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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
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
4 February 2025
(to be confirmed)
Originator
LocalTapiola Finance Ltd
Name
LT RAHOITUS 2025-1 DAC
Country
Finland
Asset Class
Auto Loans & Leases
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00424
Documents
STS Verification Checklist
Date
04/02/2025
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
04/02/2025
Name
Draft STS Notification
CRR Assessment
Date
04/02/2025
Name
Provisional PCS CRR Assessment
LCR Assessment
Date
04/02/2025
Name
Provisional PCS LCR Assessment
Prospectus
Date
04/02/2025
Name
Preliminary Prospectus
Tranche(s)
Class
Currency
Size
Rating
S&P
Fitch
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
Rating
S&P:
[ AAA ]
Fitch:
[ AAA ]
ISIN
XS2975275921
Bloomberg Ticker
Class
B
Currency
EUR
Size
Rating
S&P:
[ ● ]
Fitch:
[ ● ]
ISIN
XS2975276226
Bloomberg Ticker
Class
C
Currency
EUR
Size
Rating
S&P:
[ NR ]
Fitch:
[ NR ]
ISIN
XS2975276499
Bloomberg Ticker
Date of transaction
4 February 2025
(to be confirmed)
Originator
OLB Bank
Name
Weser Funding SA
Country
Netherlands
Asset Class
Residential Mortgages
Total size
-
Redeemed:
No
PCS ID:
EUSTSTERM-00412
Documents
STS Verification Checklist
Date
04/02/2025
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
04/02/2025
Name
Draft STS Notification
CRR Assessment
Date
04/02/2025
Name
Provisional PCS CRR Assessment
LCR Assessment
Date
04/02/2025
Name
Provisional PCS LCR Assessment
Prospectus
Date
04/02/2025
Name
Preliminary Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
EUR
Size
Rating
Fitch:
[ AAA ]
DBRS:
[ AAA ]
ISIN
XS2931922780
Bloomberg Ticker
Class
B
Currency
EUR
Size
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
XS2931923168
Bloomberg Ticker
Class
C
Currency
EUR
Size
Rating
ISIN
XS2931923242
Bloomberg Ticker
Class
C
Currency
EUR
Size
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
XS2931923242
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
27 January 2025
(to be confirmed)
Originator
Atom Bank Plc
Name
Elvet Mortgages 2025-1 PLC
Country
United Kingdom
Asset Class
Residential Mortgages
Total size
-
Redeemed:
No
PCS ID:
UKSTSTERM-00263
Documents
STS Verification Checklist
Date
27/01/2025
Name
Provisional PCS STS Term Verification Checklist
Originator Notification
Date
27/01/2025
Name
Draft STS Notification
CRR Assessment
Date
27/01/2025
Name
Provisional PCS CRR Assessment
LCR Assessment
Date
27/01/2025
Name
Provisional PCS LCR Assessment
Prospectus
Date
27/01/2025
Name
Preliminary Prospectus
Tranche(s)
Class
Currency
Size
Rating
Fitch
DBRS
ISIN
Bloomberg Ticker
Class
A
Currency
GBP
Size
Rating
Fitch:
[ AAA ]
DBRS:
[ AAA ]
ISIN
XS2959455242
Bloomberg Ticker
Class
B
Currency
GBP
Size
Rating
Fitch:
[ NR ]
DBRS:
[ NR ]
ISIN
XS2959457370
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
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
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
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
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
Not Public
Total size
Not Public
Redeemed:
No
PCS ID:
EUSTSABCP-00099
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
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
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
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
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
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
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
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
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
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
Not Public
Redeemed:
No
PCS ID:
EUSTSOBS-00147
Documents
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
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
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
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
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
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
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
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
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
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
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