In an effort to increase the transparency of exposures to financial counterparties in European asset-backed securities (ABS) and residential mortgage-backed securities (RMBS) transactions, this report summarizes the counterparties supporting the ratings on publicly rated ABS (see table 1) and RMBS (see table 2) transactions.
When rating structured finance transactions, S&P Global Ratings' criteria consider the materiality of exposures to financial counterparties and any mitigants to their credit risk. For example, counterparties typically commit to replace themselves with a higher-rated alternative if they are downgraded below a minimum eligible counterparty rating ("minimum rating"). For derivative obligations, counterparties often complement this replacement commitment by posting collateral. For other obligation types, counterparties may also fully fund ("draw-to-cash") their obligation so that the supported securities are no longer exposed to their credit risk.
Depending on the transaction documents, the timeframe for taking these remedy actions typically ranges from 10 to 90 days following the loss of the minimum rating. If a downgraded counterparty does not implement a committed remedy action, we may take rating action on the supported notes unless there are other mitigating factors. In addition, for counterparties that have previously failed to implement a documented remedy, the ratings on the supported securities' may be weak-linked to the rating on that counterparty. Factors that could mitigate rating action on a supported security, even without remedy action, include legal and structural protections, the available credit enhancement, the current rating on the security versus the rating on the counterparty, and any collateral that the counterparty may have posted.
Table 1
| Financial Counterparties In European ABS* | ||||||||
|---|---|---|---|---|---|---|---|---|
| Counterparty name | Role | Transaction | Series | |||||
| Banco Bilbao Vizcaya Argentaria S.A. | Bank account provider |
BBVA Consumer Auto 2020-1 Fondo de Titulizacion |
2020-1 | |||||
|
BBVA Consumo 10 Fondo De Titulizacion |
-- | |||||||
|
IM Fortia 1, Fondo de Titulizacion |
-- | |||||||
| Derivative |
BBVA Consumer Auto 2020-1 Fondo de Titulizacion |
2020-1 | ||||||
| Nonderivative |
BBVA Consumer Auto 2020-1 Fondo de Titulizacion |
2020-1 | ||||||
|
BBVA Consumo 10 Fondo De Titulizacion |
-- | |||||||
| Banco Santander S.A. | Bank account provider |
Auto ABS French Leases 2021 |
-- | |||||
|
Columbus Master Credit Cards Fondo de Titulización |
2021-1 | |||||||
|
Fondo de Titulizacion de Activos Santander Financiacion 1 |
-- | |||||||
|
Pepper Iberia Unsecured 2022 DAC |
-- | |||||||
|
Private Driver Espana 2020-1, Fondo De Titulizacion |
2020-1 | |||||||
| Derivative |
Auto ABS French Leases 2021 |
-- | ||||||
|
Fondo de Titulizacion de Activos Santander Financiacion 1 |
-- | |||||||
|
SCF Rahoituspalvelut X DAC |
-- | |||||||
|
SCF Rahoituspalvelut XI DAC |
-- | |||||||
| Nonderivative |
Fondo de Titulizacion de Activos Santander Financiacion 1 |
-- | ||||||
| Banco Santander S.A. (Frankfurt Branch) | Bank account provider |
SC Germany Auto 2016-2 UG (haftungsbeschränkt) i.G. |
2016-2 | |||||
| Banco Santander S.A. (Paris branch) | Bank account provider |
Auto ABS French Leases 2021 |
-- | |||||
| Banco Santander SA (London Branch) | Derivative |
Auto ABS UK Loans PLC |
-- | |||||
| Bank of America Europe DAC | Derivative |
Globaldrive Auto Receivables 2019-A B.V. |
2019-A | |||||
|
Globaldrive Auto Receivables 2020-A B.V. |
2020-A | |||||||
| Bank of New York Mellon (Frankfurt Branch) (The) | Bank account provider |
Bavarian Sky S.A., Compartment German Auto Leases 6 |
-- | |||||
|
Bavarian Sky S.A., Compartment German Auto Leases 7 |
-- | |||||||
|
KMU Portfolio S.A., Compartment 2015-1 |
-- | |||||||
|
Private Driver Italia 2020-1 S.r.l. |
2020-1 | |||||||
|
Red & Black Auto Germany 9 UG (Haftungsbeschränkt) |
-- | |||||||
|
Retail Automotive CP Germany 2021 UG |
-- | |||||||
|
RevoCar 2020 UG (haftungsbeschraenkt) |
2020 | |||||||
|
ROOF AT S.A. |
Compartment 2021 | |||||||
|
VCL Master Residual Value S.A., Compartment 2 |
-- | |||||||
|
VCL Master S.A., Compartment 1 |
-- | |||||||
|
VCL Multi-Compartment S.A., Compartment VCL 31 |
-- | |||||||
|
VCL Multi-Compartment S.A., Compartment VCL 32 |
-- | |||||||
|
VCL Multi-Compartment S.A., Compartment VCL 35 |
-- | |||||||
|
VCL Multi-Compartment S.A., Compartment VCL 37 |
-- | |||||||
| Bank of New York Mellon (London Branch) (The) | Bank account provider |
Delamare Cards MTN Issuer PLC |
2020-1 | |||||
|
Driver UK Master S.A., Compartment 3 |
-- | |||||||
|
Oban Cards 2021-1 PLC |
-- | |||||||
| Nonderivative |
ROOF AT S.A. |
Compartment 2021 | ||||||
| Bank of Scotland PLC | Bank account provider |
Penarth Master Issuer PLC |
2014-2 | |||||
| Nonderivative |
Penarth Master Issuer PLC |
2014-2 | ||||||
| Bankinter S.A. | Bank account provider |
Pepper Iberia Unsecured 2022 DAC |
-- | |||||
| Barclays Bank PLC | Derivative |
Azure Finance No.2 PLC |
-- | |||||
| Barclays Bank UK PLC | Bank account provider |
Gracechurch Card Programme Funding PLC |
2013-3 | |||||
| Nonderivative |
Gracechurch Card Programme Funding PLC |
2013-3 | ||||||
| Black Horse Ltd. | Derivative |
Cardiff Auto Receivables Securitisation 2022-1 PLC |
-- | |||||
| BMW Bank GmbH | Nonderivative |
Bavarian Sky S.A., Compartment German Auto Leases 6 |
-- | |||||
| BMW Financial Services (GB) Ltd. | Nonderivative |
Bavarian Sky UK 4 PLC |
-- | |||||
| BNP Paribas | Bank account provider |
Auto ABS DFP Master |
-- | |||||
|
AutoFlorence 1 S.r.l. |
-- | |||||||
|
Autoflorence 2 S.R.L. |
-- | |||||||
|
Autonoria 2019 FCT |
2019 | |||||||
|
DRIVER ESPANA SIX, FONDO DE TITULIZACION |
-- | |||||||
|
E-Carat 10 FCT |
-- | |||||||
|
FCT Orange Bank Personal Loans 2020 |
-- | |||||||
|
HVL Bolzano 2 S.r.l. |
-- | |||||||
|
KOROMO S.A., Compartment 3 |
-- | |||||||
|
MASTER CREDIT CARDS PASS COMPARTMENT FRANCE |
-- | |||||||
|
Pixel 2021 |
-- | |||||||
|
RevoCar 2019-2 UG (haftungsbeschrankt) |
2019-2 | |||||||
|
SCF Rahoituspalvelut IX DAC |
-- | |||||||
|
SCF Rahoituspalvelut X DAC |
-- | |||||||
|
SCF Rahoituspalvelut XI DAC |
-- | |||||||
| Derivative |
AutoFlorence 1 S.r.l. |
-- | ||||||
|
Autoflorence 2 S.R.L. |
-- | |||||||
|
Dowson 2021-1 PLC |
2021-1 | |||||||
|
Dowson 2021-2 PLC |
2021-2 | |||||||
|
Dowson 2022-1 PLC |
-- | |||||||
|
Dowson 2022-2 PLC |
-- | |||||||
|
E-Carat 10 FCT |
-- | |||||||
|
LT Autorahoitus DAC |
-- | |||||||
|
Pixel 2021 |
-- | |||||||
| Nonderivative |
AutoFlorence 1 S.r.l. |
-- | ||||||
|
Autoflorence 2 S.R.L. |
-- | |||||||
|
Pixel 2021 |
-- | |||||||
| BNP Paribas (London Branch) | Derivative |
E-CARAT 11 PLC |
-- | |||||
| BNP Paribas Leasing Solutions | Derivative |
Pixel 2021 |
-- | |||||
| BNP Paribas Personal Finance | Bank account provider |
Autonoria 2019 FCT |
2019 | |||||
| Derivative |
Autonoria 2019 FCT |
2019 | ||||||
| BNP Paribas SA (Milan Branch) | Bank account provider |
Multi Lease AS S.r.l. |
2021 | |||||
| BPCE | Bank account provider |
BPCE Consumer Loans FCT 2016_5 |
-- | |||||
|
FCT Oneycord Compartment Oneycord 1 |
-- | |||||||
| Nonderivative |
BPCE Consumer Loans FCT 2016_5 |
-- | ||||||
| CA Consumer Finance | Bank account provider |
Ares Lusitani - STC, S.A. |
Thetis Finance No. 2 | |||||
|
Ginkgo Master Revolving Loans |
2021-1 | |||||||
| Derivative |
Ares Lusitani - STC, S.A. |
Thetis Finance No. 2 | ||||||
|
Ginkgo Master Revolving Loans |
2021-1 | |||||||
|
Retail Automotive CP Germany 2021 UG |
-- | |||||||
| Nonderivative |
Ginkgo Master Revolving Loans |
2021-1 | ||||||
| CaixaBank S.A. | Bank account provider |
Columbus Master Credit Cards Fondo de Titulización |
2021-1 | |||||
|
Pepper Iberia Unsecured 2022 DAC |
-- | |||||||
| Citibank Europe PLC | Bank account provider |
Ares Lusitani - STC, S.A. |
Thetis Finance No. 2 | |||||
|
Pepper Iberia Unsecured 2022 DAC |
-- | |||||||
| Citibank N.A. (London Branch) | Bank account provider |
Azure Finance No.2 PLC |
-- | |||||
|
Cronus Finance DAC |
-- | |||||||
|
Dowson 2021-1 PLC |
2021-1 | |||||||
|
Dowson 2021-2 PLC |
2021-2 | |||||||
|
Dowson 2022-1 PLC |
-- | |||||||
|
Dowson 2022-2 PLC |
-- | |||||||
|
Driver UK Master S.A., Compartment 4 |
-- | |||||||
|
Income Contingent Student Loans 1 (2002-2006) PLC |
-- | |||||||
|
Income Contingent Student Loans 2 (2007-2009) PLC |
-- | |||||||
| Compania Espanola de Seguros de Credito a la Exportacion S.A. | Nonderivative |
IM Fortia 1, Fondo de Titulizacion |
-- | |||||
| Credipar | Nonderivative |
Auto ABS DFP Master |
-- | |||||
|
Auto ABS French Leases 2021 |
-- | |||||||
| Credit Agricole Corporate and Investment Bank | Bank account provider |
Ares Lusitani - STC, S.A. |
Thetis Finance No. 2 | |||||
| Derivative |
Driver UK Master S.A., Compartment 2 |
-- | ||||||
|
MASTER CREDIT CARDS PASS COMPARTMENT FRANCE |
-- | |||||||
|
ROOF AT S.A. |
Compartment 2021 | |||||||
|
VCL Master Residual Value S.A., Compartment 2 |
-- | |||||||
|
