Transactions
Apply here
Submit application
Symposia
Calendar
Services
The Market
The Great Library
Apply here
Submit application
Transactions
Verified Transactions
Home
>
STS
>
non-ABCP (Term)
Advanced Search
Filter applied
All
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
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
21 June 2023
(to be confirmed)
Originator
Findomestic Banca S.p.A.
Name
AUTOFLORENCE 3 S.R.L.
Country
Italy
Asset Class
Auto Loans & Leases
Total size
500,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00229
Documents
STS Verification Checklist
Date
19/05/2023
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
19/05/2023
Name
Draft STS Notification
CRR Assessment
Date
19/05/2023
Name
Provisional PCS CRR Assessment
Prospectus
Date
19/05/2023
Name
Preliminary Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
[440,000,000]
Rating
S&P:
[ AA ]
Fitch:
[ AA ]
ISIN
IT0005545709
Bloomberg Ticker
AUTOFLO3
Class
Class B Notes
Currency
EUR
Size
[13,500,000]
Rating
S&P:
[ A ]
Fitch:
[ A+ ]
ISIN
IT0005545717
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
[14,000,000]
Rating
S&P:
[ BBB ]
Fitch:
[ BBB ]
ISIN
IT0005545725
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
[9,500,000]
Rating
S&P:
[ BB ]
Fitch:
[ BB ]
ISIN
IT0005545733
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
[8,000,000]
Rating
S&P:
[ B- ]
Fitch:
[ B+ ]
ISIN
IT0005545741
Bloomberg Ticker
Class
Class F Notes
Currency
EUR
Size
[15,000,000]
Rating
S&P:
[ NR ]
Fitch:
[ NR ]
ISIN
IT0005545758
Bloomberg Ticker
Date of transaction
13 June 2023
(to be confirmed)
Originator
CAIXABANK
Name
CAIXABANK CONSUMO 6 , FONDO DE TITULIZACIÓN
Country
Spain
Asset Class
Consumer Loans
Total size
2,000,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00200
Documents
STS Verification Checklist
Date
06/06/2023
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
06/06/2023
Name
Draft STS Notification
CRR Assessment
Date
06/06/2023
Name
PCS CRR Assessment
Prospectus
Date
06/06/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
1,780,000,000
Rating
Moody’s:
Aa3
DBRS:
AA (low)
ISIN
ES0305713002
Bloomberg Ticker
Class
B
Currency
EUR
Size
220,000,000
Rating
Moody’s:
B3
DBRS:
BB (low)
ISIN
ES0305713010
Bloomberg Ticker
Date of transaction
8 June 2023
Originator
BBVA
Name
BBVA CONSUMER AUTO 2023-1, F.T.
Country
Spain
Asset Class
Consumer Loans
Total size
804,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00225
Documents
STS Verification Checklist
Date
08/06/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
08/06/2023
Name
STS Notification
CRR Assessment
Date
08/06/2023
Name
PCS CRR Assessment
Prospectus
Date
01/06/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
688,000,000
Rating
Moody’s:
Aa1
Fitch:
AA+
ISIN
ES0305714000
Bloomberg Ticker
Class
B
Currency
EUR
Size
30,000,000
Rating
Moody’s:
A2
Fitch:
AA
ISIN
ES0305714018
Bloomberg Ticker
Class
C
Currency
EUR
Size
30,000,000
Rating
Moody’s:
Baa3
Fitch:
A
ISIN
ES0305714026
Bloomberg Ticker
Class
D
Currency
EUR
Size
20,000,000
Rating
Moody’s:
Ba2
Fitch:
BBB+
ISIN
ES0305714034
Bloomberg Ticker
Class
E
Currency
EUR
Size
32,000,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
