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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
29 May 2025
(to be confirmed)
Originator
Banco Bilbao Vizcaya Argentaria, S.A.(“BBVA”)
Name
BBVA CONSUMER 2025-1, FT
Country
Spain
Asset Class
Consumer Loans
Total size
2,371,100,000
Redeemed:
No
PCS ID:
EUSTSTERM-00475
Documents
STS Verification Checklist
Date
13/05/2025
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
13/05/2025
Name
Draft STS Notification
CRR Assessment
Date
13/05/2025
Name
Provisional PCS CRR Assessment
Prospectus
Date
13/05/2025
Name
Preliminary Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
2,021,000,000
Rating
Moody’s:
Aa2
DBRS:
AA
ISIN
ES0305899009
Bloomberg Ticker
BBVAC 25-1 A
Class
B
Currency
EUR
Size
88,100,000
Rating
Moody’s:
A3
DBRS:
A
ISIN
ES0305899017
Bloomberg Ticker
BBVAC 25-1 B
Class
C
Currency
EUR
Size
88,300,000
Rating
Moody’s:
Baa3
DBRS:
BBB (high)
ISIN
ES0305899025
Bloomberg Ticker
BBVAC 25-1 C
Class
D
Currency
EUR
Size
70,400,000
Rating
Moody’s:
Ba1
DBRS:
BB (high)
ISIN
ES0305899033
Bloomberg Ticker
BBVAC 25-1 D
Class
E
Currency
EUR
Size
82,200,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
ES0305899041
Bloomberg Ticker
BBVAC 25-1 E
Class
Z
Currency
EUR
Size
21,100,000
Rating
Moody’s:
B3
DBRS:
B
ISIN
Bloomberg Ticker
Date of transaction
29 May 2025
(to be confirmed)
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
-
Redeemed:
No
PCS ID:
EUSTSTERM-00461
Documents
STS Verification Checklist
Date
12/05/2025
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
09/05/2025
Name
Draft STS Notification
CRR Assessment
Date
12/05/2025
Name
Provisional PCS CRR Assessment
Prospectus
Date
12/05/2025
Name
Preliminary Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
EUR
Size
Rating
Fitch:
[ AA ]
DBRS:
[ AAA ]
ISIN
IT0005650467
Bloomberg Ticker
ISTEL_25-1
Class
Class A2 Notes
Currency
EUR
Size
Rating
Fitch:
[ AA ]
DBRS:
[ AAA ]
ISIN
IT0005650475
Bloomberg Ticker
ISTEL_25-1
Class
Class B Notes
Currency
EUR
Size
Rating
Fitch:
[ AA ]
DBRS:
[ AA (high) ]
ISIN
IT0005650483
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
Rating
Fitch:
[ A ]
DBRS:
[ AA (low) ]
ISIN
IT0005650491
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
Rating
Fitch:
[ BBB+ ]
DBRS:
[ A (high) ]
ISIN
IT0005650509
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
Rating
Fitch:
[ BB+ ]
DBRS:
[ A (high) ]
ISIN
IT0005650517
Bloomberg Ticker
Class
Class Z Notes
Currency
EUR
Size
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
IT0005650525
Bloomberg Ticker
Date of transaction
28 May 2025
(to be confirmed)
Originator
Banco Santander S.A.
Name
Santander Consumo 8, Fondo de Titulización
Country
Spain
Asset Class
Consumer Loans
Total size
1,522,500,000
Redeemed:
No
PCS ID:
EUSTSTERM-00456
Documents
STS Verification Checklist
Date
06/05/2025
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
07/04/2025
Name
Draft STS Notification
CRR Assessment
Date
06/05/2025
Name
Provisional PCS CRR Assessment
Prospectus
Date
06/05/2025
Name
Preliminary Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
[1,267,500,000]
Rating
Fitch:
[ AA ]
DBRS:
[ AA ]
ISIN
Bloomberg Ticker
CONSU 8 A
Class
Class B Notes
Currency
EUR
Size
[52,500,000]
Rating
Fitch:
[ A ]
DBRS:
[ AA (low) ]
ISIN
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
[60,000,000]
Rating
Fitch:
[ BBB+ ]
DBRS:
[ A ]
ISIN
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
[63,800,000]
Rating
Fitch:
[ BB+ ]
DBRS:
[ BBB (high) ]
ISIN
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
[56,200,000]
Rating
Fitch:
[ B ]
DBRS:
[ B (low) ]
ISIN
Bloomberg Ticker
Class
Class F Notes
Currency
EUR
Size
[22,500,000]
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
Bloomberg Ticker
Date of transaction
21 May 2025
Originator
Banco Santander Germany
Name
SC Germany S.A., Compartment Consumer 2025-1
Country
Germany
Asset Class
Consumer Loans
Total size
826,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00437
Documents
STS Verification Checklist
Date
21/05/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
21/05/2025
Name
STS Notification
CRR Assessment
Date
21/05/2025
Name
PCS CRR Assessment
LCR Assessment
Date
21/05/2025
Name
PCS LCR Assessment
Prospectus
Date
19/05/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A1
Currency
EUR
Size
294,900,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS3035233595
Bloomberg Ticker
SCGC 2025-1
Class
A2
Currency
EUR
Size
294,900,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS3035234056
Bloomberg Ticker
SCGC 2025-1
Class
B
Currency
EUR
Size
42,000,000
Rating
Fitch:
AA-
DBRS:
AA
ISIN
XS3035235616
Bloomberg Ticker
SCGC 2025-1
Class
C
Currency
EUR
Size
22,700,000
Rating
Fitch:
A
DBRS:
A (high)
ISIN
XS3035235707
Bloomberg Ticker
SCGC 2025-1
Class
D
Currency
EUR
Size
22,700,000
Rating
Fitch:
BBB+
DBRS:
A (low)
ISIN
XS3035236002
Bloomberg Ticker
SCGC 2025-1
Class
E
Currency
EUR
Size
8,800,000
Rating
Fitch:
BBB
DBRS:
BBB (high)
ISIN
XS3035236184
Bloomberg Ticker
SCGC 2025-1
Class
F
Currency
EUR
Size
140,000,000
Rating
Fitch:
BBB+
DBRS:
BBB (high)
ISIN
XS3035236267
Bloomberg Ticker
SCGC 2025-1
Date of transaction
21 May 2025
(to be confirmed)
Originator
Bank of Ireland (UK) plc
Name
BOWBELL MASTER ISSUER PLC, 2025-1
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00257
Documents
STS Verification Checklist
Date
21/05/2025
Name
Provisional PCS STS Term Verification Checklist
CRR Assessment
Date
21/05/2025
Name
Provisional PCS CRR Assessment
LCR Assessment
Date
21/05/2025
Name
Provisional PCS LCR Assessment
Prospectus
Date
21/05/2025
Name
Preliminary Base Prospectus
Date
21/05/2025
Name
Preliminary Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
Rating
Moody’s:
[ Aaa ]
Fitch:
[ AAA ]
ISIN
XS3074451827
Bloomberg Ticker
Date of transaction
19 May 2025
(to be confirmed)
Originator
Leeds Building Society
Name
ALBION NO.7 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00275
Documents
STS Verification Checklist
Date
19/05/2025
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
19/05/2025
Name
Draft STS Notification
CRR Assessment
Date
19/05/2025
Name
Provisional PCS CRR Assessment
LCR Assessment
Date
19/05/2025
Name
Provisional PCS LCR Assessment
Prospectus
Date
19/05/2025
Name
Preliminary Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS3071346327
Bloomberg Ticker
Class
Class Z VFN
Currency
GBP
Size
Rating
Moody’s:
NR
Fitch:
NR
ISIN
Bloomberg Ticker
Date of transaction
14 May 2025
Originator
AG AssetCo Limited
Name
ASIMI FUNDING 2025-1 PLC
Country
United Kingdom
Asset Class
-
Total size
257,250,000
Redeemed:
No
PCS ID:
UKSTSTERM-00269
Documents
STS Verification Checklist
Date
14/05/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
14/05/2025
Name
STS Notification
CRR Assessment
Date
14/05/2025
Name
PCS CRR Assessment
LCR Assessment
Date
14/05/2025
Name
PCS LCR Assessment
Prospectus
Date
12/05/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
147,000,000
ISIN
XS3043425795
Bloomberg Ticker
Class
Class B Notes
Currency
GBP
Size
20,825,000
ISIN
XS3043425878
Bloomberg Ticker
Class
Class C Notes
Currency
GBP
Size
23,275,000
ISIN
XS3043426090
Bloomberg Ticker
Class
Class D Notes
Currency
GBP
Size
15,925,000
ISIN
XS3043426330
Bloomberg Ticker
Class
Class E Notes
Currency
GBP
Size
19,600,000
ISIN
XS3043426504
Bloomberg Ticker
Class
Class F Notes
Currency
GBP
Size
9,800,000
ISIN
XS3043426686
Bloomberg Ticker
Class
Class G Notes
Currency
GBP
Size
8,575,000
ISIN
XS3043426843
Bloomberg Ticker
Class
Class X Notes
Currency
GBP
Size
12,250,000
ISIN
XS3043426926
Bloomberg Ticker
Date of transaction
14 May 2025
Originator
POWSZECHNA KASA OSZCZĘDNOŚCI BANK POLSKI S.A (“PKO”)
Name
n.a.
Country
Poland
Asset Class
Credit Facilities to Enterprises
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00183
Documents
Date of transaction
12 May 2025
Originator
Funding Circle Ltd
Name
Small Business Origination Loan Trust 2025-1 DAC
Country
United Kingdom
Asset Class
Credit Facilities to Enterprises
Total size
399,973,000
Redeemed:
No
PCS ID:
UKSTSTERM-00270
Documents
STS Verification Checklist
Date
12/05/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
12/05/2025
Name
STS Notification
CRR Assessment
Date
12/05/2025
Name
PCS CRR Assessment
Prospectus
Date
12/05/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
GBP
Size
319,975,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
N/A
Bloomberg Ticker
Class
Class B
Currency
GBP
Size
31,997,000
Rating
Fitch:
BBB+
DBRS:
BBB (high)
ISIN
XS3045380824
Bloomberg Ticker
SBOLT 2025-B
Class
Class C
Currency
GBP
Size
27,997,000
Rating
Fitch:
BB+
DBRS:
BB (high)
ISIN
XS3045381046
Bloomberg Ticker
SBOLT 2025-C
Class
Class Z
Currency
GBP
Size
19,999,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS3045381129
Bloomberg Ticker
SBOLT 2025-Z
Class
Class R
Currency
GBP
Size
5,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS3045381475
Bloomberg Ticker
SBOLT 2025-R
Date of transaction
7 May 2025
Originator
Compass Banca S.p.A.
Name
QUARZO S.r.l. - 2025-1
Country
Italy
Asset Class
Consumer Loans
Total size
900,100,000
Redeemed:
No
PCS ID:
EUSTSTERM-00464
Documents
STS Verification Checklist
Date
07/05/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
07/05/2025
Name
STS Notification
CRR Assessment
Date
07/05/2025
Name
PCS CRR Assessment
Prospectus
Date
06/05/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Series A Notes
Currency
EUR
Size
774,000,000
Rating
Moody’s:
Aa3
DBRS:
AAA
ISIN
IT0005644569
Bloomberg Ticker
QUARZ 2025-1
Class
Series B Notes
Currency
EUR
Size
45,000,000
Rating
Moody’s:
Baa1
DBRS:
AA
ISIN
IT0005644577
Bloomberg Ticker
Class
Series C Notes
Currency
EUR
Size
31,500,000
Rating
Moody’s:
Baa3
DBRS:
A (high)
ISIN
IT0005644585
Bloomberg Ticker
Class
Series D Notes
Currency
EUR
Size
25,200,000
Rating
Moody’s:
Ba1
DBRS:
A
ISIN
IT0005644593
Bloomberg Ticker
Class
Series J Notes
Currency
EUR
Size
24,300,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
IT0005644601
Bloomberg Ticker
Class
Series R Notes
Currency
EUR
Size
100,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
IT0005644619
Bloomberg Ticker
Date of transaction
2 May 2025
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
UKSTSTERM-00255
Documents
Date of transaction
30 April 2025
Originator
MeDirect Bank SA/NV
Name
Bastion 2025-1 NHG B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
773,700,000
Redeemed:
No
PCS ID:
EUSTSTERM-00462
Documents
STS Verification Checklist
Date
30/04/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
30/04/2025
Name
STS Notification
CRR Assessment
Date
30/04/2025
Name
PCS CRR Assessment
LCR Assessment
Date
30/04/2025
Name
PCS LCR Assessment
Prospectus
Date
30/04/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A1
Currency
EUR
Size
616,700,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS3057383799
Bloomberg Ticker
BASTN2025-1A1
Class
Class A2
Currency
EUR
Size
76,600,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS3057396692
Bloomberg Ticker
BASTN2025-1A2
Class
Class B
Currency
EUR
Size
72,700,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS3057397070
Bloomberg Ticker
BASTN2025-1B
Class
Class C
Currency
EUR
Size
7,700,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS3057397153
Bloomberg Ticker
BASTN2025-1C
Date of transaction
25 April 2025
Originator
Carrefour Banque
Name
MASTER CREDIT CARDS PASS 2025-1
Country
France
Asset Class
Credit Cards
Total size
479,800,000
Redeemed:
No
PCS ID:
EUSTSTERM-00428
Documents
STS Verification Checklist
Date
25/04/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/04/2025
Name
STS Notification
CRR Assessment
Date
25/04/2025
Name
PCS CRR Assessment
LCR Assessment
Date
25/04/2025
Name
PCS LCR Assessment
Prospectus
Date
25/04/2025
Name
Base Prospectus
Date
25/04/2025
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
S&P
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
300,000,000
Rating
S&P:
AAA
DBRS:
AAA
ISIN
FR001400YDY3
Bloomberg Ticker
MCCPF 2025-1 A
Class
Class B
Currency
EUR
Size
83,500,000
Rating
S&P:
NR
DBRS:
NR
ISIN
Bloomberg Ticker
MCCPF 2025-1 B
Class
Class S
Currency
EUR
Size
96,300,000
Rating
S&P:
NR
DBRS:
NR
ISIN
Bloomberg Ticker
MCCPF 2025-1 S
Date of transaction
24 April 2025
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Consumer Loans
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00459
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
17 April 2025
Originator
37 Régional Banks and the Crédit Lyonnais
Name
FCT CREDIT AGRICOLE HABITAT 2025
Country
France
Asset Class
Residential Mortgages
Total size
1,684,300,000
Redeemed:
No
PCS ID:
EUSTSTERM-00442
Documents
STS Verification Checklist
Date
17/04/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
17/04/2025
Name
STS Notification
CRR Assessment
Date
17/04/2025
Name
PCS CRR Assessment
LCR Assessment
Date
17/04/2025
Name
PCS LCR Assessment
Prospectus
Date
09/04/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
EUR
Size
800,000,000
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
FR001400YII5
Bloomberg Ticker
Class
Class A2 Notes
Currency
EUR
Size
800,000,000
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
FR001400YIK1
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
84,300,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
FR001400YIH7
Bloomberg Ticker
Date of transaction
15 April 2025
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00271
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
9 April 2025
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-00267
Documents
STS Verification Checklist
Date
09/04/2025
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
09/04/2025
Name
PCS CRR Assessment
LCR Assessment
Date
09/04/2025
Name
PCS LCR Assessment
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
192,500,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
ISIN (144A): XS3031494068 ISIN (Reg S): XS3031494571
Bloomberg Ticker
Class
Class B Notes
Currency
GBP
Size
28,700,000
Rating
Fitch:
AA
DBRS:
AA
ISIN
ISIN (144A): XS3031494738 ISIN (Reg S): XS3031495115
Bloomberg Ticker
Class
Class C Notes
Currency
GBP
Size
37,800,000
Rating
Fitch:
A
DBRS:
A
ISIN
ISIN (144A): XS3031551040 ISIN (Reg S): XS3031573523
Bloomberg Ticker
Class
Class D Notes
Currency
GBP
Size
46,200,000
Rating
Fitch:
BBB
DBRS:
BBB
ISIN
ISIN (144A): XS3031591186 ISIN (Reg S):XS3031607875
Bloomberg Ticker
Class
Class E Notes
Currency
GBP
Size
23,800,000
Rating
Fitch:
BB
DBRS:
BB (high)
ISIN
ISIN (144A): XS3031613683 ISIN (Reg S): XS3031614145
Bloomberg Ticker
Class
Class F Notes
Currency
GBP
Size
3,500,000
Rating
Fitch:
BB-
DBRS:
BB
ISIN
ISIN (144A): XS3031615621 ISIN (Reg S): XS3031616272
Bloomberg Ticker
Date of transaction
31 March 2025
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00178
Documents
Date of transaction
31 March 2025
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00405
Documents
Date of transaction
31 March 2025
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00182
Documents
Date of transaction
31 March 2025
Originator
Private Transaction
Name
Private Transaction
Country
multi-jurisdictional
Asset Class
Trade Receivables
Total size
-
Redeemed:
No
PCS ID:
EUSTSABCP-00105
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
28 March 2025
Originator
Younited S.A., Italian branch
Name
Youni Italy 2025 -1 S.r.l.
