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non-ABCP (Term)
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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
2 October 2024
(to be confirmed)
Originator
BPCE - Banques Populaires and Caisses d’Epargne
Name
BPCE HOME LOANS FCT 2024 GREEN UOP
Country
France
Asset Class
Residential Mortgages
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00363
Documents
STS Verification Checklist
Date
02/10/2024
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
02/10/2024
Name
Draft STS Notification
CRR Assessment
Date
02/10/2024
Name
Provisional PCS CRR Assessment
LCR Assessment
Date
02/10/2024
Name
Provisional PCS LCR Assessment
Prospectus
Date
02/10/2024
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
FR001400SMQ2
Bloomberg Ticker
HLFCT 2024-G A Mtge
Class
Class B Notes
Currency
EUR
Size
Rating
ISIN
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
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
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
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
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
23 September 2024
(to be confirmed)
Originator
WiZink Bank, S.A.U. – Sucursal em Portugal
Name
VASCO FINANCE NO. 2
Country
Portugal
Asset Class
Credit Cards
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00377
Documents
STS Verification Checklist
Date
23/09/2024
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
23/09/2024
Name
Draft STS Notification
CRR Assessment
Date
23/09/2024
Name
Provisional PCS CRR Assessment
Prospectus
Date
23/09/2024
Name
Preliminary Offering Circular
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
Rating
Fitch:
[ AA+ ]
DBRS:
[ AA (high) ]
ISIN
PTTGUFOM0034
Bloomberg Ticker
VASCO 2 A
Class
Class B
Currency
EUR
Size
Rating
Fitch:
[ A ]
DBRS:
[ A ]
ISIN
PTTGUPOM0032
Bloomberg Ticker
VASCO 2 B
Class
Class C
Currency
EUR
Size
Rating
Fitch:
[ BBB+ ]
DBRS:
[ BBB ]
ISIN
PTTGU7OM0023
Bloomberg Ticker
VASCO 2 C
Class
Class D
Currency
EUR
Size
Rating
Fitch:
[ BB+ ]
DBRS:
[ BB ]
ISIN
PTTGCEOM0029
Bloomberg Ticker
VASCO 2 D
Class
Class E
Currency
EUR
Size
Rating
Fitch:
[ B+ ]
DBRS:
[ B ]
ISIN
PTTGCFOM0028
Bloomberg Ticker
VASCO 2 E
Class
Class F
Currency
EUR
Size
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
PTTGCGOM0027
Bloomberg Ticker
VASCO 2 F
Class
Class X
Currency
EUR
Size
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
PTTGCNOM0028
Bloomberg Ticker
VASCO 2 X
Class
Class G
Currency
EUR
Size
Rating
Fitch:
[ BB+ ]
DBRS:
[ A (high) ]
ISIN
PTTGC8OM0012
Bloomberg Ticker
VASCO 2 G
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
17 September 2024
(to be confirmed)
Originator
Tulpenhuis 1 B.V.