ES0305714042
Bloomberg Ticker
Class
Z
Currency
EUR
Size
Rating
Moody’s:
NR
Fitch:
NR
ISIN
ES0305714059
Bloomberg Ticker
Date of transaction
7 June 2023
(to be confirmed)
Originator
Funding Circle Ltd
Name
SMALL BUSINESS ORIGINATION LOAN TRUST 2023-1 DAC
Country
United Kingdom
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00158
Documents
STS Verification Checklist
Date
07/06/2023
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
07/06/2023
Name
Draft STS Notification
CRR Assessment
Date
07/06/2023
Name
Provisional PCS CRR Assessment
Prospectus
Date
07/06/2023
Name
Preliminary Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
Class A
Currency
GBP
Size
Rating
S&P:
[ AA+ ]
Fitch:
[ AA ]
ISIN
XS2629043428
Bloomberg Ticker
SBOLT 2023-1A
Class
Class B
Currency
GBP
Size
Rating
S&P:
[ AA- ]
Fitch:
[ A ]
ISIN
XS2629043931
Bloomberg Ticker
SBOLT 2023-1B
Class
Class C
Currency
GBP
Size
Rating
S&P:
[ A ]
Fitch:
[ BBB+ ]
ISIN
XS2629045043
Bloomberg Ticker
SBOLT 2023-1C
Class
Class D
Currency
GBP
Size
Rating
S&P:
[ BBB+ ]
Fitch:
[ BB+ ]
ISIN
XS2629045555
Bloomberg Ticker
SBOLT 2023-1D
Class
Class E
Currency
GBP
Size
Rating
S&P:
[ NR ]
Fitch:
[ NR ]
ISIN
XS2629046017
Bloomberg Ticker
SBOLT 2023-1E
Class
Class Z
Currency
GBP
Size
Rating
S&P:
[ NR ]
Fitch:
[ NR ]
ISIN
XS2629046447
Bloomberg Ticker
SBOLT 2023-1Z
Class
Class R
Currency
GBP
Size
Rating
S&P:
[ NR ]
Fitch:
[ NR ]
ISIN
Bloomberg Ticker
Date of transaction
5 June 2023
Originator
Charter Court Financial Services Limited
Name
CMF 2023-1 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
351,479,000
Redeemed:
No
PCS ID:
UKSTSTERM-00161
Documents
STS Verification Checklist
Date
05/06/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
05/06/2023
Name
STS Notification
CRR Assessment
Date
05/06/2023
Name
PCS CRR Assessment
LCR Assessment
Date
05/06/2023
Name
PCS LCR Assessment
Prospectus
Date
05/06/2023
Name
Prospectus
Date
05/06/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A
Currency
GBP
Size
300,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2620566278
Bloomberg Ticker
CCMF 2023-1 A
Class
Class Z
Currency
GBP
Size
28,776,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2620566948
Bloomberg Ticker
CCMF2023-1 Z
Class
Class X
Currency
GBP
Size
22,703,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2620570205
Bloomberg Ticker
CCMF 2023-1 X
Date of transaction
31 May 2023
Originator
Clydesdale Bank PLC
Name
Lanark Master Issuer plc
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
500,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00164
Documents
STS Verification Checklist
Date
31/05/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
31/05/2023
Name
STS Notification
CRR Assessment
Date
31/05/2023
Name
PCS CRR Assessment
LCR Assessment
Date
31/05/2023
Name
PCS LCR Assessment
Prospectus
Date
15/05/2023
Name
Base Prospectus
Date
30/05/2023
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
1A Notes
Currency
GBP
Size
500,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S: XS2619756450
Bloomberg Ticker
Date of transaction
30 May 2023
Originator
IBL Banca
Name
Marzio Finance S.r.l.