Country
Italy
Asset Class
Consumer Loans
Total size
248,229,000
Redeemed:
No
PCS ID:
EUSTSTERM-00445
Documents
STS Verification Checklist
Date
28/03/2025
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
28/03/2025
Name
PCS CRR Assessment
Prospectus
Date
26/03/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
194,057,000
Rating
Fitch:
AA
DBRS:
AA
ISIN
IT0005641060
Bloomberg Ticker
YOUIT_25-1
Class
Class B Notes
Currency
EUR
Size
18,024,000
Rating
Fitch:
A-
DBRS:
A
ISIN
IT0005641078
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
12,016,000
Rating
Fitch:
BBB-
DBRS:
BBB
ISIN
IT0005641086
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
12,016,000
Rating
Fitch:
BB
DBRS:
BB (low)
ISIN
IT0005641094
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
4,206,000
Rating
Fitch:
B
DBRS:
B (low)
ISIN
IT0005641102
Bloomberg Ticker
Class
Class X Notes
Currency
EUR
Size
7,810,000
Rating
Fitch:
BB-
DBRS:
NR
ISIN
IT0005641128
Bloomberg Ticker
Class
Class R Notes
Currency
EUR
Size
100,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005641110
Bloomberg Ticker
Date of transaction
28 March 2025
Originator
bunq B.V.
Name
Solitaire II B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
711,111,000
Redeemed:
No
PCS ID:
EUSTSTERM-00443
Documents
STS Verification Checklist
Date
28/03/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
28/03/2025
Name
STS Notification
CRR Assessment
Date
28/03/2025
Name
PCS CRR Assessment
LCR Assessment
Date
28/03/2025
Name
PCS LCR Assessment
Prospectus
Date
26/03/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
675,555,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS3019312985
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
35,556,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS3019321895
Bloomberg Ticker
Date of transaction
27 March 2025
Originator
Obvion N.V.
Name
GREEN STORM 2025 B.V
Country
Netherlands
Asset Class
Residential Mortgages
Total size
531,700,000
Redeemed:
No
PCS ID:
EUSTSTERM-00425
Documents
STS Verification Checklist
Date
27/03/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
24/03/2025
Name
STS Notification
CRR Assessment
Date
27/03/2025
Name
PCS CRR Assessment
LCR Assessment
Date
27/03/2025
Name
PCS LCR Assessment
Prospectus
Date
24/03/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
500,000,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS3004238419
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
26,400,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS3004244227
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
5,300,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS3004244730
Bloomberg Ticker
Date of transaction
26 March 2025
Originator
Aldermore Bank PLC
Name
OAK NO.5 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
455,853,500
Redeemed:
No
PCS ID:
UKSTSTERM-00234
Documents
STS Verification Checklist
Date
26/03/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
26/03/2025
Name
STS Notification
CRR Assessment
Date
26/03/2025
Name
PCS CRR Assessment
LCR Assessment
Date
26/03/2025
Name
PCS LCR Assessment
Prospectus
Date
21/03/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
410,882,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2985130645
Bloomberg Ticker
Class
Z VFN
Currency
GBP
Size
44,971,500
Rating
Moody’s:
NR
Fitch:
NR
ISIN
N/A
Bloomberg Ticker
Date of transaction
25 March 2025
Originator
Istituto Bancario del Lavoro S.p.A.
Name
Marzio Finance S.r.l.
Country
Italy
Asset Class
Consumer Loans
Total size
445,863,000
Redeemed:
No
PCS ID:
EUSTSTERM-00444
Documents
STS Verification Checklist
Date
25/03/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/03/2025
Name
STS Notification
CRR Assessment
Date
25/03/2025
Name
PCS CRR Assessment
Prospectus
Date
25/02/2025
Name
Base Prospectus
Date
20/03/2025
Name
Final Terms
Date
20/03/2025
Name
Final Terms
Date
20/03/2025
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Series 16-2025 Class A Notes
Currency
EUR
Size
408,000,000
Rating
Moody’s:
Aa3
Fitch:
AA-
ISIN
IT0005638256
Bloomberg Ticker
MARFI 2025-16 Mtge
Class
Series 16-2025 Class B Notes
Currency
EUR
Size
19,000,000
Rating
Moody’s:
A3
Fitch:
A
ISIN
IT0005638264
Bloomberg Ticker
MARFI 2025-16 Mtge
Class
Series 16-2025 Class J Notes
Currency
EUR
Size
18,863,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
IT0005638272
Bloomberg Ticker
Date of transaction
22 March 2025
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
UKSTSTERM-00252
Documents
Date of transaction
21 March 2025
Originator
ABANCA CORPORACIÓN BANCARIA, S.A.
Name
ABANCA RMBS 2024, FONDO DE TITULIZACIÓN
Country
Spain
Asset Class
Residential Mortgages
Total size
9,450,000,000
Redeemed:
No
PCS ID:
EUSTTERM-00388
Documents
STS Verification Checklist
Date
21/03/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
19/03/2025
Name
STS Notification
CRR Assessment
Date
21/03/2025
Name
PCS CRR Assessment
Prospectus
Date
19/03/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
936,000,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
ES0305876007
Bloomberg Ticker
Date of transaction
20 March 2025
Originator
Clydesdale Bank PLC
Name
LANARK MASTER ISSUER PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
300,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00258
Documents
STS Verification Checklist
Date
20/03/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
20/03/2025
Name
STS Notification
CRR Assessment
Date
20/03/2025
Name
PCS CRR Assessment
LCR Assessment
Date
20/03/2025
Name
PCS LCR Assessment
Prospectus
Date
19/03/2025
Name
Final Terms
Date
17/02/2025
Name
Base Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class 1A
Currency
GBP
Size
[300,000,000]
Rating
Moody’s:
[ Aaa ]
Fitch:
[ AAA ]
ISIN
XS2994502792
Bloomberg Ticker
Date of transaction
18 March 2025
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00169
Documents
Date of transaction
17 March 2025
Originator
AGOS Ducato S.p.A.
Name
SUNRISE SPV 96 S.R.L.
Country
Italy
Asset Class
Consumer Loans
Total size
1,112,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00433
Documents
STS Verification Checklist
Date
17/03/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
17/03/2025
Name
STS Notification
CRR Assessment
Date
17/03/2025
Name
PCS CRR Assessment
Prospectus
Date
13/03/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
EUR
Size
420,000,000
Rating
Fitch:
AA
DBRS:
AA (high)
ISIN
IT0005638025
Bloomberg Ticker
SUNRI 2025-1
Class
Class A2 Notes
Currency
EUR
Size
449,900,000
Rating
Fitch:
AA
DBRS:
AA (high)
ISIN
IT0005638033
Bloomberg Ticker
SUNRI 2025-1
Class
Class B Notes
Currency
EUR
Size
78,700,000
Rating
Fitch:
A+
DBRS:
AA
ISIN
IT0005638041
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
65,700,000
Rating
Fitch:
A-
DBRS:
A
ISIN
IT0005638058
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
32,900,000
Rating
Fitch:
BBB
DBRS:
BBB (high)
ISIN
IT0005638066
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
23,000,000
Rating
Fitch:
BBB-
DBRS:
BBB (low)
ISIN
IT0005638074
Bloomberg Ticker
Class
Class M Notes
Currency
EUR
Size
41,800,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005638082
Bloomberg Ticker
Date of transaction
11 March 2025
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00168
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
25 February 2025
Originator
OLB Bank
Name
Weser Funding SA
Country
Netherlands
Asset Class
Residential Mortgages
Total size
557,500,000
Redeemed:
No
PCS ID:
EUSTSTERM-00412
Documents
STS Verification Checklist
Date
25/02/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/02/2025
Name
STS Notification
CRR Assessment
Date
25/02/2025
Name
PCS CRR Assessment
LCR Assessment
Date
25/02/2025
Name
PCS LCR Assessment
Prospectus
Date
04/02/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
500,000,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS2931922780
Bloomberg Ticker
Class
B
Currency
EUR
Size
26,400,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2931923168
Bloomberg Ticker
Class
C
Currency
EUR
Size
31,100,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2931923242
Bloomberg Ticker
Date of transaction
25 February 2025
Originator
BANCO DE SABADELL, S.A.
Name
TDA SABADELL RMBS 5
Country
Spain
Asset Class
Residential Mortgages
Total size
3,500,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00423
Documents
STS Verification Checklist
Date
25/02/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/02/2025
Name
STS Notification
Prospectus
Date
20/02/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
3,430,000,000
Rating
Moody’s:
Aa3
DBRS:
A
ISIN
ES0305874002
Bloomberg Ticker
Class
B
Currency
EUR
Size
70,000,000
Rating
Moody’s:
Ba3
DBRS:
BBB
ISIN
ES0305874010
Bloomberg Ticker
Date of transaction
25 February 2025
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00253
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
20 February 2025
Originator
LocalTapiola Finance Ltd
Name
LT RAHOITUS 2025-1 DAC
Country
Finland
Asset Class
Auto Loans & Leases
Total size
575,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00424
Documents
STS Verification Checklist
Date
20/02/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
20/02/2025
Name
STS Notification
CRR Assessment
Date
20/02/2025
Name
PCS CRR Assessment
LCR Assessment
Date
20/02/2025
Name
PCS LCR Assessment
Prospectus
Date
19/02/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
538,800,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS2975275921
Bloomberg Ticker
Class
B
Currency
EUR
Size
7,400,000
Rating
S&P:
AA+
Fitch:
AA+
ISIN
XS2975276226
Bloomberg Ticker
Class
C
Currency
EUR
Size
28,800,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS2975276499
Bloomberg Ticker
Date of transaction
13 February 2025
Originator
Atom Bank Plc
Name
Elvet Mortgages 2025-1 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
339,004,000
Redeemed:
No
PCS ID:
UKSTSTERM-00263
Documents
STS Verification Checklist
Date
13/02/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
13/02/2025
Name
STS Notification
CRR Assessment
Date
13/02/2025
Name
PCS CRR Assessment
LCR Assessment
Date
13/02/2025
Name
PCS LCR Assessment
Prospectus
Date
11/02/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
309,700,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS2959455242
Bloomberg Ticker
Class
B
Currency
GBP
Size
29,304,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2959457370
Bloomberg Ticker
Date of transaction
10 February 2025
Originator
Banco BPM S.p.A.
Name
BPL Mortgages S.r.l.
Country
Italy
Asset Class
Credit Facilities to Enterprises
Total size
5,542,306,999
Redeemed:
No
PCS ID:
EUSTSTERM-00410
Documents
STS Verification Checklist
Date
10/02/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
10/02/2025
Name
Draft STS Notification
CRR Assessment
Date
10/02/2025
Name
PCS CRR Assessment
Prospectus
Date
10/02/2025
Name
Information Memorandum
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A-2022 Notes
Currency
EUR
Size
1,800,000,000
Rating
Moody’s:
A1
DBRS:
A
ISIN
IT0005493447
Bloomberg Ticker
BPLM 2022-1 A Mtge
Class
Class A-2025 Notes
Currency
EUR
Size
2,851,700,000
Rating
Moody’s:
A1
DBRS:
A
ISIN
IT0005634578
Bloomberg Ticker
BPLM 2022-1 A Mtge
Class
Class J-2022 Notes
Currency
EUR
Size
656,396,999
Rating
Moody’s:
NR
DBRS:
NR
ISIN
IT0005493421
Bloomberg Ticker
Class
Class J-2025 Notes
Currency
EUR
Size
234,210,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
IT0005634586
Bloomberg Ticker
Date of transaction
5 February 2025
Originator
Nottingham Building Society
Name
LACE FUNDING 2025-1 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
395,439,000
Redeemed:
No
PCS ID:
UKSTSTERM-00245
Documents
STS Verification Checklist
Date
05/02/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
05/02/2025
Name
STS Notification
CRR Assessment
Date
05/02/2025
Name
PCS CRR Assessment
LCR Assessment
Date
05/02/2025
Name
PCS LCR Assessment
Prospectus
Date
05/02/2025
Name
Prospectus
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
XS2982091360
Bloomberg Ticker
Class
X
Currency
GBP
Size
6,550,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2982091444
Bloomberg Ticker
Class
Z
Currency
GBP
Size
38,889,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2982091790
Bloomberg Ticker
Date of transaction
30 January 2025
Originator
ASR Levensverzekering N.V.
