Transactions
Apply here
Submit application
Services
STS Market
The Great Library
Calendar
Apply here
Submit application
Transactions
Verified Transactions
Home
>
Transactions
Advanced Search
All
STS
Private Label
ABCP
non-ABCP (Term)
OBS (Synthetic)
PCS Risk Transfer
PCS True Sale
Originator:
Date of Certification:
Transaction Name:
Closing Date of transaction:
Asset Class:
...
Auto Loans & Leases
Consumer Loans
Corporate Loans
Credit Cards
Credit Facilities to Enterprises
Residential Mortgages
Trade Receivables
Currency:
...
EUR
GBP
USD
Country of Assets:
...
Belgium
Finland
France
Germany
Greece
Ireland
Italy
Netherlands
Norway
Poland
Portugal
Spain
Sweden
Switzerland
United Kingdom
United States of America
multi-jurisdictional
Bloomberg Ticker / ISIN:
Only outstanding deals:
...
Yes
No
Public/Private:
...
Public
Private
Size:
Date
Originator
Transaction Name
Country of Assets
Asset class
Transaction Size
Date of transaction
25 January 2023
Originator
Coventry Building Society
Name
ECONOMIC MASTER ISSUER PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
350,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00149
Documents
STS Verification Checklist
Date
25/01/2023
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/01/2023
Name
STS Notification
CRR Assessment
Date
25/01/2023
Name
PCS CRR Assessment
LCR Assessment
Date
25/01/2023
Name
PCS LCR Assessment
Prospectus
Date
16/11/2022
Name
Base Prospectus
Date
18/01/2023
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
[350,000,000]
Rating
Moody’s:
[ Aaa ]
Fitch:
[ AAA ]
ISIN
XS2545262235
Bloomberg Ticker
Date of transaction
23 December 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00020
Documents
Date of transaction
22 December 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00021
Documents
Tranche(s)
Class
Currency
Size
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
20 December 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00029
Documents
Date of transaction
20 December 2022
Originator
Private Transaction
Name
COÖPERATIEVE RABOBANK U.A.
Country
Netherlands
Asset Class
Credit Facilities to Enterprises
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00013
Documents
Date of transaction
14 December 2022
Originator
Private Transaction
Name
Private Transaction
Country
Germany
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
Historical PCS ID:
00021-STS-OBS
PCS ID:
EUSTSOBS-00017
Documents
Date of transaction
14 December 2022
Originator
Private Transaction
Name
Private Transaction
Country
multi-jurisdictional
Asset Class
Corporate Loans
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00030
Documents
Date of transaction
9 December 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00027
Documents
Tranche(s)
Class
Currency
Size
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
2 December 2022
Originator
Nationwide Building Society
Name
Silverstone Master Issuer PLC 2022-2
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
750,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00150
Documents
STS Verification Checklist
Date
12/02/2022
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
12/02/2022
Name
PCS CRR Assessment
LCR Assessment
Date
12/02/2022
Name
PCS LCR Assessment
Prospectus
Date
01/01/1970
Name
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Series 2022-2 Class 1A Notes
Currency
GBP
Size
750,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Reg S Notes: XS2559579706
Bloomberg Ticker
Date of transaction
30 November 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00015
Documents
Date of transaction
29 November 2022
Originator
MeDirect Bank NV/SA
Name
Bastion 2022-1 NHG B.V.
Country
Netherlands
Asset Class
Residential Mortgages
Total size
531,800,000
Redeemed:
No
PCS ID:
EUSTSTERM-00188
Documents
STS Verification Checklist
Date
01/01/1970
Name
PCS STS Term Verification Checklist
Originator Notification
Date
01/01/1970
Name
STS Notification
CRR Assessment
Date
01/01/1970
Name
PCS CRR Assessment
LCR Assessment
Date
01/01/1970
Name
PCS LCR Assessment
Prospectus
Date
01/01/1970
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A1
Currency
EUR
Size
368,500,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS2560665304
Bloomberg Ticker
BASTN2022-1A1
Class
A2
Currency
EUR
Size
108,000,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
XS2560666534
Bloomberg Ticker
BASTN2022-1A2
Class
B
Currency
EUR
Size
50,000,000
Rating
ISIN
XS2560666880
Bloomberg Ticker
BASTN2022-1B
Class
C
Currency
EUR
Size
5,300,000
Rating
ISIN
XS2560667185
Bloomberg Ticker
BASTN2022-1C
Date of transaction
28 November 2022
Originator
Istituto Bancario del Lavoro S.p.A.
Name
Marzio Finance S.r.l.
