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STS
Private Label
ABCP
non-ABCP (Term)
OBS (Synthetic)
PCS Risk Transfer
PCS True Sale
Originator:
Date of Certification:
Transaction Name:
Closing Date of transaction:
Asset Class:
...
Auto Loans & Leases
Consumer Loans
Corporate Loans
Credit Cards
Credit Facilities to Enterprises
Other
Residential Mortgages
Trade Receivables
Currency:
...
EUR
GBP
USD
Country of Assets:
...
Belgium
Finland
France
Germany
Greece
Ireland
Italy
Netherlands
Norway
Poland
Portugal
Spain
Sweden
Switzerland
United Kingdom
United States of America
multi-jurisdictional
Bloomberg Ticker / ISIN:
Only outstanding deals:
...
Yes
No
Public/Private:
...
Public
Private
Size:
Date
Originator
Transaction Name
Country of Assets
Asset class
Transaction Size
Date of transaction
13 January 2025
(to be confirmed)
Originator
ASR Levensverzekering N.V.
Name
Delphinus 2025-I B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00385
Documents
STS Verification Checklist
Date
13/01/2025
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
13/01/2025
Name
Draft STS Notification
CRR Assessment
Date
13/01/2025
Name
Provisional PCS CRR Assessment
LCR Assessment
Date
13/01/2025
Name
Provisional PCS LCR Assessment
Prospectus
Date
13/01/2025
Name
Preliminary Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2964660851
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2964663285
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2964663954
Bloomberg Ticker
Date of transaction
13 January 2025
(to be confirmed)
Originator
Toyota Financial Services Italia S.p.A.
Name
KOROMO ITALY S.R.L.
Country
Italy
Asset Class
Auto Loans & Leases
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00420
Documents
STS Verification Checklist
Date
14/01/2025
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
13/01/2025
Name
Draft STS Notification
CRR Assessment
Date
13/01/2025
Name
Provisional PCS CRR Assessment
Prospectus
Date
13/01/2025
Name
Preliminary Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
Rating
Moody’s:
[ Aa3 ]
Fitch:
[ AA ]
ISIN
IT0005630741
Bloomberg Ticker
KORIT_2
Class
Class J Notes
Currency
EUR
Size
Rating
Moody’s:
[ NR ]
Fitch:
[ NR ]
ISIN
IT0005630824
Bloomberg Ticker
Date of transaction
19 December 2024
Originator
CA Consumer Finance
Name
GINKGO Sales Finance 2024
Country
France
Asset Class
Consumer Loans
Total size
940,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00401
Documents
STS Verification Checklist
Date
19/12/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
19/12/2024
Name
STS Notification
CRR Assessment
Date
19/12/2024
Name
PCS CRR Assessment
LCR Assessment
Date
19/12/2024
Name
PCS LCR Assessment
Prospectus
Date
19/12/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
775,500,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
FR001400U7V0
Bloomberg Ticker
GNKGO 2024-SF1 A
Class
Class B
Currency
EUR
Size
51,700,000
Rating
Fitch:
AA
DBRS:
AA
ISIN
FR001400U7U2
Bloomberg Ticker
GNKGO 2024-SF1 B
Class
Class C
Currency
EUR
Size
56,400,000
Rating
Fitch:
A
DBRS:
A
ISIN
FR001400U7Y4
Bloomberg Ticker
GNKGO 2024-SF1 C
Class
Class D
Currency
EUR
Size
56,400,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
FR001400U7X6
Bloomberg Ticker
GNKGO 2024-SF1 D
Date of transaction
17 December 2024
Originator
Nationwide Building Society
Name
SILVERSTONE MASTER ISSUER PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
1,500,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00250
Documents
STS Verification Checklist
Date
17/12/2024
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
17/12/2024
Name
PCS CRR Assessment
LCR Assessment
Date
17/12/2024
Name
PCS LCR Assessment
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class 1A
Currency
GBP
Size
500,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S Notes: XS2950718424
Bloomberg Ticker
Class
Class 2A
Currency
GBP
Size
500,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S Notes: XS2950718770
Bloomberg Ticker
Class
Class 3A
Currency
GBP
Size
500,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S Notes: XS2950719158
Bloomberg Ticker
Date of transaction
12 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Residential Mortgages
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00411
Documents
Date of transaction
12 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
-
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00366
Documents
Date of transaction
10 December 2024
Originator
CA Auto Bank S.p.A.