Country
Italy
Asset Class
Consumer Loans
Total size
317,200,000
Redeemed:
No
PCS ID:
EUSTSTERM-00243
Documents
Originator Notification
Date
31/05/2023
Name
STS Notification
Prospectus
Date
30/05/2023
Name
Final Terms
Date
30/05/2023
Name
Final Terms
Date
16/06/2022
Name
Base Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
Scope
ISIN
Bloomberg Ticker
Class
Series 11-2023 Class A Notes
Currency
EUR
Size
263,300,000
Rating
Moody’s:
Aa3
DBRS:
AA (low)
Scope:
AAA
ISIN
IT0005547853
Bloomberg Ticker
MARFI 2023-11 Mtge
Class
Series 11-2023 Class J Notes
Currency
EUR
Size
53,900,000
Rating
Moody’s:
NR
DBRS:
NR
Scope:
NR
ISIN
IT0005547861
Bloomberg Ticker
Date of transaction
24 May 2023
Originator
Aegon Hypotheken B.V.
Name
SAECURE 21 B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
648,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00198
Documents
STS Verification Checklist
Date
24/05/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
24/05/2023
Name
STS Notification
CRR Assessment
Date
24/05/2023
Name
PCS CRR Assessment
LCR Assessment
Date
24/05/2023
Name
PCS LCR Assessment
Prospectus
Date
24/05/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
600,000,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS2600990605
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
40,000,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS2600991595
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
8,000,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS2600991751
Bloomberg Ticker
Date of transaction
24 May 2023
Originator
Bank of Scotland plc
Name
PERMANENT MASTER ISSUER PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
2,000,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00151
Documents
STS Verification Checklist
Date
24/05/2023
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
24/05/2023
Name
PCS CRR Assessment
LCR Assessment
Date
24/05/2023
Name
PCS LCR Assessment
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A1 Notes
Currency
GBP
Size
1,000,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
RegS:XS2603248290
Bloomberg Ticker
Class
A2 Notes
Currency
GBP
Size
1,000,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
RegS:XS2603279253
Bloomberg Ticker
Date of transaction
19 May 2023
Originator
Hiltermann Lease Groep Holding B.V.
Name
HILL FL 2023-1 B.V.
Country
Netherlands
Asset Class
Auto Loans & Leases
Total size
454,500,000
Redeemed:
No
PCS ID:
EUSTSTERM-00210
Documents
STS Verification Checklist
Date
19/05/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
19/05/2023
Name
STS Notification
CRR Assessment
Date
19/05/2023
Name
PCS CRR Assessment
LCR Assessment
Date
19/05/2023
Name
PCS LCR Assessment
Prospectus
Date
17/05/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
393,800,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2604660899
Bloomberg Ticker
Class
B
Currency
EUR
Size
27,000,000
Rating
Moody’s:
Aa2
Fitch:
AA+
ISIN
XS2604661277
Bloomberg Ticker
Class
C
Currency
EUR
Size
15,700,000
Rating
Moody’s:
A1
Fitch:
A+
ISIN
XS2604661434
Bloomberg Ticker
Class
D
Currency
EUR
Size
13,500,000
Rating
Moody’s:
Baa3
Fitch:
BBB+
ISIN
XS2604661608
Bloomberg Ticker
Class
E
Currency
EUR
Size
4,500,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2604661947
Bloomberg Ticker
Date of transaction
11 May 2023
Originator
Santander Consumer Finance Oy
Name
SCF RAHOITUSPALVELUT XII DAC
Country
Finland
Asset Class
Auto Loans & Leases
Total size
450,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00195
Documents
STS Verification Checklist
Date
11/05/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
11/05/2023
Name
STS Notification
CRR Assessment
Date
11/05/2023
Name
PCS CRR Assessment
LCR Assessment
Date
11/05/2023
Name
PCS LCR Assessment
Prospectus
Date
11/05/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
414,200,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS2614283005
Bloomberg Ticker
Class
B
Currency
EUR
Size
6,600,000
Rating
S&P:
AA+
Fitch:
AA+
ISIN
XS2614284078
Bloomberg Ticker
Class
C
Currency
EUR
Size
8,500,000
Rating
S&P:
A+
Fitch:
A+
ISIN
XS2614285042
Bloomberg Ticker
Class
D
Currency
EUR
Size
4,700,000
Rating
S&P:
A-
Fitch:
A+
ISIN
XS2614287337
Bloomberg Ticker
Class
E
Currency
EUR
Size
4,500,000
Rating
S&P:
BB
Fitch:
A
ISIN
XS2614289382
Bloomberg Ticker
Class
F
Currency
EUR
Size
11,500,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS2614290984
Bloomberg Ticker
Date of transaction
11 May 2023
Originator
Compass Banca S.p.A.