Country
Italy
Asset Class
Consumer Loans
Total size
276,712,000
Redeemed:
No
PCS ID:
EUSTSTERM-00189
Documents
STS Verification Checklist
Date
28/11/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
28/11/2022
Name
STS Notification
CRR Assessment
Date
28/11/2022
Name
PCS CRR Assessment
Prospectus
Date
16/06/2022
Name
Base Prospectus
Date
25/11/2022
Name
Final Terms
Date
25/11/2022
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
Scope
ISIN
Bloomberg Ticker
Class
Series 10-2022 Class A Notes
Currency
EUR
Size
227,000,000
Rating
Moody’s:
Aa3
DBRS:
AA (low)
Scope:
AAA
ISIN
IT0005508764
Bloomberg Ticker
MARFI 2022-10
Class
Series 10-2022 Class J Notes
Currency
EUR
Size
49,712,000
Rating
Moody’s:
NR
DBRS:
NR
Scope:
NR
ISIN
IT0005508772
Bloomberg Ticker
Date of transaction
25 November 2022
Originator
Volkswagen Financial Services (UK) Limited
Name
DRIVER UK MASTER S.A., Compartment 2
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00148
Documents
STS Verification Checklist
Date
25/11/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
25/11/2022
Name
STS Notification
Prospectus
Date
23/11/2022
Name
Base Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
Rating
Moody’s:
Aaa
S&P:
AAA
Fitch:
AAA
ISIN
XS0994380532 XS0994381183 XS0994381423 XS0994382405 XS1135184999 XS1135185020 XS1135185376 XS1322871044 XS1434683998 XS1770938584 XS1821972624 XS1821973432 XS1997128456 XS1997128886 XS2247620979 XS2247620383 XS2338348316
Bloomberg Ticker
Class
Class B Notes
Currency
GBP
Size
Rating
Moody’s:
A1
S&P:
A+
Fitch:
A+
ISIN
XS0994383981 XS1770938667 XS1821972970 XS1821973515 XS2066723748 XS2247620623 XS2247619963 XS2401761908 XS2401762112
Bloomberg Ticker
Date of transaction
24 November 2022
Originator
UniCredit S.p.A.
Name
ARTS CONSUMER S.R.L.
Country
Italy
Asset Class
Consumer Loans
Total size
858,100,000
Redeemed:
No
Historical PCS ID:
00285-STS Term
PCS ID:
EUSTSTERM-00150
Documents
STS Verification Checklist
Date
24/11/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
24/11/2022
Name
STS Notification
CRR Assessment
Date
24/11/2022
Name
PCS CRR Assessment
Prospectus
Date
24/11/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
668,200,000
Rating
Moody’s:
Aa3
DBRS:
AA
ISIN
IT0005514481
Bloomberg Ticker
ARTSC 1
Class
Class B Notes
Currency
EUR
Size
14,900,000
Rating
Moody’s:
A3
DBRS:
AA (low)
ISIN
IT0005514499
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
49,100,000
Rating
Moody’s:
Baa3
DBRS:
A (low)
ISIN
IT0005514507
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
27,400,000
Rating
Moody’s:
Ba3
DBRS:
BBB
ISIN
IT0005514515
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
86,100,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
IT0005514523
Bloomberg Ticker
Class
Class F Notes
Currency
EUR
Size
100,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
IT0005514531
Bloomberg Ticker
Class
Class Z Notes
Currency
EUR
Size
12,300,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
IT0005514549
Bloomberg Ticker
Date of transaction
24 November 2022
Originator
BRED Banque Populaire
Name
ELIDEII - COMPARTIMENT 2022-01
Country
France
Asset Class
Residential Mortgages
Total size
2,490,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00184
Documents
STS Verification Checklist
Date
24/11/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
24/11/2022
Name
STS Notification
Prospectus
Date
22/11/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
2,260,000,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
FR001400E300
Bloomberg Ticker
Class
S
Currency
EUR
Size
230,000,000
Rating
S&P:
NR
Fitch:
NR
ISIN
FR001400E318
Bloomberg Ticker
Date of transaction
23 November 2022
Originator
Fides S.p.A.
Name
COPPEDÈ SPV S.R.L.