Name
Asset-Backed European Securitisation Transaction Twenty-Five S.r.l
Country
Italy
Asset Class
Auto Loans & Leases
Total size
424,100,000
Redeemed:
No
PCS ID:
EUSTSTERM-00413
Documents
STS Verification Checklist
Date
10/12/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
10/12/2024
Name
STS Notification
CRR Assessment
Date
10/12/2024
Name
PCS CRR Assessment
Prospectus
Date
06/12/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
353,700,000
Rating
Fitch:
AA
DBRS:
AAA
ISIN
IT0005621880
Bloomberg Ticker
ABEST 25 Mtge
Class
Class B Notes
Currency
EUR
Size
28,300,000
Rating
Fitch:
A+
DBRS:
AA (low)
ISIN
IT0005621898
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
11,000,000
Rating
Fitch:
A-
DBRS:
A
ISIN
IT0005621906
Bloomberg Ticker
Class
Class D Notes
Currency
Size
10,000,000
Rating
Fitch:
BBB
DBRS:
BBB (high)
ISIN
IT0005621914
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
11,000,000
Rating
Fitch:
BB+
DBRS:
BBB (low)
ISIN
IT0005621922
Bloomberg Ticker
Class
Class M Notes
Currency
EUR
Size
5,500,000
Rating
Fitch:
NR
DBRS:
CCC
ISIN
IT0005621930
Bloomberg Ticker
Class
Class X Notes
Currency
EUR
Size
4,600,000
Rating
Fitch:
BB+
DBRS:
BB (low)
ISIN
IT0005621948
Bloomberg Ticker
Date of transaction
10 December 2024
Originator
Charter Court Financial Services Limited
Name
PMF 2024-2 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
1,263,233,998
Redeemed:
No
PCS ID:
UKSTSTERM-00259
Documents
STS Verification Checklist
Date
10/12/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
12/12/2024
Name
STS Notification
CRR Assessment
Date
12/12/2024
Name
PCS CRR Assessment
Prospectus
Date
12/12/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
GBP
Size
1,113,148,000
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
XS2949623289
Bloomberg Ticker
PMF 2024-2A
Class
Class B
Currency
GBP
Size
56,283,000
Rating
Moody’s:
Aa3
DBRS:
AA (high)
ISIN
XS2949623362
Bloomberg Ticker
PMF 2024-2B
Class
Class C
Currency
GBP
Size
37,522,000
Rating
Moody’s:
A2
DBRS:
A (high)
ISIN
XS2949623446
Bloomberg Ticker
PMF 2024-2C
Class
Class D
Currency
GBP
Size
31,267,999
Rating
Moody’s:
Baa2
DBRS:
BBB (high)
ISIN
XS2949623529
Bloomberg Ticker
PMF 2024-2D
Class
Class E
Currency
GBP
Size
12,505,999
Rating
Moody’s:
Ba1
DBRS:
BBB
ISIN
XS2949623792
Bloomberg Ticker
PMF 2024-2E
Class
Class X
Currency
GBP
Size
12,507,000
Rating
Moody’s:
Ba3
DBRS:
BBB (high)
ISIN
XS2949623875
Bloomberg Ticker
PMF 2024-2X
Class
RC1 Residual Certificates
Currency
GBP
Size
Rating
Moody’s:
NR
DBRS:
NR
ISIN
XS2949623958
Bloomberg Ticker
Class
RC2 Residual Certificates
Currency
GBP
Size
Rating
Moody’s:
NR
DBRS:
NR
ISIN
XS2949624097
Bloomberg Ticker
Date of transaction
28 November 2024
Originator
Stellantis Financial Services Italia S.p.A.
Name
AUTO ABS ITALIAN STELLA LOANS S.R.L.
