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Transactions
SABADELL CONSUMO 2, FONDO DE TITULIZACIÓN
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SABADELL CONSUMO 2, FONDO DE TITULIZACIÓN
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
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