Name
Delphinus 2025-I B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
531,579,998
Redeemed:
No
PCS ID:
EUSTSTERM-00385
Documents
STS Verification Checklist
Date
30/01/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
30/01/2025
Name
STS Notification
CRR Assessment
Date
30/01/2025
Name
PCS CRR Assessment
LCR Assessment
Date
30/01/2025
Name
PCS LCR Assessment
Prospectus
Date
28/01/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
499,999,998
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2964660851
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
26,316,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2964663285
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
5,264,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2964663954
Bloomberg Ticker
Date of transaction
29 January 2025
Originator
Toyota Financial Services Italia S.p.A.
Name
KOROMO ITALY S.R.L.
Country
Italy
Asset Class
Auto Loans & Leases
Total size
623,972,000
Redeemed:
No
PCS ID:
EUSTSTERM-00420
Documents
STS Verification Checklist
Date
29/01/2025
Name
PCS STS Term Verification Checklist
Originator Notification
Date
29/01/2025
Name
STS Notification
CRR Assessment
Date
29/01/2025
Name
PCS CRR Assessment
Prospectus
Date
29/01/2025
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
555,272,000
Rating
Moody’s:
Aa3
Fitch:
AA
ISIN
IT0005630741
Bloomberg Ticker
KORIT_2
Class
Class J Notes
Currency
EUR
Size
68,700,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
IT0005630824
Bloomberg Ticker
Date of transaction
30 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Consumer Loans
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00130
Documents
Date of transaction
24 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSABCP-00103
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
23 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00164
Documents
Date of transaction
23 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00150
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
20 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00099
Documents
Date of transaction
20 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00162
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
20 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS142
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
19 December 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-00128
Documents
Date of transaction
19 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Consumer Loans
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00132
Documents
Date of transaction
19 December 2024
Originator
CA Consumer Finance
Name
GINKGO Sales Finance 2024
Country
France
Asset Class
Consumer Loans
Total size
940,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00401
Documents
STS Verification Checklist
Date
19/12/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
19/12/2024
Name
STS Notification
CRR Assessment
Date
19/12/2024
Name
PCS CRR Assessment
LCR Assessment
Date
19/12/2024
Name
PCS LCR Assessment
Prospectus
Date
19/12/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
775,500,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
FR001400U7V0
Bloomberg Ticker
GNKGO 2024-SF1 A
Class
Class B
Currency
EUR
Size
51,700,000
Rating
Fitch:
AA
DBRS:
AA
ISIN
FR001400U7U2
Bloomberg Ticker
GNKGO 2024-SF1 B
Class
Class C
Currency
EUR
Size
56,400,000
Rating
Fitch:
A
DBRS:
A
ISIN
FR001400U7Y4
Bloomberg Ticker
GNKGO 2024-SF1 C
Class
Class D
Currency
EUR
Size
56,400,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
FR001400U7X6
Bloomberg Ticker
GNKGO 2024-SF1 D
Date of transaction
18 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00155
Documents
Date of transaction
18 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00145
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
17 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Consumer Loans
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00153
Documents
Date of transaction
17 December 2024
Originator
Nationwide Building Society
Name
SILVERSTONE MASTER ISSUER PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
1,500,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00250
Documents
STS Verification Checklist
Date
17/12/2024
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
17/12/2024
Name
PCS CRR Assessment
LCR Assessment
Date
17/12/2024
Name
PCS LCR Assessment
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class 1A
Currency
GBP
Size
500,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S Notes: XS2950718424
Bloomberg Ticker
Class
Class 2A
Currency
GBP
Size
500,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S Notes: XS2950718770
Bloomberg Ticker
Class
Class 3A
Currency
GBP
Size
500,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S Notes: XS2950719158
Bloomberg Ticker
Date of transaction
12 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Auto Loans & Leases
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00151
Documents
Date of transaction
12 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Residential Mortgages
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00411
Documents
Date of transaction
12 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
-
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00366
Documents
Date of transaction
11 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00122
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
11 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Consumer Loans
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00400
Documents
Date of transaction
10 December 2024
Originator
CA Auto Bank S.p.A.
Name
Asset-Backed European Securitisation Transaction Twenty-Five S.r.l
Country
Italy
Asset Class
Auto Loans & Leases
Total size
424,100,000
Redeemed:
No
PCS ID:
EUSTSTERM-00413
Documents
STS Verification Checklist
Date
10/12/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
10/12/2024
Name
STS Notification
CRR Assessment
Date
10/12/2024
Name
PCS CRR Assessment
Prospectus
Date
06/12/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
353,700,000
Rating
Fitch:
AA
DBRS:
AAA
ISIN
IT0005621880
Bloomberg Ticker
ABEST 25 Mtge
Class
Class B Notes
Currency
EUR
Size
28,300,000
Rating
Fitch:
A+
DBRS:
AA (low)
ISIN
IT0005621898
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
11,000,000
Rating
Fitch:
A-
DBRS:
A
ISIN
IT0005621906
Bloomberg Ticker
Class
Class D Notes
Currency
Size
10,000,000
Rating
Fitch:
BBB
DBRS:
BBB (high)
ISIN
IT0005621914
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
11,000,000
Rating
Fitch:
BB+
DBRS:
BBB (low)
ISIN
IT0005621922
Bloomberg Ticker
Class
Class M Notes
Currency
EUR
Size
5,500,000
Rating
Fitch:
NR
DBRS:
CCC
ISIN
IT0005621930
Bloomberg Ticker
Class
Class X Notes
Currency
EUR
Size
4,600,000
Rating
Fitch:
BB+
DBRS:
BB (low)
ISIN
IT0005621948
Bloomberg Ticker
Date of transaction
10 December 2024
Originator
Charter Court Financial Services Limited
Name
PMF 2024-2 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
1,263,233,998
Redeemed:
No
PCS ID:
UKSTSTERM-00259
Documents
STS Verification Checklist
Date
10/12/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
12/12/2024
Name
STS Notification
CRR Assessment
Date
12/12/2024
Name
PCS CRR Assessment
Prospectus
Date
12/12/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
GBP
Size
1,113,148,000
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
XS2949623289
Bloomberg Ticker
PMF 2024-2A
Class
Class B
Currency
GBP
Size
56,283,000
Rating
Moody’s:
Aa3
DBRS:
AA (high)
ISIN
XS2949623362
Bloomberg Ticker
PMF 2024-2B
Class
Class C
Currency
GBP
Size
37,522,000
Rating
Moody’s:
A2
DBRS:
A (high)
ISIN
XS2949623446
Bloomberg Ticker
PMF 2024-2C
Class
Class D
Currency
GBP
Size
31,267,999
Rating
Moody’s:
Baa2
DBRS:
BBB (high)
ISIN
XS2949623529
Bloomberg Ticker
PMF 2024-2D
Class
Class E
Currency
GBP
Size
12,505,999
Rating
Moody’s:
Ba1
DBRS:
BBB
ISIN
XS2949623792
Bloomberg Ticker
PMF 2024-2E
Class
Class X
Currency
GBP
Size
12,507,000
Rating
Moody’s:
Ba3
DBRS:
BBB (high)
ISIN
XS2949623875
Bloomberg Ticker
PMF 2024-2X
Class
RC1 Residual Certificates
Currency
GBP
Size
Rating
Moody’s:
NR
DBRS:
NR
ISIN
XS2949623958
Bloomberg Ticker
Class
RC2 Residual Certificates
Currency
GBP
Size
Rating
Moody’s:
NR
DBRS:
NR
ISIN
XS2949624097
Bloomberg Ticker
Date of transaction
10 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00137
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
6 December 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-00161
Documents
Date of transaction
5 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSABCP-00091
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
4 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00146
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
4 December 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-00156
Documents
Date of transaction
4 December 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-00147
Documents
Date of transaction
3 December 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
-
Total size
-
Redeemed:
No
PCS ID:
EUSTSABCP-00098
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
29 November 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00097
Documents
Date of transaction
28 November 2024
Originator
Stellantis Financial Services Italia S.p.A.
Name
AUTO ABS ITALIAN STELLA LOANS S.R.L.
Country
Italy
Asset Class
Auto Loans & Leases
Total size
810,500,000
Redeemed:
No
PCS ID:
EUSTSTERM-00397
Documents
STS Verification Checklist
Date
28/11/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
27/11/2024
Name
Draft STS Notification
CRR Assessment
Date
28/11/2024
Name
PCS CRR Assessment
Prospectus
Date
27/11/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
708,000,000
Rating
Fitch:
AA
DBRS:
AAA
ISIN
IT0005619694
Bloomberg Ticker
ISTEL 24-2
Class
Class B Notes
Currency
EUR
Size
52,000,000
Rating
Fitch:
AA
DBRS:
AA (high)
ISIN
IT0005619710
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
23,200,000
Rating
Fitch:
A+
DBRS:
AA
ISIN
IT0005619819
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
16,800,000
Rating
Fitch:
BBB+
DBRS:
A (high)
ISIN
IT0005619827
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
8,000,000
Rating
Fitch:
BB+
DBRS:
A (high)
ISIN
IT0005619835
Bloomberg Ticker
Class
Class Z Notes
Currency
EUR
Size
2,500,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005619868
Bloomberg Ticker
Date of transaction
28 November 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00379
Documents
Date of transaction
27 November 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Auto Loans & Leases
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00139
Documents
Date of transaction
27 November 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-00144
Documents
Date of transaction
26 November 2024
Originator
Arval UK Limited
Name
Pulse UK 2024 plc
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
402,300,000
Redeemed:
No
PCS ID:
UKSTSTERM-00221
Documents
STS Verification Checklist
Date
26/11/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
26/11/2024
Name
STS Notification
CRR Assessment
Date
26/11/2024
Name
PCS CRR Assessment
Prospectus
Date
21/11/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
350,000,000
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
XS2925049772
Bloomberg Ticker
Class
Class B Notes
Currency
GBP
Size
52,300,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
N/A
Bloomberg Ticker
Date of transaction
25 November 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
-
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00403
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
25 November 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00407
Documents
Date of transaction
25 November 2024
Originator
Volkswagen Financial Services (UK) Limited
Name
DRIVER UK MASTER S.A., Compartment 7
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
3,772,800,000
Redeemed:
No
PCS ID:
UKSTSTERM-00247
Documents
STS Verification Checklist
Date
25/11/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/11/2024
Name
STS Notification
Prospectus
Date
20/11/2024
Name
Base Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
3,435,000,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS2721644529, XS2721644958, XS2721645096, XS2721645179, XS2721645252, XS2721645419, XS2721645500, XS2721645682, XS2721645765, XS2721645849, XS2895766579
Bloomberg Ticker
Class
B
Currency
GBP
Size
337,800,000
Rating
S&P:
A+
Fitch:
A+
ISIN
XS2721646144, XS2721646656, XS2721647209, XS2895766736, XS2721647035
Bloomberg Ticker
Date of transaction
22 November 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
-
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00260
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
19 November 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00076
Documents
Date of transaction
14 November 2024
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
14/11/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
14/11/2024
Name
STS Notification
CRR Assessment
Date
11/11/2024
Name
PCS CRR Assessment
Prospectus
Date
05/11/2024
Name
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
13 November 2024
Originator
Cassa di Risparmio di Asti S.p.A.
Name
Asti Group RMBS IV S.r.l.
Country
Italy
Asset Class
Residential Mortgages
Total size
664,995,000
Redeemed:
No
PCS ID:
EUSTSTERM-00339
Documents
STS Verification Checklist
Date
13/11/2024
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
13/11/2024
Name
PCS CRR Assessment
Prospectus
Date
12/11/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
Scope
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
EUR
Size
365,700,000
Rating
Moody’s:
NR
DBRS:
AAA
Scope:
AAA
ISIN
IT0005614943
Bloomberg Ticker
Class
Class A2 Notes
Currency
EUR
Size
186,100,000
Rating
Moody’s:
Aa3
DBRS:
AAA
Scope:
AAA
ISIN
IT0005614950
Bloomberg Ticker
Class
Class J Notes
Currency
EUR
Size
113,195,000
Rating
ISIN
IT0005614968
Bloomberg Ticker
Date of transaction
6 November 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-00125
Documents
Date of transaction
30 October 2024
Originator
Yorkshire Building Society
Name
WHITE ROSE MASTER ISSUER PLC 2024-1
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
350,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00216
Documents
STS Verification Checklist
Date
30/10/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
30/10/2024
Name
STS Notification
CRR Assessment
Date
30/10/2024
Name
PCS CRR Assessment
LCR Assessment
Date
30/10/2024
Name
PCS LCR Assessment
Prospectus
Date
29/10/2024
Name
Base Prospectus
Date
29/10/2024
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
350,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2922764787
Bloomberg Ticker
Date of transaction
29 October 2024
Originator
BPCE - Banques Populaires and Caisses d’Epargne
Name
BPCE HOME LOANS FCT 2024 GREEN UOP
Country
France
Asset Class
Residential Mortgages
Total size
802,513,500
Redeemed:
No
PCS ID:
EUSTSTERM-00363
Documents
STS Verification Checklist
Date
29/10/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
29/10/2024
Name
STS Notification
CRR Assessment
Date
29/10/2024
Name
PCS CRR Assessment
LCR Assessment
Date
29/10/2024
Name
PCS LCR Assessment
Prospectus
Date
24/10/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
750,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
FR001400SMQ2
Bloomberg Ticker
HLFCT 2024-G A Mtge
Class
Class B Notes
Currency
EUR
Size
52,500,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
Bloomberg Ticker
Class
Residual Units
Currency
EUR
Size
13,500
Rating
Moody’s:
NR
Fitch:
NR
ISIN
Bloomberg Ticker
Date of transaction
29 October 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00356
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
28 October 2024
Originator
Elan Woninghypotheken B.V. and CRC Obelix Asset Holding DAC
Name
EDML Blue 2024 B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
400,500,000
Redeemed:
No
PCS ID:
EUSTSTERM-00390
Documents
STS Verification Checklist
Date
28/10/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
28/10/2024
Name
STS Notification
CRR Assessment
Date
28/10/2024
Name
PCS CRR Assessment
LCR Assessment
Date
28/10/2024
Name
PCS LCR Assessment
Prospectus
Date
28/10/2024
Name
Offering Circular
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
342,500,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2909652419
Bloomberg Ticker
EDML 2024-BLUE A
Class
Class B
Currency
EUR
Size
9,000,000
Rating
Moody’s:
Aa1
Fitch:
AA+
ISIN
XS2909652849
Bloomberg Ticker
EDML 2024-BLUE B
Class
Class C
Currency
EUR
Size
5,200,000
Rating
Moody’s:
A1
Fitch:
A
ISIN
XS2909654035
Bloomberg Ticker
EDML 2024-BLUE C
Class
Class D
Currency
EUR
Size
1,100,000
Rating
Moody’s:
A3
Fitch:
BBB+
ISIN
XS2909654464
Bloomberg Ticker
EDML 2024-BLUE D
Class
Class E
Currency
EUR
Size
2,700,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2909654977
Bloomberg Ticker
EDML 2024-BLUE E
Class
Class RS
Currency
EUR
Size
40,000,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2909655602
Bloomberg Ticker
Date of transaction
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
25 October 2024
Originator
Volkswagen Financial Services (UK) Limited
Name
DRIVER UK Multi-Compartment S.A., Compartment Nine
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
410,300,000
Redeemed:
No
PCS ID:
UKSTSTERM-00237
Documents
STS Verification Checklist
Date
25/10/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/10/2024
Name
STS Notification
CRR Assessment
Date
25/10/2024
Name
PCS CRR Assessment
LCR Assessment
Date
25/10/2024
Name
PCS LCR Assessment
Prospectus
Date
23/10/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
Kroll
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
358,800,000
Rating
S&P:
AAA
Fitch:
AAA
Kroll:
AAA
ISIN
XS2886910020
Bloomberg Ticker
Class
B
Currency
GBP
Size
51,500,000
Rating
S&P:
A+
Fitch:
AA-
Kroll:
AA-
ISIN
XS2886910707
Bloomberg Ticker
Date of transaction
25 October 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
UKSTSTERM-00238
Documents
Date of transaction
18 October 2024
Originator
Hiltermann Lease Groep Holding B.V.