Country
Italy
Asset Class
Auto Loans & Leases
Total size
810,500,000
Redeemed:
No
PCS ID:
EUSTSTERM-00397
Documents
STS Verification Checklist
Date
28/11/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
27/11/2024
Name
Draft STS Notification
CRR Assessment
Date
28/11/2024
Name
PCS CRR Assessment
Prospectus
Date
27/11/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
708,000,000
Rating
Fitch:
AA
DBRS:
AAA
ISIN
IT0005619694
Bloomberg Ticker
ISTEL 24-2
Class
Class B Notes
Currency
EUR
Size
52,000,000
Rating
Fitch:
AA
DBRS:
AA (high)
ISIN
IT0005619710
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
23,200,000
Rating
Fitch:
A+
DBRS:
AA
ISIN
IT0005619819
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
16,800,000
Rating
Fitch:
BBB+
DBRS:
A (high)
ISIN
IT0005619827
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
8,000,000
Rating
Fitch:
BB+
DBRS:
A (high)
ISIN
IT0005619835
Bloomberg Ticker
Class
Class Z Notes
Currency
EUR
Size
2,500,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005619868
Bloomberg Ticker
Date of transaction
25 November 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
-
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00403
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
22 November 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
-
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00260
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
13 November 2024
Originator
Cassa di Risparmio di Asti S.p.A.
Name
Asti Group RMBS IV S.r.l.
Country
Italy
Asset Class
Residential Mortgages
Total size
664,995,000
Redeemed:
No
PCS ID:
EUSTSTERM-00339
Documents
STS Verification Checklist
Date
13/11/2024
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
13/11/2024
Name
PCS CRR Assessment
Prospectus
Date
12/11/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
Scope
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
EUR
Size
365,700,000
Rating
Moody’s:
NR
DBRS:
AAA
Scope:
AAA
ISIN
IT0005614943
Bloomberg Ticker
Class
Class A2 Notes
Currency
EUR
Size
186,100,000
Rating
Moody’s:
Aa3
DBRS:
AAA
Scope:
AAA
ISIN
IT0005614950
Bloomberg Ticker
Class
Class J Notes
Currency
EUR
Size
113,195,000
Rating
ISIN
IT0005614968
Bloomberg Ticker
Date of transaction
30 October 2024
Originator
Yorkshire Building Society
Name
WHITE ROSE MASTER ISSUER PLC 2024-1
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
350,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00216
Documents
STS Verification Checklist
Date
30/10/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
30/10/2024
Name
STS Notification
CRR Assessment
Date
30/10/2024
Name
PCS CRR Assessment
LCR Assessment
Date
30/10/2024
Name
PCS LCR Assessment
Prospectus
Date
29/10/2024
Name
Base Prospectus
Date
29/10/2024
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
350,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2922764787
Bloomberg Ticker
Date of transaction
29 October 2024
Originator
BPCE - Banques Populaires and Caisses d’Epargne
Name
BPCE HOME LOANS FCT 2024 GREEN UOP
Country
France
Asset Class
Residential Mortgages
Total size
802,513,500
Redeemed:
No
PCS ID:
EUSTSTERM-00363
Documents
STS Verification Checklist
Date
29/10/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
29/10/2024
Name
STS Notification
CRR Assessment
Date
29/10/2024
Name
PCS CRR Assessment
LCR Assessment
Date
29/10/2024
Name
PCS LCR Assessment
Prospectus
Date
24/10/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
750,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
FR001400SMQ2
Bloomberg Ticker
HLFCT 2024-G A Mtge
Class
Class B Notes
Currency
EUR
Size
52,500,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
Bloomberg Ticker
Class
Residual Units
Currency
EUR
Size
13,500
Rating
Moody’s:
NR
Fitch:
NR
ISIN
Bloomberg Ticker
Date of transaction
29 October 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00356
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
28 October 2024
Originator
Elan Woninghypotheken B.V. and CRC Obelix Asset Holding DAC
Name
EDML Blue 2024 B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
400,500,000
Redeemed:
No
PCS ID:
EUSTSTERM-00390
Documents
STS Verification Checklist
Date
28/10/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
28/10/2024
Name
STS Notification
CRR Assessment
Date
28/10/2024
Name
PCS CRR Assessment
LCR Assessment
Date
28/10/2024
Name
PCS LCR Assessment
Prospectus
Date
28/10/2024
Name
Offering Circular
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
342,500,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2909652419
Bloomberg Ticker
EDML 2024-BLUE A
Class
Class B
Currency
EUR
Size
9,000,000
Rating
Moody’s:
Aa1
Fitch:
AA+
ISIN
XS2909652849
Bloomberg Ticker
EDML 2024-BLUE B
Class
Class C
Currency
EUR
Size
5,200,000
Rating
Moody’s:
A1
Fitch:
A
ISIN
XS2909654035
Bloomberg Ticker
EDML 2024-BLUE C
Class
Class D
Currency
EUR
Size
1,100,000
Rating
Moody’s:
A3
Fitch:
BBB+
ISIN
XS2909654464
Bloomberg Ticker
EDML 2024-BLUE D
Class
Class E
Currency
EUR
Size
2,700,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2909654977
Bloomberg Ticker
EDML 2024-BLUE E
Class
Class RS
Currency
EUR
Size
40,000,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2909655602
Bloomberg Ticker
Date of transaction
18 October 2024
Originator
Tulpenhuis 1 B.V.