Country
Italy
Asset Class
Consumer Loans
Total size
507,362,000
Redeemed:
No
PCS ID:
EUSTSTERM-00185
Documents
STS Verification Checklist
Date
23/11/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
23/11/2022
Name
STS Notification
CRR Assessment
Date
23/11/2022
Name
PCS CRR Assessment
Prospectus
Date
23/11/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
436,000,000
Rating
Moody’s:
Aa3
Fitch:
AA
ISIN
IT0005516247
Bloomberg Ticker
COPPE 1 Mtge
Class
Class J Notes
Currency
EUR
Size
71,362,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
IT0005516254
Bloomberg Ticker
Date of transaction
18 November 2022
Originator
Private Transaction
Name
Private Transaction
Country
Germany
Asset Class
Credit Facilities to Enterprises
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSTERM-00183
Documents
Date of transaction
17 November 2022
Originator
Banco Santander S.A.
Name
FT, Santander Consumer Spain Auto 2022-1
Country
Spain
Asset Class
Consumer Loans
Total size
707,000,000
Redeemed:
No
Historical PCS ID:
00293-STS Term
PCS ID:
EUSTSTERM-00155
Documents
STS Verification Checklist
Date
01/01/1970
Name
PCS STS Term Verification Checklist
Originator Notification
Date
01/01/1970
Name
STS Notification
CRR Assessment
Date
01/01/1970
Name
PCS CRR Assessment
Prospectus
Date
11/10/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
572,000,000
Rating
Moody’s:
Aa1
Fitch:
AA
ISIN
ES0305676001
Bloomberg Ticker
Class
B
Currency
EUR
Size
32,500,000
Rating
Moody’s:
Aa2
Fitch:
A+
ISIN
ES0305676019
Bloomberg Ticker
Class
C
Currency
EUR
Size
22,500,000
Rating
Moody’s:
A1
Fitch:
A
ISIN
ES0305676027
Bloomberg Ticker
Class
D
Currency
EUR
Size
45,000,000
Rating
Moody’s:
Baa2
Fitch:
BBB
ISIN
ES0305676035
Bloomberg Ticker
Class
E
Currency
EUR
Size
28,000,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
ES0305676043
Bloomberg Ticker
Class
F
Currency
EUR
Size
7,000,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
ES0305676050
Bloomberg Ticker
Date of transaction
7 November 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00026
Documents
Tranche(s)
Class
Currency
Size
ISIN
Bloomberg Ticker
Class
Currency
Size
ISIN
Bloomberg Ticker
Date of transaction
4 November 2022
Originator
ING Belgium SA/NV
Name
BELGIAN LION NV/SA acting through its compartment BELGIAN LION SME IV
Country
Belgium
Asset Class
Credit Facilities to Enterprises
Total size
10,519,249,999
Redeemed:
No
PCS ID:
EUSTSTERM-00172
Documents
STS Verification Checklist
Date
04/11/2022
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
04/11/2022
Name
PCS CRR Assessment
LCR Assessment
Date
04/11/2022
Name
PCS LCR Assessment
Prospectus
Date
25/10/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A1
Currency
EUR
Size
600,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
BE000288465 9
Bloomberg Ticker
Class
A2
Currency
EUR
Size
1,000,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
BE000288566 4
Bloomberg Ticker
Class
A3
Currency
EUR
Size
5,397,500,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
BE000288667 0
Bloomberg Ticker
Class
B
Currency
EUR
Size
3,121,750,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
BE000288768 6
Bloomberg Ticker
Class
C
Currency
EUR
Size
399,999,999
Rating
Moody’s:
NR
Fitch:
NR
ISIN
BE000288869 2
Bloomberg Ticker
Date of transaction
3 November 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
Documents
Date of transaction
2 November 2022
Originator
Clydesdale Bank PLC and Yorkshire Bank Home Loans Limited
Name
Lanark Master Issuer plc
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
800,000,000
Redeemed:
No
PCS ID:
UKSTSTERM-00147
Documents
STS Verification Checklist
Date
02/11/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
02/11/2022
Name
STS Notification
CRR Assessment
Date
02/11/2022
Name
PCS LCR Assessment
LCR Assessment
Date
02/11/2022
Name
PCS LCR Assessment
Prospectus
Date
20/04/2022
Name
Base Prospectus
Date
01/11/2022
Name
Final Terms
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
1A
Currency
GBP
Size
800,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2541619263
Bloomberg Ticker
Date of transaction