Name
HILL FL 2024-2 B.V.
Country
Netherlands
Asset Class
Auto Loans & Leases
Total size
455,400,000
Redeemed:
No
PCS ID:
EUSTSTERM-00373
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
15/10/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
400,500,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2905556044
Bloomberg Ticker
Class
B
Currency
EUR
Size
22,500,000
Rating
Moody’s:
Aa2
Fitch:
AA+
ISIN
XS2905556390
Bloomberg Ticker
Class
C
Currency
EUR
Size
18,000,000
Rating
Moody’s:
A2
Fitch:
A+
ISIN
XS2905556473
Bloomberg Ticker
Class
D
Currency
EUR
Size
9,000,000
Rating
Moody’s:
Baa3
Fitch:
BBB+
ISIN
XS2905556556
Bloomberg Ticker
Class
E
Currency
EUR
Size
5,400,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2905556804
Bloomberg Ticker
Date of transaction
18 October 2024
Originator
Tulpenhuis 1 B.V.
Name
Tulip Mortgage Funding 2024-1
Country
Netherlands
Asset Class
Residential Mortgages
Total size
466,880,000
Redeemed:
No
PCS ID:
EUSTSTERM-00386
Documents
STS Verification Checklist
Date
18/10/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
18/10/2024
Name
STS Notification
CRR Assessment
Date
18/10/2024
Name
PCS CRR Assessment
LCR Assessment
Date
18/10/2024
Name
PCS LCR Assessment
Prospectus
Date
18/10/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
437,848,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS2905549932
Bloomberg Ticker
TULP 2024-1 A
Class
Class B
Currency
EUR
Size
9,618,000
Rating
Fitch:
AA-
DBRS:
AA (high)
ISIN
XS2905550195
Bloomberg Ticker
TULP 2024-1 B
Class
Class C
Currency
EUR
Size
7,099,000
Rating
Fitch:
A-
DBRS:
A (low)
ISIN
XS2905550278
Bloomberg Ticker
TULP 2024-1 C
Class
Class D
Currency
EUR
Size
3,435,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2905550864
Bloomberg Ticker
TULP 2024-1 D
Class
Class E
Currency
EUR
Size
4,580,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2905550948
Bloomberg Ticker
TULP 2024-1 E
Class
Class X
Currency
EUR
Size
4,200,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2905551086
Bloomberg Ticker
TULP 2024-1 X
Class
Class R
Currency
EUR
Size
100,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2905551243
Bloomberg Ticker
TULP 2024-1 R
Date of transaction
17 October 2024
Originator
WiZink Bank, S.A.U. – Sucursal em Portugal
Name
VASCO FINANCE NO. 2
Country
Portugal
Asset Class
Credit Cards
Total size
285,200,000
Redeemed:
No
PCS ID:
EUSTSTERM-00377
Documents
STS Verification Checklist
Date
17/10/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
17/10/2024
Name
STS Notification
CRR Assessment
Date
17/10/2024
Name
PCS CRR Assessment
Prospectus
Date
17/10/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
193,800,000
Rating
Fitch:
AA+
DBRS:
AA (high)
ISIN
PTTGUFOM0034
Bloomberg Ticker
VASCO 2 A
Class
Class B
Currency
EUR
Size
24,500,000
Rating
Fitch:
A+
DBRS:
A
ISIN
PTTGUPOM0032
Bloomberg Ticker
VASCO 2 B
Class
Class C
Currency
EUR
Size
15,400,000
Rating
Fitch:
BBB+
DBRS:
BBB
ISIN
PTTGU7OM0023
Bloomberg Ticker
VASCO 2 C
Class
Class D
Currency
EUR
Size
19,600,000
Rating
Fitch:
BB+
DBRS:
BB
ISIN
PTTGCEOM0029
Bloomberg Ticker
VASCO 2 D
Class
Class E
Currency
EUR
Size
14,000,000
Rating
Fitch:
B+
DBRS:
B
ISIN
PTTGCFOM0028
Bloomberg Ticker
VASCO 2 E
Class
Class F
Currency
EUR
Size
12,600,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
PTTGCGOM0027
Bloomberg Ticker
VASCO 2 F
Class
Class X
Currency
EUR
Size
5,200,000
Rating
Fitch:
BB+
DBRS:
A (high)
ISIN
PTTGCNOM0028
Bloomberg Ticker
VASCO 2 X
Class
Class G
Currency
EUR
Size
100,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
PTTGC8OM0012
Bloomberg Ticker
VASCO 2 G
Date of transaction
15 October 2024
Originator
Fiditalia S.p.A.
Name
RED & BLACK AUTO ITALY S.R.L.
Country
Italy
Asset Class
Auto Loans & Leases
Total size
832,650,000
Redeemed:
No
PCS ID:
EUSTSTERM-00365
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
Prospectus
Date
15/10/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
598,000,000
Rating
Fitch:
AA
DBRS:
AAA
ISIN
IT0005609570
Bloomberg Ticker
Class
B
Currency
EUR
Size
21,100,000
Rating
Fitch:
AA
DBRS:
AA (high)
ISIN
IT0005609588
Bloomberg Ticker
Class
C
Currency
EUR
Size
195,000,000
Rating
Fitch:
A
DBRS:
A (high)
ISIN
IT0005609596
Bloomberg Ticker
Class
D
Currency
EUR
Size
11,400,000
Rating
Fitch:
BBB
DBRS:
A (low)
ISIN
IT0005609604
Bloomberg Ticker
Class
J
Currency
EUR
Size
7,150,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005609612
Bloomberg Ticker
Date of transaction
15 October 2024
Originator
Pepper Finance Corporation, S.L.U.
Name
PEPPER IBERIA CONSUMER 2024, FONDO DE TITULIZACIÓN
Country
Spain
Asset Class
Consumer Loans
Total size
265,600,000
Redeemed:
No
PCS ID:
EUSTTERM-00343
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
08/10/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
204,000,000
Rating
S&P:
AAA
DBRS:
AAA
ISIN
ES0305839005
Bloomberg Ticker
PEPIB 2024-1 A
Class
B
Currency
EUR
Size
16,700,000
Rating
S&P:
AA
DBRS:
AA (high)
ISIN
ES0305839013
Bloomberg Ticker
PEPIB 2024-1 B
Class
C
Currency
EUR
Size
13,000,000
Rating
S&P:
A
DBRS:
AA (low)
ISIN
ES0305839021
Bloomberg Ticker
PEPIB 2024-1 C
Class
D
Currency
EUR
Size
16,600,000
Rating
S&P:
BBB
DBRS:
BBB (high)
ISIN
ES0305839039
Bloomberg Ticker
PEPIB 2024-1 D
Class
J
Currency
EUR
Size
15,300,000
Rating
S&P:
NR
DBRS:
NR
ISIN
ES0305839047
Bloomberg Ticker
PEPIB 2024-1 Y
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
14 October 2024
Originator
SANTANDER CONSUMER FINANCE, S.A.
Name
SANTANDER CONSUMER SPAIN AUTO 2024-1, F.T.
Country
Spain
Asset Class
Auto Loans & Leases
Total size
757,500,000
Redeemed:
No
PCS ID:
EUSTERM-00329
Documents
STS Verification Checklist
Date
14/10/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
14/10/2024
Name
Draft STS Notification
CRR Assessment
Date
14/10/2024
Name
PCS CRR Assessment
Prospectus
Date
03/10/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
656,300,000
Rating
Fitch:
AA+
DBRS:
AA
ISIN
ES0305843007
Bloomberg Ticker
SANCF 2024-1 A
Class
B
Currency
EUR
Size
61,900,000
Rating
Fitch:
A+
DBRS:
A
ISIN
ES0305843015
Bloomberg Ticker
SANCF 2024-1 B
Class
C
Currency
EUR
Size
31,800,000
Rating
Fitch:
BBB+
DBRS:
BBB
ISIN
ES0305843023
Bloomberg Ticker
SANCF 2024-1 C
Class
D
Currency
EUR
Size
7,500,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
ES0305843031
Bloomberg Ticker
SANCF 2024-1 D
Date of transaction
30 September 2024
Originator
STELLANTIS FINANCIAL SERVICES ESPAÑA, E.F.C., S.A.
Name
AUTO ABS SPANISH LOANS 2024-1
Country
Spain
Asset Class
Auto Loans & Leases
Total size
606,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00326
Documents
STS Verification Checklist
Date
30/09/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
09/09/2024
Name
Draft STS Notification
CRR Assessment
Date
30/09/2024
Name
PCS CRR Assessment
Prospectus
Date
24/09/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
505,000,000
Rating
Fitch:
AA
DBRS:
AA
ISIN
ES0305837009
Bloomberg Ticker
COMP 2024-1 Mtge
Class
Class B Notes
Currency
EUR
Size
29,000,000
Rating
Fitch:
A
DBRS:
A
ISIN
ES0305837017
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
32,000,000
Rating
Fitch:
BBB-
DBRS:
BBB
ISIN
ES0305837025
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
22,000,000
Rating
Fitch:
BB
DBRS:
BB (high)
ISIN
ES0305837033
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
12,000,000
Rating
Fitch:
B
DBRS:
BB (low)
ISIN
ES0305837041
Bloomberg Ticker
Class
Class F Notes
Currency
EUR
Size
6,000,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
ES0305837058
Bloomberg Ticker
Date of transaction
30 September 2024
Originator
Lloyds Bank GmbH, acting through its Amsterdam Branch
Name
Candide Financing 2024-1 B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
526,047,000
Redeemed:
No
PCS ID:
EUSTSTERM-00359
Documents
STS Verification Checklist
Date
30/09/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
30/09/2024
Name
STS Notification
CRR Assessment
Date
30/09/2024
Name
PCS CRR Assessment
LCR Assessment
Date
30/09/2024
Name
PCS LCR Assessment
Prospectus
Date
26/09/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
500,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2881615343
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
20,838,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2881615699
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
5,209,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2881615855
Bloomberg Ticker
Date of transaction
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
26 September 2024
Originator
BANCO DE SABADELL, S.A.