Name
Tulip Mortgage Funding 2024-1
Country
Netherlands
Asset Class
Residential Mortgages
Total size
466,880,000
Redeemed:
No
PCS ID:
EUSTSTERM-00386
Documents
STS Verification Checklist
Date
18/10/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
18/10/2024
Name
STS Notification
CRR Assessment
Date
18/10/2024
Name
PCS CRR Assessment
LCR Assessment
Date
18/10/2024
Name
PCS LCR Assessment
Prospectus
Date
18/10/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
437,848,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS2905549932
Bloomberg Ticker
TULP 2024-1 A
Class
Class B
Currency
EUR
Size
9,618,000
Rating
Fitch:
AA-
DBRS:
AA (high)
ISIN
XS2905550195
Bloomberg Ticker
TULP 2024-1 B
Class
Class C
Currency
EUR
Size
7,099,000
Rating
Fitch:
A-
DBRS:
A (low)
ISIN
XS2905550278
Bloomberg Ticker
TULP 2024-1 C
Class
Class D
Currency
EUR
Size
3,435,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2905550864
Bloomberg Ticker
TULP 2024-1 D
Class
Class E
Currency
EUR
Size
4,580,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2905550948
Bloomberg Ticker
TULP 2024-1 E
Class
Class X
Currency
EUR
Size
4,200,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2905551086
Bloomberg Ticker
TULP 2024-1 X
Class
Class R
Currency
EUR
Size
100,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2905551243
Bloomberg Ticker
TULP 2024-1 R
Date of transaction
17 October 2024
Originator
WiZink Bank, S.A.U. – Sucursal em Portugal
Name
VASCO FINANCE NO. 2
Country
Portugal
Asset Class
Credit Cards
Total size
285,200,000
Redeemed:
No
PCS ID:
EUSTSTERM-00377
Documents
STS Verification Checklist
Date
17/10/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
17/10/2024
Name
STS Notification
CRR Assessment
Date
17/10/2024
Name
PCS CRR Assessment
Prospectus
Date
17/10/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
193,800,000
Rating
Fitch:
AA+
DBRS:
AA (high)
ISIN
PTTGUFOM0034
Bloomberg Ticker
VASCO 2 A
Class
Class B
Currency
EUR
Size
24,500,000
Rating
Fitch:
A+
DBRS:
A
ISIN
PTTGUPOM0032
Bloomberg Ticker
VASCO 2 B
Class
Class C
Currency
EUR
Size
15,400,000
Rating
Fitch:
BBB+
DBRS:
BBB
ISIN
PTTGU7OM0023
Bloomberg Ticker
VASCO 2 C
Class
Class D
Currency
EUR
Size
19,600,000
Rating
Fitch:
BB+
DBRS:
BB
ISIN
PTTGCEOM0029
Bloomberg Ticker
VASCO 2 D
Class
Class E
Currency
EUR
Size
14,000,000
Rating
Fitch:
B+
DBRS:
B
ISIN
PTTGCFOM0028
Bloomberg Ticker
VASCO 2 E
Class
Class F
Currency
EUR
Size
12,600,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
PTTGCGOM0027
Bloomberg Ticker
VASCO 2 F
Class
Class X
Currency
EUR
Size
5,200,000
Rating
Fitch:
BB+
DBRS:
A (high)
ISIN
PTTGCNOM0028
Bloomberg Ticker
VASCO 2 X
Class
Class G
Currency
EUR
Size
100,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
PTTGC8OM0012
Bloomberg Ticker
VASCO 2 G
Date of transaction
15 October 2024
Originator
Skipton Building Society
Name
Darrowby No. 6 plc
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
777,780,000
Redeemed:
No
PCS ID:
UKSTSTERM-00230
Documents
STS Verification Checklist
Date
15/10/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
15/10/2024
Name
STS Notification
CRR Assessment
Date
15/10/2024
Name
PCS CRR Assessment
LCR Assessment
Date
15/10/2024
Name
PCS LCR Assessment
Prospectus
Date
15/10/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
700,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2893515150
Bloomberg Ticker
DRWBY A
Class
Class B Notes
Currency
GBP
Size
77,780,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2893515408
Bloomberg Ticker