27 October 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
Documents
Date of transaction
27 October 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
Documents
Date of transaction
21 October 2022
Originator
Yorkshire Building Society
Name
BRASS NO.11 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
4,630,382,000
Redeemed:
No
PCS ID:
UKSTSTERM-00143
Documents
STS Verification Checklist
Date
21/10/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
21/10/2022
Name
STS Notification
CRR Assessment
Date
21/10/2022
Name
PCS CRR Assessment
LCR Assessment
Date
21/10/2022
Name
PCS LCR Assessment
Prospectus
Date
20/10/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
GBP
Size
520,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Rule 144A Notes: XS2525177312 Regulation S Notes: XS2525175969
Bloomberg Ticker
Class
Class A2 Notes
Currency
GBP
Size
3,499,867,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
Rule 144A Notes: XS2525177742 Regulation S Notes: XS2525177585
Bloomberg Ticker
Class
Class Z VFN
Currency
GBP
Size
610,515,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
N/A
Bloomberg Ticker
Date of transaction
13 October 2022
Originator
Unión de Créditos Inmobiliarios, S.A., acting through its Portuguese branch
Name
RMBS Belém No.2
Country
Portugal
Asset Class
Residential Mortgages
Total size
331,200,000
Redeemed:
No
PCS ID:
EUSTSTERM-00171
Documents
STS Verification Checklist
Date
13/10/2022
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
13/10/2022
Name
PCS CRR Assessment
Prospectus
Date
13/10/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
250,300,000
Rating
Fitch:
AA
DBRS:
AAA
ISIN
PTTGUGOM0025
Bloomberg Ticker
Class
B
Currency
EUR
Size
45,200,000
Rating
Fitch:
A-
DBRS:
A (high)
ISIN
PTTGUHOM0024
Bloomberg Ticker
Class
C
Currency
EUR
Size
35,700,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
PTTGU9OM0021
Bloomberg Ticker
Date of transaction
12 October 2022
Originator
Shawbrook Bank Limited
Name
LANEBROOK MORTGAGE TRANSACTION 2022-1 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
346,249,000
Redeemed:
No
PCS ID:
UKSTSTERM-00145
Documents
STS Verification Checklist
Date
12/10/2022
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
12/10/2022
Name
PCS CRR Assessment
Prospectus
Date
10/10/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
S&P
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
299,980,000
Rating
Moody’s:
Aaa
S&P:
AAA
ISIN
XS2528657641
Bloomberg Ticker
Class
Class B Notes
Currency
GBP
Size
17,140,000
Rating
Moody’s:
Aa2
S&P:
AA
ISIN
XS2528657724
Bloomberg Ticker
Class
Class C Notes
Currency
GBP
Size
8,570,000
Rating
Moody’s:
A3
S&P:
A
ISIN
XS2528657997
Bloomberg Ticker
Class
Class D Notes
Currency
GBP
Size
6,860,000
Rating
Moody’s:
Ba1
S&P:
A-
ISIN
XS2528657997
Bloomberg Ticker
Class
Class E Notes
Currency
GBP
Size
5,140,000
Rating
Moody’s:
Caa1
S&P:
BBB-
ISIN
XS2528658292
Bloomberg Ticker
Class
Class F Notes
Currency
GBP
Size
5,139,000
Rating
Moody’s:
Ca
S&P:
BB
ISIN
XS2528658375
Bloomberg Ticker
Class
Class X1 Notes
Currency
GBP
Size
1,710,000
Rating
Moody’s:
NR
S&P:
NR
ISIN
XS2528658458
Bloomberg Ticker
Class
Class X2 Notes
Currency
GBP
Size
1,710,000
Rating
Moody’s:
NR
S&P:
NR
ISIN
XS2528658532
Bloomberg Ticker
Date of transaction
7 October 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Consumer Loans
Total size
-
Redeemed:
No
PCS ID:
EUSTSABCP-00036
Documents
Date of transaction
6 October 2022
Originator
Arval Service Lease
Name
FCT PULSE FRANCE 2022
Country
France
Asset Class
Auto Loans & Leases
Total size
409,400,000
Redeemed:
No
PCS ID:
EUSTSTERM-00158
Documents
STS Verification Checklist
Date
06/10/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
06/10/2022
Name
STS Notification
CRR Assessment
Date
06/10/2022
Name
PCS CRR Assessment
Prospectus
Date
03/10/2022
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
FR001400BA76
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
59,400,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
Bloomberg Ticker
Date of transaction
30 September 2022
Originator
Banco Santander Totta, S.A.
Name
Consumer Totta 1 – GAMMA – Sociedade de Titularização de Créditos, S.A.
