ABS | AUTO | | | SRT 2022-B (USD 1,127m) | Banco Santander SA | | USOA | Apr 7, 2022 | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
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V-4 | HQZ | 349.910 | 4.38 | Jkk | - | OOO | - | - | - | - | Guzfr | X-Hnjci | - | 80-85 | 75 | 3.33% | 3.357% | 27.65498 | L-3 | PAA | 362.000 | 1.77 | Qhh | - | AAA | - | - | - | - | Qwotv | B-Thbsr | - | 80k | 78 | 3.28% | 3.304% | 18.14980 | S | GJZ | 96.210 | 8.28 | Br2 | - | SS | - | - | - | - | Kbgoe | H-Ztgcc | - | 120-130 | 125 | 3.85% | 3.882% | 22.57429 | R-1 | VTZ | 152.000 | 5.97 | TM | - | Y1+ | - | - | - | - | - | - | - | - | - | - | - | Retained | Q-2 | IPO | 205.000 | 6.19 | Gll | - | BBB | - | - | - | - | Tzwfx | Y-Hnklf | - | 95-100 | 90 | 2.84% | 2.863% | 91.21708 |
Tranche Comments R-1: First Pay: 2022-05-20; Registration: 144O/Wqo Z;
Q-2: First Pay: 2022-05-20; Registration: 144J/Wks Z;
L-3: First Pay: 2022-05-20; Registration: 144T/Uss I;
V-4: First Pay: 2022-05-20; Registration: 144I/Wqs Z;
S: First Pay: 2022-05-20; Registration: 144D/Vqo F; Risk Retention OO - Igsc GO - Igs Pricing Speed 100% OOI nc mkntwsnr |
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