DRWBY B
Date of transaction
15 October 2024
Originator
NEWDAY FUNDING TRANSFEROR LTD
Name
NEWDAY FUNDING MASTER ISSUER PLC
Country
United Kingdom
Asset Class
Credit Cards
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00243
Documents
STS Verification Checklist
Date
15/10/2024
Name
Provisional PCS STS Term Verification Checklist
CRR Assessment
Date
15/10/2024
Name
Provisional PCS CRR Assessment
LCR Assessment
Date
15/10/2024
Name
Provisional PCS LCR Assessment
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
Rating
Fitch:
[ AAA ]
DBRS:
[ AAA ]
ISIN
(144A):XS2909751740 (Regulation S)XS2909751583
Bloomberg Ticker
Class
Class B Notes
Currency
GBP
Size
Rating
Fitch:
[ AA+ ]
DBRS:
[ AA ]
ISIN
(144A):XS2909752391 (Regulation S):XS2909752128
Bloomberg Ticker
Class
Class C Notes
Currency
GBP
Size
Rating
Fitch:
[ A+ ]
DBRS:
[ A ]
ISIN
(144A):XS2909752557 (Regulation S):XS2909752474
Bloomberg Ticker
Class
Class D Notes
Currency
GBP
Size
Rating
Fitch:
[ BBB+ ]
DBRS:
[ BBB ]
ISIN
(144A):XS2909752987 (Regulation S):XS2909752805
Bloomberg Ticker
Class
Class E Notes
Currency
GBP
Size
Rating
Fitch:
[ BB ]
DBRS:
[ BB ]
ISIN
(144A):XS2909753100 (Regulation S):XS2909753019
Bloomberg Ticker
Class
Class F Notes
Currency
GBP
Size
Rating
Fitch:
[ BB- ]
DBRS:
[ B (high) ]
ISIN
(144A):XS2909753365 (Regulation S):XS2909753282
Bloomberg Ticker
Date of transaction
30 September 2024
Originator
STELLANTIS FINANCIAL SERVICES ESPAÑA, E.F.C., S.A.
Name
AUTO ABS SPANISH LOANS 2024-1
Country
Spain
Asset Class
Auto Loans & Leases
Total size
606,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00326
Documents
STS Verification Checklist
Date
30/09/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
09/09/2024
Name
Draft STS Notification
CRR Assessment
Date
30/09/2024
Name
PCS CRR Assessment
Prospectus
Date
24/09/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
505,000,000
Rating
Fitch:
AA
DBRS:
AA
ISIN
ES0305837009
Bloomberg Ticker
COMP 2024-1 Mtge
Class
Class B Notes
Currency
EUR
Size
29,000,000
Rating
Fitch:
A
DBRS:
A
ISIN
ES0305837017
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
32,000,000
Rating
Fitch:
BBB-
DBRS:
BBB
ISIN
ES0305837025
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
22,000,000
Rating
Fitch:
BB
DBRS:
BB (high)
ISIN
ES0305837033
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
12,000,000
Rating
Fitch:
B
DBRS:
BB (low)
ISIN
ES0305837041
Bloomberg Ticker
Class
Class F Notes
Currency
EUR
Size
6,000,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
ES0305837058
Bloomberg Ticker
Date of transaction
30 September 2024
Originator
Lloyds Bank GmbH, acting through its Amsterdam Branch
Name
Candide Financing 2024-1 B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
526,047,000
Redeemed:
No
PCS ID:
EUSTSTERM-00359
Documents
STS Verification Checklist
Date
30/09/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
30/09/2024
Name
STS Notification
CRR Assessment
Date
30/09/2024
Name
PCS CRR Assessment
LCR Assessment
Date
30/09/2024
Name
PCS LCR Assessment
Prospectus
Date
26/09/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
500,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2881615343
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
20,838,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2881615699
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
5,209,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2881615855
Bloomberg Ticker
Date of transaction
26 September 2024
Originator
Banco Santander Totta, S.A.