Name
SABADELL CONSUMO 3,FONDO DE TITULIZACIÓN
Country
Spain
Asset Class
Consumer Loans
Total size
759,200,000
Redeemed:
No
PCS ID:
EUSTSTERM-00330
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
17/09/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
641,300,000
Rating
Moody’s:
Aa1
Fitch:
AA
ISIN
ES0305838007
Bloomberg Ticker
Class
Class B
Currency
EUR
Size
15,000,000
Rating
Moody’s:
A2
Fitch:
AA-
ISIN
ES0305838015
Bloomberg Ticker
Class
Class C
Currency
EUR
Size
30,200,000
Rating
Moody’s:
Baa1
Fitch:
A-
ISIN
ES0305838023
Bloomberg Ticker
Class
Class D
Currency
EUR
Size
35,000,000
Rating
Moody’s:
Baa3
Fitch:
BBB-
ISIN
ES0305838031
Bloomberg Ticker
Class
Class E
Currency
EUR
Size
13,500,000
Rating
Moody’s:
Ba3
Fitch:
BB+
ISIN
ES0305838049
Bloomberg Ticker
Class
Class F
Currency
EUR
Size
15,000,000
Rating
Moody’s:
B2
Fitch:
B
ISIN
ES0305838056
Bloomberg Ticker
Class
Class G
Currency
EUR
Size
9,200,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
ES0305838064
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
26 September 2024
Originator
Toyota Financial Services UK PLC
Name
Koromo UK 1 PLC
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
657,895,000
Redeemed:
No
PCS ID:
UKSTSTERM-00212
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
LCR Assessment
Date
26/09/2024
Name
PCS LCR Assessment
Prospectus
Date
24/09/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
500,000,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS2889379587
Bloomberg Ticker
Class
B
Currency
GBP
Size
157,895,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS2889380080
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
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
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00382
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
23 September 2024
Originator
West Bromwich Building Society
Name
KENRICK NO.4 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
495,252,000
Redeemed:
No
PCS ID:
UKSTSTERM-00225
Documents
STS Verification Checklist
Date
23/09/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
23/09/2024
Name
STS Notification
CRR Assessment
Date
23/09/2024
Name
PCS CRR Assessment
LCR Assessment
Date
23/09/2024
Name
PCS LCR Assessment
Prospectus
Date
18/09/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
450,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2883456274
Bloomberg Ticker
Class
B
Currency
GBP
Size
45,252,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2883456431
Bloomberg Ticker
Date of transaction
19 September 2024
Originator
BBVA
Name
BBVA CONSUMER AUTO 2024-1
Country
Spain
Asset Class
Consumer Loans
Total size
1,005,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00361
Documents
STS Verification Checklist
Date
19/09/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
19/09/2024
Name
STS Notification
CRR Assessment
Date
19/09/2024
Name
PCS CRR Assessment
Prospectus
Date
12/09/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
920,000,000
Rating
Fitch:
AA
DBRS:
AA
ISIN
ES0305827000
Bloomberg Ticker
Class
B
Currency
EUR
Size
40,000,000
Rating
Fitch:
A+
DBRS:
A (high)
ISIN
ES0305827018
Bloomberg Ticker
Class
C
Currency
EUR
Size
32,000,000
Rating
Fitch:
BBB+
DBRS:
BBB (high)
ISIN
ES0305827026
Bloomberg Ticker
Class
D
Currency
EUR
Size
8,000,000
Rating
Fitch:
BBB
DBRS:
B (low)
ISIN
ES0305827034
Bloomberg Ticker
Class
Z
Currency
EUR
Size
5,000,000
Rating
Fitch:
BB+
DBRS:
BBB (high)
ISIN
ES0305827042
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
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
10 September 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Trade Receivables
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00088
Documents
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
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
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
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
Coventry Building Society
Name
Economic Master Issuer PLC 2024-1
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
500,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00235
Documents
STS Verification Checklist
Date
25/07/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/07/2024
Name
STS Notification
CRR Assessment
Date
25/07/2024
Name
PCS CRR Assessment
LCR Assessment
Date
25/07/2024
Name
PCS LCR Assessment
Prospectus
Date
06/11/2023
Name
Base Prospectus
Date
12/07/2024
Name
Base Prospectus
Date
25/07/2024
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
500,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2856907063
Bloomberg Ticker
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
Hyundai Capital Bank Europe GmbH
Name
Pony S.A., Compartment German Auto Loans 2024-1
Country
Germany
Asset Class
Auto Loans & Leases
Total size
700,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00319
Documents
STS Verification Checklist
Date
24/07/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
24/07/2024
Name
STS Notification
CRR Assessment
Date
24/07/2024
Name
PCS CRR Assessment
LCR Assessment
Date
24/07/2024
Name
PCS LCR Assessment
Prospectus
Date
22/07/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
633,400,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2845208664
Bloomberg Ticker
Class
B
Currency
EUR
Size
14,000,000
Rating
Moody’s:
Aa2
Fitch:
AA+
ISIN
XS2845211023
Bloomberg Ticker
Class
C
Currency
EUR
Size
15,800,000
Rating
Moody’s:
A1
Fitch:
AA-
ISIN
XS2845211296
Bloomberg Ticker
Class
D
Currency
EUR
Size
14,700,000
Rating
Moody’s:
A3
Fitch:
A-
ISIN
XS2845211379
Bloomberg Ticker
Class
E
Currency
EUR
Size
14,700,000
Rating
Moody’s:
Baa3
Fitch:
BB+
ISIN
XS2845211536
Bloomberg Ticker
Class
F
Currency
EUR
Size
5,300,000
Rating
Moody’s:
Ba2
Fitch:
BB
ISIN
XS2845211882
Bloomberg Ticker
Class
G
Currency
EUR
Size
2,100,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2845211965
Bloomberg Ticker
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
17 July 2024
Originator
Private Transaction
Name
Wave V
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
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00337
Documents
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
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
27 June 2024
Originator
IBL Banca S.p.A.
Name
Marzio Finance S.r.l.
Country
Italy
Asset Class
Consumer Loans
Total size
495,949,000
Redeemed:
No
PCS ID:
EUSTSTERM-00338
Documents
Originator Notification
Date
27/06/2024
Name
STS Notification
Prospectus
Date
07/09/2023
Name
Base Prospectus
Date
24/06/2024
Name
Final Terms
Date
24/06/2024
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Series 15-2024 Class A Notes
Currency
EUR
Size
436,500,000
Rating
Moody’s:
Aa3
Fitch:
AA-
ISIN
IT0005598161
Bloomberg Ticker
MARFI 2024-15 Mtge
Class
Series 15-2024 Class J Notes
Currency
EUR
Size
59,449,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
IT0005598179
Bloomberg Ticker
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
Ter-1 new structure
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
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00089
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
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
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
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
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
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
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:
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
Santander Consumer Finance Oy
Name
SCF RAHOITUSPALVELUT XIII DAC
Country
Finland
Asset Class
Auto Loans & Leases
Total size
420,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00301
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
29/05/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
391,400,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS2816094085
Bloomberg Ticker
Class
B
Currency
EUR
Size
11,300,000
Rating
S&P:
AA
Fitch:
AA+
ISIN
XS2816094242
Bloomberg Ticker
Class
C
Currency
EUR
Size
9,500,000
Rating
S&P:
A
Fitch:
AA
ISIN
XS2816094838
Bloomberg Ticker
Class
D
Currency
EUR
Size
3,600,000
Rating
S&P:
BBB+
Fitch:
AA-
ISIN
XS2816095058
Bloomberg Ticker
Class
E
Currency
EUR
Size
4,200,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS2816095215
Bloomberg Ticker
Date of transaction
30 May 2024
Originator
Charter Court Financial Services Limited
Name
CMF 2024-1 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
333,170,000
Redeemed:
No
PCS ID:
UKSTSTERM-00218
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
30/05/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
300,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2813757171
Bloomberg Ticker
CCMF 2024-1
Class
Class Z Notes
Currency
GBP
Size
29,050,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2813757684
Bloomberg Ticker
Class
Class X Notes
Currency
GBP
Size
4,120,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2813757767
Bloomberg Ticker
Date of transaction
30 May 2024
Originator
Alba Leasing S.p.A.
Name
ALBA 14 SPV S.R.L.
Country
Italy
Asset Class
Credit Facilities to Enterprises
Total size
841,039,000
Redeemed:
No
PCS ID:
EUSTSTERM-00298
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
30/05/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
550,300,000
Rating
Moody’s:
Aa3
DBRS:
AAA
ISIN
IT0005594616
Bloomberg Ticker
ALSPV 14
Class
Class B Notes
Currency
EUR
Size
175,100,000
Rating
Moody’s:
Ba1
DBRS:
A (high)
ISIN
IT0005594624
Bloomberg Ticker
Class
Class J Notes
Currency
EUR
Size
115,639,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
IT0005594632
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
28 May 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Auto Loans & Leases
Total size
Not Public
Redeemed:
No
PCS ID:
UKSTSTERM-00223
Documents
Date of transaction
23 May 2024
Originator
BBVA
Name
BBVA CONSUMER 2024-1 FT
Country
Spain
Asset Class
Consumer Loans
Total size
807,100,000
Redeemed:
No
PCS ID:
EUSTSTERM-00318
Documents
STS Verification Checklist
Date
23/05/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
23/05/2024
Name
STS Notification
CRR Assessment
Date
23/05/2024
Name
PCS CRR Assessment
Prospectus
Date
16/05/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
674,000,000
Rating
Moody’s:
Aa1
Fitch:
AA-
ISIN
ES0305796007
Bloomberg Ticker
Class
B
Currency
EUR
Size
32,000,000
Rating
Moody’s:
A3
Fitch:
A-
ISIN
ES0305796007
Bloomberg Ticker
Class
C
Currency
EUR
Size
50,000,000
Rating
Moody’s:
Ba1
Fitch:
BB+
ISIN
ES0305796023
Bloomberg Ticker
Class
D
Currency
EUR
Size
24,000,000
Rating
Moody’s:
B1
Fitch:
B+
ISIN
ES0305796031
Bloomberg Ticker
Class
E
Currency
EUR
Size
20,000,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
ES0305796049
Bloomberg Ticker
Class
Z
Currency
EUR
Size
7,100,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
ES0305796056
Bloomberg Ticker
Date of transaction
23 May 2024
Originator
TSB Bank plc
Name
DUNCAN FUNDING 2024-1 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
561,798,000
Redeemed:
No
PCS ID:
UKSTSTERM-00203
Documents
STS Verification Checklist
Date
23/05/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
23/05/2024
Name
STS Notification
CRR Assessment
Date
23/05/2024
Name
PCS CRR Assessment
LCR Assessment
Date
23/05/2024
Name
PCS LCR Assessment
Prospectus
Date
21/05/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
500,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2793346391
Bloomberg Ticker
Class
Subordinated Note
Currency
GBP
Size
61,798,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
Bloomberg Ticker
Date of transaction
23 May 2024
Originator
BRED Banque Populaire
Name
ELIDEII, FCT, COMPARTIMENT 2024-01
Country
France
Asset Class
Residential Mortgages
Total size
1,992,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00316
Documents
STS Verification Checklist
Date
23/05/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
14/05/2024
Name
Draft STS Notification
Prospectus
Date
23/05/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
1,870,000,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
FR001400Q791
Bloomberg Ticker
Class
S
Currency
EUR
Size
122,000,000
Rating
S&P:
NR
Fitch:
NR
ISIN
FR001400Q783
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
14 May 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Consumer Loans
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00309
Documents
Date of transaction
9 May 2024
Originator
Principality Building Society
Name
FRIARY NO.9 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
706,522,000
Redeemed:
No
PCS ID:
UKSTSTERM-00210
Documents
STS Verification Checklist
Date
09/05/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
09/05/2024
Name
STS Notification
CRR Assessment
Date
09/05/2024
Name
PCS CRR Assessment
LCR Assessment
Date
09/05/2024
Name
PCS LCR Assessment
Prospectus
Date
03/05/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
650,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2783632446
Bloomberg Ticker
FRIAR 9 Mtge
Class
B
Currency
GBP
Size
56,522,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2783633170
Bloomberg Ticker
Date of transaction
3 May 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Auto Loans & Leases
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00322
Documents
Date of transaction
2 May 2024
Originator
Younited S.A., Italian branch
Name
Youni Italy 2024 -1 S.r.l.
Country
Italy
Asset Class
Consumer Loans
Total size
247,001,000
Redeemed:
No
PCS ID:
EUSTSTERM-00293
Documents
STS Verification Checklist
Date
02/05/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
18/04/2024
Name
Draft STS Notification
CRR Assessment
Date
02/05/2024
Name
PCS CRR Assessment
Prospectus
Date
30/04/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
184,874,000
Rating
S&P:
AA
Fitch:
AA
ISIN
IT0005593352
Bloomberg Ticker
YOUIT Mtge
Class
Class B Notes
Currency
EUR
Size
21,077,000
Rating
S&P:
A
Fitch:
A-
ISIN
IT0005593360
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
14,453,000
Rating
S&P:
BBB
Fitch:
BBB-
ISIN
IT0005593378
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
8,431,000
Rating
S&P:
BB-
Fitch:
BB
ISIN
IT0005593386
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
9,635,000
Rating
S&P:
B-
Fitch:
B
ISIN
IT0005593394
Bloomberg Ticker
Class
Class X Notes
Currency
EUR
Size
6,022,000
Rating
S&P:
NR
Fitch:
NR
ISIN
IT0005593410
Bloomberg Ticker
Class
Class F Notes
Currency
EUR
Size
2,409,000
Rating
S&P:
NR
Fitch:
NR
ISIN
IT0005593402
Bloomberg Ticker
Class
Class R Notes
Currency
EUR
Size
100,000
Rating
S&P:
NR
Fitch:
NR
ISIN
IT0005593428
Bloomberg Ticker
Date of transaction
26 April 2024
Originator
Socram Banque
Name
TITRISOCRAM 2024
Country
France
Asset Class
Auto Loans & Leases
Total size
486,800,000
Redeemed:
No
PCS ID:
EUSTSTERM-00310
Documents
STS Verification Checklist
Date
26/04/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
26/04/2024
Name
STS Notification
CRR Assessment
Date
26/04/2024
Name
PCS CRR Assessment
LCR Assessment
Date
26/04/2024
Name
PCS LCR Assessment
Prospectus
Date
23/04/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
440,000,000
Rating
Moody’s:
Aaa
S&P:
AAA
ISIN
FR001400OXU0
Bloomberg Ticker
Class
B
Currency
EUR
Size
46,800,000
Rating
Moody’s:
NR
S&P:
NR
ISIN
NA
Bloomberg Ticker
Date of transaction
26 April 2024
Originator
Mercedes-Benz Financial Services UK Limited
Name
SILVER ARROW S.A., Compartment Silver Arrow UK 2024-1
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
530,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00209
Documents
STS Verification Checklist
Date
26/04/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
26/04/2024
Name
STS Notification
Prospectus
Date
24/04/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
412,500,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2800058609
Bloomberg Ticker
Class
B
Currency
GBP
Size
117,500,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2800059672
Bloomberg Ticker
Date of transaction
24 April 2024
Originator
CREDIPAR
Name
Auto ABS French Loans 2024 FCT
Country
France
Asset Class
Consumer Loans
Total size
722,230,000
Redeemed:
No
PCS ID:
EUSTSTERM-00294
Documents
STS Verification Checklist
Date
24/04/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
24/04/2024
Name
STS Notification
CRR Assessment
Date
24/04/2024
Name
PCS CRR Assessment
LCR Assessment
Date
24/04/2024
Name
PCS LCR Assessment
Prospectus
Date
19/04/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
650,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
FR001400OOG8
Bloomberg Ticker
COMP 2024-FR1
Class
Class B Notes
Currency
EUR
Size
36,100,000
Rating
Moody’s:
A1
Fitch:
AA
ISIN
FR001400OOH6
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
36,130,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
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
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
FR001400OSX4
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
166,700,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
Bloomberg Ticker
Date of transaction
17 April 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00315
Documents
Date of transaction
15 April 2024
Originator
Startline Motor Finance Limited
Name
SATUS 2024-1 PLC
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
451,500,000
Redeemed:
No
PCS ID:
UKSTSTERM-00206
Documents
STS Verification Checklist
Date
15/04/2024
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
15/04/2024
Name
Draft STS Notification
CRR Assessment
Date
15/04/2024
Name
Provisional PCS CRR Assessment
LCR Assessment
Date
15/04/2024
Name
Provisional PCS LCR Assessment
Prospectus
Date
15/04/2024
Name
Preliminary Offering Circular
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
[332,400,000]
Rating
Moody’s:
[ Aaa ]
S&P:
[ AAA ]
ISIN
XS2801109658
Bloomberg Ticker
SATUS 2024-1A
Class
B
Currency
GBP
Size
[49,100,000]
Rating
Moody’s:
[ Aa2 ]
S&P:
[ AA ]
ISIN
XS2801109732
Bloomberg Ticker
SATUS 2024-1B
Class
C
Currency
GBP
Size
[40,100,000]
Rating
Moody’s:
[ A3 ]
S&P:
[ A ]
ISIN
XS2801109815
Bloomberg Ticker
SATUS 2024-1C
Class
D
Currency
GBP
Size
[13,400,000]
Rating
Moody’s:
[ Baa3 ]
S&P:
[ BBB ]
ISIN
XS2801109906
Bloomberg Ticker
SATUS 2024-1D
Class
E
Currency
GBP
Size
[11,200,000]
Rating
Moody’s:
[ Ba2 ]
S&P:
[ BB ]
ISIN
XS2801110235
Bloomberg Ticker
SATUS 2024-1E
Class
Z
Currency
GBP
Size
[5,300,000]
Rating
Moody’s:
[ NR ]
S&P:
[ NR ]
ISIN
XS2801110318
Bloomberg Ticker
SATUS 2024-1Z
Class
RC
Currency
GBP
Size
Rating
Moody’s:
[ NR ]
S&P:
[ NR ]
ISIN
Bloomberg Ticker
Date of transaction
2 April 2024
Originator
Private Transaction
Name
Private Transaction
Country
Spain
Asset Class
Consumer Loans
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00308
Documents
Date of transaction
28 March 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Consumer Loans
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00306
Documents
Date of transaction
28 March 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00058
Documents
Date of transaction
27 March 2024
Originator
Obvion N.V.
