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STS
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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
14 November 2024
(to be confirmed)
Originator
Banco Santander
Name
SANTANDER CONSUMO 7, FONDO DE TITULIZACIÓN
Country
Spain
Asset Class
Consumer Loans
Total size
1,215,600,000
Redeemed:
No
PCS ID:
EUSTSTERM-00367
Documents
STS Verification Checklist
Date
21/10/2024
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
15/10/2024
Name
Draft STS Notification
CRR Assessment
Date
21/10/2024
Name
Provisional PCS CRR Assessment
Prospectus
Date
21/10/2024
Name
Preliminary Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
1,038,000,000
Rating
Fitch:
[ AA+ ]
DBRS:
[ AA (low) ]
ISIN
ES0305855001
Bloomberg Ticker
CONSU 7 A
Class
B
Currency
EUR
Size
45,000,000
Rating
Fitch:
[ A+ ]
DBRS:
[ A (high) ]
ISIN
ES0305855019
Bloomberg Ticker
CONSU 7 B
Class
C
Currency
EUR
Size
33,000,000
Rating
Fitch:
[ BBB+ ]
DBRS:
[ A ]
ISIN
ES0305855027
Bloomberg Ticker
CONSU 7 C
Class
D
Currency
EUR
Size
42,000,000
Rating
Fitch:
[ BB+ ]
DBRS:
[ BBB ]
ISIN
ES0305855035
Bloomberg Ticker
CONSU 7 D
Class
E
Currency
EUR
Size
42,000,000
Rating
Fitch:
[ B ]
DBRS:
[ B ]
ISIN
ES0305855043
Bloomberg Ticker
CONSU 7 E
Class
F
Currency
EUR
Size
15,600,000
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
ES0305855050
Bloomberg Ticker
CONSU 7 F
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
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
28 October 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00135
Documents
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
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
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSABCP-00080
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
18 September 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSABCP-00096
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
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
10 September 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSABCP-00079
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
20 August 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00123
Documents
Date of transaction
31 July 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Consumer Loans
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00126
Documents
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
17 July 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00124
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
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
11 July 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00115
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
28 June 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Consumer Loans
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00131
Documents
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
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00077
Documents
Date of transaction
26 June 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00077
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
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:
EUSTSOBS-00120
Documents
Date of transaction
25 June 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00113
Documents
Date of transaction
21 June 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Trade Receivables
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00090
Documents
Date of transaction
21 June 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00119
Documents
Date of transaction
20 June 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00121
Documents
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
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
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:
B1
Fitch:
B+
ISIN
XS2822525460
Bloomberg Ticker
MILA 2024-1F
Class
Class G Notes
Currency
EUR
Size
3,000,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2822525544
Bloomberg Ticker
MILA 2024-1G
Class
Class X Notes
Currency
EUR
Size
3,750,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2822525627
Bloomberg Ticker
MILA 2024-1X
Date of transaction
3 June 2024
Originator
Elan Woninghypotheken B.V.
Name
EDML 2024-1 B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
550,200,000
Redeemed:
No
PCS ID:
EUSTSTERM-00312
Documents
STS Verification Checklist
Date
03/06/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
03/06/2024
Name
STS Notification
CRR Assessment
Date
03/06/2024
Name
PCS CRR Assessment
LCR Assessment
Date
03/06/2024
Name
PCS LCR Assessment
Prospectus
Date
30/05/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
484,700,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2817911253
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
11,500,000
Rating
Moody’s:
Aa1
Fitch:
AA+
ISIN
XS2817911501
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
7,600,000
Rating
Moody’s:
Aa3
Fitch:
A
ISIN
XS2817911840
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
3,100,000
Rating
Moody’s:
A3
Fitch:
BBB
ISIN
XS2817911923
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
3,300,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2817912061
Bloomberg Ticker
Class
Class RS Notes
Currency
EUR
Size
40,000,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2817912574
Bloomberg Ticker
Date of transaction
30 May 2024
Originator
Banco Santander
Name
SANTANDER CONSUMO 6 FONDO DE TITULIZACIÓN
Country
Spain
Asset Class