Name
QUARZO S.r.l.
Country
Italy
Asset Class
Consumer Loans
Total size
700,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00215
Documents
STS Verification Checklist
Date
11/05/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
11/05/2023
Name
Draft STS Notification
CRR Assessment
Date
11/05/2023
Name
PCS CRR Assessment
Prospectus
Date
09/05/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Series A1 Notes
Currency
EUR
Size
450,000,000
Rating
Moody’s:
Aa3
DBRS:
AA
ISIN
IT0005542938
Bloomberg Ticker
QUARZ 2023-1 A1 Mtge
Class
Series A2 Notes
Currency
EUR
Size
155,500,000
Rating
Moody’s:
Aa3
DBRS:
AA
ISIN
IT0005542946
Bloomberg Ticker
QUARZ 2023-1 A2 Mtge
Class
Series B Notes
Currency
EUR
Size
94,500,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
IT0005542953
Bloomberg Ticker
QUARZ 2023-1 B Mtge
Date of transaction
28 April 2023
Originator
Tesco Personal Finance PLC
Name
Delamare Cards MTN Issuer plc
Country
United Kingdom
Asset Class
Credit Cards
Total size
700,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00152
Documents
STS Verification Checklist
Date
28/04/2023
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
28/04/2023
Name
PCS CRR Assessment
LCR Assessment
Date
28/04/2023
Name
PCS LCR Assessment
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
GBP
Size
300,000,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS2607547341
Bloomberg Ticker
Class
Class A2 Notes
Currency
GBP
Size
200,000,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS2607547697
Bloomberg Ticker
Class
Class A3 Notes
Currency
Size
200,000,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS2607547424
Bloomberg Ticker
Date of transaction
28 April 2023
Originator
LocalTapiola Finance Ltd
Name
LT AUTORAHOITUS IV DAC
Country
Finland
Asset Class
Auto Loans & Leases
Total size
543,300,000
Redeemed:
No
PCS ID:
EUSTSTERM-00207
Documents
STS Verification Checklist
Date
28/04/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
28/04/2023
Name
STS Notification
CRR Assessment
Date
28/04/2023
Name
PCS CRR Assessment
LCR Assessment
Date
28/04/2023
Name
PCS LCR Assessment
Prospectus
Date
26/04/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
485,100,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2607339236
Bloomberg Ticker
Class
B
Currency
EUR
Size
31,000,000
Rating
Moody’s:
Aa2
Fitch:
A+
ISIN
XS2607339665
Bloomberg Ticker
Class
C
Currency
EUR
Size
27,200,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2607339749
Bloomberg Ticker
Date of transaction
27 April 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00231
Documents
Tranche(s)
Class
Currency
Size
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
24 April 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00196
Documents
Tranche(s)
Class
Currency
Size
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
24 April 2023
Originator
FCE Bank plc
Name
Globaldrive Auto Receivables UK 2023-A plc
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
500,009,758
Redeemed:
No
PCS ID:
UKSTSTERM-00156
Documents
STS Verification Checklist
Date
24/04/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
24/04/2023
Name
STS Notification
Prospectus
Date
19/04/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Kroll
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
422,500,000
Rating
Moody’s:
A2
Kroll:
A
ISIN
XS2609427864
Bloomberg Ticker
Class
B
Currency
GBP
Size
27,500,000
Rating
Moody’s:
NR
Kroll:
NR
ISIN
XS2609428599
Bloomberg Ticker
Class
C
Currency
GBP
Size
50,009,758
Rating
Moody’s:
NR
Kroll:
NR
ISIN
Bloomberg Ticker
Date of transaction
20 April 2023
Originator
BMW Financial Services (GB) Limited
Name
BAVARIAN SKY UK 5 PLC
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
549,400,000
Redeemed:
PCS ID:
UKSTSTERM-00139
Documents