Name
GREEN STORM 2024 B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
531,600,000
Redeemed:
No
PCS ID:
EUSTSTERM-00297
Documents
STS Verification Checklist
Date
27/03/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/03/2024
Name
STS Notification
CRR Assessment
Date
27/03/2024
Name
PCS CRR Assessment
LCR Assessment
Date
27/03/2024
Name
PCS LCR Assessment
Prospectus
Date
27/03/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
500,000,000
Rating
Moody’s:
Aaa
S&P:
AAA
ISIN
XS2775024610
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
26,300,000
Rating
Moody’s:
NR
S&P:
NR
ISIN
XS2775024883
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
5,300,000
Rating
Moody’s:
NR
S&P:
NR
ISIN
XS2775025260
Bloomberg Ticker
Date of transaction
27 March 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00296
Documents
Date of transaction
27 March 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00295
Documents
Date of transaction
25 March 2024
Originator
Volkswagen Financial Services (UK) Limited
Name
DRIVER UK Multi-Compartment S.A., Compartment Eight
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
512,700,000
Redeemed:
No
PCS ID:
UKSTSTERM-00202
Documents
STS Verification Checklist
Date
25/03/2024
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
25/03/2024
Name
PCS CRR Assessment
LCR Assessment
Date
25/03/2024
Name
PCS LCR Assessment
Prospectus
Date
20/03/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
Kroll
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
444,600,000
Rating
S&P:
AAA
Fitch:
AAA
Kroll:
AAA
ISIN
XS2741308493
Bloomberg Ticker
Class
B
Currency
GBP
Size
68,100,000
Rating
S&P:
A+
Fitch:
AA-
Kroll:
AA-
ISIN
XS2741308659
Bloomberg Ticker
Date of transaction
25 March 2024
Originator
Buy Way Personal Finance SA
Name
BL Consumer Issuance Platform II S.à r. l. Compartment BL Consumer Credit 2024
Country
multi-jurisdictional
Asset Class
Consumer Loans
Total size
348,348,000
Redeemed:
No
PCS ID:
EUSTSTERM-00287
Documents
STS Verification Checklist
Date
25/03/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/03/2024
Name
STS Notification
CRR Assessment
Date
25/03/2024
Name
PCS CRR Assessment
LCR Assessment
Date
25/03/2024
Name
PCS LCR Assessment
Prospectus
Date
25/03/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
260,700,000
Rating
S&P:
AAA
DBRS:
AAA
ISIN
XS2758919836
Bloomberg Ticker
BLCON 2024-1 Mtge
Class
Class B Notes
Currency
EUR
Size
26,400,000
Rating
S&P:
AA-
DBRS:
AA (low)
ISIN
XS2758921220
Bloomberg Ticker
BLCON 2024-1 Mtge
Class
Class C Notes
Currency
EUR
Size
13,200,000
Rating
S&P:
A-
DBRS:
A (low)
ISIN
XS2758921907
Bloomberg Ticker
BLCON 2024-1 Mtge
Class
Class D Notes
Currency
EUR
Size
9,900,000
Rating
S&P:
BBB
DBRS:
BBB
ISIN
XS2758922111
Bloomberg Ticker
BLCON 2024-1 Mtge
Class
Class E Notes
Currency
EUR
Size
6,600,000
Rating
S&P:
BB
DBRS:
BB
ISIN
XS2758922384
Bloomberg Ticker
BLCON 2024-1 Mtge
Class
Class F Notes
Currency
EUR
Size
6,600,000
Rating
S&P:
B-
DBRS:
B (high)
ISIN
XS2758922624
Bloomberg Ticker
BLCON 2024-1 Mtge
Class
Class X1 Notes
Currency
EUR
Size
9,009,000
Rating
S&P:
CCC
DBRS:
CCC
ISIN
XS2758922897
Bloomberg Ticker
BLCON 2024-1 Mtge
Class
Class X2 Notes
Currency
EUR
Size
9,009,000
Rating
S&P:
CCC
DBRS:
CCC
ISIN
XS2769842258
Bloomberg Ticker
BLCON 2024-1 Mtge
Class
Class G Notes
Currency
EUR
Size
6,930,000
Rating
S&P:
CCC
DBRS:
CCC
ISIN
XS2758922970
Bloomberg Ticker
BLCON 2024-1 Mtge
Date of transaction
25 March 2024
Originator
AGOS Ducato S.p.A.
Name
SUNRISE SPV 95 S.R.L.
Country
Italy
Asset Class
Consumer Loans
Total size
1,323,200,000
Redeemed:
No
PCS ID:
EUSTSTERM-00299
Documents
STS Verification Checklist
Date
25/03/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/03/2024
Name
STS Notification
CRR Assessment
Date
25/03/2024
Name
PCS CRR Assessment
Prospectus
Date
19/03/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
EUR
Size
315,000,000
Rating
Fitch:
AA
DBRS:
AA (high)
ISIN
IT0005585895
Bloomberg Ticker
SUNRI_24-1
Class
Class A2 Notes
Currency
EUR
Size
668,600,000
Rating
Fitch:
AA
DBRS:
AA (high)
ISIN
IT0005585903
Bloomberg Ticker
SUNRI_24-1
Class
Class B Notes
Currency
EUR
Size
99,600,000
Rating
Fitch:
A+
DBRS:
AA (low)
ISIN
IT0005585911
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
77,700,000
Rating
Fitch:
A-
DBRS:
A
ISIN
IT0005585929
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
38,900,000
Rating
Fitch:
BBB+
DBRS:
BBB (high)
ISIN
IT0005585937
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
33,700,000
Rating
Fitch:
BBB
DBRS:
BB (high)
ISIN
IT0005585945
Bloomberg Ticker
Class
Class M Notes
Currency
EUR
Size
89,700,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005585952
Bloomberg Ticker
Date of transaction
25 March 2024
Originator
IBL Banca S.p.A.
Name
Marzio Finance S.r.l.
Country
Italy
Asset Class
Consumer Loans
Total size
359,245,000
Redeemed:
No
PCS ID:
EUSTSTERM-00302
Documents
Originator Notification
Date
25/03/2024
Name
STS Notification
Prospectus
Date
07/09/2023
Name
Base Prospectus
Date
20/03/2024
Name
Final Terms
Date
20/03/2024
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Series 14-2024 Class A Notes
Currency
EUR
Size
309,000,000
Rating
Moody’s:
Aa3
Fitch:
AA-
ISIN
IT0005584955
Bloomberg Ticker
MARFI 2024-14 Mtge
Class
Series 14-2024 Class J Notes
Currency
EUR
Size
50,245,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
IT0005584963
Bloomberg Ticker
Date of transaction
21 March 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00082
Documents
Date of transaction
20 March 2024
Originator
Aegon Hypotheken B.V.
Name
SAECURE 22 B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
644,700,000
Redeemed:
No
PCS ID:
EUSTSTERM-00292
Documents
STS Verification Checklist
Date
20/03/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
20/03/2024
Name
STS Notification
CRR Assessment
Date
20/03/2024
Name
PCS CRR Assessment
LCR Assessment
Date
20/03/2024
Name
PCS LCR Assessment
Prospectus
Date
18/03/2024
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
XS2778270343
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
36,700,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS2778271747
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
8,000,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS2778272398
Bloomberg Ticker
Date of transaction
20 March 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
UKSTSTERM-00201
Documents
Date of transaction
5 March 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
-
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00069
Documents
Date of transaction
1 March 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
-
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00074
Documents
Date of transaction
28 February 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00060
Documents
Date of transaction
20 February 2024
Originator
Hiltermann Lease Groep Holding B.V
Name
HILL FL 2024-1 B.V.
Country
Netherlands
Asset Class
Auto Loans & Leases
Total size
455,400,000
Redeemed:
No
PCS ID:
EUSTSTERM-00282
Documents
STS Verification Checklist
Date
20/02/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
20/02/2024
Name
STS Notification
CRR Assessment
Date
20/02/2024
Name
PCS CRR Assessment
LCR Assessment
Date
20/02/2024
Name
PCS LCR Assessment
Prospectus
Date
15/02/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
405,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2744967386
Bloomberg Ticker
Class
B
Currency
EUR
Size
22,500,000
Rating
Moody’s:
Aa2
Fitch:
AA+
ISIN
2744967899
Bloomberg Ticker
Class
C
Currency
EUR
Size
15,700,000
Rating
Moody’s:
A1
Fitch:
A+
ISIN
2744968434
Bloomberg Ticker
Class
D
Currency
EUR
Size
6,800,000
Rating
Moody’s:
Baa1
Fitch:
A
ISIN
2744968517
Bloomberg Ticker
Class
E
Currency
EUR
Size
5,400,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2744968608
Bloomberg Ticker
Date of transaction
16 February 2024
Originator
Dilosk DAC
Name
DILOSK RMBS NO.8 (STS) DAC
Country
Ireland
Asset Class
Residential Mortgages
Total size
423,986,000
Redeemed:
No
PCS ID:
EUSTSTERM-00288
Documents
STS Verification Checklist
Date
16/02/2024
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
16/02/2024
Name
PCS CRR Assessment
LCR Assessment
Date
16/02/2024
Name
PCS LCR Assessment
Prospectus
Date
15/02/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A Note
Currency
EUR
Size
382,454,000
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
XS2736583944
Bloomberg Ticker
Class
Class B Note
Currency
EUR
Size
10,393,000
Rating
Moody’s:
Aa2
DBRS:
AA (high)
ISIN
XS2736584165
Bloomberg Ticker
Class
Class C Note
Currency
EUR
Size
8,314,000
Rating
Moody’s:
Aa3
DBRS:
A (high)
ISIN
XS2736584249
Bloomberg Ticker
Class
Class D Note
Currency
EUR
Size
5,196,000
Rating
Moody’s:
A2
DBRS:
A (low)
ISIN
XS2736584322
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
2,079,000
Rating
Moody’s:
Baa1
DBRS:
BBB (high)
ISIN
XS2736584595
Bloomberg Ticker
Class
Class F Note
Currency
EUR
Size
2,079,000
Rating
Moody’s:
Baa2
DBRS:
BBB (high)
ISIN
XS2736584918
Bloomberg Ticker
Class
Class X Note
Currency
EUR
Size
4,157,000
Rating
Moody’s:
Caa3
DBRS:
B (high)
ISIN
XS2736585055
Bloomberg Ticker
Class
Class Z1 Note
Currency
EUR
Size
5,196,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
XS2736585485
Bloomberg Ticker
Class
Class Z2 Note
Currency
EUR
Size
3,118,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
XS2736585725
Bloomberg Ticker
Class
Class R Note
Currency
EUR
Size
1,000,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
XS2736587267
Bloomberg Ticker
Date of transaction
15 February 2024
Originator
LocalTapiola Finance Ltd
Name
LT AUTORAHOITUS V DAC
Country
Finland
Asset Class
Auto Loans & Leases
Total size
470,200,000
Redeemed:
No
PCS ID:
EUSTSTERM-00286
Documents
STS Verification Checklist
Date
15/02/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
15/02/2024
Name
STS Notification
CRR Assessment
Date
15/02/2024
Name
PCS CRR Assessment
LCR Assessment
Date
15/02/2024
Name
PCS LCR Assessment
Prospectus
Date
13/02/2024
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
450,500,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2755016032
Bloomberg Ticker
Class
B
Currency
EUR
Size
15,100,000
Rating
Moody’s:
Aa1
Fitch:
AA
ISIN
XS2755016206
Bloomberg Ticker
Class
C
Currency
EUR
Size
4,600,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2755016891
Bloomberg Ticker
Date of transaction
15 February 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
UKSTSTERM-00199
Documents
Date of transaction
29 January 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
UKSTSTERM-00157
Documents
Date of transaction
23 January 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
-
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00289
Documents
Date of transaction
23 January 2024
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00285
Documents
Date of transaction
17 January 2024
Originator
Clydesdale Bank PLC
Name
Lanark Master Issuer plc
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
750,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00196
Documents
STS Verification Checklist
Date
17/01/2024
Name
PCS STS Term Verification Checklist
Originator Notification
Date
02/01/2024
Name
Draft STS Notification
CRR Assessment
Date
17/01/2024
Name
PCS CRR Assessment
LCR Assessment
Date
17/01/2024
Name
PCS LCR Assessment
Prospectus
Date
16/01/2024
Name
Final Terms
Date
15/05/2023
Name
Base Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class 1A
Currency
GBP
Size
750,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S: XS2739632946
Bloomberg Ticker
Date of transaction
8 January 2024
Originator
Bank of Scotland plc
Name
PERMANENT MASTER ISSUER PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
700,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00192
Documents
STS Verification Checklist
Date
08/01/2024
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
08/01/2024
Name
PCS CRR Assessment
LCR Assessment
Date
08/01/2024
Name
PCS LCR Assessment
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
GBP
Size
700,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S: XS2737046040
Bloomberg Ticker
Date of transaction
21 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Trade Receivables
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00066
Documents
Date of transaction
20 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00074
Documents
Date of transaction
20 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00045
Documents
Date of transaction
20 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00061
Documents
Date of transaction
19 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00274
Documents
Date of transaction
18 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
multi-jurisdictional
Asset Class
Trade Receivables
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00067
Documents
Date of transaction
15 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00070
Documents
Date of transaction
15 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00065
Documents
Date of transaction
14 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00023
Documents
Date of transaction
13 December 2023
Originator
Kensington Mortgage Company Limited
Name
GEMGARTO 2023-1 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
553,163,000
Redeemed:
No
PCS ID:
UKSTSTERM-00170
Documents
STS Verification Checklist
Date
13/12/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
13/12/2023
Name
STS Notification
Prospectus
Date
11/12/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
476,487,000
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
XS2702923728
Bloomberg Ticker
Class
B
Currency
GBP
Size
38,338,000
Rating
Moody’s:
Aa3
DBRS:
AA (low)
ISIN
XS2702924882
Bloomberg Ticker
Class
C
Currency
GBP
Size
10,954,000
Rating
Moody’s:
A3
DBRS:
A (high)
ISIN
XS2702925004
Bloomberg Ticker
Class
D
Currency
GBP
Size
10,954,000
Rating
Moody’s:
Baa2
DBRS:
BBB (high)
ISIN
XS2702925186
Bloomberg Ticker
Class
E
Currency
GBP
Size
5,477,000
Rating
Moody’s:
Ba1
DBRS:
BB (high)
ISIN
XS2702925269
Bloomberg Ticker
Class
F
Currency
GBP
Size
2,738,000
Rating
Moody’s:
B1
DBRS:
BB (low)
ISIN
XS2702925699
Bloomberg Ticker
Class
G
Currency
GBP
Size
2,738,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
XS2702925772
Bloomberg Ticker
Class
Z
Currency
GBP
Size
5,477,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
XS2702926150
Bloomberg Ticker
Date of transaction
13 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Trade Receivables
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00271
Documents
Date of transaction
12 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00067
Documents
Date of transaction
12 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00075
Documents
Date of transaction
11 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00058
Documents
Date of transaction
11 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
UKSTSTERM-00181
Documents
Date of transaction
6 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00064
Documents
Date of transaction
6 December 2023
Originator
IBL Banca S.p.A.