Consumer Loans
Total size
1,200,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00303
Documents
STS Verification Checklist
Date
30/05/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
30/05/2024
Name
STS Notification
CRR Assessment
Date
30/05/2024
Name
PCS CRR Assessment
Prospectus
Date
24/05/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
[996,000,000]
Rating
Moody’s:
[ Aa1 ]
DBRS:
[ AA ]
ISIN
ES0305799001
Bloomberg Ticker
Class
B
Currency
EUR
Size
[4,800,000]
Rating
Moody’s:
[ A3 ]
DBRS:
[ AA (low) ]
ISIN
ES0305799019
Bloomberg Ticker
Class
C
Currency
EUR
Size
[38,400,000]
Rating
Moody’s:
[ Baa3 ]
DBRS:
[ A (high) ]
ISIN
ES0305799027
Bloomberg Ticker
Class
D
Currency
EUR
Size
[60,000,000]
Rating
Moody’s:
[ Ba2 ]
DBRS:
[ BBB (high) ]
ISIN
ES0305799035
Bloomberg Ticker
Class
E
Currency
EUR
Size
[57,600,000]
Rating
Moody’s:
[ B3 ]
DBRS:
[ B (high) ]
ISIN
ES0305799043
Bloomberg Ticker
Class
F
Currency
EUR
Size
[24,000,000]
Rating
Moody’s:
[ NR ]
DBRS:
[ NR ]
ISIN
ES0305799050
Bloomberg Ticker
Date of transaction
30 May 2024
Originator
Leeds Building Society
Name
ALBION NO.6 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
388,310,000
Redeemed:
No
PCS ID:
UKSTSTERM-00220
Documents
STS Verification Checklist
Date
30/05/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
30/05/2024
Name
STS Notification
CRR Assessment
Date
30/05/2024
Name
PCS CRR Assessment
LCR Assessment
Date
30/05/2024
Name
PCS LCR Assessment
Prospectus
Date
24/05/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
350,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2811885859
Bloomberg Ticker
Class
Class Z VFN
Currency
GBP
Size
38,310,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
Bloomberg Ticker
Date of transaction
29 May 2024
Originator
11 entities Banque Populaire and 15 entities Caisse d’Epargne (France)
Name
BPCE CONSUMER LOANS FCT 2024
Country
France
Asset Class
Consumer Loans
Total size
892,900,000
Redeemed:
No
PCS ID:
EUSTSTERM-00307
Documents
STS Verification Checklist
Date
29/05/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
23/05/2024
Name
STS Notification
CRR Assessment
Date
29/05/2024
Name
PCS CRR Assessment
LCR Assessment
Date
29/05/2024
Name
PCS LCR Assessment
Prospectus
Date
24/05/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
750,000,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
FR001400PK37
Bloomberg Ticker
BPCL 2024-1 A
Class
B
Currency
EUR
Size
142,900,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
Bloomberg Ticker
Date of transaction
29 May 2024
Originator
CA Consumer Finance
Name
GINKGO DEBT CONSO 2024
Country
France
Asset Class
-
Total size
1,750,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00305
Documents
STS Verification Checklist
Date
29/05/2024
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
29/05/2024
Name
PCS CRR Assessment
LCR Assessment
Date
29/05/2024
Name
PCS LCR Assessment
Prospectus
Date
29/05/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
1,067,500,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
FR001400Q8Y8
Bloomberg Ticker
Class
Class B
Currency
EUR
Size
78,700,000
Rating
Fitch:
AA
DBRS:
AA (high)
ISIN
FR001400Q916
Bloomberg Ticker
Class
Class C
Currency
EUR
Size
183,800,000
Rating
Fitch:
A
DBRS:
AA
ISIN
FR001400Q8Z5
Bloomberg Ticker
Class
Class D
Currency
EUR
Size
420,000,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
FR001400Q908
Bloomberg Ticker
Date of transaction
14 May 2024
Originator
Shawbrook Bank Limited
Name
LANEBROOK MORTGAGE TRANSACTION 2024-1 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
562,933,000
Redeemed:
No
PCS ID:
UKSTSTERM-00214
Documents
STS Verification Checklist
Date
14/05/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
14/05/2024
Name
STS Notification
CRR Assessment
Date
14/05/2024
Name
PCS CRR Assessment
Prospectus
Date
13/05/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
490,478,000
Rating
Moody’s:
Aaa
S&P:
AAA
ISIN
XS2810268446
Bloomberg Ticker
Class
Class B Notes
Currency
GBP
Size
36,228,000
Rating
Moody’s:
Aa2
S&P:
AA-
ISIN
XS2810268529
Bloomberg Ticker
Class
Class C Notes
Currency
GBP
Size
13,934,000
Rating
Moody’s:
A1
S&P:
A
ISIN
XS2810268792
Bloomberg Ticker
Class
Class D Notes
Currency
GBP
Size
11,147,000
Rating
Moody’s:
A2
S&P:
BBB+
ISIN
XS2810268875
Bloomberg Ticker
Class
Class E Notes
Currency
GBP
Size
5,573,000
Rating
Moody’s:
Baa1
S&P:
BB+
ISIN
XS2810268958
Bloomberg Ticker
Class
Class X1 Notes
Currency
GBP
Size
2,786,000
Rating
ISIN
XS2810269097
Bloomberg Ticker
Class
Class X2 Notes
Currency
GBP
Size
2,787,000
Rating
ISIN
XS2810269170
Bloomberg Ticker
Class
RC1 Certificates
Currency
GBP
Size
Rating
ISIN
XS2810269683
Bloomberg Ticker
Class
RC2 Certificates
Currency
GBP
Size
Rating
ISIN
XS2810269923
Bloomberg Ticker
Date of transaction
17 April 2024
Originator
39 Regional Banks and the Crédit Lyonnais
Name
FCT CREDIT AGRICOLE HABITAT 2024
Country
France
Asset Class
Residential Mortgages
Total size
1,666,699,999
Redeemed:
No
PCS ID:
EUSTSTERM-00304
Documents
STS Verification Checklist
Date
17/04/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
17/04/2024
Name
STS Notification
CRR Assessment
Date
17/04/2024
Name
PCS CRR Assessment
LCR Assessment
Date
17/04/2024
Name
PCS LCR Assessment
Prospectus
Date
12/04/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
EUR
Size
750,000,000
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
FR001400OSW6
Bloomberg Ticker
Class
Class A2 Notes
Currency
EUR
Size
749,999,999