STS Verification Checklist
Date
20/04/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
20/04/2023
Name
STS Notification
Prospectus
Date
18/04/2023
Name
Offering Circular
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
400,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2495078904
Bloomberg Ticker
Class
B
Currency
GBP
Size
78,000,000
Rating
Moody’s:
A1
Fitch:
A
ISIN
XS2495079209
Bloomberg Ticker
Class
C
Currency
GBP
Size
71,400,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2495079621
Bloomberg Ticker
Date of transaction
20 April 2023
Originator
Blue Motor Finance Limited
Name
Azure Finance No.3 plc
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
263,100,000
Redeemed:
No
PCS ID:
UKSTSTERM-00155
Documents
STS Verification Checklist
Date
20/04/2023
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
20/04/2023
Name
PCS CRR Assessment
LCR Assessment
Date
20/04/2023
Name
PCS LCR Assessment
Prospectus
Date
17/04/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
GBP
Size
181,400,000
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
XS2603022059
Bloomberg Ticker
Class
Class B Notes
Currency
GBP
Size
27,100,000
Rating
Moody’s:
Aa3
DBRS:
AA
ISIN
XS2603023297
Bloomberg Ticker
Class
Class C Notes
Currency
GBP
Size
18,400,000
Rating
Moody’s:
A2
DBRS:
A
ISIN
XS2603023453
Bloomberg Ticker
Class
Class D Notes
Currency
GBP
Size
9,200,000
Rating
Moody’s:
Baa3
DBRS:
BBB
ISIN
XS2603023883
Bloomberg Ticker
Class
Class E Notes
Currency
GBP
Size
6,100,000
Rating
Moody’s:
Ba2
DBRS:
BB
ISIN
XS2603025581
Bloomberg Ticker
Class
Class F Notes
Currency
GBP
Size
3,700,000
Rating
Moody’s:
B1
DBRS:
B (low)
ISIN
XS2603026472
Bloomberg Ticker
Class
Class X Notes
Currency
GBP
Size
17,200,000
Rating
Moody’s:
Caa1
DBRS:
B (low)
ISIN
XS2603026712
Bloomberg Ticker
Date of transaction
20 April 2023
Originator
Dilosk DAC
Name
DILOSK RMBS NO.6 (STS) DAC
Country
Ireland
Asset Class
Residential Mortgages
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00208
Documents
Date of transaction
19 April 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Auto Loans & Leases
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00206
Documents
Tranche(s)
Class
Currency
Size
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
27 March 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
-
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00122
Documents
Tranche(s)
Class
Currency
Size
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
7 March 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00190
Documents
Tranche(s)
Class
Currency
Size
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
30 March 2023
Originator
UNIÓN DE CRÉDITOS INMOBILIARIOS, S.A., ESTABLECIMIENTO FINANCIERO DE CRÉDITO (“UCI”)
Name
RMBS GREEN PRADO XI, Fondo de Titulización
Country
Spain
Asset Class
Residential Mortgages
Total size
490,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00194
Documents
STS Verification Checklist
Date
30/03/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
30/03/2023
Name
STS Notification
CRR Assessment
Date
30/03/2023
Name
PCS CRR Assessment
LCR Assessment
Date
30/03/2023
Name
PCS LCR Assessment
Prospectus
Date
23/03/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
352,800,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
ES0305710008
Bloomberg Ticker
Class
B
Currency
EUR
Size
784,000,000
Rating
Fitch:
AA+
DBRS:
AA (high)
ISIN
ES0305710016
Bloomberg Ticker
Class
C
Currency
EUR
Size
26,900,000
Rating
Fitch:
A+
DBRS:
A (high)
ISIN
ES0305710024
Bloomberg Ticker
Class
D
Currency
EUR
Size
31,900,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
ES0305710032
Bloomberg Ticker
Date of transaction
27 March 2023
Originator
Volkswagen Leasing GmbH
Name
VCL 38, VCL MULTI-COMPARTMENT S.A.