Name
Marzio Finance S.r.l.
Country
Italy
Asset Class
Consumer Loans
Total size
369,193,000
Redeemed:
No
PCS ID:
EUSTSTERM-00283
Documents
Originator Notification
Date
06/12/2023
Name
STS Notification
Prospectus
Date
07/09/2023
Name
Base Prospectus
Date
01/12/2023
Name
Final Terms
Date
01/12/2023
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Series 13-2023 Class A Notes
Currency
EUR
Size
309,200,000
Rating
Moody’s:
Aa3
Fitch:
AA-
ISIN
IT0005572075
Bloomberg Ticker
MARFI 2023-13 A Mtge
Class
Series 13-2023 Class J Notes
Currency
EUR
Size
59,993,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
IT0005572083
Bloomberg Ticker
Date of transaction
6 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Residential Mortgages
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00280
Documents
Date of transaction
4 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Trade Receivables
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00053
Documents
Date of transaction
1 December 2023
Originator
Private Transaction
Name
Private Transaction
Country
Italy
Asset Class
Credit Facilities to Enterprises
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00054
Documents
Date of transaction
30 November 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00063
Documents
Date of transaction
29 November 2023
Originator
Hyundai Capital Bank Europe GmbH
Name
Pony S.A., Compartment German Auto Loans 2023-1
Country
Germany
Asset Class
Auto Loans & Leases
Total size
497,500,000
Redeemed:
No
PCS ID:
EUSTSTERM-00258
Documents
STS Verification Checklist
Date
29/11/2023
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
29/11/2023
Name
PCS CRR Assessment
LCR Assessment
Date
29/11/2023
Name
PCS LCR Assessment
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
452,500,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2696128433
Bloomberg Ticker
Class
B
Currency
EUR
Size
10,000,000
Rating
Moody’s:
Aa3
Fitch:
AA+
ISIN
XS2696129241
Bloomberg Ticker
Class
C
Currency
EUR
Size
10,000,000
Rating
Moody’s:
A2
Fitch:
A+
ISIN
XS2696129670
Bloomberg Ticker
Class
D
Currency
EUR
Size
10,000,000
Rating
Moody’s:
Baa2
Fitch:
BBB+
ISIN
XS2696129837
Bloomberg Ticker
Class
E
Currency
EUR
Size
10,000,000
Rating
Moody’s:
Ba2
Fitch:
BB
ISIN
XS2696130173
Bloomberg Ticker
Class
F
Currency
EUR
Size
5,000,000
Rating
Moody’s:
B2
Fitch:
BB-
ISIN
XS2696130330
Bloomberg Ticker
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Date of transaction
27 November 2023
Originator
Coventry Building Society
Name
Economic Master Issuer PLC 2023-2
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
400,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00190
Documents
STS Verification Checklist
Date
27/11/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
27/11/2023
Name
STS Notification
CRR Assessment
Date
27/11/2023
Name
PCS CRR Assessment
LCR Assessment
Date
27/11/2023
Name
PCS LCR Assessment
Prospectus
Date
06/11/2023
Name
Base Prospectus
Date
27/11/2023
Name
Final Terms
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
XS2710130605
Bloomberg Ticker
Date of transaction
27 November 2023
Originator
Volkswagen Financial Services (UK) Limited
Name
DRIVER UK MASTER S.A., Compartment 7
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00187
Documents
STS Verification Checklist
Date
27/11/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
27/11/2023
Name
STS Notification
Prospectus
Date
22/11/2023
Name
Base Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS2721645682, XS2721644958, XS2721646060, XS2721645765, XS2721645500, XS2721645419, XS2721645252, XS2721644529, XS2721645849, XS2721645179, XS2721645096
Bloomberg Ticker
Class
B
Currency
GBP
Size
Rating
S&P:
A+
Fitch:
A+
ISIN
XS2721645682, XS2721644958, XS2721647209, XS2721647118, XS2721647035, XS2721646656, XS2721646144
Bloomberg Ticker
Date of transaction
21 November 2023
Originator
Shawbrook Bank Limited
Name
LANEBROOK MORTGAGE TRANSACTION 2023-1 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
404,700,000
Redeemed:
No
PCS ID:
UKSTSTERM-00165
Documents
STS Verification Checklist
Date
21/11/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
21/11/2023
Name
STS Notification
CRR Assessment
Date
21/11/2023
Name
PCS CRR Assessment
Prospectus
Date
15/11/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
GBP
Size
200,000,000
Rating
Moody’s:
Aaa
S&P:
AAA
ISIN
XS2658278028
Bloomberg Ticker
-
Class
Class A2 Notes
Currency
GBP
Size
150,620,000
Rating
Moody’s:
Aaa
S&P:
AAA
ISIN
XS2658278457
Bloomberg Ticker
-
Class
Class B Notes
Currency
GBP
Size
20,030,000
Rating
Moody’s:
Aa2
S&P:
AA
ISIN
XS2658278705
Bloomberg Ticker
-
Class
Class C Notes
Currency
GBP
Size
10,020,000
Rating
Moody’s:
A1
S&P:
A+
ISIN
XS2658278887
Bloomberg Ticker
-
Class
Class D Notes
Currency
GBP
Size
8,010,000
Rating
Moody’s:
Baa3
S&P:
BBB+
ISIN
XS2658279182
Bloomberg Ticker
-
Class
Class E Notes
Currency
GBP
Size
6,010,000
Rating
Moody’s:
B1
S&P:
BB
ISIN
XS2658279349
Bloomberg Ticker
-
Class
Class F Notes
Currency
GBP
Size
6,010,000
Rating
Moody’s:
B2
S&P:
B-
ISIN
XS2658280198
Bloomberg Ticker
-
Class
Class X1 Notes
Currency
GBP
Size
2,000,000
Rating
Moody’s:
NR
S&P:
NR
ISIN
XS2658280354
Bloomberg Ticker
-
Class
Class X2 Notes
Currency
GBP
Size
2,000,000
Rating
Moody’s:
NR
S&P:
NR
ISIN
XS2658280784
Bloomberg Ticker
-
Class
RC1 Certificates
Currency
GBP
Size
Rating
ISIN
XS2658292441
Bloomberg Ticker
-
Class
RC2 Certificates
Currency
GBP
Size
Rating
ISIN
XS2658298216
Bloomberg Ticker
-
Date of transaction
21 November 2023
Originator
Private Transaction
Name
Private Transaction
Country
Ireland
Asset Class
Trade Receivables
Total size
-
Redeemed:
No
PCS ID:
EUSTSABCP-00061
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
16 November 2023
Originator
Nationwide Building Society
Name
SILVERSTONE MASTER ISSUER PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
1,700,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00186
Documents
STS Verification Checklist
Date
16/11/2023
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
16/11/2023
Name
PCS CRR Assessment
LCR Assessment
Date
16/11/2023
Name
PCS LCR Assessment
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class 1A
Currency
GBP
Size
600,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S Notes: XS2716761403
Bloomberg Ticker
Class
Class 2A
Currency
GBP
Size
600,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S Notes: XS2716761668
Bloomberg Ticker
Class
Class 3A
Currency
GBP
Size
500,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S Notes: XS2716762393
Bloomberg Ticker
Date of transaction
15 November 2023
Originator
Crédit Agricole Leasing & Factoring
Name
FCT CA LEASING 2023-1
Country
France
Asset Class
Other
Total size
394,900,000
Redeemed:
No
PCS ID:
EUSTSTERM-00248
Documents
STS Verification Checklist
Date
15/11/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
15/11/2023
Name
STS Notification
CRR Assessment
Date
15/11/2023
Name
PCS CRR Assessment
LCR Assessment
Date
15/11/2023
Name
PCS LCR Assessment
Prospectus
Date
10/11/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
350,000,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
FR001400L9B9
Bloomberg Ticker
CALEF 2023-1 A
Class
Class B Notes
Currency
EUR
Size
44,900,000
Rating
Fitch:
AA+
DBRS:
AA
ISIN
FR001400L9A1
Bloomberg Ticker
CALEF 2023-1 B
Date of transaction
15 November 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00277
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
14 November 2023
Originator
Bank of Ireland (UK) plc
Name
BOWBELL NO.3 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
383,056,000
Redeemed:
No
PCS ID:
UKSTSTERM-00188
Documents
STS Verification Checklist
Date
20/10/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
20/10/2023
Name
STS Notification
CRR Assessment
Date
20/10/2023
Name
PCS CRR Assessment
LCR Assessment
Date
20/10/2023
Name
PCS LCR Assessment
Prospectus
Date
09/11/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
350,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
DBRS:
AAA
ISIN
XS2702839858
Bloomberg Ticker
Class
Z
Currency
GBP
Size
33,056,000
Rating
Moody’s:
NR
Fitch:
NR
DBRS:
NR
ISIN
XS2702840278
Bloomberg Ticker
Date of transaction
13 November 2023
Originator
Close Brothers Limited
Name
ORBITA FUNDING 2023-1 PLC
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
725,870,000
Redeemed:
No
PCS ID:
UKSTSTERM-00179
Documents
STS Verification Checklist
Date
13/11/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
13/11/2023
Name
STS Notification
CRR Assessment
Date
13/11/2023
Name
PCS CRR Assessment
LCR Assessment
Date
13/11/2023
Name
PCS LCR Assessment
Prospectus
Date
09/11/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A1
Currency
GBP
Size
290,347,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2699150723
Bloomberg Ticker
Class
A2
Currency
GBP
Size
326,642,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2699151028
Bloomberg Ticker
Class
B
Currency
GBP
Size
39,923,000
Rating
Moody’s:
Aa1
Fitch:
AA
ISIN
XS2699151291
Bloomberg Ticker
Class
C
Currency
GBP
Size
32,664,000
Rating
Moody’s:
A1
Fitch:
A
ISIN
XS2699151457
Bloomberg Ticker
Class
Sub
Currency
GBP
Size
36,294,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
Bloomberg Ticker
Date of transaction
3 November 2023
Originator
Atom Bank Plc
Name
Elvet Mortgages 2023-1 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
489,668,000
Redeemed:
No
PCS ID:
UKSTSTERM-00184
Documents
STS Verification Checklist
Date
03/11/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
03/11/2023
Name
STS Notification
CRR Assessment
Date
03/11/2023
Name
PCS CRR Assessment
LCR Assessment
Date
03/11/2023
Name
PCS LCR Assessment
Prospectus
Date
03/11/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
414,012,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS2706345167
Bloomberg Ticker
Class
B
Currency
GBP
Size
15,119,000
Rating
Fitch:
AA-
DBRS:
AAA
ISIN
XS2706345670
Bloomberg Ticker
Class
C
Currency
GBP
Size
11,629,000
Rating
Fitch:
A-
DBRS:
A (high)
ISIN
XS2706345910
Bloomberg Ticker
Class
D
Currency
GBP
Size
4,652,000
Rating
Fitch:
BBB+
DBRS:
BBB (high)
ISIN
XS2706346058
Bloomberg Ticker
Class
E
Currency
GBP
Size
5,814,000
Rating
Fitch:
BB+
DBRS:
BB (high)
ISIN
XS2706346132
Bloomberg Ticker
Class
Z
Currency
GBP
Size
13,955,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2706346215
Bloomberg Ticker
Class
VRR Notes
Currency
GBP
Size
24,487,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2706346488
Bloomberg Ticker
Class
Certificates
Currency
GBP
Size
Rating
Fitch:
NR
DBRS:
NR
ISIN
XS2707176082
Bloomberg Ticker
Date of transaction
3 November 2023
Originator
Fides - Ente Commissionario per Facilitazioni Rateali ai Lavoratori - S.p.A.
Name
COPPEDÈ SPV S.R.L.
Country
Italy
Asset Class
Consumer Loans
Total size
360,770,000
Redeemed:
No
PCS ID:
EUSTSTERM-00276
Documents
STS Verification Checklist
Date
03/11/2023
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
03/11/2023
Name
PCS CRR Assessment
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
300,000,000
Rating
Moody’s:
NR
S&P:
NR
Fitch:
NR
DBRS:
NR
ISIN
IT0005568925
Bloomberg Ticker
Class
Class J Notes
Currency
EUR
Size
60,770,000
Rating
ISIN
IT0005568933
Bloomberg Ticker
Date of transaction
3 November 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Trade Receivables
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00041
Documents
Date of transaction
31 October 2023
Originator
Compass Banca S.p.A.
