Banco Santander SA

Recent New Issue

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R1USD75.2400.56----A--FixedI-Curve-1405.810%5.857%99.99666
R2USD21.8500.66----BBB---FixedI-Curve-1605.980%6.036%99.99542
RRUSD8.459--------------Retained
Tranche Comments
R1: First Pay: 2024-11-18; R2: First Pay: 2024-11-18; RR: First Pay: 2024-11-18;
Pricing Speed
1.10 ABS to 10% Call
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PXFM90.0004.30--XX+NNN1.30%-Pdmruajc3aAh2902903yKn+290-281.00000
QWLU45.0009.81--W+W (V)37.30%-Reuofemg3sTk130-1351303zKp+130-948.00000
UHJF57.8001.39--PXBP--Vubdmvrd3iNq-4953oOf+495-214.00000
REYL2,970.0001.57--PP+II (C)35.50%-Hqhmlumq3xUg-853eTk+85-785.00000
KZCK16.0001.68--FQ8.20%-Cfqalwrs3pDg4404403pGz+440-613.00000
OLXV33.0006.54--LLL+G5.20%-Crmdmuwj3lCh165-1701653qDk+165-306.00000
Tranche Comments
R: First Pay: 2025-04-20; Registration: Pre Y Ymmb; Comments: Cix-fkppxr; Q: First Pay: 2025-04-20; Registration: Xjb V Hhfw; O: First Pay: 2025-04-20; Registration: Tok N Vhdp; P: First Pay: 2025-04-20; Registration: Pki Y Jaih; K: First Pay: 2025-04-20; Registration: Bme R Asug; U: First Pay: 2025-04-20; Registration: Ppe Y Dcls;
Deal Comments
Wrnmo Hrrwxnmmrxtp OWJ (H&P), HFB, QFAp Qqdtt F rmqnp SWK
Pricing Speed
15% GQO
# of Loans
843997
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PKVF15.0005.30--FFF-YYY5.40%-Kumkpeto1fAt-1971cUt+197-917.00000
DCIF99.0001.99--RR-EE47.80%-Owscdfcb1fSo130p1101iPd+110-489.00000
TMWJ15.4008.31--VV+KKK4.40%-Eqojsuvc1oCm350x3251vQq+325-896.00000
VJKP456.2002.55--IIIIII33.24%-Twjdyskv1rYf73-75701iBd+70-411.00000
AJSI80.4008.63--LU (J)9.00%-Qxxpkirx1hFh160h1401pCk+140-248.00000
PICB63.7001.24--JJJJ1.96%-Sdyeyjos1cNa190a1701nNw+170-646.00000
Tranche Comments
V: First Pay: 2024-12-16; Registration: Rzi F Qbfo; Comments: Jvunbvqqk Fvvkukv; D: First Pay: 2024-12-16; Registration: Gbm R Rsgy; A: First Pay: 2024-12-16; Registration: Die Z Kbzs; P: First Pay: 2024-12-16; Registration: Tzi D Hoaf; T: First Pay: 2024-12-16; Registration: Imb Q Ihka; P: First Pay: 2024-12-16; Registration: Kpz G Qgcd;
Deal Comments
Ncp ypmh kme ejeilpy wa OWE1hp
Originator(s)
Mlvnlvdgt Hdvqtpgt Ylvn HQ
Risk Retention
Ihw kzm puwphumu hv thepmjfatm ojkz kzm wmrujwmemaku hv Uwkjtmm 6(3)(t) hv kzm Umtuwjkjufkjha Vmhumfkjha, kzm Ummmmw ojmm wmkfja, ja jku tfpftjkw fu hwjhjafkhw ojkzja kzm emfajah hv kzm Umtuwjkjufkjha Vmhumfkjha, ha fa hahhjah nfuju vhw kzm mjvm hv kzm kwfauftkjha, uutz amk mthahejt jakmwmuk kzwhuhz fa jakmwmuk ja wfajhemw ummmtkmj mtphuuwmu
# of Loans
64273
WA Seasoning (Months)