Name
Tulip Mortgage Funding 2024-1
Country
Netherlands
Asset Class
Residential Mortgages
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00386
Documents
STS Verification Checklist
Date
17/09/2024
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
17/09/2024
Name
Draft STS Notification
CRR Assessment
Date
17/09/2024
Name
Provisional PCS CRR Assessment
LCR Assessment
Date
17/09/2024
Name
Provisional PCS LCR Assessment
Prospectus
Date
17/09/2024
Name
Preliminary Offering Circular
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
Rating
Fitch:
[ AAA ]
DBRS:
[ AAA ]
ISIN
XS2905549932
Bloomberg Ticker
TULP 2024-1 A
Class
Class B
Currency
EUR
Size
Rating
Fitch:
[ AA- ]
DBRS:
[ AA (high) ]
ISIN
XS2905550195
Bloomberg Ticker
TULP 2024-1 B
Class
Class C
Currency
EUR
Size
Rating
Fitch:
[ A- ]
DBRS:
[ A (low) ]
ISIN
XS2905550278
Bloomberg Ticker
TULP 2024-1 C
Class
Class D
Currency
EUR
Size
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
XS2905550864
Bloomberg Ticker
TULP 2024-1 D
Class
Class E
Currency
EUR
Size
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
XS2905550948
Bloomberg Ticker
TULP 2024-1 E
Class
Class X
Currency
EUR
Size
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
XS2905551086
Bloomberg Ticker
TULP 2024-1 X
Class
Class R
Currency
EUR
Size
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
XS2905551243
Bloomberg Ticker
TULP 2024-1 R
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
Currency
GBP
Size
5,950,000
Rating
Fitch:
BB-
DBRS:
B (high)
ISIN
ISIN (144A):XS2834469483 ISIN (Regulation S):XS2834469301
Bloomberg Ticker
Date of transaction
28 June 2024
Originator
STELLANTIS BANK, GERMAN BRANCH
Name
ECARAT DE S.A., Comp. 2024-1
Country
Germany
Asset Class
Auto Loans & Leases
Total size
364,500,000
Redeemed:
No
PCS ID:
EUSTSTERM-00270
Documents
STS Verification Checklist
Date
28/06/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
14/06/2024
Name
Draft STS Notification
CRR Assessment
Date
28/06/2024
Name
PCS CRR Assessment
LCR Assessment
Date
28/06/2024
Name
PCS LCR Assessment
Prospectus
Date
27/06/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
338,400,000
Rating
Fitch:
[ AAA ]
DBRS:
[ AAA ]
ISIN
XS2833387629
Bloomberg Ticker
ECAR 2024 1
Class
B
Currency
EUR
Size
9,500,000
Rating
Fitch:
[ AA+ ]
DBRS:
[ AA (high) ]
ISIN
XS2833388353
Bloomberg Ticker
ECAR 2024 1
Class
C
Currency
EUR
Size
9,400,000
Rating
Fitch:
[ A ]
DBRS:
[ A (high) ]
ISIN
XS2833387892
Bloomberg Ticker
ECAR 2024 1
Class
D
Currency
EUR
Size
4,700,000
Rating
Fitch:
[ BBB+ ]
DBRS:
[ A (low) ]
ISIN
XS2836481171
Bloomberg Ticker
ECAR 2024 1
Class
E
Currency
EUR
Size
4,700,000
Rating
Fitch:
[ BB+ ]
DBRS:
[ BBB (low) ]
ISIN
XS2833387975
Bloomberg Ticker
ECAR 2024 1
Class
F
Currency
EUR
Size
3,800,000
Rating
Fitch:
[ B ]
DBRS:
[ B (low) ]
ISIN
XS2833388197
Bloomberg Ticker
ECAR 2024 1
Class
G
Currency
EUR
Size
4,500,000
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
XS2833388270
Bloomberg Ticker
ECAR 2024 1
Date of transaction
27 June 2024
Originator
Permanent TSB plc
Name
FASTNET SECURITIES 19 DAC
Country
Ireland
Asset Class
Residential Mortgages
Total size
1,457,435,000
Redeemed:
No
PCS ID:
EUSTSTERM-00341
Documents
STS Verification Checklist
Date
27/06/2024
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
27/06/2024
Name
PCS CRR Assessment
LCR Assessment
Date
27/06/2024
Name
PCS LCR Assessment
Prospectus
Date
27/06/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A1
Currency
EUR
Size
641,272,000
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
Bloomberg Ticker
Class
Class A2
Currency
EUR
Size
670,420,000
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
XS2848262056
Bloomberg Ticker
Class
Class Z
Currency
EUR
Size
145,743,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
XS2848262213
Bloomberg Ticker
XS2848262304
Date of transaction
27 June 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
1,215,499,999
Redeemed:
No
PCS ID:
EUSTSABCP-00075
Documents
STS Verification Checklist
Date
27/06/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
27/06/2024
Name
STS Notification
CRR Assessment
Date
27/06/2024
Name
PCS CRR Assessment
Prospectus
Date
26/06/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
1,062,000,000
Rating
Fitch:
AA
DBRS:
AAA
ISIN
IT0005597452
Bloomberg Ticker
ISTEL 2024-1
Class
Class B Notes
Currency
EUR
Size
78,000,000
Rating
Fitch:
AA
DBRS:
AA
ISIN
IT0005597460
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
34,800,000
Rating
Fitch:
A
DBRS:
A (high)
ISIN
IT0005597478
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
25,200,000
Rating
Fitch:
BBB+
DBRS:
A
ISIN
IT0005597486
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
13,199,999
Rating
Fitch:
BB+
DBRS:
BBB (high)
ISIN
IT000559749
Bloomberg Ticker
Class
Class Z Notes
Currency
EUR
Size
2,300,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005597502
Bloomberg Ticker
Date of transaction
25 June 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00089
Documents
Date of transaction
24 June 2024
Originator
Creditis Servizi Finanziari S.p.A.