VCL Master S.A., Compartment 1 |
-- | |||||||
| CreditPlus Bank | Derivative |
Retail Automotive CP Germany 2021 UG |
-- | |||||
| Nonderivative |
Retail Automotive CP Germany 2021 UG |
-- | ||||||
| Driver UK Multi-Compartment S.A., Compartment Private Driver UK 2020-1 | Nonderivative |
Driver UK Multi-Compartment S.A., Compartment Private Driver UK 2020-1 |
-- | |||||
| DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt am Main | Derivative |
Bavarian Sky S.A., Compartment German Auto Leases 6 |
-- | |||||
|
Bavarian Sky S.A., Compartment German Auto Leases 7 |
-- | |||||||
|
DRIVER ESPANA SIX, FONDO DE TITULIZACION |
-- | |||||||
|
Red & Black Auto Germany 7 UG (haftungsbeschränkt) |
-- | |||||||
|
Red & Black Auto Germany 8 UG (haftungsbeschränkt) |
-- | |||||||
|
Red & Black Auto Germany 9 UG (Haftungsbeschränkt) |
-- | |||||||
|
Red & Black Auto Lease Germany 3 S.A. |
-- | |||||||
|
Silver Arrow S.A., Compartment 13 |
-- | |||||||
|
Silver Arrow S.A., Compartment 14 |
-- | |||||||
| Nonderivative |
Limes Funding S.A., Compartment 2021-1 |
-- | ||||||
| Elavon Financial Services DAC | Bank account provider |
Citizen Irish Auto Receivables Trust 2020 DAC |
2020 | |||||
|
Delamare Cards MTN Issuer PLC |
2020-1 | |||||||
|
Driver UK Multi-Compartment S.A., Compartment Private Driver UK 2020-1 |
-- | |||||||
|
Globaldrive Auto Receivables 2019-A B.V. |
2019-A | |||||||
|
Globaldrive Auto Receivables 2020-A B.V. |
2020-A | |||||||
|
Globaldrive Auto Receivables 2021-A B.V. |
2021-A | |||||||
|
Limes Funding S.A., Compartment 2021-1 |
-- | |||||||
|
LT Autorahoitus DAC |
-- | |||||||
|
Red & Black Auto Germany 7 UG (haftungsbeschränkt) |
-- | |||||||
|
Red & Black Auto Germany 8 UG (haftungsbeschränkt) |
-- | |||||||
|
Red & Black Auto Lease Germany 3 S.A. |
-- | |||||||
|
Silver Arrow S.A., Compartment 13 |
-- | |||||||
|
Silver Arrow S.A., Compartment 14 |
-- | |||||||
| Elavon Financial Services DAC, (UK Branch) | Bank account provider |
Bavarian Sky UK 4 PLC |
-- | |||||
|
Satus 2021-1 PLC |
-- | |||||||
| Entschadigungseinrichtung deutscher Banken GmbH | Bank account provider |
Bavarian Sky S.A., Compartment German Auto Leases 7 |
-- | |||||
| Nonderivative |
Bavarian Sky S.A., Compartment German Auto Leases 6 |
-- | ||||||
|
Globaldrive Auto Receivables 2019-A B.V. |
2019-A | |||||||
|
Globaldrive Auto Receivables 2020-A B.V. |
2020-A | |||||||
|
Globaldrive Auto Receivables 2021-A B.V. |
2021-A | |||||||
|
RevoCar 2019-2 UG (haftungsbeschrankt) |
2019-2 | |||||||
|
Silver Arrow S.A., Compartment 13 |
-- | |||||||
|
Silver Arrow S.A., Compartment 14 |
-- | |||||||
| HSBC Bank PLC | Bank account provider |
Cavern Funding 2020 PLC |
2020 | |||||
|
Delamare Cards MTN Issuer PLC |
2020-1 | |||||||
|
Driver UK Master S.A., Compartment 2 |
-- | |||||||
|
E-CARAT 11 PLC |
-- | |||||||
|
Gracechurch Card Programme Funding PLC |
2013-3 | |||||||
|
SC Germany Consumer 2018-1 UG (haftungsbeschraenkt) |
-- | |||||||
|
Temese Funding 2 PLC |
-- | |||||||
|
Turbo Finance 9 PLC |
-- | |||||||
| HSBC Continental Europe | Bank account provider |
Auto ABS DFP Master |
-- | |||||
| ING Bank N.V. | Derivative |
Driver UK Master S.A., Compartment 2 |
-- | |||||
|
Driver UK Multi-Compartment S.A., Compartment Private Driver UK 2020-1 |
-- | |||||||
|
SCF Rahoituspalvelut IX DAC |
-- | |||||||
|
VCL Multi-Compartment S.A., Compartment VCL 31 |
-- | |||||||
| J.P. Morgan SE | Derivative |
Satus 2021-1 PLC |
-- | |||||
|
Turbo Finance 9 PLC |
-- | |||||||
| Lloyds Bank Corporate Markets PLC | Derivative |
Auto ABS UK Loans PLC |
-- | |||||
| Lloyds Bank PLC | Bank account provider |
Cardiff Auto Receivables Securitisation 2022-1 PLC |
-- | |||||
|
Cars Alliance Uk Master PLC |
-- | |||||||
|
Penarth Master Issuer PLC |
2014-2 | |||||||
| Derivative |
Cardiff Auto Receivables Securitisation 2022-1 PLC |
-- | ||||||
| Nonderivative |
Penarth Master Issuer PLC |
2014-2 | ||||||
| Mercedes Benz Bank AG | Nonderivative |
Silver Arrow S.A., Compartment 13 |
-- | |||||
|
Silver Arrow S.A., Compartment 14 |
-- | |||||||
| National Westminster Bank PLC | Bank account provider |
Auto ABS UK Loans PLC |
-- | |||||
|
Cars Alliance Uk Master PLC |
-- | |||||||
|
Oban Cards 2021-1 PLC |
-- | |||||||
| Natixis S.A. | Bank account provider |
FCT Oneycord Compartment Oneycord 1 |
-- | |||||
| Derivative |
Citizen Irish Auto Receivables Trust 2020 DAC |
2020 | ||||||
|
MASTER CREDIT CARDS PASS COMPARTMENT FRANCE |
-- | |||||||
| Oney Bank | Nonderivative |
FCT Oneycord Compartment Oneycord 1 |
-- | |||||
| Royal Bank Canada London | Derivative |
Bavarian Sky UK 4 PLC |
-- | |||||
| Royal Bank of Canada | Derivative |
Driver UK Master S.A., Compartment 2 |
-- | |||||
| Santander Consumer Bank AG | Nonderivative |
SC Germany Auto 2016-2 UG (haftungsbeschränkt) i.G. |
2016-2 | |||||
|
SC Germany Consumer 2018-1 UG (haftungsbeschraenkt) |
-- | |||||||
| Santander Consumer Finance Oy | Nonderivative |
SCF Rahoituspalvelut XI DAC |
-- | |||||
| Santander UK PLC | Bank account provider |
Auto ABS UK Loans PLC |
-- | |||||
| Skandinaviska Enskilda Banken AB (publ) | Derivative |
Driver UK Master S.A., Compartment 2 |
-- | |||||
|
Driver UK Master S.A., Compartment 4 |
-- | |||||||
|
VCL Master Residual Value S.A., Compartment 2 |
-- | |||||||
|
VCL Multi-Compartment S.A., Compartment VCL 32 |
-- | |||||||
|
VCL Multi-Compartment S.A., Compartment VCL 35 |
-- | |||||||
|
VCL Multi-Compartment S.A., Compartment VCL 37 |
-- | |||||||
| Skandinaviska Enskilda Banken AB (publ) Helsinki Branch | Bank account provider |
LT Autorahoitus DAC |
-- | |||||
|
SCF Rahoituspalvelut IX DAC |
-- | |||||||
|
SCF Rahoituspalvelut X DAC |
-- | |||||||
|
SCF Rahoituspalvelut XI DAC |
-- | |||||||
| Societe Generale | Derivative |
Globaldrive Auto Receivables 2021-A B.V. |
2021-A | |||||
|
MASTER CREDIT CARDS PASS COMPARTMENT FRANCE |
-- | |||||||
| Nonderivative |
Red & Black Auto Germany 7 UG (haftungsbeschränkt) |
-- | ||||||
|
Red & Black Auto Germany 8 UG (haftungsbeschränkt) |
-- | |||||||
|
Red & Black Auto Germany 9 UG (Haftungsbeschränkt) |
-- | |||||||
|
Red & Black Auto Lease Germany 3 S.A. |
-- | |||||||
| Societe Generale Sucursal en Espana | Bank account provider |
Columbus Master Credit Cards Fondo de Titulización |
2021-1 | |||||
| Standard Chartered Bank | Bank account provider |
Trafigura Securitisation Finance PLC |
-- | |||||
| Swisscard AECS GmbH | Nonderivative |
Swiss Credit Card Issuance 2020-1 AG |
-- | |||||
| Tesco Personal Finance PLC | Bank account provider |
Delamare Cards MTN Issuer PLC |
2020-1 | |||||
| Toyota Financial Services Corp. | Nonderivative |
KOROMO S.A., Compartment 3 |
-- | |||||
| Toyota Kreditbank GmbH | Nonderivative |
KOROMO S.A., Compartment 3 |
-- | |||||
| United Kingdom | Nonderivative |
Income Contingent Student Loans 1 (2002-2006) PLC |
-- | |||||
|
Income Contingent Student Loans 2 (2007-2009) PLC |
-- | |||||||
| Vanquis Bank Ltd. | Nonderivative |
Oban Cards 2021-1 PLC |
-- | |||||
| Volkswagen Bank GmbH (Italian Branch) | Bank account provider |
Private Driver Italia 2020-1 S.r.l. |
2020-1 | |||||
| Nonderivative |
Private Driver Italia 2020-1 S.r.l. |
2020-1 | ||||||
| Volkswagen Bank GmbH, Sucursal en Espana | Nonderivative |
DRIVER ESPANA SIX, FONDO DE TITULIZACION |
-- | |||||
|
Private Driver Espana 2020-1, Fondo De Titulizacion |
2020-1 | |||||||
| Volkswagen Financial Services (UK) Ltd. | Nonderivative |
Driver UK Master S.A., Compartment 2 |
-- | |||||
|
Driver UK Master S.A., Compartment 3 |
-- | |||||||
|
Driver UK Master S.A., Compartment 4 |
-- | |||||||
|
Driver UK Multi-Compartment S.A., Compartment Private Driver UK 2020-1 |
-- | |||||||
| Volkswagen Leasing GmbH | Nonderivative |
VCL Master Residual Value S.A., Compartment 2 |
-- | |||||
|
VCL Master S.A., Compartment 1 |
-- | |||||||
|
VCL Multi-Compartment S.A., Compartment VCL 31 |
-- | |||||||
|
VCL Multi-Compartment S.A., Compartment VCL 32 |
-- | |||||||
|
VCL Multi-Compartment S.A., Compartment VCL 35 |
-- | |||||||
|
VCL Multi-Compartment S.A., Compartment VCL 37 |
-- | |||||||
| Wells Fargo Securities International Ltd. | Derivative |
Auto ABS UK Loans PLC |
-- | |||||
| Zuercher Kantonalbank | Bank account provider |
First Swiss Mobility 2020-2 AG |
2020-2 | |||||
|
First Swiss Mobility 2022-1 AG |
-- | |||||||
|
Swiss Car ABS 2020-1 AG |
2020-1 | |||||||
|
Swiss Car ABS 2021-1 AG |
2021-1 | |||||||
|
Swiss Credit Card Issuance 2020-1 AG |
-- | |||||||
| *Typically, only financial counterparties that are analyzed under our counterparty criteria are included in the table above. Other transaction participants, such as administrative key transaction parties or entities whose creditworthiness may otherwise influence our credit ratings analysis (e.g., under sector-specific criteria), are generally outside the scope of this summary. Furthermore, confidential counterparties are excluded from this report. Reported counterparty exposures are based on the latest information received from transaction participants. | ||||||||
Table 2