Country
Portugal
Asset Class
Consumer Loans
Total size
665,930,000
Redeemed:
No
Historical PCS ID:
00308-STS Term
PCS ID:
EUSTSTERM-00167
Documents
STS Verification Checklist
Date
30/09/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
30/09/2022
Name
STS Notification
CRR Assessment
Date
30/09/2022
Name
PCS CRR Assessment
Prospectus
Date
26/09/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
520,000,000
Rating
Moody’s:
Aa2
Fitch:
AA
ISIN
PTGAMFOM0019
Bloomberg Ticker
Class
B
Currency
EUR
Size
25,000,000
Rating
Moody’s:
A3
Fitch:
AA-
ISIN
PTGAMGOM0018
Bloomberg Ticker
Class
C
Currency
EUR
Size
40,000,000
Rating
Moody’s:
Baa3
Fitch:
A
ISIN
PTGAMHOM0025
Bloomberg Ticker
Class
D
Currency
EUR
Size
25,000,000
Rating
Moody’s:
Ba2
Fitch:
BB+
ISIN
PTGAMIOM0024
Bloomberg Ticker
Class
E
Currency
EUR
Size
40,000,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
PTGAMJOM0023
Bloomberg Ticker
Class
F
Currency
EUR
Size
6,500,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
PTGAMKOM0020
Bloomberg Ticker
Class
X
Currency
EUR
Size
9,430,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
PTGAMLOM0029
Bloomberg Ticker
Date of transaction
28 September 2022
Originator
Banco Cetelem SAU
Name
AUTONORIA Spain 2022
Country
Spain
Asset Class
Auto Loans & Leases
Total size
600,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00164
Documents
STS Verification Checklist
Date
28/09/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
28/09/2022
Name
STS Notification
CRR Assessment
Date
28/09/2022
Name
PCS CRR Assessment
Prospectus
Date
22/09/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
493,500,000
Rating
Moody’s:
Aa1
Fitch:
AAA
ISIN
ES0305652002
Bloomberg Ticker
ANORI 2022-SP A
Class
B
Currency
EUR
Size
15,000,000
Rating
Moody’s:
Aa2
Fitch:
AA+
ISIN
ES0305652010
Bloomberg Ticker
ANORI 2022-SP B
Class
C
Currency
EUR
Size
24,000,000
Rating
Moody’s:
A1
Fitch:
A+
ISIN
ES0305652028
Bloomberg Ticker
ANORI 2022-SP C
Class
D
Currency
EUR
Size
12,000,000
Rating
Moody’s:
Baa1
Fitch:
A
ISIN
ES0305652036
Bloomberg Ticker
ANORI 2022-SP D
Class
E
Currency
EUR
Size
27,000,000
Rating
Moody’s:
Ba1
Fitch:
BB+
ISIN
ES0305652044
Bloomberg Ticker
ANORI 2022-SP E
Class
F
Currency
EUR
Size
9,000,000
Rating
Moody’s:
Ba3
Fitch:
BB-
ISIN
ES0305652051
Bloomberg Ticker
ANORI 2022-SP F
Class
G
Currency
EUR
Size
19,500,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
ES0305652069
Bloomberg Ticker
ANORI 2022-SP G
Date of transaction
28 September 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00014
Documents
Date of transaction
28 September 2022
Originator
Private Transaction
Name
Private Transaction
Country
Spain
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00024
Documents
Date of transaction
28 September 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Trade Receivables
Total size
-
Redeemed:
No
Historical PCS ID:
00036-STS ABCP
PCS ID:
EUSTSABCP-00031
Documents
Date of transaction
28 September 2022
Originator
Private Transaction
Name
Private Transaction
Country
multi-jurisdictional
Asset Class
Trade Receivables
Total size
-
Redeemed:
No
PCS ID:
EUSTSABCP-00038
Documents
Date of transaction
28 September 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
00039-STS ABCP
Documents
Date of transaction
22 September 2022
Originator
Principality Building Society
Name
FRIARY NO.7 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
489,133,000
Redeemed:
No
PCS ID:
UKSTSTERM-00146
Documents
STS Verification Checklist
Date
22/09/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
22/09/2022
Name
STS Notification
CRR Assessment
Date
22/09/2022
Name
PCS CRR Assessment
LCR Assessment
Date
22/09/2022
Name
PCS LCR Assessment
Prospectus
Date
22/09/2022
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
XS2526775775
Bloomberg Ticker
Class
B
Currency
GBP
Size
39,133,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2526776666
Bloomberg Ticker
Date of transaction
22 September 2022
Originator
Istituto Bancario del Lavoro S.p.A.
Name
Marzio Finance S.r.l.
