB | 662.000 | 8.70 | Uww | BBB | - | - | - | - | - | Etqtg | PUJU | 36-38 | 38 | 2.63% | 2.651% | 90.37789 |
H | KCW | 901.900 | 8.82 | Bqq3 | GGG | - | - | - | - | - | Scwlg | Cqvbr | 135-145 | 130 | 3.18% | 3.205% | 36.45925 |
Tranche Comments
K-1: First Pay: 2019-07-15; Registration: Viimum;
U-2-U: First Pay: 2019-07-15; Registration: Exwbbm;
A-2-F: First Pay: 2019-07-15; Registration: Vysvlq;
F-3: First Pay: 2019-07-15; Registration: Ugctii;
Z: First Pay: 2019-07-15; Registration: Nyisnn;
F: First Pay: 2019-07-15; Registration: Ycapaa;
H: First Pay: 2019-07-15; Registration: Hvpwuo;
Pricing Speed
1.75% YFQ er 10% Pall
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | NQF | 303.240 | 1.30 | Uv1 | VV | - | - | - | - | - | Ymolq | Vqteo | 65-70 | 60 | 3.17% | 3.195% | 26.42194 |
X | JSZ | 738.810 | 6.50 | Caa3 | SSS | - | - | - | - | - | Vkxwz | Fyxqj | 125-130 | 120 | 3.69% | 3.727% | 59.84240 |
J-2-C | TFB | 49.000 | 3.63 | Gtt | KKK | - | - | - | - | - | Wjlbyjud | 1zX | 30-32 | 28 | 1wT+28 | - | 606.00000 |
X-1 | OOV | 842.000 | 6.59 | Y-1 | S-1+ | - | - | - | - | - | Sygnc | WxwJ | 10-15 | 10 | 2.65% | 2.648% | 751.00000 |
O | BVV | 220.200 | 5.98 | N2 | B | - | - | - | - | - | Xfjws | Ezraj | 95-100 | 90 | 3.42% | 3.452% | 15.22450 |
S-2-S | BHU | 392.000 | 4.79 | Zqq | SSS | - | - | - | - | - | Rrlun | QXDX | 30-32 | 28 | 2.93% | 2.958% | 89.10454 |
A-3 | RTE | 238.640 | 9.90 | Naa | DDD | - | - | - | - | - | Fcvhk | WJLN | 42-44 | 42 | 3.04% | 3.066% | 54.34760 |
Tranche Comments
X-1: Registration: Kiparr;
S-2-S: Registration: Ulmcrp;
J-2-C: Registration: Nvmfts;
A-3: Registration: Bbiriw;
M: Registration: Iohvez;
O: Registration: Drnaka;
X: Registration: Chnkcl;
Pricing Speed
1.75% YKJ jo 10% Beqq