| Financial Counterparties In European RMBS* | ||||||||
|---|---|---|---|---|---|---|---|---|
| Counterparty name | Role | Transaction | Series | |||||
| ABN AMRO Bank N.V. | Bank account provider |
Delft 2020 B.V. |
-- | |||||
|
Domi 2019-1 B.V. |
-- | |||||||
|
Domi 2020-1 B.V. |
-- | |||||||
|
Domi 2020-2 B.V. |
-- | |||||||
|
Domi 2021-1 B.V. |
-- | |||||||
|
Domi 2022-1 B.V. |
-- | |||||||
|
E-MAC DE 2005-I B.V. |
-- | |||||||
|
E-MAC DE 2006-I B.V. |
-- | |||||||
|
E-MAC DE 2006-II B.V. |
-- | |||||||
|
E-MAC NL 2004-I B.V. |
-- | |||||||
|
E-MAC NL 2004-II B.V. |
-- | |||||||
|
E-MAC NL 2005-I B.V. |
-- | |||||||
|
E-MAC NL 2006-II B.V. |
-- | |||||||
|
E-MAC Program B.V. Compartment NL 2007-I |
-- | |||||||
|
E-MAC Program B.V. Compartment NL 2007-III |
-- | |||||||
|
E-MAC Program II B.V. Compartment NL 2007-IV |
-- | |||||||
|
E-MAC Program III B.V. Compartment NL 2008-II |
-- | |||||||
|
EMF-NL Prime 2008-A B.V. |
-- | |||||||
|
Eurosail-NL 2007-1 B.V. |
-- | |||||||
|
Eurosail-NL 2007-2 B.V. |
-- | |||||||
|
Jubilee Place 2020-1 B.V. |
-- | |||||||
|
Jubilee Place 2021-1 B.V. |
-- | |||||||
|
Jubilee Place 3 B.V. |
-- | |||||||
|
Jubilee Place 4 B.V. |
-- | |||||||
|
Jubilee Place 5 B.V. |
-- | |||||||
|
SAECURE 16 B.V. |
-- | |||||||
|
SAECURE 17 B.V. |
-- | |||||||
|
SAECURE 18 NHG B.V. |
-- | |||||||
|
SAECURE 19 B.V. |
-- | |||||||
|
SAECURE 20 B.V. |
-- | |||||||
| Allied Irish Banks PLC | Bank account provider |
European Residential Loan Securitisation 2020-NPL1 DAC |
-- | |||||
|
Finance Ireland RMBS No. 3 DAC |
-- | |||||||
|
Finance Ireland RMBS No. 4 DAC |
-- | |||||||
|
Finance Ireland RMBS No.5 DAC |
-- | |||||||
|
Jamestown Residential 2021-1 DAC |
-- | |||||||
|
Lansdowne Mortgage Securities No. 1 PLC |
-- | |||||||
|
Lansdowne Mortgage Securities No. 2 PLC |
-- | |||||||
|
Portman Square 2021-NPL1 DAC |
-- | |||||||
|
Primrose Residential 2021-1 DAC |
-- | |||||||
|
Shamrock Residential 2021-1 DAC |
-- | |||||||
|
Shamrock Residential 2022-1 DAC |
-- | |||||||
|
Shamrock Residential 2022-2 DAC |
-- | |||||||
|
Summerhill Residential 2021-1 DAC |
. | |||||||
| Assured Guaranty UK Ltd. | Bank account provider |
ALBA 2005 - 1 PLC |
-- | |||||
| AXA Bank Belgium | Derivative |
CASPR S.à r.l. |
-- | |||||
| Nonderivative |
CASPR S.à r.l. |
-- | ||||||
| Banco Bilbao Vizcaya Argentaria S.A. | Bank account provider |
BBVA RMBS 14, Fondo de Titulizacion de Activos |
-- | |||||
|
BBVA RMBS 20, Fondo de Titulizacion de Activos |
-- | |||||||
|
BBVA RMBS 21 Fondo de Titulizacion |
-- | |||||||
|
BBVA RMBS 22, Fondo de Titulizacion |
-- | |||||||
|
BBVA RMBS 5, Fondo de Titulizacion de Activos |
-- | |||||||
|
BBVA RMBS 9, Fondo de Titulizacion de Activos |
-- | |||||||
|
Clavel Residential DAC |
-- | |||||||
|
Hipocat 11, Fondo de Titulizacion de Activos |
-- | |||||||
|
Miravet S.a r.l., Compartment 2020-1 |
2020-1 | |||||||
|
Retiro Mortgage Securities DAC |
-- | |||||||
| Derivative |
BBVA RMBS 2, Fondo de Titulizacion de Activos |
-- | ||||||
|
BBVA RMBS 20, Fondo de Titulizacion de Activos |
-- | |||||||
|
BBVA RMBS 21 Fondo de Titulizacion |
-- | |||||||
|
BBVA RMBS 22, Fondo de Titulizacion |
-- | |||||||
|
Hipocat 10, Fondo de Titulizacion de Activos |
-- | |||||||
|
Hipocat 11, Fondo de Titulizacion de Activos |
-- | |||||||
|
Hipocat 8, Fondo de Titulizacion de Activos |
-- | |||||||
|
Hipocat 9, Fondo de Titulizacion de Activos |
-- | |||||||
|
MADRID RESIDENCIAL I, Fondo de Titulizacion de Activos |
-- | |||||||
| Nonderivative |
BBVA RMBS 14, Fondo de Titulizacion de Activos |
-- | ||||||
|
BBVA RMBS 2, Fondo de Titulizacion de Activos |
-- | |||||||
|
BBVA RMBS 9, Fondo de Titulizacion de Activos |
-- | |||||||
|
Hipocat 9, Fondo de Titulizacion de Activos |
-- | |||||||
| Banco de Sabadell S.A. | Nonderivative |
CAIXA PENEDES 1 TDA Fondo de Titulizacion de Activos |
-- | |||||
| Banco Popolare Societa Cooperativa SCRL | Nonderivative |
BP Mortgages S.r.l. |
2007-2 | |||||
| Banco Santander S.A. | Bank account provider |
AyT CajaGranada Hipotecario I Fondo de Titulizacion de Activos |
-- | |||||
|
AyT Colaterales Global Hipotecario FTA CCM I |
-- | |||||||
|
AyT Hipotecario Mixto V, Fondo de Titulizacion de Activos |
-- | |||||||
|
AyT Kutxa Hipotecario I, Fondo de Titulizacion de Activos |
-- | |||||||
|
AyT Kutxa Hipotecario II, Fondo de Titulizacion de Activos |
-- | |||||||
|
Bankinter 10, Fondo de Titulizacion de Activos |
-- | |||||||
|
Bankinter 11 Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
Bankinter 13, Fondo de Titulizacion de Activos |
-- | |||||||
|
Fondo de Titulizacion de Activos Santander Hipotecario 2 |
-- | |||||||
|
Fondo de Titulizacion de Activos Santander Hipotecario 3 |
-- | |||||||
|
Fondo de Titulizacion de Activos UCI 11 |
-- | |||||||
|
Fondo de Titulizacion de Activos UCI 14 |
-- | |||||||
|
Fondo de Titulizacion de Activos UCI 15 |
-- | |||||||
|
Fondo de Titulizacion de Activos UCI 16 |
-- | |||||||
|
Fondo de Titulizacion de Activos UCI 17 |
-- | |||||||
|
Fondo de Titulizacion Hipotecaria UCI 12 |
-- | |||||||
|
HT Abanca RMBS I, Fondo de Titulizacion |
-- | |||||||
|
IM PASTOR 3, Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
IM PASTOR 4, Fondo de Titulizacion de Activos |
-- | |||||||
|
Retiro Mortgage Securities DAC |
-- | |||||||
|
Rural Hipotecario XIX Fondo de Titulizacion |
-- | |||||||
|
TDA Ibercaja 7, Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA Tarragona 1, Fondo de Titulizacion de Activos |
-- | |||||||
| Derivative |
AyT Genova Hipotecario IX Fondo de Titulizacion Hipotecaria |
-- | ||||||
|
AyT Genova Hipotecario VI Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
AyT Genova Hipotecario VII Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
AyT Genova Hipotecario VIII Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
AyT Genova Hipotecario X Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
AyT Genova Hipotecario XI Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
AyT Goya Hipotecario III Fondo De Titulizacion De Activos |
-- | |||||||
|
AyT Kutxa Hipotecario I, Fondo de Titulizacion de Activos |
-- | |||||||
|
Castell 2022-1 PLC |
-- | |||||||
|
Fondo de Titulizacion de Activos Santander Hipotecario 2 |
-- | |||||||
|
Fondo de Titulizacion de Activos Santander Hipotecario 3 |
-- | |||||||
|
Fondo de Titulizacion de Activos UCI 11 |
-- | |||||||
|
HipoTotta No. 4 PLC |
-- | |||||||
|
HipoTotta No. 5 PLC |
-- | |||||||
|
Hops Hill No.2 PLC |
-- | |||||||
|
IM PASTOR 2, Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
TDA Ibercaja 3 Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA Ibercaja 4 Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA Ibercaja 5, Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA Ibercaja 6, Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA Ibercaja 7, Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA IBERCAJA ICO-FTVPO, Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
Together Asset Backed Securitisation 2022-1ST1 PLC |
-- | |||||||
|
Tower Bridge Funding 2021-1 PLC |
-- | |||||||
|
Tower Bridge Funding 2021-2 PLC |
-- | |||||||
|
Tower Bridge Funding 2022-1 PLC |
-- | |||||||
| Nonderivative |
GC Pastor Hipotecario 5, Fondo de Titulizacion de Activos |
-- | ||||||
|
IM PASTOR 2, Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
IM PASTOR 3, Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
IM PASTOR 4, Fondo de Titulizacion de Activos |
-- | |||||||
|
MADRID RMBS IV, Fondo de Titulizacion de Activos |
-- | |||||||
| Banco Santander SA (London Branch) | Derivative |
Castell 2022-1 PLC |
-- | |||||
| Bank of America Corp. | Derivative |
Magellan Mortgages No. 4 PLC |
-- | |||||
| Bank of America N.A. (London Branch) | Nonderivative |
Ludgate Funding PLC |
2008-W1 | |||||
| Bank of Ireland | Bank account provider |
Banna RMBS DAC |
-- | |||||
|
Finance Ireland RMBS No. 2 DAC |
-- | |||||||
|
Glenbeigh 2 Issuer DAC |
-- | |||||||
|
Shamrock Residential 2021-1 DAC |
-- | |||||||
| Bank of New York Mellon (Frankfurt Branch) (The) | Bank account provider |
TS EULE UG (haftungsbeschränkt) |
-- | |||||
| Bank of New York Mellon (London Branch) (The) | Bank account provider |
Atlas Funding 2021-1 PLC |
-- | |||||
|
Atlas Funding 2022-1 PLC |
-- | |||||||
|
BP Mortgages S.r.l. |
2007-2 | |||||||
|
Fosse Master Issuer PLC |
2019-1 | |||||||
|
Mulcair Securities No. 2 DAC |
-- | |||||||
|
Mulcair securities No. 3 DAC |
-- | |||||||
|
Pierpont BTL 2021-1 PLC |
-- | |||||||
| Nonderivative |
Glen Securities Finance DAC |
-- | ||||||
|
Great Hall Mortgages No. 1 PLC |
2007-2 | |||||||
| Bank of New York Mellon (The) | Bank account provider |
Great Hall Mortgages No. 1 PLC |
2006-01 | |||||
|
Great Hall Mortgages No. 1 PLC |
2007-01 | |||||||
|
Great Hall Mortgages No. 1 PLC |
2007-2 | |||||||
|
Holmes Master Issuer PLC |
2017-1 | |||||||
| Bank of New York Mellon S.A./N.V. (Italian Branch) | Bank account provider |
BP Mortgages S.r.l. |
2007-2 | |||||
|
Lanterna Mortgage S.r.l. |
-- | |||||||
|
Media Finance S.r.l. |
-- | |||||||
|
Pontormo RMBS S.r.l. |
2017 | |||||||