Country
Italy
Asset Class
Consumer Loans
Total size
362,065,000
Redeemed:
No
Historical PCS ID:
00306-STS Term
PCS ID:
EUSTSTERM-00165
Documents
STS Verification Checklist
Date
22/09/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
22/09/2022
Name
STS Notification
CRR Assessment
Date
22/09/2022
Name
PCS CRR Assessment
Prospectus
Date
16/06/2022
Name
Base Prospectus
Date
21/09/2022
Name
Final Terms of Series 9-2022 Class A Notes
Date
21/09/2022
Name
Final Terms of Series 9-2022 Class J Notes
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
Scope
ISIN
Bloomberg Ticker
Class
Series 9-2022 Class A Notes
Currency
EUR
Size
304,200,000
Rating
Moody’s:
Aa3
DBRS:
AA (low)
Scope:
AAA
ISIN
IT0005508764
Bloomberg Ticker
MARFI 2022-9 Mtge
Class
Series 9-2022 Class J Notes
Currency
EUR
Size
57,865,000
Rating
Moody’s:
NR
DBRS:
NR
Scope:
NR
ISIN
IT0005508772
Bloomberg Ticker
Date of transaction
22 September 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00175
Documents
Date of transaction
20 September 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00025
Documents
Date of transaction
15 September 2022
Originator
LocalTapiola Finance Ltd
Name
LT AUTORAHOITUS III DAC
Country
Finland
Asset Class
Auto Loans & Leases
Total size
462,500,000
Redeemed:
No
PCS ID:
EUSTSTERM-00174
Documents
STS Verification Checklist
Date
15/09/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
15/09/2022
Name
STS Notification
CRR Assessment
Date
15/09/2022
Name
PCS CRR Assessment
LCR Assessment
Date
15/09/2022
Name
PCS LCR Assessment
Prospectus
Date
12/09/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
410,700,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2518592642
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
28,600,000
Rating
Moody’s:
Aa3
Fitch:
A+
ISIN
XS2518593376
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
23,200,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
XS2518593459
Bloomberg Ticker
Date of transaction
13 September 2022
Originator
Agos Ducato S.p.A.
Name
SUNRISE SPV 20 S.R.L.
Country
Italy
Asset Class
Consumer Loans
Total size
1,116,000,000
Redeemed:
No
PCS ID:
EUSTSTERM-00176
Documents
STS Verification Checklist
Date
13/09/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
13/09/2022
Name
STS Notification
CRR Assessment
Date
13/09/2022
Name
PCS CRR Assessment
Prospectus
Date
12/09/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
783,600,000
Rating
Fitch:
AA
DBRS:
AA (high)
ISIN
IT0005508038
Bloomberg Ticker
SUNRI_22-2
Class
Class B Notes
Currency
EUR
Size
108,500,000
Rating
Fitch:
A
DBRS:
AA
ISIN
IT0005508046
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
84,400,000
Rating
Fitch:
BBB+
DBRS:
A
ISIN
IT0005508053
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
46,100,000
Rating
Fitch:
BBB-
DBRS:
BBB
ISIN
IT0005508061
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
28,500,000
Rating
Fitch:
BBB-
DBRS:
BBB (low)
ISIN
IT0005508079
Bloomberg Ticker
Class
Class M Notes
Currency
EUR
Size
64,900,000
Rating
Fitch:
NR
DBRS:
NR
ISIN
IT0005508087
Bloomberg Ticker
Date of transaction
31 August 2022
Originator
Private Transaction
Name
Private Transaction
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00144
Documents
Date of transaction
25 August 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00178
Documents
Date of transaction
18 August 2022
Originator
TSB Bank plc
Name
Duncan Funding 2022-1 plc
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
1,333,333,000
Redeemed:
No
PCS ID:
UKSTSTERM-00142
Documents
STS Verification Checklist
Date
18/08/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
18/08/2022
Name
STS Notification
CRR Assessment
Date
18/08/2022
Name
PCS CRR Assessment
LCR Assessment
Date
18/08/2022
Name
PCS LCR Assessment
Tranche(s)
Class
Currency
Size
Rating
Moody’s
Fitch
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
GBP
Size
1,200,000,000
Rating
Moody’s:
Aaa
Fitch:
AAA
ISIN
XS2520327540
Bloomberg Ticker
Class
Subodinated Note
Currency
GBP
Size
133,333,000
Rating
Moody’s:
NR
Fitch:
NR
ISIN
Bloomberg Ticker
Date of transaction
9 August 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Not Public
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00146
Documents
Date of transaction
28 July 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Trade Receivables
Total size
-
Redeemed:
No
PCS ID:
EUSTSABCP-00039
Documents
Date of transaction
26 July 2022
Originator
Private Transaction
Name
Private Transaction
Country
Not Public
Asset Class
Trade Receivables
Total size
-
Redeemed:
No
Historical PCS ID:
00042-STS ABCP
PCS ID:
EUSTSABCP-00037
Documents
Date of transaction
21 July 2022
Originator
BPCE - Banques Populaires and Caisses d’Epargne
Name
BPCE Consumer Loans FCT 2022
Country
France
Asset Class
Consumer Loans
Total size
1,219,500,000
Redeemed:
No
Historical PCS ID:
00284-STS Term
PCS ID:
EUSTSTERM-00149
Documents
STS Verification Checklist
Date
21/07/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
19/07/2022
Name
Draft STS Notification
CRR Assessment
Date
21/07/2022
Name
PCS CRR Assessment
LCR Assessment
Date
21/07/2022
Name
PCS LCR Assessment
Prospectus
Date
18/07/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
1,000,000,000
Rating
Moody’s:
Aaa
DBRS:
AAA
ISIN
FR0014009PT3
Bloomberg Ticker
BPCL 2022-1 A Mtge
Class
Class B Notes
Currency
EUR
Size
219,500,000
Rating
Moody’s:
NR
DBRS:
NR
ISIN
Bloomberg Ticker
Date of transaction
13 July 2022
Originator
BANCO DE SABADELL, S.A.