Name
Consumer Totta 2 2024
Country
Portugal
Asset Class
Consumer Loans
Total size
404,001,001
Redeemed:
No
PCS ID:
EUSTSTERM-00360
Documents
STS Verification Checklist
Date
26/09/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
26/09/2024
Name
STS Notification
CRR Assessment
Date
26/09/2024
Name
PCS CRR Assessment
Prospectus
Date
26/09/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
320,000,000
Rating
Moody’s:
Aaa
Fitch:
AA-
ISIN
PTGAMMOM0028
Bloomberg Ticker
CTOTA 2 A
Class
Class B
Currency
EUR
Size
15,400,000
Rating
Moody’s:
Aa2
Fitch:
A
ISIN
PTGAMNOM0027
Bloomberg Ticker
CTOTA 2 B
Class
Class C
Currency
EUR
Size
24,600,000
Rating
Moody’s:
Baa1
Fitch:
BBB
ISIN
PTGAMOOM0026
Bloomberg Ticker
CTOTA 2 C
Class
Class D
Currency
EUR
Size
15,400,000
Rating
Moody’s:
Ba1
Fitch:
BB
ISIN
PTGAMPOM0017
Bloomberg Ticker
CTOTA 2 D
Class
Class E
Currency
EUR
Size
24,600,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
PTGAMQOM0016
Bloomberg Ticker
CTOTA 2 E
Class
Class F
Currency
EUR
Size
4,000,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
PTGAMROM0015
Bloomberg Ticker
CTOTA 2 F
Class
Class R
Currency
EUR
Size
1
Rating
Moody’s:
NR
Fitch:
NR
ISIN
PTGAMSOM0022
Bloomberg Ticker
CTOTA 2 R
Class
Class X
Currency
EUR
Size
1,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
PTGAMTOM0013
Bloomberg Ticker
CTOTA 2 X
Date of transaction
24 September 2024
Originator
Santander Consumer Bank S.p.A.
Name
GOLDEN BAR (SECURITISATION) S.R.L.
Country
Italy
Asset Class
Consumer Loans
Total size
1,010,030,000
Redeemed:
No
PCS ID:
EUSTSTERM-00332
Documents
STS Verification Checklist
Date
24/09/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
24/09/2024
Name
STS Notification
CRR Assessment
Date
24/09/2024
Name
PCS CRR Assessment
Prospectus
Date
20/09/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A-2024-1
Currency
EUR
Size
820,000,000
Rating
Fitch:
AA
DBRS:
AAA
ISIN
IT0005611378
Bloomberg Ticker
GOLDB 2024-1
Class
Class B-2024-1
Currency
EUR
Size
75,000,000
Rating
Fitch:
AA-
DBRS:
AA
ISIN
IT0005611386
Bloomberg Ticker
Class
Class C-2024-1
Currency
EUR
Size
105,000,000
Rating
Fitch:
BBB
DBRS:
BBB (high)
ISIN
IT0005611394
Bloomberg Ticker
Class
Class D-2024-1
Currency
EUR
Size
10,000,000
Rating
Fitch:
BB+
DBRS:
BBB (high)
ISIN
IT0005611402
Bloomberg Ticker
Class
Class Z-2024-1
Currency
EUR
Size
30,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005611576
Bloomberg Ticker
Date of transaction
24 September 2024
Originator
Creditis Servizi Finanziari S.p.A.
Name
Brignole CQ 2024 S.r.l.