Country
Germany
Asset Class
Auto Loans & Leases
Total size
1,207,500,000
Redeemed:
No
PCS ID:
EUSTSTERM-00191
Documents
STS Verification Checklist
Date
27/03/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
27/03/2023
Name
STS Notification
CRR Assessment
Date
27/03/2023
Name
PCS CRR Assessment
Prospectus
Date
27/03/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
1,182,500,000
Rating
Moody’s:
Aaa
S&P:
AAA
ISIN
XS2577870012
Bloomberg Ticker
VCL 38
Class
B
Currency
EUR
Size
25,000,000
Rating
Moody’s:
Aa2
S&P:
AA
ISIN
XS2577870954
Bloomberg Ticker
VCL 38
Date of transaction
23 March 2023
Originator
Obvion N.V.
Name
GREEN STORM 2023 B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
531,600,000
Redeemed:
No
PCS ID:
EUSTSTERM-00193
Documents
STS Verification Checklist
Date
23/03/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
21/03/2023
Name
STS Notification
CRR Assessment
Date
23/03/2023
Name
PCS CRR Assessment
LCR Assessment
Date
23/03/2023
Name
PCS LCR Assessment
Prospectus
Date
21/03/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
500,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2590670902
Bloomberg Ticker
Class
Class B
Currency
EUR
Size
26,300,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2590671116
Bloomberg Ticker
Class
Class C
Currency
EUR
Size
5,300,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2590672783
Bloomberg Ticker
Date of transaction
23 March 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00197
Documents
Date of transaction
23 March 2023
Originator
AGOS Ducato S.p.A.
Name
SUNRISE SPV 40 S.R.L.
Country
Italy
Asset Class
Consumer Loans
Total size
1,220,100,000
Redeemed:
No
PCS ID:
EUSTSTERM-00201
Documents
STS Verification Checklist
Date
22/03/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
23/03/2023
Name
STS Notification
CRR Assessment
Date
22/03/2023
Name
PCS CRR Assessment
Prospectus
Date
22/03/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
896,300,000
Rating
Fitch:
AA
DBRS:
AA
ISIN
IT0005538985
Bloomberg Ticker
SUNRI 2023-1 Mtge
Class
Class B Notes
Currency
EUR
Size
92,600,000
Rating
Fitch:
A
DBRS:
AA (low)
ISIN
IT0005538993
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
83,100,000
Rating
Fitch:
BBB+
DBRS:
BBB (high)
ISIN
IT0005539009
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
47,900,000
Rating
Fitch:
BBB-
DBRS:
BBB
ISIN
IT0005539017
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
31,100,000
Rating
Fitch:
BB+
DBRS:
BBB (low)
ISIN
IT0005539025
Bloomberg Ticker
Class
Class M Notes
Currency
EUR
Size
69,100,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005539033
Bloomberg Ticker
Date of transaction
14 March 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00148
Documents
Date of transaction
28 February 2023
Originator
Toyota Financial Services Italia S.p.A.
Name
Koromo Italy S.r.l.