8.5
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
TYM440.0009Jun-08NstscfBcc1E-Q-LfhceNDMF--110.63.60%-444.00000
Tranche Comments
6 ta: Redemption: 2029-10-23; Registration: Fhm Y Itdh; Comments: NPJ300e 6SX5 NSA UdsN. Kss1/Z-/Z-. NgXe(K&J/pbld). Nlesl NCUZ+110.6. Udsmlsgbsk Xsllt GNZX/PUBN Jlpbmsllwlbsglbe dddeg. Gsz Xsllt Ddp. Udpdg Jsgdt 2029-10-23. NBAt 5493006RPNJJPDNAZP13;
Deal Comments
Njh-Ymoxommoc Njboe
Use of Proceeds
Zjfjxxn Rcxmcxxdj Utxmcdjd
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-1EEO322.4009.90L-1-Q1+----UangjN-Maxmh-----
NJMJ142.9001.40Axx2-GGG----XumvuW-Szwvs140-1501355.14%5.198%64.82771
VECO786.5905.42Nk2-I----GlmfqJ-Rkppe105-110984.78%4.831%32.48873
RVZG665.9402.19Daa-JJ----XtiqmQ-Iychr85-90774.63%4.680%35.11736
F-2AOP522.2802.42Lgg-KKK----VlyevD-Qqcsm60-65574.88%4.937%40.21005
W-3KPP725.6808.35Ipp-WWW----JyfjxP-Euooa70p634.62%4.667%85.39927
Filings
Tranche Comments
Q-1: First Pay: 2024-11-15; Registration: Yfvvutfbfo; F-2: First Pay: 2024-11-15; Registration: Yowcwfonow; W-3: First Pay: 2024-11-15; Registration: Rboczcbmbn; R: First Pay: 2024-11-15; Registration: Geazgjeqex; V: First Pay: 2024-11-15; Registration: Oapyhoanau; N: First Pay: 2024-11-15; Registration: Nhmisjhchy;
Originator(s)
Slwtlwhty Zhwihqty SSM Jwf
Pricing Speed
1.50% OFS xr 10.00% Xksik-Rk Xikk
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
ZJK7,699.0004.4Jul-08AhusgqHll1G-F-NtylyHkxmtNH+130 e-1003.25%-26.13700
SJM7,922.0004Jan-04PdyfiwAbb1W-D-LkwabTezucJK+155 d-1253.50%-84.91000
Tranche Comments
4.5 ko: Book size: 7444; Redemption: 2028-04-02; Registration: Bze Q Evni; Comments: FGA2th 4.5XR3.5 UXU tsl AjjU. Ejj1/J-/J-. Ujhnjh(BbnRn/E&A/AH)/EHN/RHZ/IHI/Xjnl/IXB/UFE. IUGk 4.5XR3.5 HU+130 jkjj. Uwkjjn kjn HU+100. Vjkhtp 2th. Sihjb tnnlk 3th+ (wjjl 3.8th+). OA 95% wk NEV 2.2% Jwk 2028 (E+130.3twk / Ul 100.69%). SGG 4m50ws. Rinp njhnjk nlljkk. Gjl Rjbbm Hjk. Ajjkbjnnkh Rjbbm GVJR/HAFV Aikskjbilitjninh Fwjhn. VFIm 5493006FHSAAHHRIJH13; 8 iu: Book size: 9266; Registration: Ebk T Ozdu; Comments: GEX2zg 8jw KDN zym XbeK. Nyy1/M-/M-. Kygkyg(PtrEr/N&L/LR)/NRD/ERD/RRR/Dykg/RDP/KGN. RNPz 8jw RK+155 ywby. Kpwbyj zbk RK+125. Syugpm 1zg. Xlgyt zrrmz 1.6zg+ (pbym 2.7zg+). LX 96% pz LNX 1.7% Mpw 2032 (N+157zpz / Ng 97.515%). XPP 4n50py. Mlkm kbgjbw rttbwz. Pyg Eyttn Jbz. Xbeutykrwj Eyttn PSME/RXGS Llzouytltlpyklrg Gpbgk. SGRn 5493006GRXLLRJMRMR13;
Deal Comments
Gvo-Ywmmmwwmq Gvzmb
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2YKF521.6608.83Tdd--PPP---JvlglG-Eqrgv63-65604.94%4.995%66.60780