Country
Italy
Asset Class
Consumer Loans
Total size
182,540,000
Redeemed:
No
PCS ID:
EUSTSTERM-00374
Documents
STS Verification Checklist
Date
24/09/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
24/09/2024
Name
STS Notification
CRR Assessment
Date
24/09/2024
Name
PCS CRR Assessment
Prospectus
Date
24/09/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
142,100,000
Rating
Fitch:
AA
DBRS:
AA (low)
ISIN
IT0005612319
Bloomberg Ticker
BRICQ 2024 MTGE
Class
Class B Notes
Currency
EUR
Size
18,400,000
Rating
Fitch:
A
DBRS:
A
ISIN
IT0005612327
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
13,000,000
Rating
Fitch:
BBB
DBRS:
BBB (high)
ISIN
IT0005612335
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
2,000,000
Rating
Fitch:
BBB-
DBRS:
BBB
ISIN
IT0005612343
Bloomberg Ticker
Class
Class X Notes
Currency
EUR
Size
7,000,000
Rating
Fitch:
BB+
DBRS:
B (low)
ISIN
IT0005612350
Bloomberg Ticker
Class
Class R Notes
Currency
EUR
Size
40,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005612368
Bloomberg Ticker
Date of transaction
18 September 2024
Originator
Agos Ducato S.p.A.
Name
SUNRISE SPV Z70 S.R.L.
Country
Italy
Asset Class
Consumer Loans
Total size
1,114,300,000
Redeemed:
No
PCS ID:
EUSTSTERM-00358
Documents
STS Verification Checklist
Date
18/09/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
29/08/2024
Name
Draft STS Notification
CRR Assessment
Date
18/09/2024
Name
PCS CRR Assessment
Prospectus
Date
18/09/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A1
Currency
EUR
Size
420,000,000
Rating
Fitch:
[ AA ]
DBRS:
[ AA (high) ]
ISIN
IT0005609638
Bloomberg Ticker
Class
A2
Currency
EUR
Size
439,300,000
Rating
Fitch:
[ AA ]
DBRS:
[ AA (high) ]
ISIN
IT0005609646
Bloomberg Ticker
Class
B
Currency
EUR
Size
78,800,000
Rating
Fitch:
[ A+ ]
DBRS:
[ AA (low) ]
ISIN
IT0005609653
Bloomberg Ticker
Class
C
Currency
EUR
Size
65,700,000
Rating
Fitch:
[ BBB+ ]
DBRS:
[ A ]
ISIN
IT0005609661
Bloomberg Ticker
Class
D
Currency
EUR
Size
32,900,000
Rating
Fitch:
[ BBB ]
DBRS:
[ BBB ]
ISIN
IT0005609679
Bloomberg Ticker
Class
E
Currency
EUR
Size
28,500,000
Rating
Fitch:
[ BBB- ]
DBRS:
[ BB (high) ]
ISIN
IT0005609687
Bloomberg Ticker
Class
M
Currency
EUR
Size
49,100,000
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
IT0005609695
Bloomberg Ticker
Date of transaction
7 August 2024
Originator
Banco BPM S.p.A.
Name
BPL Mortgages S.r.l.