Country
Italy
Asset Class
Auto Loans & Leases
Total size
538,600,000
Redeemed:
No
Historical PCS ID:
00288-STS Term
PCS ID:
EUSTSTERM-00152
Documents
STS Verification Checklist
Date
28/02/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
28/02/2023
Name
STS Notification
Date
28/02/2023
Name
STS Notification
CRR Assessment
Date
28/02/2023
Name
PCS CRR Assessment
Prospectus
Date
27/02/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
470,000,000
Rating
Moody’s:
Aa3
Fitch:
AA
ISIN
IT0005532939
Bloomberg Ticker
KORIT_1
Class
Class J Notes
Currency
EUR
Size
68,600,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
IT0005532947
Bloomberg Ticker
Date of transaction
27 February 2023
Originator
BPCE Financement
Name
PUMACC 2023-1
Country
France
Asset Class
Credit Cards
Total size
550,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00192
Documents
STS Verification Checklist
Date
27/02/2023
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
27/02/2023
Name
PCS CRR Assessment
LCR Assessment
Date
27/02/2023
Name
PCS LCR Assessment
Prospectus
Date
22/02/2023
Name
Base Prospectus
Date
23/02/2023
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
550,000,000
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
FR001400FLS7
Bloomberg Ticker
PMACC 2023-1
Date of transaction
24 February 2023
Originator
Domivest B.V.
Name
Domi 2023-1 B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
278,550,100
Redeemed:
No
PCS ID:
EUSTSTERM-00182
Documents
STS Verification Checklist
Date
24/02/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
24/02/2023
Name
STS Notification
CRR Assessment
Date
24/02/2023
Name
PCS CRR Assessment
Prospectus
Date
22/02/2023
Name
Offering Circular
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
242,340,000
Rating
Moody’s:
Aaa
S&P:
AAA
ISIN
XS2587123741
Bloomberg Ticker
DOMI 2023-1 A
Class
Class B
Currency
EUR
Size
9,750,000
Rating
Moody’s:
Aa1
S&P:
AA+
ISIN
XS2587123824
Bloomberg Ticker
DOMI 2023-1 B
Class
Class C
Currency
EUR
Size
9,750,000
Rating
Moody’s:
Aa3
S&P:
AA-
ISIN
XS2587124046
Bloomberg Ticker
DOMI 2023-1 C
Class
Class D
Currency
EUR
Size
6,960,000
Rating
Moody’s:
A3
S&P:
BBB+
ISIN
XS2587124129
Bloomberg Ticker
DOMI 2023-1 D
Class
Class E
Currency
EUR
Size
9,750,000
Rating
Moody’s:
NR
S&P:
NR
ISIN
XS2587124392
Bloomberg Ticker
DOMI 2023-1 E
Class
Class Z
Currency
EUR
Size
100
Rating
Moody’s:
NR
S&P:
NR
ISIN
XS2587124475
Bloomberg Ticker
DOMI 2023-1 Z
Date of transaction
17 February 2023
Originator
Private Transaction
Name
Private Transaction
Country
France
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00181
Documents
Tranche(s)
Class
Currency
Size
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
not listed
Bloomberg Ticker
Date of transaction
25 January 2023
Originator
Coventry Building Society
Name
ECONOMIC MASTER ISSUER PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
350,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00149
Documents
STS Verification Checklist
Date
25/01/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/01/2023
Name
STS Notification
CRR Assessment
Date
25/01/2023
Name
PCS CRR Assessment
LCR Assessment
Date
25/01/2023
Name
PCS LCR Assessment
Prospectus
Date
16/11/2022
Name
Base Prospectus
Date
18/01/2023
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
XS2545262235
Bloomberg Ticker
Date of transaction
2 December 2022
Originator
Nationwide Building Society
Name
Silverstone Master Issuer PLC 2022-2
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
750,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00150
Documents
STS Verification Checklist
Date
12/02/2022
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
12/02/2022
Name
PCS CRR Assessment
LCR Assessment
Date
12/02/2022
Name
PCS LCR Assessment
Prospectus
Date
01/01/1970
Name
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Series 2022-2 Class 1A Notes
Currency
GBP
Size
750,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S Notes: XS2559579706
Bloomberg Ticker
Date of transaction
29 November 2022
Originator
MeDirect Bank NV/SA
Name
Bastion 2022-1 NHG B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
531,800,000
Redeemed:
No
PCS ID:
EUSTSTERM-00188
Documents
STS Verification Checklist
Date
01/01/1970
Name
PCS STS Term Verification Checklist
Originator Notification
Date
01/01/1970
Name
STS Notification
CRR Assessment
Date
01/01/1970
Name
PCS CRR Assessment
LCR Assessment
Date
01/01/1970
Name
PCS LCR Assessment
Prospectus
Date
01/01/1970
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A1
Currency
EUR
Size
368,500,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS2560665304
Bloomberg Ticker
BASTN2022-1A1
Class
A2
Currency
EUR
Size
108,000,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS2560666534
Bloomberg Ticker
BASTN2022-1A2
Class
B
Currency
EUR
Size
50,000,000
Rating
ISIN
XS2560666880
Bloomberg Ticker
BASTN2022-1B
Class
C
Currency
EUR
Size
5,300,000
Rating
ISIN
XS2560667185
Bloomberg Ticker
BASTN2022-1C
Date of transaction
28 November 2022
Originator
Istituto Bancario del Lavoro S.p.A.