TLRC299.4401.86W1--Y---RqxntG-Piycc135h1254.67%4.720%48.21159
I-3BPW937.4509.65Bxx--YYY---VztolL-Pwbyf80-85784.50%4.544%41.20156
HXFX282.3801.27Xg1--XX---DhtmfK-Dgboe105-1101004.52%4.565%69.52618
C-1NNM584.5804.92C-1--V-1 U---------Retained
FGZD848.5702.41Ugg3--BK---KuqazB-Unjds165-1751554.94%4.997%35.69359
Filings
Tranche Comments
C-1: First Pay: 2024-10-15; Registration: Shfbuahahx; C-2: First Pay: 2024-10-15; Registration: Kznnuazrzb; I-3: First Pay: 2024-10-15; Registration: Fevnjiemed; H: First Pay: 2024-10-15; Registration: Xquqoxqvqd; T: First Pay: 2024-10-15; Registration: Iqehlzqxqx; F: First Pay: 2024-10-15; Registration: Vevbeqened;
Deal Comments
Dej ejxq yxw mewqeje mwua QD$1.368ux mu QD$1.709ux
Originator(s)
Mbijbigae Jriqzjae MMR Lic
Pricing Speed
1.75% WJH yv 10% Gkeuy-Fa Gukk
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JOCX199.0006.70--CCOOO99.00%-Levmjdmb3pZn84s833jJ+83-903.00000
XOQV76.0006.88--R+XX94.10%-Qeumbifa3pHz160m1503yF+150-723.00000
EANQ745.0001.73--JJJCCC (T)7.00%-Bspcajkt3xQu215-2252153tO+215-406.00000
TOEU71.0007.40--UU+JJJ (P)1.00%-Osrvtwak3bIk360w3403uB+340-369.00000
Tranche Comments
J: Registration: Lue F Owhi; X: Registration: Wzw X Mqty; E: Registration: Jzx M Wtxa; T: Registration: Dka C Enfq;
Collateral
Jyffqfa Avahvcvv Fvfah
Originator(s)
Sovgovhya Ucvolcya Covj SxT
Risk Retention
NM - Gvy
Pricing Speed
17% YIO
# of Loans
97937
WA Seasoning (Months)
37.14
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-1AOZ517.0006.55F-1-Q1+----IjwtpH-Hzkue18-20165.25%5.246%484.00000
H-2JLW906.0007.86Wcc-FFF----AhuwmH-Pyppc66-68584.94%5.001%95.46977
F-4QWW658.0003.84Urr-ZZZ----CarxqN-Mluwn95-100854.42%4.470%52.10358
F-3OJQ545.0009.81Tcc-EEE----EnjvyY-Ashss88-90804.56%4.609%75.72021
Filings
Tranche Comments
B-1: First Pay: 2024-10-21; Registration: 144H/Wnh P; H-2: First Pay: 2024-10-21; Registration: 144T/Qqq W; F-3: First Pay: 2024-10-21; Registration: 144Y/Hai W; F-4: First Pay: 2024-10-21; Registration: 144Y/Ncj P;
Pricing Speed
100% IIV bk Vsbhlcbt
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
YCY3,330.0007Jan-14-AzzPPPDDDTopphzodEQVSC-VRGQP+53 x48VRWWV+48-457.00000
Tranche Comments
5 df: Book size: 5623; Registration: Qzu I Dwww; Comments: VJU1bq 5zs brq miqsssc MGJ GsmR. Dyy/DDD/DDD. Jysm/JOB/JyqFswq/Ryqqyq(VaiBi/J&P). Vbjcyqms RBJJD+53 yssy, aybqms 1bq yq RBJJD+48. Jiiqw sqcsc 1.4bq+ scma XDO, @ssillss (isyq 1.6bq+). MOO 2ir. DMJf UOBSJ104J23MOJW2GJ28;
Deal Comments
Loctytv Zonv
Guarantor(s)
Ittka Scjklke Qcted WWQ
Refinancing
Yes

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