Country
Italy
Asset Class
Residential Mortgages
Total size
7,522,925,000
Redeemed:
No
PCS ID:
EUSTSTERM-00333
Documents
STS Verification Checklist
Date
07/08/2024
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
07/08/2024
Name
PCS CRR Assessment
Prospectus
Date
07/08/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Series A1 Notes
Currency
EUR
Size
2,440,400,000
Rating
Moody’s:
A1
DBRS:
A
ISIN
IT0004883051
Bloomberg Ticker
BPLM 2012-1 A-24 Mtge
Class
Series A2 Notes
Currency
EUR
Size
995,100,000
Rating
Moody’s:
A1
DBRS:
A
ISIN
IT0005218414
Bloomberg Ticker
BPLM 2012-1 A-24 Mtge
Class
Series A3 Notes
Currency
EUR
Size
1,504,300,000
Rating
Moody’s:
A1
DBRS:
A
ISIN
IT0005364549
Bloomberg Ticker
BPLM 2012-1 A-24 Mtge
Class
Series A4 Notes
Currency
EUR
Size
1,365,000,000
Rating
Moody’s:
Aa3
DBRS:
AA
ISIN
IT0005609307
Bloomberg Ticker
BPLM 2012-1 A-24 Mtge
Class
Series B1 Notes
Currency
EUR
Size
1,148,455,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
IT0004883374
Bloomberg Ticker
Class
Series B3 Notes
Currency
EUR
Size
69,670,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
IT0005364556
Bloomberg Ticker
Date of transaction
26 July 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Auto Loans & Leases
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00364
Documents
Date of transaction
25 July 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Consumer Loans
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00354
Documents
Date of transaction
24 July 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Auto Loans & Leases
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00087
Documents
Date of transaction
22 July 2024
Originator
BPCE - Banques Populaires and Caisses d’Epargne
Name
OPHELIA MASTER SME FCT
Country
France
Asset Class
Credit Facilities to Enterprises
Total size
1,126,767,050
Redeemed:
No
PCS ID:
EUSTSTERM-00328
Documents
STS Verification Checklist
Date
22/07/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
22/07/2024
Name
STS Notification
CRR Assessment
Date
22/07/2024
Name
PCS CRR Assessment
Prospectus
Date
16/07/2024
Name
Base Prospectus
Date
17/07/2024
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
800,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
DBRS:
AAA
ISIN
FR001400R682
Bloomberg Ticker
OMSME 2024-1 A
Class
Class B Notes
Currency
EUR
Size
326,763,000
Rating
ISIN
Bloomberg Ticker
Class
Residual Units
Currency
EUR
Size
4,050
Rating
ISIN
Bloomberg Ticker
Date of transaction
19 July 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Consumer Loans
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00084
Documents
Date of transaction
15 July 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00094
Documents
Date of transaction
10 July 2024
Originator
ING Bank N.V.
Name
GREEN LION 2024-1 B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
1,063,600,000
Redeemed:
No
PCS ID:
EUSTTERM-00311
Documents
STS Verification Checklist
Date
10/07/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
10/07/2024
Name
STS Notification
CRR Assessment
Date
10/07/2024
Name
PCS CRR Assessment
LCR Assessment
Date
10/07/2024
Name
PCS LCR Assessment
Prospectus
Date
08/07/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
1,000,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2802104120
Bloomberg Ticker
GLION2024 A
Class
B
Currency
EUR
Size
53,100,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2802104559
Bloomberg Ticker
GLION2024 B
Class
C
Currency
EUR
Size
10,500,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2802104716
Bloomberg Ticker
GLION2024 C
Date of transaction
2 July 2024
Originator
NEWDAY FUNDING TRANSFEROR LTD
Name
NEWDAY FUNDING MASTER ISSUER PLC
Country
United Kingdom
Asset Class
Credit Cards
Total size
332,500,000
Redeemed:
No
PCS ID:
UKSTSTERM-00233
Documents
STS Verification Checklist
Date
02/07/2024
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
02/07/2024
Name
PCS CRR Assessment
LCR Assessment
Date
02/07/2024
Name
PCS LCR Assessment
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
177,800,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
ISIN (144A):XS2834466976 ISIN (Regulation S):XS2834466620
Bloomberg Ticker
Class
Class B Notes
Currency
GBP
Size
25,200,000
Rating
Fitch:
AA+
DBRS:
AA
ISIN
ISIN (144A):XS2834467438 ISIN (Regulation S):XS2834467271
Bloomberg Ticker
Class
Class C Notes
Currency
GBP
Size
33,950,000
Rating
Fitch:
A+
DBRS:
A
ISIN
ISIN (144A):XS2834467941 ISIN (Regulation S):XS2834467602
Bloomberg Ticker
Class
Class D Notes
Currency
GBP
Size
57,050,000
Rating
Fitch:
BBB
DBRS:
BBB
ISIN
ISIN (144A):XS2834468592 ISIN (Regulation S):XS2834468162
Bloomberg Ticker
Class
Class E Notes
Currency
GBP
Size
32,550,000
Rating
Fitch:
BB
DBRS:
BB
ISIN
ISIN (144A):XS2834469137 ISIN (Regulation S):XS2834468832
Bloomberg Ticker
Class
Class F Notes