Cartesian Residential Mortgages BLUE S.A.

Date of transaction

April 18, 2019

Originator

Ember VRM S.a.r.l.

Name

Cartesian Residential Mortgages BLUE S.A.

Country

Netherlands

Asset Class

Residential Mortgages

Total size

219,240,001

Redeemed: No

Historical PCS ID: 00006-STS Term

PCS ID: UKSTSTERM-00005

Documents

STS Verification Checklist

Date

18/04/2019

Name

PCS STS Term Verification Checklist

Originator Notification

Date

18/04/2019

Name

STS Notification

LCR Assessment

Date

18/04/2019

Name

PCS LCR Assessment

Prospectus

Date

16/04/2019

Name

Prospectus

Tranche(s)

Class

Currency

Size

Rating

Moody’s

S&P

Fitch

DBRS

Scope

Kroll

Creditreform

ARC

ISIN

Bloomberg Ticker

Class

Class A Notes

Currency

EUR

Size

193,592,000

Rating

Fitch: AAA

DBRS: AAA

ISIN

Bloomberg Ticker

Class

Class B Notes

Currency

EUR

Size

4,384,000

Rating

Fitch: AA+

DBRS: AAA

ISIN

Bloomberg Ticker

Class

Class C Notes

Currency

EUR

Size

5,809,001

Rating

Fitch: A+

DBRS: AA

ISIN

Bloomberg Ticker

Class

Class D Notes

Currency

EUR

Size

5,590,000

Rating

Fitch: BBB+

DBRS: A (low)

ISIN

Bloomberg Ticker

Class

Class E Notes

Currency

EUR

Size

3,836,000

Rating

Fitch: BB+

DBRS: BB (high)

ISIN

Bloomberg Ticker

Class

Class F Notes

Currency

EUR

Size

6,029,000

Rating

Fitch: NR

DBRS: NR

ISIN

Bloomberg Ticker