|
Sestante Finance S.r.l. |
1 | |||||||
|
Sestante Finance S.r.l. |
2 | |||||||
|
Sestante Finance S.r.l. |
3 | |||||||
|
Sestante Finance S.r.l. |
4 | |||||||
| Bank of New York Mellon S.A./N.V. (Luxembourg Branch) | Bank account provider |
CASPR S.à r.l. |
-- | |||||
| Bank of Scotland PLC | Bank account provider |
BOS (Shared Appreciation Mortgages) No. 1 PLC |
-- | |||||
|
BOS (Shared Appreciation Mortgages) No. 2 PLC |
-- | |||||||
|
BOS (Shared Appreciation Mortgages) No. 3 PLC |
3 | |||||||
|
BOS (Shared Appreciation Mortgages) No. 4 PLC |
-- | |||||||
|
Permanent Master Issuer PLC |
2015-1 | |||||||
| Derivative |
Permanent Master Issuer PLC |
2015-1 | ||||||
| Nonderivative |
BOS (Shared Appreciation Mortgages) No. 1 PLC |
-- | ||||||
|
BOS (Shared Appreciation Mortgages) No. 2 PLC |
-- | |||||||
|
Permanent Master Issuer PLC |
2015-1 | |||||||
| Bankinter S.A. | Derivative |
Bankinter 10, Fondo de Titulizacion de Activos |
-- | |||||
|
Bankinter 11 Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
Bankinter 13, Fondo de Titulizacion de Activos |
-- | |||||||
| Barclays Bank Ireland PLC | Bank account provider |
Primrose Residential 2021-1 DAC |
-- | |||||
|
Primrose Residential 2022-1 DAC |
-- | |||||||
|
Shamrock Residential 2022-1 DAC |
-- | |||||||
| Barclays Bank Ireland PLC (Milan Branch) | Bank account provider |
Mercurio Mortgage Finance S.r.l. |
2003-2 | |||||
| Nonderivative |
Mercurio Mortgage Finance S.r.l. |
2003-2 | ||||||
| Barclays Bank PLC | Bank account provider |
Avon Finance No.1 PLC |
-- | |||||
|
Barley Hill No. 2 PLC |
-- | |||||||
|
Brants Bridge 2022-1 PLC |
-- | |||||||
|
Canada Square Funding 2020-1 PLC |
-- | |||||||
|
Canada Square Funding 2020-2 PLC |
-- | |||||||
|
Canada Square Funding 2021-1 PLC |
-- | |||||||
|
Canada Square Funding 2021-2 PLC |
-- | |||||||
|
Canada Square Funding 6 PLC |
-- | |||||||
|
Canada Square Funding 7 PLC |
-- | |||||||
|
Cheshire 2020-1 PLC |
-- | |||||||
|
Cheshire 2021-1 PLC |
-- | |||||||
|
EMF-UK 2008-1 PLC |
-- | |||||||
|
Equity Release Funding (No.1) PLC |
-- | |||||||
|
Equity Release Funding (No.2) PLC |
-- | |||||||
|
Equity Release Funding (No.3) PLC |
-- | |||||||
|
Equity Release Funding (No.4) PLC |
-- | |||||||
|
Equity Release Funding (No.5) PLC |
-- | |||||||
|
Eurosail 2006-1 PLC |
-- | |||||||
|
Eurosail 2006-2BL PLC |
-- | |||||||
|
Eurosail 2006-3NC PLC |
-- | |||||||
|
Eurosail PRIME-UK 2007-A PLC |
-- | |||||||
|
Eurosail-UK 2007-1NC PLC |
-- | |||||||
|
Eurosail-UK 2007-2NP PLC |
-- | |||||||
|
Eurosail-UK 2007-3BL PLC |
-- | |||||||
|
Eurosail-UK 2007-4BL PLC |
-- | |||||||
|
Eurosail-UK 2007-5NP PLC |
-- | |||||||
|
Eurosail-UK 2007-6NC PLC |
-- | |||||||
|
Farringdon Mortgages No. 2 PLC |
-- | |||||||
|
Finsbury Square 2020-2 PLC |
-- | |||||||
|
Finsbury Square 2021-1 Green PLC |
-- | |||||||
|
Finsbury Square 2021-2 PLC |
-- | |||||||
|
Formentera Issuer PLC |
-- | |||||||
|
Harbour No.1 PLC |
-- | |||||||
|
Jamestown Residential 2021-1 DAC |
-- | |||||||
|
Kentmere No. 1 PLC |
-- | |||||||
|
Kentmere No. 2 PLC |
-- | |||||||
|
Landmark Mortgage Securities No.1 PLC |
-- | |||||||
|
Landmark Mortgage Securities No.2 PLC |
-- | |||||||
|
Lanebrook Mortgage Transaction 2020-1 PLC |
-- | |||||||
|
Lanebrook Mortgage Transaction 2021-1 PLC |
2021-1 | |||||||
|
Lanebrook Mortgage Transaction 2022-1 PLC |
-- | |||||||
|
London Wall Mortgage Capital PLC |
Fleet 2021-02 | |||||||
|
London Wall Mortgage Capital PLC |
Fleet 2021-1 | |||||||
|
Ludgate Funding PLC |
2006-FF1 | |||||||
|
Ludgate Funding PLC |
2007-FF1 | |||||||
|
Ludgate Funding PLC |
2008-W1 | |||||||
|
Mansard Mortgages 2006-1 PLC |
-- | |||||||
|
Mansard Mortgages 2007-1 PLC |
-- | |||||||
|
Mansard Mortgages 2007-2 PLC |
2007-2 | |||||||
|
Mercurio Mortgage Finance S.r.l. |
2003-2 | |||||||
|
Mortgage Funding 2008-1 PLC |
-- | |||||||
|
Mortimer BTL 2020-1 PLC |
-- | |||||||
|
Mortimer BTL 2021-1 PLC |
-- | |||||||
|
Mortimer BTL 2022-1 PLC |
-- | |||||||
|
Newgate Funding PLC |
2006-1 | |||||||
|
Newgate Funding PLC |
2006-2 | |||||||
|
Newgate Funding PLC |
2006-3 | |||||||
|
Newgate Funding PLC |
2007-1 | |||||||
|
Newgate Funding PLC |
2007-2 | |||||||
|
Newgate Funding PLC |
2007-3 | |||||||
|
Oat Hill No.2 PLC |
-- | |||||||
|
Paragon Mortgages (No. 12) PLC |
12 | |||||||
|
Parkmore Point RMBS 2022-1 PLC |
-- | |||||||
|
Pierpont BTL 2021-1 PLC |
-- | |||||||
|
Polaris 2020-1 PLC |
-- | |||||||
|
Polaris 2021-1 PLC |
-- | |||||||
|
Polaris 2022-1 PLC |
-- | |||||||
|
Polaris 2022-2 PLC |
-- | |||||||
|
Precise Mortgage Funding 2020-1B PLC |
-- | |||||||
|
Preferred Residential Securities 05-2 PLC |
-- | |||||||
|
Preferred Residential Securities 06-1 PLC |
-- | |||||||
|
Residential Mortgage Securities 32 PLC |
-- | |||||||
|
RMAC No. 1 PLC |
-- | |||||||
|
RMAC No. 2 PLC |
-- | |||||||
|
RMAC Securities No. 1 PLC |
2006-NS1 | |||||||
|
RMAC Securities No. 1 PLC |
2006-NS2 | |||||||
|
RMAC Securities No. 1 PLC |
2006-NS3 | |||||||
|
RMAC Securities No. 1 PLC |
2006-NS4 | |||||||
|
RMAC Securities No. 1 PLC |
2007-NS1 | |||||||
|
Southern Pacific Financing 05-B PLC |
-- | |||||||
|
Southern Pacific Financing 06-A PLC |
-- | |||||||
|
Southern Pacific Securities 06-1 PLC |
-- | |||||||
|
Stanlington No. 2 PLC |
-- | |||||||
|
Stratton Hawksmoor 2022-1 PLC |
-- | |||||||
|
Stratton Mortgage Funding 2020-1 PLC |
-- | |||||||
|
Stratton Mortgage Funding 2021-1 PLC |
-- | |||||||
|
Stratton Mortgage Funding 2021-3 PLC |
-- | |||||||
|
Summerhill Residential 2021-1 DAC |
. | |||||||
|
Towd Point Mortgage Funding 2018 - Auburn 12 PLC |
-- | |||||||
|
Towd Point Mortgage Funding 2019 - Auburn 13 PLC |
-- | |||||||
|
Towd Point Mortgage Funding 2019 Vantage2 PLC |
-- | |||||||
|
Towd Point Mortgage Funding 2020 - Auburn 14 PLC |
-- | |||||||
|
Tower Bridge Funding 2020-1 PLC |
-- | |||||||
|
Tower Bridge Funding 2021-1 PLC |
-- | |||||||
|
Tower Bridge Funding 2021-2 PLC |
-- | |||||||
|
Trinidad Mortgage Securities 2018-1 PLC |
-- | |||||||
|
Trinity Square 2021-1 PLC |
-- | |||||||
|
Tudor Rose Mortgages 2021-1 PLC |
-- | |||||||
|
Twin Bridges 2020-1 PLC |
-- | |||||||
|
Twin Bridges 2021-1 PLC |
-- | |||||||
|
Twin Bridges 2021-2 PLC |
-- | |||||||
|
Twin Bridges 2022-1 PLC |
-- | |||||||
|
Twin Bridges 2022-2 PLC |
-- | |||||||
|
Tyne Funding No. 1 PLC |
-- | |||||||
| Derivative |
Eurohome UK Mortgages 2007-1 PLC |
-- | ||||||
|
Eurohome UK Mortgages 2007-2 PLC |
-- | |||||||
|
Eurosail 2006-1 PLC |
-- | |||||||
|
Eurosail 2006-2BL PLC |
-- | |||||||
|
Eurosail 2006-3NC PLC |
-- | |||||||
|
Eurosail 2006-4NP PLC |
-- | |||||||
|
Eurosail-UK 2007-1NC PLC |
-- | |||||||
|
Landmark Mortgage Securities No.1 PLC |
-- | |||||||
|
Landmark Mortgage Securities No.2 PLC |
-- | |||||||
|
Lansdowne Mortgage Securities No. 1 PLC |
-- | |||||||
|
Lansdowne Mortgage Securities No. 2 PLC |
-- | |||||||
|
Ludgate Funding PLC |
2006-FF1 | |||||||
|
Ludgate Funding PLC |
2008-W1 | |||||||
|
Mercurio Mortgage Finance S.r.l. |
2003-2 | |||||||
|
Newgate Funding PLC |
2006-1 | |||||||
|
Newgate Funding PLC |
2006-2 | |||||||
|
Newgate Funding PLC |
2006-3 | |||||||
|
Newgate Funding PLC |
2007-3 | |||||||
|
Paragon Mortgages (No. 12) PLC |
12 | |||||||
|
Preferred Residential Securities 05-2 PLC |
-- | |||||||
|
Preferred Residential Securities 06-1 PLC |
-- | |||||||
|
ResLoC U.K. 2007-1 PLC |
-- | |||||||
|
RMAC Securities No. 1 PLC |
2006-NS4 | |||||||
|
RMAC Securities No. 1 PLC |
2007-NS1 | |||||||
| Nonderivative |
Equity Release Funding (No.1) PLC |
-- | ||||||
|
Equity Release Funding (No.2) PLC |
-- | |||||||
|
Equity Release Funding (No.3) PLC |
-- | |||||||
|
Harben Finance 2017-1 PLC |
-- | |||||||
|
Landmark Mortgage Securities No.1 PLC |
-- | |||||||
|
Landmark Mortgage Securities No.2 PLC |
-- | |||||||
|
Ludgate Funding PLC |
2006-FF1 | |||||||
|
Newgate Funding PLC |
2006-1 | |||||||
|
Newgate Funding PLC |
2006-2 | |||||||
|
Newgate Funding PLC |
2006-3 | |||||||
|
Ripon Mortgages PLC |
-- | |||||||
|
RMAC Securities No. 1 PLC |
2006-NS2 | |||||||
|
RMAC Securities No. 1 PLC |
2006-NS3 | |||||||
|
Towd Point Mortgage Funding 2018 - Auburn 12 PLC |
-- | |||||||
|
Towd Point Mortgage Funding 2019-Granite4 PLC |
-- | |||||||
| BNG Bank N.V. | Bank account provider |
E-MAC NL 2004-I B.V. |
-- | |||||
|
E-MAC NL 2004-II B.V. |
-- | |||||||
|
E-MAC NL 2005-III B.V. |
-- | |||||||
|
E-MAC NL 2006-II B.V. |
-- | |||||||
|
E-MAC Program B.V. Compartment NL 2007-I |
-- | |||||||
|
E-MAC Program II B.V. Compartment NL 2008-IV |
-- | |||||||
|
E-MAC Program III B.V. Compartment NL 2008-I |
-- | |||||||
|
E-MAC Program III B.V. Compartment NL 2008-II |
-- | |||||||
|
SAECURE 18 NHG B.V. |
-- | |||||||
|
SAECURE 19 B.V. |
-- | |||||||
|
SAECURE 20 B.V. |
-- | |||||||
|
Solitaire I B.V. |
I | |||||||
| Nonderivative |
E-MAC NL 2004-I B.V. |
-- | ||||||
|
E-MAC NL 2004-II B.V. |
-- | |||||||
|
E-MAC NL 2005-III B.V. |
-- | |||||||
|
E-MAC NL 2006-II B.V. |
-- | |||||||
|
E-MAC Program B.V. Compartment NL 2007-I |
-- | |||||||
|
E-MAC Program II B.V. Compartment NL 2008-IV |