Name
Marzio Finance S.r.l.
Country
Italy
Asset Class
Consumer Loans
Total size
276,712,000
Redeemed:
No
PCS ID:
EUSTSTERM-00189
Documents
STS Verification Checklist
Date
28/11/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
28/11/2022
Name
STS Notification
CRR Assessment
Date
28/11/2022
Name
PCS CRR Assessment
Prospectus
Date
16/06/2022
Name
Base Prospectus
Date
25/11/2022
Name
Final Terms
Date
25/11/2022
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
Scope
ISIN
Bloomberg Ticker
Class
Series 10-2022 Class A Notes
Currency
EUR
Size
227,000,000
Rating
Moody’s:
Aa3
DBRS:
AA (low)
Scope:
AAA
ISIN
IT0005508764
Bloomberg Ticker
MARFI 2022-10
Class
Series 10-2022 Class J Notes
Currency
EUR
Size
49,712,000
Rating
Moody’s:
NR
DBRS:
NR
Scope:
NR
ISIN
IT0005508772
Bloomberg Ticker
Date of transaction
25 November 2022
Originator
Volkswagen Financial Services (UK) Limited
Name
DRIVER UK MASTER S.A., Compartment 2
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00148
Documents
STS Verification Checklist
Date
25/11/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/11/2022
Name
STS Notification
Prospectus
Date
23/11/2022
Name
Base Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
Rating
Moody’s:
Aaa
S&P:
AAA
Fitch:
AAA
ISIN
XS0994380532 XS0994381183 XS0994381423 XS0994382405 XS1135184999 XS1135185020 XS1135185376 XS1322871044 XS1434683998 XS1770938584 XS1821972624 XS1821973432 XS1997128456 XS1997128886 XS2247620979 XS2247620383 XS2338348316
Bloomberg Ticker
Class
Class B Notes
Currency
GBP
Size
Rating
Moody’s:
A1
S&P:
A+
Fitch:
A+
ISIN
XS0994383981 XS1770938667 XS1821972970 XS1821973515 XS2066723748 XS2247620623 XS2247619963 XS2401761908 XS2401762112
Bloomberg Ticker
Date of transaction
24 November 2022
Originator
UniCredit S.p.A.
Name
ARTS CONSUMER S.R.L.
Country
Italy
Asset Class
Consumer Loans
Total size
858,100,000
Redeemed:
No
Historical PCS ID:
00285-STS Term
PCS ID:
EUSTSTERM-00150
Documents
STS Verification Checklist
Date
24/11/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
24/11/2022
Name
STS Notification
CRR Assessment
Date
24/11/2022
Name
PCS CRR Assessment
Prospectus
Date
24/11/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
668,200,000
Rating
Moody’s:
Aa3
DBRS:
AA
ISIN
IT0005514481
Bloomberg Ticker
ARTSC 1
Class
Class B Notes
Currency
EUR
Size
14,900,000
Rating
Moody’s:
A3
DBRS:
AA (low)
ISIN
IT0005514499
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
49,100,000
Rating
Moody’s:
Baa3