Name
QUARZO S.r.l. - 2023-2
Country
Italy
Asset Class
Consumer Loans
Total size
2,900,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00273
Documents
STS Verification Checklist
Date
31/10/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
31/10/2023
Name
STS Notification
CRR Assessment
Date
31/10/2023
Name
PCS CRR Assessment
Prospectus
Date
31/10/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Series A Notes
Currency
EUR
Size
2,537,500,000
Rating
Moody’s:
Aa3
DBRS:
AA
ISIN
IT0005569485
Bloomberg Ticker
QUARZ 2023-2
Class
Series B Notes
Currency
EUR
Size
362,500,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
IT0005569493
Bloomberg Ticker
Date of transaction
27 October 2023
Originator
Tesco Personal Finance PLC
Name
Delamare Cards MTN Issuer plc
Country
United Kingdom
Asset Class
Credit Cards
Total size
450,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00185
Documents
STS Verification Checklist
Date
27/10/2023
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
27/10/2023
Name
PCS CRR Assessment
LCR Assessment
Date
27/10/2023
Name
PCS LCR Assessment
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
GBP
Size
250,000,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS2697482573
Bloomberg Ticker
Class
Class A2 Notes
Currency
GBP
Size
200,000,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS2697482656
Bloomberg Ticker
Date of transaction
27 October 2023
Originator
BPCE - Banques Populaires and Caisses d’Epargne
Name
BPCE Home Loans FCT 2023
Country
France
Asset Class
Residential Mortgages
Total size
967,513,500
Redeemed:
No
PCS ID:
EUSTSTERM-00255
Documents
STS Verification Checklist
Date
27/10/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
08/11/2023
Name
STS Notification
CRR Assessment
Date
27/10/2023
Name
PCS CRR Assessment
LCR Assessment
Date
27/10/2023
Name
PCS LCR Assessment
Prospectus
Date
24/10/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
900,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
FR001400K3K4
Bloomberg Ticker
HLFCT 2023-1 A Mtge
Class
Class B Notes
Currency
EUR
Size
67,500,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
Bloomberg Ticker
Class
Residual Units
Currency
EUR
Size
13,500
Rating
ISIN
Bloomberg Ticker
Date of transaction
26 October 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Consumer Loans
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00265
Documents
Date of transaction
25 October 2023
Originator
Volkswagen Leasing GmbH
Name
VCL MULTI-COMPARTMENT S.A., VCL 40
Country
Germany
Asset Class
Auto Loans & Leases
Total size
726,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00264
Documents
STS Verification Checklist
Date
25/10/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/10/2023
Name
STS Notification
CRR Assessment
Date
25/10/2023
Name
PCS CRR Assessment
Prospectus
Date
18/10/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
[709,500,000]
Rating
S&P:
[ AAA ]
DBRS:
[ AAA ]
ISIN
XS2673966805
Bloomberg Ticker
VCL 40 A
Class
B
Currency
EUR
Size
[16,500,000]
Rating
S&P:
[ AA ]
DBRS:
[ AA (low) ]
ISIN
XS2673967019
Bloomberg Ticker
VCL 40 B
Date of transaction
25 October 2023
Originator
Volkswagen Financial Services (UK) Limited
Name
DRIVER UK Multi-Compartment S.A., Compartment Seven
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
399,500,000
Redeemed:
No
PCS ID:
UKSTSTERM-00177
Documents
STS Verification Checklist
Date
25/10/2023
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
25/10/2023
Name
PCS CRR Assessment
LCR Assessment
Date
25/10/2023
Name
PCS LCR Assessment
Prospectus
Date
20/10/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
Kroll
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
345,500,000
Rating
Fitch:
AAA
DBRS:
AAA
Kroll:
AAA
ISIN
XS2673109042
Bloomberg Ticker
Class
B
Currency
GBP
Size
54,000,000
Rating
Fitch:
AA
DBRS:
A (high)
Kroll:
AA-
ISIN
XS2673109125
Bloomberg Ticker
Date of transaction
25 October 2023
Originator
Stellantis Financial Services Italia S.p.A.
Name
AUTO ABS ITALIAN STELLA LOANS 2023-1 S.R.L.
Country
Italy
Asset Class
Auto Loans & Leases
Total size
761,500,000
Redeemed:
No
PCS ID:
EUSTSTERM-00239
Documents
STS Verification Checklist
Date
25/10/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
27/10/2023
Name
STS Notification
CRR Assessment
Date
25/10/2023
Name
PCS CRR Assessment
Prospectus
Date
20/10/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
660,000,000
Rating
Fitch:
AA
DBRS:
AA (high)
ISIN
IT0005565798
Bloomberg Ticker
ISTEL 2023-1
Class
Class B Notes
Currency
EUR
Size
42,000,000
Rating
Fitch:
A+
DBRS:
AA (low)
ISIN
IT0005565806
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
17,250,000
Rating
Fitch:
BBB+
DBRS:
A (high)
ISIN
IT0005565814
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
30,750,000
Rating
Fitch:
BBB-
DBRS:
BBB (high)
ISIN
IT0005565822
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
10,500,000
Rating
Fitch:
BB+
DBRS:
BBB (low)
ISIN
IT0005565830
Bloomberg Ticker
Class
Class Z Notes
Currency
EUR
Size
1,000,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005565855
Bloomberg Ticker
Date of transaction
23 October 2023
Originator
DIAC
Name
CARS ALLIANCE AUTO LEASES FRANCE V 2023-1
Country
France
Asset Class
Auto Loans & Leases
Total size
736,900,000
Redeemed:
No
PCS ID:
EUSTSTERM-00242
Documents
STS Verification Checklist
Date
23/10/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
23/10/2023
Name
STS Notification
CRR Assessment
Date
23/10/2023
Name
PCS CRR Assessment
LCR Assessment
Date
23/10/2023
Name
PCS LCR Assessment
Prospectus
Date
19/10/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
700,000,000
Rating
Moody’s:
Aaa
S&P:
AAA
ISIN
FR001400KBX8
Bloomberg Ticker
Class
B
Currency
EUR
Size
36,900,000
Rating
Moody’s:
Aa2
S&P:
AA
ISIN
FR001400KBY6
Bloomberg Ticker
Date of transaction
23 October 2023
Originator
CA Consumer Finance
Name
GINKGO PERSONAL LOANS 2023
Country
France
Asset Class
Consumer Loans
Total size
900,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00251
Documents
STS Verification Checklist
Date
23/10/2023
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
23/10/2023
Name
PCS CRR Assessment
LCR Assessment
Date
23/10/2023
Name
PCS LCR Assessment
Prospectus
Date
18/10/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
EUR
Size
411,000,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
FR001400KU89
Bloomberg Ticker
Class
Class A2 Notes
Currency
EUR
Size
205,500,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
FR001400KX37
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
67,500,000
Rating
S&P:
AA
Fitch:
AA
ISIN
FR001400KX52
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
72,000,000
Rating
S&P:
A
Fitch:
A
ISIN
FR001400KX45
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
144,000,000
Rating
S&P:
NR
Fitch:
NR
ISIN
FR001400KX86
Bloomberg Ticker
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Date of transaction
23 October 2023
Originator
CA Auto Bank S.p.A.
Name
ASSET-BACKED EUROPEAN SECURITISATION TRANSACTION TWENTY-TWO S.R.L.
Country
Italy
Asset Class
Auto Loans & Leases
Total size
1,463,600,000
Redeemed:
No
PCS ID:
EUSTSTERM-00268
Documents
STS Verification Checklist
Date
23/10/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
23/10/2023
Name
STS Notification
CRR Assessment
Date
23/10/2023
Name
PCS CRR Assessment
Prospectus
Date
19/10/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
1,233,100,000
Rating
S&P:
AA
Fitch:
AA
ISIN
IT0005567802
Bloomberg Ticker
ABEST_22
Class
Class B Notes
Currency
EUR
Size
79,300,000
Rating
S&P:
A
Fitch:
AA
ISIN
IT0005567810
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
64,900,000
Rating
S&P:
BBB
Fitch:
A+
ISIN
IT0005567828
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
28,900,000
Rating
S&P:
BBB-
Fitch:
A-
ISIN
IT0005567836
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
14,400,000
Rating
S&P:
BB+
Fitch:
BBB+
ISIN
IT0005567844
Bloomberg Ticker
Class
Class M Notes
Currency
EUR
Size
43,000,000
Rating
S&P:
NR
Fitch:
NR
ISIN
IT0005567851
Bloomberg Ticker
Date of transaction
19 October 2023
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Trade Receivables
Total size
-
Redeemed:
No
PCS ID:
EUSTSABCP-00060
Documents
Tranche(s)
Class
Currency
Size
Rating
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
17 October 2023
Originator
Fiditalia S.p.A.
Name
RED & BLACK AUTO ITALY S.R.L.
Country
Italy
Asset Class
Auto Loans & Leases
Total size
556,050,000
Redeemed:
No
PCS ID:
EUSTSTERM-00256
Documents
STS Verification Checklist
Date
17/10/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
17/10/2023
Name
STS Notification
CRR Assessment
Date
17/10/2023
Name
PCS CRR Assessment
Prospectus
Date
13/10/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A1
Currency
EUR
Size
376,000,000
Rating
Fitch:
AA
DBRS:
AAA
ISIN
IT0005560252
Bloomberg Ticker
Class
A2
Currency
EUR
Size
130,000,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005560260
Bloomberg Ticker
Class
B
Currency
EUR
Size
13,800,000
Rating
Fitch:
A+
DBRS:
AA
ISIN
IT0005560278
Bloomberg Ticker
Class
C
Currency
EUR
Size
13,800,000
Rating
Fitch:
BBB+
DBRS:
A (high)
ISIN
IT0005560286
Bloomberg Ticker
Class
D
Currency
EUR
Size
8,200,000
Rating
Fitch:
BBB-
DBRS:
BBB (high)
ISIN
IT0005560294
Bloomberg Ticker
Class
E
Currency
EUR
Size
8,200,000
Rating
Fitch:
BB+
DBRS:
BB (high)
ISIN
IT0005560302
Bloomberg Ticker
Class
J
Currency
EUR
Size
6,050,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005560310
Bloomberg Ticker
Date of transaction
16 October 2023
Originator
SANTANDER CONSUMER FINANCE, S.A.
Name
FT Santander Consumer Spain Auto 2023-1
Country
Spain
Asset Class
Auto Loans & Leases
Total size
610,500,000
Redeemed:
No
PCS ID:
EUSTSTERM-00244
Documents
STS Verification Checklist
Date
16/10/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
16/10/2023
Name
Draft STS Notification
CRR Assessment
Date
16/10/2023
Name
PCS CRR Assessment
Prospectus
Date
05/10/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
500,000,000
Rating
Moody’s:
Aa1
DBRS:
AA
ISIN
ES0305743009
Bloomberg Ticker
SANCF 2023-1 A
Class
B
Currency
EUR
Size
445,000,000
Rating
Moody’s:
Aa3
DBRS:
A (high)
ISIN
ES0305743017
Bloomberg Ticker
SANCF 2023-1 B
Class
C
Currency
EUR
Size
20,000,000
Rating
Moody’s:
Baa1
DBRS:
A
ISIN
ES0305743025
Bloomberg Ticker
SANCF 2023-1 C
Class
D
Currency
EUR
Size
15,500,000
Rating
Moody’s:
Ba1
DBRS:
BBB (high)
ISIN
ES0305743033
Bloomberg Ticker
SANCF 2023-1 D
Class
E
Currency
EUR
Size
19,999,999
Rating
Moody’s:
B1
DBRS:
B (high)
ISIN
ES0305743041
Bloomberg Ticker
SANCF 2023-1 E
Class
F
Currency
EUR
Size
10,500,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
ES0305743058
Bloomberg Ticker
Date of transaction
12 October 2023
Originator
Qander Consumer Finance B.V.
Name
Aurorus 2023 B.V.
Country
Netherlands
Asset Class
Consumer Loans
Total size
320,100,000
Redeemed:
No
PCS ID:
EUSTSTERM-00266
Documents
STS Verification Checklist
Date
12/10/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
12/10/2023
Name
STS Notification
CRR Assessment
Date
12/10/2023
Name
PCS CRR Assessment
LCR Assessment
Date
12/10/2023
Name
PCS LCR Assessment
Prospectus
Date
12/10/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
ISIN
Bloomberg Ticker
Class
Class A
Currency
EUR
Size
[221,700,000]
Rating
Moody’s:
[ Aaa ]
S&P:
[ AAA ]
ISIN
XS2698003568
Bloomberg Ticker
AURUS 2023 A
Class
Class B
Currency
EUR
Size
[25,300,000]
Rating
Moody’s:
[ Aa3 ]
S&P:
[ AA ]
ISIN
XS2698004020
Bloomberg Ticker
AURUS 2023 B
Class
Class C
Currency
EUR
Size
[10,500,000]
Rating
Moody’s:
[ A3 ]
S&P:
[ A+ ]
ISIN
XS2698005183
Bloomberg Ticker
AURUS 2023 C
Class
Class D
Currency
EUR
Size
[14,300,000]
Rating
Moody’s:
[ Baa3 ]
S&P:
[ BBB+ ]
ISIN
XS2698005266
Bloomberg Ticker
AURUS 2023 D
Class
Class E
Currency
EUR
Size
[11,700,000]
Rating
Moody’s:
[ Ba3 ]
S&P:
[ BB ]
ISIN
XS2698005696
Bloomberg Ticker
AURUS 2023 E
Class
Class F
Currency
EUR
Size
[6,300,000]
Rating
Moody’s:
[ B3 ]
S&P:
[ B- ]
ISIN
XS2698005852
Bloomberg Ticker
AURUS 2023 F
Class
Class G
Currency
EUR
Size
[11,100,000]
Rating
Moody’s:
[ NR ]
S&P:
[ CCC- ]
ISIN
XS2698017600
Bloomberg Ticker
AURUS 2023 G
Class
Class H
Currency
EUR
Size
[15,800,000]
Rating
Moody’s:
[ NR ]
S&P:
[ NR ]
ISIN
XS2698018160
Bloomberg Ticker
AURUS 2023 H
Class
Class X
Currency
EUR
Size
[3,300,000]
Rating
Moody’s:
[ NR ]
S&P:
[ NR ]
ISIN
XS2698018590
Bloomberg Ticker
AURUS 2023 X
Class
Class RS
Currency
EUR
Size
[100,000]
Rating
Moody’s:
[ NR ]
S&P:
[ NR ]
ISIN
XS2698018756
Bloomberg Ticker
Date of transaction
11 October 2023
Originator
UniCredit S.p.A.
Name
ARTS CONSUMER 2023 S.R.L.
Country
Italy
Asset Class
Consumer Loans
Total size
847,400,000
Redeemed:
No
PCS ID:
EUSTSTERM-00240
Documents
STS Verification Checklist
Date
11/10/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
11/10/2023
Name
STS Notification
CRR Assessment
Date
11/10/2023
Name
PCS CRR Assessment
Prospectus
Date
06/10/2023
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
669,500,000
Rating
Moody’s:
Aa3
DBRS:
AA (high)
ISIN
IT0005562530
Bloomberg Ticker
ARTSC_2
Class
Class B Notes
Currency
EUR
Size
14,900,000
Rating
Moody’s:
A2
DBRS:
AA
ISIN
IT0005562548
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
49,100,000
Rating
Moody’s:
Baa2
DBRS:
A
ISIN
IT0005562555
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
27,500,000
Rating
Moody’s:
Ba1
DBRS:
BBB (high)
ISIN
IT0005562563
Bloomberg Ticker