-- | |||||||
|
E-MAC Program III B.V. Compartment NL 2008-I |
-- | |||||||
|
E-MAC Program III B.V. Compartment NL 2008-II |
-- | |||||||
|
SAECURE 18 NHG B.V. |
-- | |||||||
|
SAECURE 19 B.V. |
-- | |||||||
|
SAECURE 20 B.V. |
-- | |||||||
|
Solitaire I B.V. |
I | |||||||
| BNP Paribas | Bank account provider |
Asti RMBS S.r.l. |
-- | |||||
|
BP Mortgages S.r.l. |
2007-2 | |||||||
|
CAIXA PENEDES 1 TDA Fondo de Titulizacion de Activos |
-- | |||||||
|
Capital Mortgage S.r.l. |
2007-1 | |||||||
|
Civitas SPV S.r.l. |
2017-1 | |||||||
|
Cordusio RMBS Securitisation S.r.l. |
-- | |||||||
|
CR Volterra 2 SPV S.r.l. |
-- | |||||||
|
Credico Finance 12 S.r.l. |
-- | |||||||
|
Fanes S.r.l. |
2018-1 | |||||||
|
Fastnet Securities 16 DAC |
-- | |||||||
|
Fastnet Securities 17 DAC |
-- | |||||||
|
GC Pastor Hipotecario 5, Fondo de Titulizacion de Activos |
-- | |||||||
|
Harmony French Home Loans FCT 2022-1 |
-- | |||||||
|
IM PASTOR 2, Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
Media Finance S.r.l. |
2011 | |||||||
|
TDA Cajamar 2, Fondo de Titulizacion de Activos |
-- | |||||||
|
Tower Bridge Funding 2020-1 PLC |
-- | |||||||
|
Valconca SPV S.R.L. |
-- | |||||||
| Derivative |
Canada Square Funding 2020-2 PLC |
-- | ||||||
|
Canada Square Funding 2021-1 PLC |
-- | |||||||
|
Canada Square Funding 2021-2 PLC |
-- | |||||||
|
Canada Square Funding 6 PLC |
-- | |||||||
|
Clavel Residential DAC |
-- | |||||||
|
Domi 2020-1 B.V. |
-- | |||||||
|
Domi 2020-2 B.V. |
-- | |||||||
|
Domi 2021-1 B.V. |
-- | |||||||
|
Domi 2022-1 B.V. |
-- | |||||||
|
Elvet Mortgages 2020-1 PLC |
-- | |||||||
|
Finance Ireland RMBS No. 4 DAC |
-- | |||||||
|
Finsbury Square 2021-1 Green PLC |
-- | |||||||
|
Finsbury Square 2021-2 PLC |
-- | |||||||
|
Fondo de Titulizacion de Activos UCI 17 |
-- | |||||||
|
Harmony French Home Loans FCT 2022-1 |
-- | |||||||
|
Jubilee Place 2020-1 B.V. |
-- | |||||||
|
Jubilee Place 2021-1 B.V. |
-- | |||||||
|
Jubilee Place 3 B.V. |
-- | |||||||
|
Jubilee Place 4 B.V. |
-- | |||||||
|
Kinbane 2022-RPL 1 DAC |
-- | |||||||
|
Lanark Master Issuer PLC |
2020-1 | |||||||
|
London Wall Mortgage Capital PLC |
Fleet 2021-02 | |||||||
|
London Wall Mortgage Capital PLC |
Fleet 2021-1 | |||||||
|
Media Finance S.r.l. |
2011 | |||||||
|
Miravet S.a r.l., Compartment 2020-1 |
2020-1 | |||||||
|
Primrose Residential 2021-1 DAC |
-- | |||||||
|
Primrose Residential 2022-1 DAC |
-- | |||||||
|
Retiro Mortgage Securities DAC |
-- | |||||||
|
SAECURE 20 B.V. |
-- | |||||||
|
Shamrock Residential 2021-1 DAC |
-- | |||||||
|
Shamrock Residential 2022-1 DAC |
-- | |||||||
|
Shamrock Residential 2022-2 DAC |
-- | |||||||
|
Stratton BTL Mortgage Funding 2022-1 PLC |
-- | |||||||
|
Tudor Rose Mortgages 2021-1 PLC |
-- | |||||||
| Nonderivative |
Cordusio RMBS Securitisation S.r.l. |
-- | ||||||
|
F-E Mortgages S.r.l. |
2005 | |||||||
|
Media Finance S.r.l. |
2011 | |||||||
|
Olympia SPV S.R.L. |
-- | |||||||
| BNP Paribas (London Branch) | Bank account provider |
Asti Finance S.r.l. |
2010 | |||||
|
F-E Mortgages S.r.l. |
2005 | |||||||
| Derivative |
Finance Ireland RMBS No. 2 DAC |
-- | ||||||
|
Finance Ireland RMBS No. 3 DAC |
-- | |||||||
|
Finsbury Square 2020-2 PLC |
-- | |||||||
| BNP Paribas SA (Dublin Branch) | Bank account provider |
Dilosk RMBS No.4 DAC |
-- | |||||
|
Dilosk RMBS No.5 DAC |
-- | |||||||
|
Fastnet Securities 18 DAC |
-- | |||||||
| BNP Paribas SA (Milan Branch) | Nonderivative |
Asti Finance S.r.l. |
2010 | |||||
| BofA Securities Europe SA | Derivative |
Finance Ireland RMBS No.5 DAC |
-- | |||||
| BPCE | Bank account provider |
BPCE Home Loans FCT 2017_5 |
-- | |||||
|
BPCE Home Loans FCT 2018 |
-- | |||||||
|
BPCE HOME LOANS FCT 2021 GREEN UoP |
-- | |||||||
|
BPCE Master Home Loans FCT |
-- | |||||||
| Nonderivative |
BPCE Home Loans FCT 2017_5 |
-- | ||||||
|
BPCE HOME LOANS FCT 2021 GREEN UoP |
-- | |||||||
|
BPCE Master Home Loans FCT |
-- | |||||||
| BPER Banca S.p.A. | Bank account provider |
Sestante Finance S.r.l. |
4 | |||||
| BRED - Banque Populaire | Bank account provider |
ELIDE FCT Compartiment 2014-01 |
-- | |||||
|
Elide FCT Compartiment 2018-01 |
-- | |||||||
|
ELIDEII FCT Compartiments 2021-1 |
-- | |||||||
|
Harmony French Home Loans FCT 2022-1 |
-- | |||||||
| Derivative |
ELIDE FCT Compartiment 2014-01 |
-- | ||||||
|
Elide FCT Compartiment 2018-01 |
-- | |||||||
|
ELIDEII FCT Compartiments 2021-1 |
-- | |||||||
| Nonderivative |
ELIDEII FCT Compartiments 2021-1 |
-- | ||||||
| Caisse Centrale du Credit Immobilier de France | Derivative |
Harmony French Home Loans FCT 2022-1 |
-- | |||||
| CaixaBank S.A. | Bank account provider |
AyT Genova Hipotecario X Fondo de Titulizacion Hipotecaria |
-- | |||||
|
AyT Genova Hipotecario XI Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
AyT Goya Hipotecario III Fondo De Titulizacion De Activos |
-- | |||||||
|
LSF11 Boson Investments S.a.r.l. |
-- | |||||||
|
MADRID RESIDENCIAL I, Fondo de Titulizacion de Activos |
-- | |||||||
|
MADRID RESIDENCIAL II, Fondo de Titulizacion de Activos |
-- | |||||||
|
MADRID RMBS II, Fondo de Titulizacion de Activos |
-- | |||||||
|
MADRID RMBS IV, Fondo de Titulizacion de Activos |
-- | |||||||
|
Retiro Mortgage Securities DAC |
-- | |||||||
| Derivative |
GC Pastor Hipotecario 5, Fondo de Titulizacion de Activos |
-- | ||||||
|
MADRID RESIDENCIAL II, Fondo de Titulizacion de Activos |
-- | |||||||
|
MADRID RMBS I, Fondo de Titulizacion de Activos |
-- | |||||||
|
MADRID RMBS II, Fondo de Titulizacion de Activos |
-- | |||||||
|
MADRID RMBS III, Fondo de Titulizacion de Activos |
-- | |||||||
|
MADRID RMBS IV, Fondo de Titulizacion de Activos |
-- | |||||||
| Nonderivative |
MADRID RMBS II, Fondo de Titulizacion de Activos |
-- | ||||||
|
MADRID RMBS IV, Fondo de Titulizacion de Activos |
-- | |||||||
| Cecabank S.A. | Derivative |
AyT Hipotecario Mixto V, Fondo de Titulizacion de Activos |
-- | |||||
|
IM PASTOR 3, Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
IM PASTOR 4, Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA Tarragona 1, Fondo de Titulizacion de Activos |
-- | |||||||
| Citibank Europe PLC | Bank account provider |
Banna RMBS DAC |
-- | |||||
|
Portman Square 2021-NPL1 DAC |
-- | |||||||
|
Proteus RMBS DAC |
-- | |||||||
|
Retiro Mortgage Securities DAC |
-- | |||||||
|
Strandhill RMBS DAC |
-- | |||||||
| Derivative |
Canada Square Funding 7 PLC |
-- | ||||||
|
Jubilee Place 5 B.V. |
-- | |||||||
| Citibank Europe PLC (Amsterdam Branch) | Bank account provider |
Domi 2019-1 B.V. |
-- | |||||
|
Domi 2020-1 B.V. |
-- | |||||||
|
Domi 2020-2 B.V. |
-- | |||||||
|
Domi 2021-1 B.V. |
-- | |||||||
|
Domi 2022-1 B.V. |
-- | |||||||
|
E-MAC NL 2005-I B.V. |
-- | |||||||
|
Jubilee Place 2020-1 B.V. |
-- | |||||||
|
Jubilee Place 2021-1 B.V. |
-- | |||||||
|
Jubilee Place 3 B.V. |
-- | |||||||
|
Jubilee Place 4 B.V. |
-- | |||||||
| Citibank Europe PLC (Madrid Branch) | Bank account provider |
Bancaja 11, Fondo de Titulizacion de Activos |
-- | |||||
|
MADRID RMBS II, Fondo de Titulizacion de Activos |
-- | |||||||
| Citibank Europe PLC (UK Branch) | Derivative |
Canada Square Funding 2020-1 PLC |
-- | |||||
| Citibank Europe plc., Netherlands Branch | Bank account provider |
Jubilee Place 5 B.V. |
-- | |||||
| Citibank N.A. | Bank account provider |
Lusitano Mortgages No. 5 PLC |
-- | |||||
|
Lusitano Mortgages No. 6 DAC |
-- | |||||||
|
Lusitano Mortgages No. 7 DAC |
-- | |||||||
|
Magellan Mortgages No. 3 PLC |
-- | |||||||
|
Magellan Mortgages No. 4 PLC |
-- | |||||||
|
SAGRES STC - Pelican Mortgages No. 3 |
PELICAN MORT NO. 3 | |||||||
|
Stratton Mortgage Funding 2021-3 PLC |
-- | |||||||
| Derivative |
E-MAC NL 2005-I B.V. |
-- | ||||||
| Nonderivative |
E-MAC NL 2005-I B.V. |
-- | ||||||
| Citibank N.A. (London Branch) | Bank account provider |
Avon Finance No.2 PLC |
-- | |||||
|
Canada Square Funding 2020-1 PLC |
-- | |||||||
|
Canada Square Funding 2020-2 PLC |
-- | |||||||
|
Canada Square Funding 2021-1 PLC |
-- | |||||||
|
Canada Square Funding 2021-2 PLC |
-- | |||||||
|
Canada Square Funding 6 PLC |
-- | |||||||
|
Canada Square Funding 7 PLC |
-- | |||||||
|
Canterbury Finance No. 3 PLC |
-- | |||||||
|
Castell 2020-1 PLC |
-- | |||||||
|
Castell 2021-1 PLC |
-- | |||||||
|
Castell 2022-1 PLC |
-- | |||||||
|
Cheshire 2020-1 PLC |
-- | |||||||
|
Cheshire 2021-1 PLC |
-- | |||||||
|
Chester A PLC |
-- | |||||||
|
Chester B1 ISSUER PLC |
-- | |||||||
|
Durham Mortgages A PLC |
. | |||||||
|
Durham Mortgages B PLC |
r | |||||||
|
Ealbrook Mortgage Funding 2022-1 PLC |
-- | |||||||
|
Elstree Funding No.1 PLC |
-- | |||||||
|
Elstree Funding No.2 PLC |
-- | |||||||
|
Elvet Mortgages 2019-1 PLC |
-- | |||||||
|
Elvet Mortgages 2020-1 PLC |
-- | |||||||
|
Finsbury Square 2020-2 PLC |
-- | |||||||
|
Finsbury Square 2021-1 Green PLC |
-- | |||||||
|
Finsbury Square 2021-2 PLC |
-- | |||||||
|
Formentera Issuer PLC |
-- | |||||||
|
Glenbeigh 2 Issuer 2021-2 DAC |
-- | |||||||
|
Glenbeigh 2 Issuer DAC |
-- | |||||||
|
Harben Finance 2017-1 PLC |
-- | |||||||