Name
Brignole CO 2024 S.r.l.
Country
Italy
Asset Class
Consumer Loans
Total size
309,820,000
Redeemed:
No
PCS ID:
EUSTSTERM-00331
Documents
STS Verification Checklist
Date
24/06/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
24/06/2024
Name
STS Notification
CRR Assessment
Date
24/06/2024
Name
PCS CRR Assessment
Prospectus
Date
21/06/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
243,000,000
Rating
Fitch:
AA
DBRS:
AAA
ISIN
IT0005598351
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
17,500,000
Rating
Fitch:
A
DBRS:
AA (low)
ISIN
IT0005598369
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
17,400,000
Rating
Fitch:
BBB
DBRS:
BBB (low)
ISIN
IT0005598377
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
13,700,000
Rating
Fitch:
BB
DBRS:
BB (high)
ISIN
IT0005598385
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
7,600,000
Rating
Fitch:
B
DBRS:
BB (low)
ISIN
IT0005598393
Bloomberg Ticker
Class
Class F Notes
Currency
EUR
Size
4,600,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005598401
Bloomberg Ticker
Class
Class X1 Notes
Currency
EUR
Size
6,000,000
Rating
Fitch:
B
DBRS:
B (low)
ISIN
IT0005598419
Bloomberg Ticker
Class
Class X2 Notes
Currency
EUR
Size
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005598427
Bloomberg Ticker
Class
Class R Notes
Currency
EUR
Size
20,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005598435
Bloomberg Ticker
Date of transaction
21 June 2024
Originator
Compass Banca S.p.A.
Name
QUARZO S.r.l. - 2024-1
Country
Italy
Asset Class
Consumer Loans
Total size
815,100,000
Redeemed:
No
PCS ID:
EUSTSTERM-00314
Documents
STS Verification Checklist
Date
21/06/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
21/06/2024
Name
STS Notification
CRR Assessment
Date
21/06/2024
Name
PCS CRR Assessment
Prospectus
Date
20/06/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Series A1 Notes
Currency
EUR
Size
[526,316,000]
Rating
Moody’s:
[ Aa3 ]
DBRS:
[ AA (high) ]
ISIN
IT0005599300
Bloomberg Ticker
QUARZ 2024-1
Class
Series A2 Notes
Currency
EUR
Size
[174,584,000]
Rating
Moody’s:
[ Aa3 ]
DBRS:
[ AA (high) ]
ISIN
IT0005599318
Bloomberg Ticker
QUARZ 2024-1
Class
Series B Notes
Currency
EUR
Size
[40,800,000]
Rating
Moody’s:
[ Baa1 ]
DBRS:
[ AA ]
ISIN
IT0005599326
Bloomberg Ticker
Class
Series C Notes
Currency
EUR
Size
[28,500,000]
Rating
Moody’s:
[ Baa3 ]
DBRS:
[ A (high) ]
ISIN
IT0005599334
Bloomberg Ticker
Class
Series D Notes
Currency
EUR
Size
[22,800,000]
Rating
Moody’s:
[ Ba1 ]