Name
SABADELL CONSUMO 2, FONDO DE TITULIZACIÓN
Country
Spain
Asset Class
Consumer Loans
Total size
759,100,000
Redeemed:
No
Historical PCS ID:
0255-STS Term
Documents
STS Verification Checklist
Date
13/07/2022
Name
PCS STS Term Verification Checklist
CRR Assessment
Date
13/07/2022
Name
PCS CRR Assessment
LCR Assessment
Date
13/07/2022
Name
PCS LCR Assessment
Prospectus
Date
08/07/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
Class A Notes
Currency
EUR
Size
501,000,000
Rating
Fitch:
AAA
DBRS:
AAA
ISIN
ES0305622005
Bloomberg Ticker
Class
Class B Notes
Currency
EUR
Size
85,000,000
Rating
Fitch:
AAA
DBRS:
AA
ISIN
ES0305622013
Bloomberg Ticker
Class
Class C Notes
Currency
EUR
Size
50,000,000
Rating
Fitch:
AA-
DBRS:
A
ISIN
ES0305622021
Bloomberg Ticker
Class
Class D Notes
Currency
EUR
Size
32,000,000
Rating
Fitch:
BBB+
DBRS:
BBB
ISIN
ES0305622039
Bloomberg Ticker
Class
Class E Notes
Currency
EUR
Size
16,000,000
Rating
Fitch:
BBB-
DBRS:
BB (high)
ISIN
ES0305622047
Bloomberg Ticker
Class
Class F Notes
Currency
EUR
Size
12,000,000
Rating
Fitch:
BB
DBRS:
B (low)
ISIN
ES0305622054
Bloomberg Ticker
Class
Class G Notes
Currency
EUR
Size
54,000,000
Rating
ISIN
ES0305622062
Bloomberg Ticker
Class
Class H Notes
Currency
EUR
Size
9,100,000
Rating
ISIN
ES0305622070
Bloomberg Ticker
Date of transaction
30 June 2022
Originator
Private Transaction
Name
Private Transaction
Country
Spain
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
Historical PCS ID:
00016-Art 270
PCS ID:
EUSTSOBS-00012
Documents
Date of transaction
29 June 2022
Originator
Private Transaction
Name
Private Transaction
Country
Germany
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
PCS ID:
EUSTSOBS-00007
Documents
Date of transaction
29 June 2022
Originator
Private Transaction
Name
Private Transaction
Country
Sweden
Asset Class
Consumer Loans
Total size
-
Redeemed:
No
Historical PCS ID:
00020-STS-OBS
PCS ID:
EUSTSOBS-00019
Documents
Date of transaction
28 June 2022
Originator
Private Transaction
Name
Private Transaction
Country
Spain
Asset Class
Credit Facilities to Enterprises
Total size
-
Redeemed:
No
Historical PCS ID:
00022-STS-OBS
PCS ID:
EUSTSOBS-00018
Documents
Date of transaction
27 June 2022
Originator
Carrefour Banque
Name
Master Credit Cards PASS France 2022-1
Country
France
Asset Class
Credit Cards
Total size
300,000,000
Redeemed:
No
Historical PCS ID:
00300-STS Term
PCS ID:
EUSTSTERM-00161
Documents
STS Verification Checklist
Date
01/01/1970
Name
PCS STS Term Verification Checklist
Originator Notification
Date
01/01/1970
Name
STS Notification
CRR Assessment
Date
01/01/1970
Name
PCS CRR Assessment
LCR Assessment
Date
01/01/1970
Name
PCS LCR Assessment
Prospectus
Date
01/01/1970
Name
Base Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
300,000,000
Rating
S&P:
AAA
DBRS:
AAA
ISIN
FR001400AK42
Bloomberg Ticker
MCCPF 2022-1 A Mtge
Date of transaction
27 June 2022
Originator
Volkswagen Financial Services (UK) Limited
Name
DRIVER UK Multi-Compartment S.A.