|
Hops Hill No.1 PLC |
-- | |||||||
|
Hops Hill No.2 PLC |
-- | |||||||
|
Jupiter Mortgage No.1 PLC |
-- | |||||||
|
Lanebrook Mortgage Transaction 2020-1 PLC |
-- | |||||||
|
Lanebrook Mortgage Transaction 2021-1 PLC |
2021-1 | |||||||
|
Lanebrook Mortgage Transaction 2022-1 PLC |
-- | |||||||
|
London Wall Mortgage Capital PLC |
Fleet 2021-02 | |||||||
|
London Wall Mortgage Capital PLC |
Fleet 2021-1 | |||||||
|
LSF11 Boson Investments S.a.r.l. |
-- | |||||||
|
Lusitano Mortgages No. 4 PLC |
-- | |||||||
|
Mansard Mortgages 2007-2 PLC |
2007-2 | |||||||
|
Mortimer BTL 2020-1 PLC |
-- | |||||||
|
Mortimer BTL 2021-1 PLC |
-- | |||||||
|
Mortimer BTL 2022-1 PLC |
-- | |||||||
|
Oat Hill No.2 PLC |
-- | |||||||
|
Paragon Mortgages (No. 12) PLC |
12 | |||||||
|
Parkmore Point RMBS 2022-1 PLC |
-- | |||||||
|
Polaris 2020-1 PLC |
-- | |||||||
|
Polaris 2021-1 PLC |
-- | |||||||
|
Polaris 2022-1 PLC |
-- | |||||||
|
Polaris 2022-2 PLC |
-- | |||||||
|
Polo Funding 2021-1 PLC |
-- | |||||||
|
Portman Square 2021-NPL1 DAC |
-- | |||||||
|
Residential Mortgage Securities 32 PLC |
-- | |||||||
|
Stratton BTL Mortgage Funding 2022-1 PLC |
-- | |||||||
|
Stratton Hawksmoor 2022-1 PLC |
-- | |||||||
|
Stratton Mortgage Funding 2020-1 PLC |
-- | |||||||
|
Stratton Mortgage Funding 2021-1 PLC |
-- | |||||||
|
Stratton Mortgage Funding 2021-2 PLC |
-- | |||||||
|
Tower Bridge Funding 2021-2 PLC |
-- | |||||||
|
Tower Bridge Funding 2022-1 PLC |
-- | |||||||
|
Trinidad Mortgage Securities 2018-1 PLC |
-- | |||||||
|
Trinity Square 2021-1 PLC |
-- | |||||||
|
Tyne Funding No. 1 PLC |
-- | |||||||
|
Warwick Finance Residential Mortgages Number Four PLC |
-- | |||||||
|
Warwick Finance Residential Mortgages Number Three PLC |
-- | |||||||
| Derivative |
Lusitano Mortgages No. 4 PLC |
-- | ||||||
| Nonderivative |
Mortimer BTL 2022-1 PLC |
-- | ||||||
| Citibank N.A. New York, NY (London Branch) | Bank account provider |
Genesis Mortgage Funding 2022-1 PLC |
-- | |||||
| Clydesdale Bank PLC | Bank account provider |
Lanark Master Issuer PLC |
2020-1 | |||||
| Commerzbank AG | Bank account provider |
TS EULE UG (haftungsbeschränkt) |
-- | |||||
| Derivative |
Sestante Finance S.r.l. |
2 | ||||||
|
Sestante Finance S.r.l. |
3 | |||||||
|
Sestante Finance S.r.l. |
4 | |||||||
| Nonderivative |
TS EULE UG (haftungsbeschränkt) |
-- | ||||||
| Cooperatieve Rabobank U.A. | Bank account provider |
Dutch Property Finance 2018-1 B.V. |
-- | |||||
|
Dutch Property Finance 2019-1 B.V. |
-- | |||||||
|
Dutch Property Finance 2020-1 B.V. |
-- | |||||||
|
Dutch Property Finance 2020-2 B.V. |
-- | |||||||
|
Dutch Property Finance 2021-1 B.V. |
-- | |||||||
|
Dutch Property Finance 2021-2 B.V. |
2021-2 | |||||||
|
Dutch Property Finance 2022-1 B.V. |
-- | |||||||
|
E-MAC Program B.V. Compartment NL 2006-III |
-- | |||||||
|
E-MAC Program B.V. Compartment NL 2007-III |
-- | |||||||
|
E-MAC Program II B.V. Compartment NL 2007-IV |
-- | |||||||
|
FORDless STORM 2018 B.V. |
-- | |||||||
|
Green STORM 2018 B.V. |
-- | |||||||
|
Green STORM 2019 B.V. |
-- | |||||||
|
Green STORM 2021 B.V. |
-- | |||||||
|
Green STORM 2022 B.V. |
-- | |||||||
|
PURPLE STORM 2016 B.V. |
-- | |||||||
|
SAECURE 16 B.V. |
-- | |||||||
|
SAECURE 17 B.V. |
-- | |||||||
|
Sinopel 2019 B.V. |
-- | |||||||
|
STORM 2018-II B.V. |
-- | |||||||
|
STORM 2019-I B.V. |
-- | |||||||
|
STORM 2020-I B.V. |
-- | |||||||
|
STRONG 2018 B.V. |
-- | |||||||
| Derivative |
FORDless STORM 2018 B.V. |
-- | ||||||
|
Green STORM 2018 B.V. |
-- | |||||||
|
Green STORM 2019 B.V. |
-- | |||||||
|
Green STORM 2021 B.V. |
-- | |||||||
|
Green STORM 2022 B.V. |
-- | |||||||
|
PURPLE STORM 2016 B.V. |
-- | |||||||
|
SAECURE 16 B.V. |
-- | |||||||
|
SAECURE 18 NHG B.V. |
-- | |||||||
|
STORM 2018-II B.V. |
-- | |||||||
|
STORM 2019-I B.V. |
-- | |||||||
|
STORM 2020-I B.V. |
-- | |||||||
|
STRONG 2018 B.V. |
-- | |||||||
| Nonderivative |
E-MAC Program B.V. Compartment NL 2006-III |
-- | ||||||
|
E-MAC Program B.V. Compartment NL 2007-III |
-- | |||||||
|
E-MAC Program II B.V. Compartment NL 2007-IV |
-- | |||||||
|
FORDless STORM 2018 B.V. |
-- | |||||||
|
Green STORM 2018 B.V. |
-- | |||||||
|
Green STORM 2019 B.V. |
-- | |||||||
|
Green STORM 2021 B.V. |
-- | |||||||
|
Green STORM 2022 B.V. |
-- | |||||||
|
PURPLE STORM 2016 B.V. |
-- | |||||||
|
SAECURE 16 B.V. |
-- | |||||||
|
SAECURE 17 B.V. |
-- | |||||||
|
Sinopel 2019 B.V. |
-- | |||||||
|
STORM 2018-II B.V. |
-- | |||||||
|
STORM 2019-I B.V. |
-- | |||||||
|
STORM 2020-I B.V. |
-- | |||||||
|
STRONG 2018 B.V. |
-- | |||||||
| Credit Agricole Corporate and Investment Bank | Derivative |
Harmony French Home Loans FCT 2022-1 |
-- | |||||
|
Lusitano Mortgages No. 5 PLC |
-- | |||||||
|
Lusitano Mortgages No. 6 DAC |
-- | |||||||
|
Magellan Mortgages No. 3 PLC |
-- | |||||||
| Credit Agricole Corporate and Investment Bank (Spain Branch) | Bank account provider |
Hipocat 11, Fondo de Titulizacion de Activos |
-- | |||||
|
Hipocat 8, Fondo de Titulizacion de Activos |
-- | |||||||
|
Hipocat 9, Fondo de Titulizacion de Activos |
-- | |||||||
| Credit Suisse International | Derivative |
ALBA 2005 - 1 PLC |
-- | |||||
|
ALBA 2006 - 2 PLC |
-- | |||||||
|
ALBA 2007 - 1 PLC |
-- | |||||||
|
Cordusio RMBS Securitisation S.r.l. |
-- | |||||||
|
E-MAC DE 2007-I B.V. |
-- | |||||||
|
E-MAC Program B.V. Compartment NL 2006-III |
-- | |||||||
|
E-MAC Program B.V. Compartment NL 2007-III |
-- | |||||||
|
EMF-NL Prime 2008-A B.V. |
-- | |||||||
|
Eurosail-NL 2007-1 B.V. |
-- | |||||||
|
Eurosail-NL 2007-2 B.V. |
-- | |||||||
|
RMAC Securities No. 1 PLC |
2006-NS3 | |||||||
|
TDA Ibercaja 2 Fondo de Titulizacion de Activos |
-- | |||||||
| Danske Bank A/S | Bank account provider |
Eurosail 2006-4NP PLC |
-- | |||||
|
Eurosail PRIME-UK 2007-A PLC |
-- | |||||||
|
Eurosail-UK 2007-2NP PLC |
-- | |||||||
|
Eurosail-UK 2007-3BL PLC |
-- | |||||||
|
Eurosail-UK 2007-4BL PLC |
-- | |||||||
|
Eurosail-UK 2007-5NP PLC |
-- | |||||||
|
Eurosail-UK 2007-6NC PLC |
-- | |||||||
|
Farringdon Mortgages No. 2 PLC |
-- | |||||||
|
Great Hall Mortgages No. 1 PLC |
2006-01 | |||||||
|
Great Hall Mortgages No. 1 PLC |
2007-01 | |||||||
|
Great Hall Mortgages No. 1 PLC |
2007-2 | |||||||
|
Mansard Mortgages 2006-1 PLC |
-- | |||||||
|
Mansard Mortgages 2007-1 PLC |
-- | |||||||
|
Uropa Securities PLC |
2007-1B | |||||||
| Nonderivative |
ALBA 2006 - 2 PLC |
-- | ||||||
|
Eurosail 2006-4NP PLC |
-- | |||||||
|
Eurosail-NL 2007-1 B.V. |
-- | |||||||
|
Eurosail-UK 2007-2NP PLC |
-- | |||||||
|
Farringdon Mortgages No. 2 PLC |
-- | |||||||
|
Great Hall Mortgages No. 1 PLC |
2006-01 | |||||||
|
Great Hall Mortgages No. 1 PLC |
2007-01 | |||||||
|
Uropa Securities PLC |
2007-1B | |||||||
| Danske Bank A/S, London Branch | Bank account provider |
ALBA 2005 - 1 PLC |
-- | |||||
|
ALBA 2006 - 2 PLC |
-- | |||||||
|
ALBA 2007 - 1 PLC |
-- | |||||||
| Deutsche Bank AG | Bank account provider |
E-MAC DE 2007-I B.V. |
-- | |||||
|
Eurohome (Italy) Mortgages S.r.l. |
-- | |||||||
| Derivative |
E-MAC DE 2005-I B.V. |
-- | ||||||
|
E-MAC DE 2006-I B.V. |
-- | |||||||
| Nonderivative |
E-MAC DE 2005-I B.V. |
-- | ||||||
|
E-MAC DE 2006-I B.V. |
-- | |||||||
|
E-MAC DE 2007-I B.V. |
-- | |||||||
|
Eurohome UK Mortgages 2007-1 PLC |
-- | |||||||
| Deutsche Bank AG (London Branch) | Bank account provider |
Eurohome (Italy) Mortgages S.r.l. |
-- | |||||
|
HipoTotta No. 4 PLC |
-- | |||||||
|
HipoTotta No. 5 PLC |
-- | |||||||
|
TAGUS - Sociedade de Titularizacao de Creditos, S.A. |
AQUA MORT NO.1 | |||||||
| Derivative |
Eurohome (Italy) Mortgages S.r.l. |
-- | ||||||
| Nonderivative |
Eurohome (Italy) Mortgages S.r.l. |
-- | ||||||
|
Eurohome UK Mortgages 2007-2 PLC |
-- | |||||||
| Elavon Financial Services DAC | Bank account provider |
Ares Lusitani - STC, S.A. |
Embo Mortgages No.1 | |||||
|
Clavel Residential DAC |
-- | |||||||
|
Dutch Property Finance 2019-1 B.V. |
-- | |||||||
|
Dutch Property Finance 2020-1 B.V. |
-- | |||||||
|
Dutch Property Finance 2020-2 B.V. |
-- | |||||||
|
Dutch Property Finance 2021-1 B.V. |
-- | |||||||
|
Dutch Property Finance 2021-2 B.V. |
2021-2 | |||||||
|
Dutch Property Finance 2022-1 B.V. |
-- | |||||||
|
European Residential Loan Securitisation 2020-NPL1 DAC |
-- | |||||||
|
Finance Ireland RMBS No. 2 DAC |
-- | |||||||
|
Finance Ireland RMBS No. 3 DAC |
-- | |||||||
|
Finance Ireland RMBS No. 4 DAC |
-- | |||||||
|
Finance Ireland RMBS No.5 DAC |
-- | |||||||
|
Kinbane 2022-RPL 1 DAC |
-- | |||||||
|
Miravet S.a r.l., Compartment 2020-1 |
2020-1 | |||||||
|
Primrose Residential 2021-1 DAC |
-- | |||||||
|
Primrose Residential 2022-1 DAC |
-- | |||||||
|
Shamrock Residential 2021-1 DAC |
-- | |||||||
|
Shamrock Residential 2022-1 DAC |
-- | |||||||
|
Shamrock Residential 2022-2 DAC |
-- | |||||||
|
Twin Bridges 2021-2 PLC |
-- | |||||||
| Elavon Financial Services DAC, (UK Branch) | Bank account provider |
Barley Hill No. 2 PLC |
-- | |||||
|
Brants Bridge 2022-1 PLC |
-- | |||||||
|
Dutch Property Finance 2018-1 B.V. |
-- | |||||||
|
Elvet Mortgages 2019-1 PLC |
-- | |||||||
|
Elvet Mortgages 2020-1 PLC |
-- | |||||||
|
Eurohome UK Mortgages 2007-1 PLC |
-- | |||||||
|
Eurohome UK Mortgages 2007-2 PLC |
-- | |||||||
|
Kentmere No. 1 PLC |
-- | |||||||
|
Kentmere No. 2 PLC |
-- | |||||||
|
Mortimer BTL 2020-1 PLC |
-- | |||||||
|
Mortimer BTL 2021-1 PLC |
-- | |||||||
|
Precise Mortgage Funding 2020-1B PLC |
-- | |||||||
|
RMAC No. 1 PLC |
-- | |||||||
|
RMAC No. 2 PLC |
-- | |||||||
|
Rochester Financing No. 3 PLC |
-- | |||||||
|
Stanlington No. 2 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2020 – 1 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2021-1ST1 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2021-CRE1 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2021-CRE2 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2022-1ST1 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2022-2ND1 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2022-CRE-1 PLC |
-- | |||||||
|
Towd Point Mortgage Funding 2019 Vantage2 PLC |
-- | |||||||
|
Towd Point Mortgage Funding 2019-Granite4 PLC |
-- | |||||||
|
Tower Bridge Funding 2020-1 PLC |
-- | |||||||
|
Tower Bridge Funding 2021-1 PLC |
-- | |||||||
|
Tudor Rose Mortgages 2021-1 PLC |
-- | |||||||
|
Twin Bridges 2020-1 PLC |
-- | |||||||
|
Twin Bridges 2021-1 PLC |
-- | |||||||
|
Twin Bridges 2021-2 PLC |
-- | |||||||
|
Twin Bridges 2022-1 PLC |
-- | |||||||
|
Twin Bridges 2022-2 PLC |
-- | |||||||
|
Uropa Securities PLC |
2007-1B | |||||||
| Entschadigungseinrichtung deutscher Banken GmbH | Nonderivative |
TS EULE UG (haftungsbeschränkt) |
-- | |||||
| Governor and Company of the Bank of Ireland (The) | Bank account provider |
Finance Ireland RMBS No. 3 DAC |
-- | |||||
|
Finance Ireland RMBS No. 4 DAC |
-- | |||||||
|
Finance Ireland RMBS No.5 DAC |
-- | |||||||
|
Glen Securities Finance DAC |
-- | |||||||
|
Glenbeigh 2 Issuer 2021-2 DAC |
-- | |||||||
|
Kinbane 2022-RPL 1 DAC |
-- | |||||||
|
Primrose Residential 2022-1 DAC |
-- | |||||||
|
Proteus RMBS DAC |
-- | |||||||
|
Shamrock Residential 2022-2 DAC |
-- | |||||||
|
Strandhill RMBS DAC |
-- | |||||||
|
Summerhill Residential 2021-1 DAC |
. | |||||||
| HSBC Bank PLC | Bank account provider |
Atlas Funding 2021-1 PLC |
-- | |||||
|
Atlas Funding 2022-1 PLC |
-- | |||||||
|
Canada Square Funding 2020-1 PLC |
-- | |||||||
|
Canada Square Funding 2020-2 PLC |
-- | |||||||
|
Canada Square Funding 2021-1 PLC |
-- | |||||||
|
Canada Square Funding 2021-2 PLC |
-- | |||||||
|
Canada Square Funding 6 PLC |
-- | |||||||
|
Chester B1 ISSUER PLC |
-- | |||||||
|
Durham Mortgages B PLC |
r | |||||||
|
EMF-UK 2008-1 PLC |
-- | |||||||
|
Eurohome UK Mortgages 2007-1 PLC |
-- | |||||||
|
Eurohome UK Mortgages 2007-2 PLC |
-- | |||||||
|
Eurosail-UK 2007-4BL PLC |
-- | |||||||
|
Farringdon Mortgages No. 2 PLC |
-- | |||||||
|
Formentera Issuer PLC |
-- | |||||||
|
GAMMA Sociedade de Titularizacao de Creditos, S.A. |
ATLANTES MORT. NO2 | |||||||
|
GAMMA Sociedade de Titularizacao de Creditos, S.A. |
ATLANTES MORT. NO3 | |||||||
|
GAMMA Sociedade de Titularizacao de Creditos, S.A. |
ATLANTES MORT. NO4 | |||||||
|
Landmark Mortgage Securities No.1 PLC |
-- | |||||||
|
Landmark Mortgage Securities No.2 PLC |
-- | |||||||
|
Landmark Mortgage Securities No.3 PLC |
-- | |||||||
|
Mansard Mortgages 2006-1 PLC |
-- | |||||||
|
Mansard Mortgages 2007-1 PLC |
-- | |||||||
|
Mortgage Funding 2008-1 PLC |
-- | |||||||
|
ResLoC U.K. 2007-1 PLC |
-- | |||||||
|
RMAC Securities No. 1 PLC |
2006-NS1 | |||||||
|
RMAC Securities No. 1 PLC |
2006-NS2 | |||||||
|
RMAC Securities No. 1 PLC |
2006-NS4 | |||||||
|
RMAC Securities No. 1 PLC |
2007-NS1 | |||||||
|
Stratton Hawksmoor 2022-1 PLC |
-- | |||||||
|
Towd Point Mortgage Funding 2018 - Auburn 12 PLC |
-- | |||||||
|
Towd Point Mortgage Funding 2019 - Auburn 13 PLC |
-- | |||||||
|
Towd Point Mortgage Funding 2020 - Auburn 14 PLC |
-- | |||||||
|
Uropa Securities PLC |
2007-1B | |||||||
| Derivative |
Atlas Funding 2021-1 PLC |
-- | ||||||
|
Atlas Funding 2022-1 PLC |
-- | |||||||
|
Barley Hill No. 2 PLC |
-- | |||||||
|
Capital Mortgage S.r.l. |
2007-1 | |||||||
|
Mulcair securities No. 3 DAC |
-- | |||||||
|
Together Asset Backed Securitisation 2020 – 1 PLC |
-- | |||||||
| Nonderivative |
ALBA 2007 - 1 PLC |
-- | ||||||
| Ibercaja Banco S.A. | Nonderivative |
TDA Ibercaja 5, Fondo de Titulizacion de Activos |
-- | |||||
|
TDA Ibercaja 6, Fondo de Titulizacion de Activos |
-- | |||||||
| ING Bank N.V. | Derivative |
Permanent Master Issuer PLC |
2015-1 | |||||
| J.P. Morgan SE | Derivative |
Mortimer BTL 2021-1 PLC |
-- | |||||
|
Mortimer BTL 2022-1 PLC |
-- | |||||||
|
Pierpont BTL 2021-1 PLC |
-- | |||||||
| JPMorgan Chase & Co. | Derivative |
TDA Cajamar 2, Fondo de Titulizacion de Activos |
-- | |||||
| JPMorgan Chase Bank N.A. | Derivative |
Bancaja 10, Fondo de Titulizacion de Activos |
-- | |||||
|
CAIXA PENEDES 1 TDA Fondo de Titulizacion de Activos |
-- | |||||||
|
Great Hall Mortgages No. 1 PLC |
2006-01 | |||||||
|
Great Hall Mortgages No. 1 PLC |
2007-01 | |||||||
|
Great Hall Mortgages No. 1 PLC |
2007-2 | |||||||
|
Mansard Mortgages 2007-2 PLC |
2007-2 | |||||||
| Nonderivative |
Mansard Mortgages 2007-2 PLC |
2007-2 | ||||||
| JPMorgan Securities PLC | Derivative |
TDA CAM 7, Fondo de Titulizacion de Activos |
-- | |||||
|
TDA CAM 8, Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA CAM 9, Fondo de Titulizacion de Activos |
-- | |||||||
| Lloyds Bank Corporate Markets PLC | Derivative |
Ealbrook Mortgage Funding 2022-1 PLC |
-- | |||||
|
Elvet Mortgages 2019-1 PLC |
-- | |||||||
|
Lanebrook Mortgage Transaction 2020-1 PLC |
-- | |||||||
|
Lanebrook Mortgage Transaction 2021-1 PLC |
2021-1 | |||||||
|
Lanebrook Mortgage Transaction 2022-1 PLC |
-- | |||||||
|
Precise Mortgage Funding 2020-1B PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2021-1ST1 PLC |
-- | |||||||
|
Tyne Funding No. 1 PLC |
-- | |||||||
| Nonderivative |
Eurosail 2006-2BL PLC |
-- | ||||||
|
Eurosail 2006-3NC PLC |
-- | |||||||
|
Eurosail-UK 2007-1NC PLC |
-- | |||||||
|
Preferred Residential Securities 05-2 PLC |
-- | |||||||
|
Preferred Residential Securities 06-1 PLC |
-- | |||||||
|
ResLoC U.K. 2007-1 PLC |
-- | |||||||
|
Southern Pacific Financing 05-B PLC |
-- | |||||||
|
Southern Pacific Financing 06-A PLC |
-- | |||||||
|
Southern Pacific Securities 06-1 PLC |
-- | |||||||
| Lloyds Bank PLC | Bank account provider |
ResLoC U.K. 2007-1 PLC |
-- | |||||
| Nonderivative |
Ludgate Funding PLC |
2007-FF1 | ||||||
|
Newgate Funding PLC |
2007-1 | |||||||
|
Newgate Funding PLC |
2007-2 | |||||||
| Merrill Lynch & Co. Inc. | Derivative |
Newgate Funding PLC |
2007-1 | |||||
|
Newgate Funding PLC |
2007-2 | |||||||
| Merrill Lynch Derivative Products AG | Derivative |
Ludgate Funding PLC |
2007-FF1 | |||||
|
Newgate Funding PLC |
2007-1 | |||||||
|
Newgate Funding PLC |
2007-2 | |||||||
|
Newgate Funding PLC |
2007-3 | |||||||
| Merrill Lynch International | Derivative |
Ludgate Funding PLC |
2007-FF1 | |||||
|
Magellan Mortgages No. 4 PLC |
-- | |||||||
|
Newgate Funding PLC |
2007-1 | |||||||
|
Newgate Funding PLC |
2007-2 | |||||||
| Nonderivative |
Newgate Funding PLC |
2007-3 | ||||||
| Morgan Stanley | Derivative |
Equity Release Funding (No.4) PLC |
-- | |||||
|
Equity Release Funding (No.5) PLC |
-- | |||||||
| Morgan Stanley & Co. International PLC | Derivative |
Equity Release Funding (No.5) PLC |
-- | |||||
|
LSF11 Boson Investments S.a.r.l. |
-- | |||||||
| Morgan Stanley Bank International Ltd. | Derivative |
ResLoC U.K. 2007-1 PLC |
-- | |||||
| Morgan Stanley Capital Services LLC | Derivative |
Equity Release Funding (No.4) PLC |
-- | |||||
|
ResLoC U.K. 2007-1 PLC |
-- | |||||||
| National Australia Bank Ltd. | Bank account provider |
Lanark Master Issuer PLC |
2020-1 | |||||
| Derivative |
Hops Hill No.1 PLC |
-- | ||||||
|
Lanark Master Issuer PLC |
2020-1 | |||||||
|
Mortimer BTL 2020-1 PLC |
-- | |||||||
|
Permanent Master Issuer PLC |
2015-1 | |||||||
|
Polaris 2021-1 PLC |
-- | |||||||
|
Polaris 2022-1 PLC |
-- | |||||||
|
Polaris 2022-2 PLC |
-- | |||||||
|
Twin Bridges 2021-1 PLC |
-- | |||||||
|
Twin Bridges 2021-2 PLC |
-- | |||||||
|
Twin Bridges 2022-1 PLC |
-- | |||||||
|
Twin Bridges 2022-2 PLC |
-- | |||||||
| National Westminster Bank PLC | Bank account provider |
Avon Finance No.1 PLC |
-- | |||||
|
Avon Finance No.2 PLC |
-- | |||||||
|
Canada Square Funding 2020-1 PLC |
-- | |||||||
|
Canada Square Funding 2020-2 PLC |
-- | |||||||
|
Canada Square Funding 2021-1 PLC |
-- | |||||||
|
Canada Square Funding 2021-2 PLC |
-- | |||||||
|
Canada Square Funding 6 PLC |
-- | |||||||
|
Canterbury Finance No. 3 PLC |
-- | |||||||
|
Castell 2020-1 PLC |
-- | |||||||
|
Castell 2021-1 PLC |
-- | |||||||
|
Castell 2022-1 PLC |
-- | |||||||
|
Elstree Funding No.1 PLC |
-- | |||||||
|
Elstree Funding No.2 PLC |
-- | |||||||
|
Elvet Mortgages 2019-1 PLC |
-- | |||||||
|
Elvet Mortgages 2020-1 PLC |
-- | |||||||
|
Genesis Mortgage Funding 2022-1 PLC |
-- | |||||||
|
Great Hall Mortgages No. 1 PLC |
2006-01 | |||||||
|
Great Hall Mortgages No. 1 PLC |
2007-01 | |||||||
|
Great Hall Mortgages No. 1 PLC |
2007-2 | |||||||
|
Jupiter Mortgage No.1 PLC |
-- | |||||||
|
Ripon Mortgages PLC |
-- | |||||||
|
Rochester Financing No. 3 PLC |
-- | |||||||
|
Stratton BTL Mortgage Funding 2022-1 PLC |
-- | |||||||
|
Stratton Mortgage Funding 2021-1 PLC |
-- | |||||||
|
Stratton Mortgage Funding 2021-2 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2020 – 1 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2021-1ST1 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2021-CRE1 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2021-CRE2 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2022-1ST1 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2022-2ND1 PLC |
-- | |||||||
|
Together Asset Backed Securitisation 2022-CRE-1 PLC |
-- | |||||||
|
Towd Point Mortgage Funding 2019-Granite4 PLC |
-- | |||||||
|
Warwick Finance Residential Mortgages Number Four PLC |
-- | |||||||
|
Warwick Finance Residential Mortgages Number Three PLC |
-- | |||||||
| Nationwide Building Society | Bank account provider |
Silverstone Master Issuer PLC |
2018-1 | |||||
| Derivative |
Silverstone Master Issuer PLC |
2018-1 | ||||||
| Natixis S.A. | Derivative |
BPCE HOME LOANS FCT 2021 GREEN UoP |
-- | |||||
|
Brants Bridge 2022-1 PLC |
-- | |||||||
|
Dilosk RMBS No.5 DAC |
-- | |||||||
|
Mulcair Securities No. 2 DAC |
-- | |||||||
|
Portman Square 2021-NPL1 DAC |
-- | |||||||
|
Together Asset Backed Securitisation 2022-2ND1 PLC |
-- | |||||||
|
Twin Bridges 2021-2 PLC |
-- | |||||||
|
Twin Bridges 2022-1 PLC |
-- | |||||||
|
Twin Bridges 2022-2 PLC |
-- | |||||||
| Natixis S.A. (London Branch) | Derivative |
BPCE Home Loans FCT 2018 |
-- | |||||
|
Castell 2020-1 PLC |
-- | |||||||
|
Dilosk RMBS No.4 DAC |
-- | |||||||
|
Twin Bridges 2020-1 PLC |
-- | |||||||
| NatWest Markets N.V. | Derivative |
Dutch Property Finance 2021-1 B.V. |
-- | |||||
|
Dutch Property Finance 2021-2 B.V. |
2021-2 | |||||||
|
Dutch Property Finance 2022-1 B.V. |
-- | |||||||
|
E-MAC NL 2004-I B.V. |
-- | |||||||
|
E-MAC NL 2004-II B.V. |
-- | |||||||
|
E-MAC NL 2005-III B.V. |
-- | |||||||
|
E-MAC NL 2006-II B.V. |
-- | |||||||
|
E-MAC Program B.V. Compartment NL 2007-I |
-- | |||||||
|
E-MAC Program III B.V. Compartment NL 2008-I |
-- | |||||||
|
E-MAC Program III B.V. Compartment NL 2008-II |
-- | |||||||
| NatWest Markets PLC | Bank account provider |
Ealbrook Mortgage Funding 2022-1 PLC |
-- | |||||
|
Magellan Mortgages No. 1 PLC |
-- | |||||||
|
Polo Funding 2021-1 PLC |
-- | |||||||
| Derivative |
Castell 2021-1 PLC |
-- | ||||||
|
Domi 2019-1 B.V. |
-- | |||||||
|
Dutch Property Finance 2018-1 B.V. |
-- | |||||||
|
Dutch Property Finance 2019-1 B.V. |
-- | |||||||
|
Dutch Property Finance 2020-1 B.V. |
-- | |||||||
|
Dutch Property Finance 2020-2 B.V. |
-- | |||||||
|
Elstree Funding No.1 PLC |
-- | |||||||
|
Elstree Funding No.2 PLC |
-- | |||||||
|
E-MAC DE 2006-II B.V. |
-- | |||||||
|
E-MAC Program II B.V. Compartment NL 2007-IV |
-- | |||||||
|
E-MAC Program II B.V. Compartment NL 2008-IV |
-- | |||||||
|
GAMMA Sociedade de Titularizacao de Creditos, S.A. |
ATLANTES MORT. NO2 | |||||||
|
Genesis Mortgage Funding 2022-1 PLC |
-- | |||||||
|
Landmark Mortgage Securities No.3 PLC |
-- | |||||||
|
Magellan Mortgages No. 1 PLC |
-- | |||||||
|
Polaris 2020-1 PLC |
-- | |||||||
|
RMAC Securities No. 1 PLC |
2006-NS1 | |||||||
|
RMAC Securities No. 1 PLC |
2006-NS2 | |||||||
|
SAGRES STC - Pelican Mortgages No. 3 |
PELICAN MORT NO. 3 | |||||||
|
Tower Bridge Funding 2020-1 PLC |
-- | |||||||
|
Uropa Securities PLC |
2007-1B | |||||||
| Nonderivative |
E-MAC DE 2006-II B.V. |
-- | ||||||
|
Landmark Mortgage Securities No.3 PLC |
-- | |||||||
|
Lusitano Mortgages No. 6 DAC |
-- | |||||||
|
Magellan Mortgages No. 1 PLC |
-- | |||||||
| Netherlands | Nonderivative |
PURPLE STORM 2016 B.V. |
-- | |||||
|
SAECURE 16 B.V. |
-- | |||||||
|
SAECURE 17 B.V. |
-- | |||||||
|
SAECURE 18 NHG B.V. |
-- | |||||||
|
SAECURE 19 B.V. |
-- | |||||||
|
SAECURE 20 B.V. |
-- | |||||||
| Nomura Holdings Inc. | Derivative |
European Residential Loan Securitisation 2020-NPL1 DAC |
-- | |||||
| Permanent TSB PLC | Bank account provider |
Fastnet Securities 16 DAC |
-- | |||||
|
Fastnet Securities 17 DAC |
-- | |||||||
|
Fastnet Securities 18 DAC |
-- | |||||||
| Prudential Capital PLC | Nonderivative |
Equity Release Funding (No.5) PLC |
-- | |||||
| Qatar National Bank QPSC | Bank account provider |
Ludgate Funding PLC |
2007-FF1 | |||||
|
Ludgate Funding PLC |
2008-W1 | |||||||
| Royal Bank of Canada | Derivative |
Canterbury Finance No. 3 PLC |
-- | |||||
| Royal Bank of Scotland PLC (The) | Bank account provider |
Hops Hill No.1 PLC |
-- | |||||
|
Hops Hill No.2 PLC |
-- | |||||||
| Santander UK PLC | Bank account provider |
Fosse Master Issuer PLC |
2019-1 | |||||
|
Holmes Master Issuer PLC |
2017-1 | |||||||
| Derivative |
Fosse Master Issuer PLC |
2019-1 | ||||||
|
Holmes Master Issuer PLC |
2017-1 | |||||||
| Societe Generale | Bank account provider |
Hipocat 10, Fondo de Titulizacion de Activos |
-- | |||||
|
Hipocat 8, Fondo de Titulizacion de Activos |
-- | |||||||
|
Hipocat 9, Fondo de Titulizacion de Activos |
-- | |||||||
| Societe Generale S.A. (Madrid Branch) | Bank account provider |
AyT Genova Hipotecario IX Fondo de Titulizacion Hipotecaria |
-- | |||||
|
AyT Genova Hipotecario VI Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
AyT Genova Hipotecario VII Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
AyT Genova Hipotecario VIII Fondo de Titulizacion Hipotecaria |
-- | |||||||
|
BBVA RMBS 2, Fondo de Titulizacion de Activos |
-- | |||||||
|
Hipocat 10, Fondo de Titulizacion de Activos |
-- | |||||||
|
Hipocat 11, Fondo de Titulizacion de Activos |
-- | |||||||
|
Hipocat 8, Fondo de Titulizacion de Activos |
-- | |||||||
|
Hipocat 9, Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA CAM 7, Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA CAM 8, Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA CAM 9, Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA Ibercaja 2 Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA Ibercaja 3 Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA Ibercaja 4 Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA Ibercaja 5, Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA Ibercaja 6, Fondo de Titulizacion de Activos |
-- | |||||||
|
TDA IBERCAJA ICO-FTVPO, Fondo de Titulizacion Hipotecaria |
-- | |||||||
| Societe Generale Sucursal en Espana | Bank account provider |
Bancaja 10, Fondo de Titulizacion de Activos |
-- | |||||
|
Bancaja 11, Fondo de Titulizacion de Activos |
-- | |||||||
|
MADRID RMBS I, Fondo de Titulizacion de Activos |
-- | |||||||
|
MADRID RMBS III, Fondo de Titulizacion de Activos |
-- | |||||||
| Swiss Re Financial Products Corp. | Derivative |
Eurosail-UK 2007-2NP PLC |
-- | |||||
|
Southern Pacific Securities 06-1 PLC |
-- | |||||||
| Swiss Reinsurance Co. Ltd. | Derivative |
Southern Pacific Securities 06-1 PLC |
-- | |||||
| UBS AG | Nonderivative |
BOS (Shared Appreciation Mortgages) No. 1 PLC |
-- | |||||
|
BOS (Shared Appreciation Mortgages) No. 2 PLC |
-- | |||||||
| UBS AG (London Branch) | Derivative |
Magellan Mortgages No. 1 PLC |
-- | |||||
| UBS Europe SE | Derivative |
BP Mortgages S.r.l. |
2007-2 | |||||
| UniCredit Bank AG | Derivative |
Olympia SPV S.R.L. |
-- | |||||
| UniCredit SpA | Bank account provider |
Capital Mortgage S.r.l. |
2007-1 | |||||
|
Olympia SPV S.R.L. |
-- | |||||||
| Nonderivative |
Capital Mortgage S.r.l. |
2007-1 | ||||||
|
Cordusio RMBS Securitisation S.r.l. |
-- | |||||||
|
F-E Mortgages S.r.l. |
2005 | |||||||
| Wells Fargo Bank N.A. (London Branch) | Nonderivative |
Towd Point Mortgage Funding 2019 - Auburn 13 PLC |
-- | |||||
|
Towd Point Mortgage Funding 2019 Vantage2 PLC |
-- | |||||||
|
Towd Point Mortgage Funding 2020 - Auburn 14 PLC |
-- | |||||||
| *Typically, only financial counterparties that are analyzed under our counterparty criteria are included in the table above. Other transaction participants, such as administrative key transaction parties or entities whose creditworthiness may otherwise influence our credit ratings analysis (e.g., under sector-specific criteria), are generally outside the scope of this summary. Furthermore, confidential counterparties are excluded from this report. Reported counterparty exposures are based on the latest information received from transaction participants. | ||||||||
Related Criteria And Research:
- Counterparty Risk Framework: Methodology And Assumptions, March 8, 2019
- Guidance: Counterparty Risk Framework: Methodology And Assumptions, March 8, 2019
This report does not constitute a rating action.
| Primary Credit Analyst: | Matthew S Mitchell, CFA, Paris +33 (0)6 17 23 72 88; matthew.mitchell@spglobal.com |
| Secondary Contact: | Feliciano P Pereira, CFA, Madrid +34 676 751 559; feliciano.pereira@spglobal.com |
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