DBRS:
[ A ]
ISIN
IT0005599342
Bloomberg Ticker
Class
Series J Notes
Currency
EUR
Size
[22,000,000]
Rating
Moody’s:
[ NR ]
DBRS:
[ NR ]
ISIN
IT0005599359
Bloomberg Ticker
Class
Series R Notes
Currency
EUR
Size
[100,000]
Rating
Moody’s:
[ NR ]
DBRS:
[ NR ]
ISIN
IT0005599367
Bloomberg Ticker
Date of transaction
20 June 2024
Originator
BMW Financial Services (GB) Limited
Name
BAVARIAN SKY UK 6 PLC
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
549,400,000
Redeemed:
No
PCS ID:
UKSTSTERM-00211
Documents
STS Verification Checklist
Date
20/06/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
20/06/2024
Name
STS Notification
Prospectus
Date
18/06/2024
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
XS2816702042
Bloomberg Ticker
Class
B
Currency
GBP
Size
78,000,000
Rating
Moody’s:
A1
Fitch:
A+
ISIN
XS2816702554
Bloomberg Ticker
Class
C
Currency
GBP
Size
71,400,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2816702125
Bloomberg Ticker
Date of transaction
18 June 2024
Originator
Funding Circle Ltd
Name
SMALL BUSINESS ORIGINATION LOAN TRUST 2024-1 DAC
Country
United Kingdom
Asset Class
Credit Facilities to Enterprises
Total size
255,141,000
Redeemed:
No
PCS ID:
UKSTSTERM-00222
Documents
STS Verification Checklist
Date
18/06/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
18/06/2024
Name
STS Notification
CRR Assessment
Date
18/06/2024
Name
PCS CRR Assessment
Prospectus
Date
18/06/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
Class A
Currency
GBP
Size
165,838,000
Rating
S&P:
AA
Fitch:
AA+
ISIN
XS2821805707
Bloomberg Ticker
SBOLT 2024-A
Class
Class B
Currency
GBP
Size
25,513,000
Rating
S&P:
A+
Fitch:
A
ISIN
XS2821806341
Bloomberg Ticker
SBOLT 2024-B
Class
Class C
Currency
GBP
Size
20,410,000
Rating
S&P:
A-
Fitch:
BBB+
ISIN
XS2821806697
Bloomberg Ticker
SBOLT 2024-C
Class
Class D
Currency
GBP
Size
12,756,000
Rating
S&P:
BBB-
Fitch:
BB+
ISIN
XS2821806770
Bloomberg Ticker
SBOLT 2024-D
Class
Class E
Currency
GBP
Size
17,859,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS2821806853
Bloomberg Ticker
SBOLT 2024-E
Class
Class Z
Currency
GBP
Size
12,760,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS2821806937
Bloomberg Ticker
SBOLT 2024-Z
Class
Class R
Currency
GBP
Size
5,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS2821807075
Bloomberg Ticker
Date of transaction
13 June 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
UKSTSTERM-00217
Documents
Date of transaction
13 June 2024
Originator
Domivest B.V.