Country
United Kingdom
Asset Class
Auto Loans & Leases
Total size
671,700,000
Redeemed:
No
Historical PCS ID:
00292-STS Term
PCS ID:
UKSTSTERM-00138
Documents
STS Verification Checklist
Date
27/06/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
27/06/2022
Name
STS Notification
Prospectus
Date
22/06/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
601,600,000
Rating
S&P:
AAA
Fitch:
AAA
ISIN
XS2141588090
Bloomberg Ticker
Class
B
Currency
GBP
Size
70,100,000
Rating
S&P:
NR
Fitch:
NR
ISIN
XS2141588256
Bloomberg Ticker
Date of transaction
23 June 2022
Originator
Permanent TSB plc
Name
FASTNET SECURITIES 18 DAC
Country
Ireland
Asset Class
Residential Mortgages
Total size
2,997,531,000
Redeemed:
No
Historical PCS ID:
00298-STS Term
PCS ID:
EUSTSTERM-00159
Documents
STS Verification Checklist
Date
23/06/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
23/06/2022
Name
STS Notification
CRR Assessment
Date
23/06/2022
Name
PCS CRR Assessment
LCR Assessment
Date
23/06/2022
Name
PCS LCR Assessment
Prospectus
Date
23/06/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
ISIN
Bloomberg Ticker
Class
A1
Currency
EUR
Size
749,383,000
ISIN
XS2488441671
Bloomberg Ticker
Class
A2
Currency
EUR
Size
1,049,137,000
ISIN
XS2488441911
Bloomberg Ticker
Class
A3
Currency
EUR
Size
839,309,000
ISIN
XS2488442059
Bloomberg Ticker
Class
B
Currency
EUR
Size
89,926,000
ISIN
XS2488442307
Bloomberg Ticker
Class
C
Currency
EUR
Size
149,876,000
ISIN
XS2488442646
Bloomberg Ticker
Class
D
Currency
EUR
Size
59,950,000
ISIN
XS2488442729
Bloomberg Ticker
Class
E
Currency
EUR
Size
29,975,000
ISIN
XS2488443370
Bloomberg Ticker
Class
Z
Currency
EUR
Size
29,975,000
ISIN
XS2488443537
Bloomberg Ticker
Date of transaction
17 June 2022
Originator
Banca del Fucino S.p.A.
Name
FUCINO RMBS S.R.L.
Country
Italy
Asset Class
Residential Mortgages
Total size
135,480,000
Redeemed:
No
Historical PCS ID:
00310-STS Term
PCS ID:
EUSTSTERM-00169
Documents
STS Verification Checklist
Date
20/06/2022
Name
PCS STS Term Verification Checklist
Originator Notification
Date
04/07/2022
Name
STS Notification
CRR Assessment
Date
20/06/2022
Name
PCS CRR Assessment
Prospectus
Date
17/06/2022
Name
Prospectus
Tranche(s)
Class
Currency
Size
Rating
Moody’s
DBRS
ARC
ISIN
Bloomberg Ticker
Class
Class A1 Notes
Currency
EUR
Size
118,000,000
Rating
Moody’s:
Aa3
DBRS:
AA (low)
ARC:
AA-
ISIN
IT0005498370
Bloomberg Ticker
FUCIN_1
Class
Class B Notes
Currency
EUR
Size
5,000,000
Rating
Moody’s:
Baa1
DBRS:
A
ARC:
A-
ISIN
IT0005368011
Bloomberg Ticker
Class
Class J Notes
Currency
EUR
Size
12,480,000
Rating
Moody’s:
NR
DBRS:
NR
ARC:
NR
ISIN
IT0005368029
Bloomberg Ticker
Date of transaction
9 June 2022
Originator
BBVA
Name
BBVA CONSUMER AUTO 2022-1, FONDO DE TITULIZACIÓN
Country
Spain
Asset Class
Auto Loans & Leases
Total size
1,205,500,000
Redeemed:
No
Historical PCS ID:
00307-STS Term
PCS ID:
EUSTSTERM-00166
Documents
STS Verification Checklist
Date
09/06/2022
Name
Provisional PCS STS Term Verification Checklist
Originator Notification