Name
Domi 2024-1 B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
321,750,000
Redeemed:
No
PCS ID:
EUSTSTERM-00327
Documents
STS Verification Checklist
Date
13/06/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
13/06/2024
Name
STS Notification
CRR Assessment
Date
13/06/2024
Name
PCS CRR Assessment
Prospectus
Date
13/06/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
297,620,000
Rating
Moody’s:
Aaa
S&P:
AAA
ISIN
XS2822574914
Bloomberg Ticker
DOMI 2024-1 A
Class
B
Currency
EUR
Size
12,870,000
Rating
Moody’s:
Aa2
S&P:
AA
ISIN
XS2822576026
Bloomberg Ticker
DOMI 2024-1 B
Class
C
Currency
EUR
Size
6,440,000
Rating
Moody’s:
A1
S&P:
A
ISIN
XS2822577008
Bloomberg Ticker
DOMI 2024-1 C
Class
D
Currency
EUR
Size
3,210,000
Rating
Moody’s:
Baa1
S&P:
BBB+
ISIN
XS2822577776
Bloomberg Ticker
DOMI 2024-1 D
Class
E
Currency
EUR
Size
1,610,000
Rating
Moody’s:
B2
S&P:
BB+
ISIN
XS2822578238
Bloomberg Ticker
DOMI 2024-1 E
Class
X
Currency
EUR
Size
6,440,000
Rating
Moody’s:
B2
S&P:
BB
ISIN
S2822578584
Bloomberg Ticker
DOMI 2024-1 X
Class
Class Z
Currency
EUR
Size
100
Rating
Moody’s:
NR
S&P:
NR
ISIN
XS2822579392
Bloomberg Ticker
Date of transaction
12 June 2024
Originator
LiveMore Investments Limited
Name
Exmoor Funding 2024-1 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
210,253,000
Redeemed:
No
PCS ID:
UKSTSTERM-00228
Documents
STS Verification Checklist
Date
12/06/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
12/06/2024
Name
STS Notification
CRR Assessment
Date
12/06/2024
Name
PCS CRR Assessment
LCR Assessment
Date
12/06/2024
Name
PCS LCR Assessment
Prospectus
Date
11/06/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
183,131,000
Rating
Moody’s:
Aaa
S&P:
AAA
ISIN
XS2811064901
Bloomberg Ticker
Class
B
Currency
GBP
Size
7,325,000
Rating
Moody’s:
Aa2
S&P:
AA
ISIN
XS2811065205
Bloomberg Ticker
Class
C
Currency
GBP
Size
6,244,000
Rating
Moody’s:
A1
S&P:
A
ISIN
XS2811065460
Bloomberg Ticker
Class
D
Currency
GBP
Size
4,683,000
Rating
Moody’s:
Baa1
S&P:
BBB+
ISIN
XS2811065544
Bloomberg Ticker
Class
E
Currency
GBP
Size
2,081,000
Rating
Moody’s:
Baa3
S&P:
BBB
ISIN
XS2811065890
Bloomberg Ticker
Class
F
Currency
GBP
Size
1,041,000
Rating
Moody’s:
Ba2
S&P:
B-
ISIN
XS2811066195
Bloomberg Ticker
Class
X
Currency
GBP
Size
2,081,000
Rating
Moody’s:
B3
S&P:
BBB
ISIN
XS2811066278
Bloomberg Ticker
Class
Z
Currency
GBP
Size
3,667,000
Rating
Moody’s:
NR
S&P:
NR
ISIN
XS2811066435
Bloomberg Ticker
Date of transaction
11 June 2024
Originator
Lender & Spender B.V.
Name
Mila 2024-1 B.V.
Country
Netherlands
Asset Class
Consumer Loans
Total size
253,750,000
Redeemed:
No
PCS ID:
EUSTSTERM-00313
Documents
STS Verification Checklist
Date
11/06/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
11/06/2024
Name
STS Notification
CRR Assessment
Date
11/06/2024
Name
PCS CRR Assessment
LCR Assessment
Date
11/06/2024
Name
PCS LCR Assessment
Prospectus
Date
11/06/2024
Name
Offering Circular
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
211,500,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2822523416
Bloomberg Ticker
MILA 2024-1A
Class
Class B Notes
Currency
EUR
Size
8,500,000
Rating
Moody’s:
Aa3
Fitch:
AA+
ISIN
XS2822524067
Bloomberg Ticker
MILA 2024-1B
Class
Class C Notes
Currency
EUR
Size
10,000,000
Rating
Moody’s:
A2
Fitch:
A+
ISIN
XS2822524737
Bloomberg Ticker
MILA 2024-1C
Class
Class D Notes
Currency
EUR
Size
6,500,000
Rating
Moody’s:
Baa2
Fitch:
BBB+
ISIN
XS2822525114
Bloomberg Ticker
MILA 2024-1D
Class
Class E Notes
Currency
EUR
Size
5,000,000
Rating
Moody’s:
Ba1
Fitch:
BBB-
ISIN
XS282252538
Bloomberg Ticker
MILA 2024-1E
Class
Class F Notes
Currency
EUR
Size
5,500,000
Rating
Moody’s: