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4 Apr, 2024 | 09:58
EMEA

Sector Structured Finance Asset-Backed Securities RMBS
Tags EMEA

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Table of Contents
- Related Criteria And Research

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. The report was produced with information as of March 31, 2024.

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
ABN AMRO Bank N.V.	Bank account provider	Aurorus 2023 B.V.	-
Assured Guaranty UK Ltd.	Nonderivative	Posillipo Finance II S.r.l.	2007-1
Aurorus 2023 B.V.	Nonderivative	Aurorus 2023 B.V.	-
Banco Bilbao Vizcaya Argentaria S.A.	Bank account provider	BBVA Consumer Auto 2020-1 Fondo de Titulizacion	2020-1
Banco Bilbao Vizcaya Argentaria S.A.	Bank account provider	BBVA Consumo 10 Fondo De Titulizacion	-
Banco Bilbao Vizcaya Argentaria S.A.	Bank account provider	IM Fortia 1, Fondo de Titulizacion	-
Banco Bilbao Vizcaya Argentaria S.A.	Derivative	BBVA Consumer Auto 2020-1 Fondo de Titulizacion	2020-1
Banco Bilbao Vizcaya Argentaria S.A.	Nonderivative	BBVA Consumer Auto 2020-1 Fondo de Titulizacion	2020-1
Banco Bilbao Vizcaya Argentaria S.A.	Nonderivative	BBVA Consumo 10 Fondo De Titulizacion	-
Banco Santander S.A.	Bank account provider	Auto ABS French Leases 2021	-
Banco Santander S.A.	Bank account provider	CESCE Fondo Anticipo de Facturas, FT	-
Banco Santander S.A.	Bank account provider	Columbus Master Credit Cards Fondo de Titulización	2021-1
Banco Santander S.A.	Bank account provider	Fondo de Titulizacion de Activos Santander Financiacion 1	-
Banco Santander S.A.	Bank account provider	Pepper Iberia Unsecured 2022 DAC	-
Banco Santander S.A.	Bank account provider	Private Driver Espana 2020-1, Fondo De Titulizacion	2020-1
Banco Santander S.A.	Derivative	Auto ABS French Leases 2021	-
Banco Santander S.A.	Derivative	Auto ABS French Leases 2023	-
Banco Santander S.A.	Derivative	Fondo de Titulizacion de Activos Santander Financiacion 1	-
Banco Santander S.A.	Derivative	SCF Rahoituspalvelut X DAC	-
Banco Santander S.A.	Derivative	SCF Rahoituspalvelut XI DAC	-
Banco Santander S.A.	Derivative	SCF Rahoituspalvelut XII DAC	-
Banco Santander S.A.	Nonderivative	Fondo de Titulizacion de Activos Santander Financiacion 1	-
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 New York Mellon (Frankfurt Branch) (The)	Bank account provider	Bavarian Sky S.A., Compartment German Auto Leases 6	-
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	Bavarian Sky S.A., Compartment German Auto Leases 7	-
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	KMU Portfolio S.A., Compartment 2015-1	-
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	Private Driver Italia 2020-1 Srl	2020-1
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	Red & Black Auto Germany 10 UG (haftungsbeschränkt)	-
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	Red & Black Auto Germany 9 UG (Haftungsbeschrankt)	-
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	Retail Automotive CP Germany 2021 UG	-
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	RevoCar 2020 UG (haftungsbeschraenkt)	2020
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	ROOF AT S.A.	Compartment 2021
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	VCL Master Residual Value S.A., Compartment 2	-
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	VCL Master S.A., Compartment 1	-
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	VCL Multi-Compartment S.A., Compartment VCL 35	-
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	VCL Multi-Compartment S.A., Compartment VCL 37	-
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	VCL Multi-Compartment S.A., Compartment VCL 38	-
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	VCL Multi-Compartment S.A., Compartment VCL 40	-
Bank of New York Mellon (London Branch) (The)	Bank account provider	Delamare Cards MTN Issuer PLC	2020-1
Bank of New York Mellon (London Branch) (The)	Bank account provider	Delamare Cards MTN Issuer PLC	2023-1
Bank of New York Mellon (London Branch) (The)	Bank account provider	Delamare Cards MTN Issuer PLC	2023-2
Bank of New York Mellon (London Branch) (The)	Bank account provider	Driver UK Master S.A., Compartment 3	-
Bank of New York Mellon (London Branch) (The)	Bank account provider	Driver UK Master S.A., Compartment 6	-
Bank of New York Mellon (London Branch) (The)	Bank account provider	Driver UK Master S.A., Compartment 6	.
Bank of New York Mellon (London Branch) (The)	Bank account provider	Driver UK Master S.A., Compartment 7	-
Bank of New York Mellon (London Branch) (The)	Bank account provider	DRIVER UK Multi-Compartment S.A., Compartment Driver UK eight	-
Bank of New York Mellon (London Branch) (The)	Bank account provider	Oban Cards 2021-1 PLC	-
Bank of New York Mellon (London Branch) (The)	Nonderivative	ROOF AT S.A.	Compartment 2021
Bank of Scotland PLC	Bank account provider	Penarth Master Issuer PLC	2014-2
Bank of Scotland PLC	Nonderivative	Penarth Master Issuer PLC	2014-2
Bankinter S.A.	Bank account provider	Pepper Iberia Unsecured 2022 DAC	-
Barclays Bank UK PLC	Bank account provider	Gracechurch Card Programme Funding PLC	15-1
Barclays Bank UK PLC	Bank account provider	Gracechurch Card Programme Funding PLC	2013-3
Barclays Bank UK PLC	Bank account provider	Gracechurch Card Programme Funding PLC	2014-2
Barclays Bank UK PLC	Nonderivative	Gracechurch Card Programme Funding PLC	15-1
Barclays Bank UK PLC	Nonderivative	Gracechurch Card Programme Funding PLC	2013-3
Barclays Bank UK PLC	Nonderivative	Gracechurch Card Programme Funding PLC	2014-2
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 Bank GmbH	Nonderivative	Bavarian Sky S.A., Compartment German Auto Leases 7	-
BMW Financial Services (GB) Ltd.	Nonderivative	Bavarian Sky UK 4 PLC	-
BNP Paribas	Bank account provider	Auto ABS DFP Master	-
BNP Paribas	Bank account provider	Autonoria 2019 FCT	2019
BNP Paribas	Bank account provider	Cars Alliance Auto Leases France V 2023-1	-
BNP Paribas	Bank account provider	FCT Orange Bank Personal Loans 2020	-
BNP Paribas	Bank account provider	HVL Bolzano 2 S.r.l.	-
BNP Paribas	Bank account provider	KOROMO S.A., Compartment 3	-
BNP Paribas	Bank account provider	MASTER CREDIT CARDS PASS COMPARTMENT FRANCE	-
BNP Paribas	Bank account provider	Pixel 2021	-
BNP Paribas	Bank account provider	RevoCar 2019-2 UG (haftungsbeschrankt)	2019-2
BNP Paribas	Bank account provider	SCF Rahoituspalvelut IX DAC	-
BNP Paribas	Bank account provider	SCF Rahoituspalvelut X DAC	-
BNP Paribas	Derivative	Aurorus 2023 B.V.	-
BNP Paribas	Derivative	AutoFlorence 1 S.r.l.	-
BNP Paribas	Derivative	Autoflorence 2 S.R.L.	-
BNP Paribas	Derivative	Autonoria 2019 FCT	2019
BNP Paribas	Derivative	Dowson 2021-2 PLC	2021-2
BNP Paribas	Derivative	Dowson 2022-1 PLC	-
BNP Paribas	Derivative	Dowson 2022-2 PLC	-
BNP Paribas	Derivative	Finance Ireland Auto Receivables No. 1 DAC	-
BNP Paribas	Derivative	LT Autorahoitus DAC	-
BNP Paribas	Derivative	Pixel 2021	-
BNP Paribas	Nonderivative	AutoFlorence 1 S.r.l.	-
BNP Paribas	Nonderivative	Autoflorence 2 S.R.L.	-
BNP Paribas	Nonderivative	Autoflorence 3 S.R.L.	-
BNP Paribas	Nonderivative	Pixel 2021	-
BNP Paribas Leasing Solutions	Derivative	Pixel 2021	-
BNP Paribas Leasing Solutions	Nonderivative	Pixel 2021	-
BNP Paribas Personal Finance	Bank account provider	Autonoria 2019 FCT	2019
BNP Paribas Personal Finance	Derivative	Autonoria 2019 FCT	2019
BNP Paribas S.A. Niederlassung Deutschland	Bank account provider	Globaldrive Auto Receivables 2023-A B.V.	-
BNP Paribas SA (Dublin Branch)	Bank account provider	SCF Rahoituspalvelut XI DAC	-
BNP Paribas SA (Dublin Branch)	Bank account provider	SCF Rahoituspalvelut XII DAC	-
BNP Paribas SA (Milan Branch)	Bank account provider	AutoFlorence 1 S.r.l.	-
BNP Paribas SA (Milan Branch)	Bank account provider	Autoflorence 3 S.R.L.	-
BNP Paribas SA (Milan Branch)	Bank account provider	Multi Lease AS S.r.l.	2021
BNP Paribas SA (Milan Branch)	Nonderivative	Autoflorence 3 S.R.L.	-
BNP Paribas Securities Services	Bank account provider	Auto ABS French Leases 2023	-
BNP Paribas Succursale Italia	Bank account provider	Autoflorence 2 S.R.L.	-
BNP Paribas Succursale Italia	Nonderivative	Autoflorence 2 S.R.L.	-
BPCE	Bank account provider	BPCE Consumer Loans FCT 2016_5	-
BPCE	Nonderivative	BPCE Consumer Loans FCT 2016_5	-
BRED - Banque Populaire	Bank account provider	MASTER CREDIT CARDS PASS COMPARTMENT FRANCE	-
CA Consumer Finance	Bank account provider	Ares Lusitani - STC, S.A.	Thetis Finance No. 2
CA Consumer Finance	Bank account provider	Ginkgo Master Revolving Loans	2021-1
CA Consumer Finance	Bank account provider	Ginkgo Personal Loans 2023	-
CA Consumer Finance	Derivative	Ares Lusitani - STC, S.A.	Thetis Finance No. 2
CA Consumer Finance	Derivative	Ginkgo Master Revolving Loans	2021-1
CA Consumer Finance	Derivative	Ginkgo Personal Loans 2023	-
CA Consumer Finance	Derivative	Retail Automotive CP Germany 2021 UG	-
CA Consumer Finance	Nonderivative	Ginkgo Master Revolving Loans	2021-1
CaixaBank, S.A.	Bank account provider	Columbus Master Credit Cards Fondo de Titulización	2021-1
CaixaBank, S.A.	Bank account provider	Pepper Iberia Unsecured 2022 DAC	-
Campania (Region of)	Nonderivative	Posillipo Finance II S.r.l.	2007-1
Citibank Europe PLC	Bank account provider	Ares Lusitani - STC, S.A.	Thetis Finance No. 2
Citibank Europe PLC	Bank account provider	Citizen Irish Auto Receivables Trust 2023 DAC	2023
Citibank Europe PLC	Bank account provider	Pepper Iberia Unsecured 2022 DAC	-
Citibank Europe PLC	Derivative	BL Consumer Issuance Platform S.A., Compartment BL Cards 2024	2024-1
Citibank Europe PLC (Luxembourg Branch)	Bank account provider	BL Consumer Issuance Platform S.A., Compartment BL Cards 2024	2024-1
Citibank N.A.	Bank account provider	Posillipo Finance II S.r.l.	2007-1
Citibank N.A. (London Branch)	Bank account provider	Cronus Finance DAC	-
Citibank N.A. (London Branch)	Bank account provider	Dowson 2021-2 PLC	2021-2
Citibank N.A. (London Branch)	Bank account provider	Dowson 2022-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Dowson 2022-2 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Income Contingent Student Loans 1 (2002-2006) PLC	-
Citibank N.A. (London Branch)	Bank account provider	Income Contingent Student Loans 2 (2007-2009) PLC	-
Citibank N.A. (London Branch)	Bank account provider	Posillipo Finance II S.r.l.	2007-1
Compania Espanola de Seguros de Credito a la Exportacion S.A.	Nonderivative	CESCE Fondo Anticipo de Facturas, FT	-
Compania Espanola de Seguros de Credito a la Exportacion S.A.	Nonderivative	IM Fortia 1, Fondo de Titulizacion	-
Credipar	Nonderivative	Auto ABS DFP Master	-
Credipar	Nonderivative	Auto ABS French Leases 2021	-
Credipar	Nonderivative	Auto ABS French Leases 2023	-
Credit Agricole Corporate and Investment Bank	Bank account provider	Ares Lusitani - STC, S.A.	Thetis Finance No. 2
Credit Agricole Corporate and Investment Bank	Derivative	Asset-Backed European Securitisation Transaction Twenty-Two Srl	-
Credit Agricole Corporate and Investment Bank	Derivative	Cars Alliance Auto Leases France V 2023-1	-
Credit Agricole Corporate and Investment Bank	Derivative	Driver UK Master S.A., Compartment 6	.
Credit Agricole Corporate and Investment Bank	Derivative	MASTER CREDIT CARDS PASS COMPARTMENT FRANCE	-
Credit Agricole Corporate and Investment Bank	Derivative	Posillipo Finance II S.r.l.	2007-1
Credit Agricole Corporate and Investment Bank	Derivative	ROOF AT S.A.	Compartment 2021
Credit Agricole Corporate and Investment Bank	Derivative	VCL Master Residual Value S.A., Compartment 2	-
Credit Agricole Corporate and Investment Bank	Derivative	VCL Master S.A., Compartment 1	-
Credit Industriel et Commercial	Bank account provider	Cars Alliance Auto Leases France V 2023-1	-
Credit Suisse International	Derivative	Posillipo Finance II S.r.l.	2007-1
CreditPlus Bank	Derivative	Retail Automotive CP Germany 2021 UG	-
CreditPlus Bank	Nonderivative	Retail Automotive CP Germany 2021 UG	-
DIAC S.A.	Derivative	Cars Alliance Auto Leases France V 2023-1	-
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	-
DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt am Main	Derivative	Bavarian Sky S.A., Compartment German Auto Leases 7	-
DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt am Main	Derivative	Limes Funding S.A., Compartment 2021-1	-
DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt am Main	Derivative	Red & Black Auto Germany 10 UG (haftungsbeschränkt)	-
DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt am Main	Derivative	Red & Black Auto Germany 7 UG (haftungsbeschrankt)	-
DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt am Main	Derivative	Red & Black Auto Germany 8 UG (haftungsbeschrankt)	-
DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt am Main	Derivative	Red & Black Auto Germany 9 UG (Haftungsbeschrankt)	-
DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt am Main	Derivative	Silver Arrow S.A., Compartment 13	-
DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt am Main	Derivative	Silver Arrow S.A., Compartment 14	-
DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt am Main	Derivative	VCL Multi-Compartment S.A., Compartment VCL 38	-
Elavon Financial Services DAC	Bank account provider	Citizen Irish Auto Receivables Trust 2020 DAC	2020
Elavon Financial Services DAC	Bank account provider	Delamare Cards MTN Issuer PLC	2020-1
Elavon Financial Services DAC	Bank account provider	Delamare Cards MTN Issuer PLC	2023-1
Elavon Financial Services DAC	Bank account provider	Driver UK Multi-Compartment S.A., Compartment Private Driver UK 2020-1	-
Elavon Financial Services DAC	Bank account provider	Finance Ireland Auto Receivables No. 1 DAC	-
Elavon Financial Services DAC	Bank account provider	Globaldrive Auto Receivables 2021-A B.V.	2021-A
Elavon Financial Services DAC	Bank account provider	Limes Funding S.A., Compartment 2021-1	-
Elavon Financial Services DAC	Bank account provider	LT Autorahoitus DAC	-
Elavon Financial Services DAC	Bank account provider	Red & Black Auto Germany 7 UG (haftungsbeschrankt)	-
Elavon Financial Services DAC	Bank account provider	Red & Black Auto Germany 8 UG (haftungsbeschrankt)	-
Elavon Financial Services DAC	Bank account provider	Silver Arrow S.A., Compartment 13	-
Elavon Financial Services DAC	Bank account provider	Silver Arrow S.A., Compartment 14	-
Elavon Financial Services DAC	Bank account provider	Silver Arrow S.A., Compartment 16	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Bavarian Sky UK 4 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Delamare Cards MTN Issuer PLC	2023-2
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Satus 2021-1 PLC	-
Entschadigungseinrichtung deutscher Banken GmbH	Bank account provider	Bavarian Sky S.A., Compartment German Auto Leases 7	-
Entschadigungseinrichtung deutscher Banken GmbH	Nonderivative	Bavarian Sky S.A., Compartment German Auto Leases 6	-
Entschadigungseinrichtung deutscher Banken GmbH	Nonderivative	Globaldrive Auto Receivables 2021-A B.V.	2021-A
Entschadigungseinrichtung deutscher Banken GmbH	Nonderivative	RevoCar 2019-2 UG (haftungsbeschrankt)	2019-2
Entschadigungseinrichtung deutscher Banken GmbH	Nonderivative	Silver Arrow S.A., Compartment 13	-
Entschadigungseinrichtung deutscher Banken GmbH	Nonderivative	Silver Arrow S.A., Compartment 14	-
Entschadigungseinrichtung deutscher Banken GmbH	Nonderivative	Silver Arrow S.A., Compartment 16	-
Findomestic Banca SpA	Derivative	Autoflorence 3 S.R.L.	-
Germany	Nonderivative	VCL Master Residual Value S.A., Compartment 2	-
Germany	Nonderivative	VCL Master S.A., Compartment 1	-
HSBC Bank PLC	Bank account provider	Cavern Funding 2020 PLC	2020
HSBC Bank PLC	Bank account provider	Delamare Cards MTN Issuer PLC	2020-1
HSBC Bank PLC	Bank account provider	Delamare Cards MTN Issuer PLC	2023-1
HSBC Bank PLC	Bank account provider	Delamare Cards MTN Issuer PLC	2023-2
HSBC Bank PLC	Bank account provider	Gracechurch Card Programme Funding PLC	2014-2
HSBC Bank PLC	Bank account provider	Temese Funding 2 PLC	-
HSBC Continental Europe	Bank account provider	Auto ABS DFP Master	-
ING Bank N.V.	Bank account provider	Aurorus 2023 B.V.	-
ING Bank N.V.	Derivative	Driver UK Master S.A., Compartment 6	-
ING Bank N.V.	Derivative	Driver UK Master S.A., Compartment 6	.
ING Bank N.V.	Derivative	Driver UK Master S.A., Compartment 7	-
ING Bank N.V.	Derivative	Driver UK Multi-Compartment S.A., Compartment Private Driver UK 2020-1	-
ING Bank N.V.	Derivative	SCF Rahoituspalvelut IX DAC	-
J.P. Morgan SE	Derivative	Satus 2021-1 PLC	-
La Banque Postale	Bank account provider	Auto ABS French Leases 2023	-
Lloyds Bank Corporate Markets PLC	Derivative	Auto ABS UK Loans PLC	-
Lloyds Bank PLC	Bank account provider	Cardiff Auto Receivables Securitisation 2022-1 PLC	-
Lloyds Bank PLC	Bank account provider	Cars Alliance Uk Master PLC	-
Lloyds Bank PLC	Bank account provider	Penarth Master Issuer PLC	2014-2
Lloyds Bank PLC	Nonderivative	Cardiff Auto Receivables Securitisation 2022-1 PLC	-
Lloyds Bank PLC	Nonderivative	Penarth Master Issuer PLC	2014-2
Mercedes Benz Bank AG	Nonderivative	Silver Arrow S.A., Compartment 13	-
Mercedes Benz Bank AG	Nonderivative	Silver Arrow S.A., Compartment 14	-
Mercedes Benz Bank AG	Nonderivative	Silver Arrow S.A., Compartment 16	-
National Westminster Bank PLC	Bank account provider	Auto ABS UK Loans PLC	-
National Westminster Bank PLC	Bank account provider	Cars Alliance Uk Master PLC	-
National Westminster Bank PLC	Bank account provider	Oban Cards 2021-1 PLC	-
Natixis S.A.	Derivative	Citizen Irish Auto Receivables Trust 2020 DAC	2020
Natixis S.A.	Derivative	MASTER CREDIT CARDS PASS COMPARTMENT FRANCE	-
NatWest Markets PLC	Derivative	Citizen Irish Auto Receivables Trust 2023 DAC	2023
Royal Bank Canada London	Derivative	Bavarian Sky UK 4 PLC	-
Royal Bank of Canada	Derivative	DRIVER UK Multi-Compartment S.A., Compartment Driver UK eight	-
Santander Consumer Finance S.A.	Nonderivative	SCF Rahoituspalvelut XII DAC	-
Santander UK PLC	Bank account provider	Auto ABS UK Loans PLC	-
Skandinaviska Enskilda Banken AB (publ)	Derivative	Silver Arrow S.A., Compartment 16	-
Skandinaviska Enskilda Banken AB (publ)	Derivative	VCL Multi-Compartment S.A., Compartment VCL 35	-
Skandinaviska Enskilda Banken AB (publ)	Derivative	VCL Multi-Compartment S.A., Compartment VCL 37	-
Skandinaviska Enskilda Banken AB (publ)	Derivative	VCL Multi-Compartment S.A., Compartment VCL 40	-
Skandinaviska Enskilda Banken AB (publ) Helsinki Branch	Bank account provider	LT Autorahoitus DAC	-
Skandinaviska Enskilda Banken AB (publ) Helsinki Branch	Bank account provider	SCF Rahoituspalvelut IX DAC	-
Skandinaviska Enskilda Banken AB (publ) Helsinki Branch	Bank account provider	SCF Rahoituspalvelut X DAC	-
Skandinaviska Enskilda Banken AB (publ) Helsinki Branch	Bank account provider	SCF Rahoituspalvelut XI DAC	-
Skandinaviska Enskilda Banken AB (publ) Helsinki Branch	Bank account provider	SCF Rahoituspalvelut XII DAC	-
Societe Generale	Derivative	Globaldrive Auto Receivables 2021-A B.V.	2021-A
Societe Generale	Derivative	MASTER CREDIT CARDS PASS COMPARTMENT FRANCE	-
Societe Generale	Nonderivative	Red & Black Auto Germany 10 UG (haftungsbeschränkt)	-
Societe Generale	Nonderivative	Red & Black Auto Germany 7 UG (haftungsbeschrankt)	-
Societe Generale	Nonderivative	Red & Black Auto Germany 8 UG (haftungsbeschrankt)	-
Societe Generale	Nonderivative	Red & Black Auto Germany 9 UG (Haftungsbeschrankt)	-
Societe Generale Sucursal en Espana	Bank account provider	Columbus Master Credit Cards Fondo de Titulización	2021-1
Standard Bank of South Africa Ltd.	Bank account provider	Bayport Securitisation (RF) Ltd.	-
Standard Chartered Bank	Bank account provider	Trafigura Securitisation Finance PLC	-
Standard Chartered Bank	Bank account provider	Trafigura Securitisation Finance PLC	2021-1
Swisscard AECS GmbH	Nonderivative	Swiss Credit Card Issuance 2021-1 AG	-
Swisscard AECS GmbH	Nonderivative	Swiss Credit Card Issuance 2022-1 AG	-
Swisscard AECS GmbH	Nonderivative	Swiss Credit Card Issuance 2023-1 AG	-
Tesco Personal Finance PLC	Bank account provider	Delamare Cards MTN Issuer PLC	2020-1
Tesco Personal Finance PLC	Bank account provider	Delamare Cards MTN Issuer PLC	2023-1
Tesco Personal Finance PLC	Bank account provider	Delamare Cards MTN Issuer PLC	2023-2
Tesco Personal Finance PLC	Nonderivative	Delamare Cards MTN Issuer PLC	2023-1
Tesco Personal Finance PLC	Nonderivative	Delamare Cards MTN Issuer PLC	2023-2
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	-
United Kingdom	Nonderivative	Income Contingent Student Loans 2 (2007-2009) PLC	-
Vanquis Bank Ltd.	Nonderivative	Oban Cards 2021-1 PLC	-
Volkswagen Bank GmbH	Nonderivative	VCL Master Residual Value S.A., Compartment 2	-
Volkswagen Bank GmbH	Nonderivative	VCL Master S.A., Compartment 1	-
Volkswagen Bank GmbH (Italian Branch)	Bank account provider	Private Driver Italia 2020-1 Srl	2020-1
Volkswagen Bank GmbH (Italian Branch)	Nonderivative	Private Driver Italia 2020-1 Srl	2020-1
Volkswagen Bank GmbH, Sucursal en Espana	Nonderivative	Private Driver Espana 2020-1, Fondo De Titulizacion	2020-1
Volkswagen Financial Services (UK) Ltd.	Nonderivative	Driver UK Master S.A., Compartment 3	-
Volkswagen Financial Services (UK) Ltd.	Nonderivative	Driver UK Master S.A., Compartment 6	-
Volkswagen Financial Services (UK) Ltd.	Nonderivative	Driver UK Master S.A., Compartment 7	-
Volkswagen Financial Services (UK) Ltd.	Nonderivative	DRIVER UK Multi-Compartment S.A., Compartment Driver UK eight	-
Volkswagen Financial Services (UK) Ltd.	Nonderivative	Driver UK Multi-Compartment S.A., Compartment Private Driver UK 2020-1	-
Volkswagen Financial Services AG	Nonderivative	VCL Multi-Compartment S.A., Compartment VCL 38	-
Volkswagen Leasing GmbH	Nonderivative	VCL Master Residual Value S.A., Compartment 2	-
Volkswagen Leasing GmbH	Nonderivative	VCL Master S.A., Compartment 1	-
Volkswagen Leasing GmbH	Nonderivative	VCL Multi-Compartment S.A., Compartment VCL 35	-
Volkswagen Leasing GmbH	Nonderivative	VCL Multi-Compartment S.A., Compartment VCL 37	-
Volkswagen Leasing GmbH	Nonderivative	VCL Multi-Compartment S.A., Compartment VCL 40	-
Wells Fargo Securities International Ltd.	Derivative	Auto ABS UK Loans PLC	-
Zuercher Kantonalbank	Bank account provider	First Swiss Mobility 2022-1 AG	-
Zuercher Kantonalbank	Bank account provider	Swiss Car ABS 2021-1 AG	2021-1
Zuercher Kantonalbank	Bank account provider	Swiss Credit Card Issuance 2021-1 AG	-
Zuercher Kantonalbank	Bank account provider	Swiss Credit Card Issuance 2022-1 AG	-
Zuercher Kantonalbank	Bank account provider	Swiss Credit Card Issuance 2023-1 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	Domi 2019-1 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Domi 2020-1 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Domi 2020-2 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Domi 2021-1 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Domi 2022-1 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Domi 2023-1 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	E-MAC DE 2005-I B.V.	-
ABN AMRO Bank N.V.	Bank account provider	E-MAC DE 2006-I B.V.	-
ABN AMRO Bank N.V.	Bank account provider	E-MAC DE 2006-II B.V.	-
ABN AMRO Bank N.V.	Bank account provider	E-MAC NL 2004-I B.V.	-
ABN AMRO Bank N.V.	Bank account provider	E-MAC NL 2004-II B.V.	-
ABN AMRO Bank N.V.	Bank account provider	E-MAC NL 2005-I B.V.	-
ABN AMRO Bank N.V.	Bank account provider	E-MAC NL 2006-II B.V.	-
ABN AMRO Bank N.V.	Bank account provider	E-MAC Program B.V. Compartment NL 2007-I	-
ABN AMRO Bank N.V.	Bank account provider	E-MAC Program B.V. Compartment NL 2007-III	-
ABN AMRO Bank N.V.	Bank account provider	E-MAC Program II B.V. Compartment NL 2007-IV	-
ABN AMRO Bank N.V.	Bank account provider	E-MAC Program III B.V. Compartment NL 2008-II	-
ABN AMRO Bank N.V.	Bank account provider	EMF-NL Prime 2008-A B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Eurosail-NL 2007-1 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Eurosail-NL 2007-2 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Jubilee Place 2020-1 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Jubilee Place 2021-1 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Jubilee Place 3 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Jubilee Place 4 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Jubilee Place 5 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Orcinus 2023 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	SAECURE 17 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	SAECURE 18 NHG B.V.	-
ABN AMRO Bank N.V.	Bank account provider	SAECURE 19 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	SAECURE 20 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	SAECURE 21 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	SAECURE 22 B.V.	-
ABN AMRO Bank N.V.	Bank account provider	Vecht Residential 2023-1 B.V.	-
Allied Irish Banks PLC	Bank account provider	Finance Ireland RMBS No. 3 DAC	-
Allied Irish Banks PLC	Bank account provider	Finance Ireland RMBS No. 4 DAC	-
Allied Irish Banks PLC	Bank account provider	Finance Ireland RMBS No. 6 DAC	-
Allied Irish Banks PLC	Bank account provider	Finance Ireland RMBS No.5 DAC	-
Allied Irish Banks PLC	Bank account provider	Jamestown Residential 2021-1 DAC	-
Allied Irish Banks PLC	Bank account provider	Lansdowne Mortgage Securities No. 1 PLC	-
Allied Irish Banks PLC	Bank account provider	Lansdowne Mortgage Securities No. 2 PLC	-
Allied Irish Banks PLC	Bank account provider	Merrion Square Residential 2023-1 DAC	-
Allied Irish Banks PLC	Bank account provider	Portman Square 2023-NPL1 DAC	-
Allied Irish Banks PLC	Bank account provider	Primrose Residential 2021-1 DAC	-
Allied Irish Banks PLC	Bank account provider	PRPM Lagado 2022-1 DAC	-
Allied Irish Banks PLC	Bank account provider	Shamrock Residential 2022-1 DAC	-
Allied Irish Banks PLC	Bank account provider	Shamrock Residential 2022-2 DAC	-
Allied Irish Banks PLC	Bank account provider	Shamrock Residential 2023-1 DAC	-
Allied Irish Banks PLC	Bank account provider	Summerhill Residential 2021-1 DAC	.
Avon Finance No.4 PLC	Nonderivative	Avon Finance No.4 PLC	-
AXA Bank Belgium	Derivative	CASPR S.à r.l.	-
AXA Bank Belgium	Nonderivative	CASPR S.à r.l.	-
Banco Bilbao Vizcaya Argentaria S.A.	Bank account provider	BBVA RMBS 14, Fondo de Titulizacion de Activos	-
Banco Bilbao Vizcaya Argentaria S.A.	Bank account provider	BBVA RMBS 20, Fondo de Titulizacion de Activos	-
Banco Bilbao Vizcaya Argentaria S.A.	Bank account provider	BBVA RMBS 21 Fondo de Titulizacion	-
Banco Bilbao Vizcaya Argentaria S.A.	Bank account provider	BBVA RMBS 22, Fondo de Titulizacion	-
Banco Bilbao Vizcaya Argentaria S.A.	Bank account provider	BBVA RMBS 5, Fondo de Titulizacion de Activos	-
Banco Bilbao Vizcaya Argentaria S.A.	Bank account provider	BBVA RMBS 9, Fondo de Titulizacion de Activos	-
Banco Bilbao Vizcaya Argentaria S.A.	Bank account provider	Miravet S.a r.l., Compartment 2020-1	2020-1
Banco Bilbao Vizcaya Argentaria S.A.	Derivative	BBVA RMBS 2, Fondo de Titulizacion de Activos	-
Banco Bilbao Vizcaya Argentaria S.A.	Derivative	BBVA RMBS 20, Fondo de Titulizacion de Activos	-
Banco Bilbao Vizcaya Argentaria S.A.	Derivative	BBVA RMBS 21 Fondo de Titulizacion	-
Banco Bilbao Vizcaya Argentaria S.A.	Derivative	BBVA RMBS 22, Fondo de Titulizacion	-
Banco Bilbao Vizcaya Argentaria S.A.	Derivative	Hipocat 10, Fondo de Titulizacion de Activos	-
Banco Bilbao Vizcaya Argentaria S.A.	Derivative	Hipocat 11, Fondo de Titulizacion de Activos	-
Banco Bilbao Vizcaya Argentaria S.A.	Derivative	Hipocat 9, Fondo de Titulizacion de Activos	-
Banco Bilbao Vizcaya Argentaria S.A.	Nonderivative	BBVA RMBS 14, Fondo de Titulizacion de Activos	-
Banco Bilbao Vizcaya Argentaria S.A.	Nonderivative	BBVA RMBS 2, Fondo de Titulizacion de Activos	-
Banco Bilbao Vizcaya Argentaria S.A.	Nonderivative	BBVA RMBS 9, Fondo de Titulizacion de Activos	-
Banco Bilbao Vizcaya Argentaria S.A.	Nonderivative	Hipocat 9, Fondo de Titulizacion de Activos	-
Banco de Sabadell S.A.	Nonderivative	CAIXA PENEDES 1 TDA Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Bank account provider	AyT CajaGranada Hipotecario I Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Bank account provider	AyT Colaterales Global Hipotecario FTA CCM I	-
Banco Santander S.A.	Bank account provider	AyT Hipotecario Mixto V, Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Bank account provider	AyT Kutxa Hipotecario I, Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Bank account provider	AyT Kutxa Hipotecario II	-
Banco Santander S.A.	Bank account provider	Bankinter 10, Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Bank account provider	Bankinter 11 Fondo de Titulizacion Hipotecaria	-
Banco Santander S.A.	Bank account provider	Bankinter 13, Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Bank account provider	Fondo de Titulizacion de Activos Santander Hipotecario 2	-
Banco Santander S.A.	Bank account provider	Fondo de Titulizacion de Activos Santander Hipotecario 3	-
Banco Santander S.A.	Bank account provider	Fondo de Titulizacion de Activos UCI 11	-
Banco Santander S.A.	Bank account provider	Fondo de Titulizacion de Activos UCI 14	-
Banco Santander S.A.	Bank account provider	Fondo de Titulizacion de Activos UCI 15	-
Banco Santander S.A.	Bank account provider	Fondo de Titulizacion de Activos UCI 16	-
Banco Santander S.A.	Bank account provider	Fondo de Titulizacion de Activos UCI 17	-
Banco Santander S.A.	Bank account provider	Fondo de Titulizacion Hipotecaria UCI 12	-
Banco Santander S.A.	Bank account provider	Fondo de Titulizacion RMBS Miravet 2023-1	-
Banco Santander S.A.	Bank account provider	HT Abanca RMBS I, Fondo de Titulizacion	-
Banco Santander S.A.	Bank account provider	IM PASTOR 3, Fondo de Titulizacion Hipotecaria	-
Banco Santander S.A.	Bank account provider	IM PASTOR 4, Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Bank account provider	TDA Ibercaja 7, Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Bank account provider	TDA Tarragona 1, Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Derivative	AyT Genova Hipotecario IX Fondo de Titulizacion Hipotecaria	-
Banco Santander S.A.	Derivative	AyT Genova Hipotecario VI Fondo de Titulizacion Hipotecaria	-
Banco Santander S.A.	Derivative	AyT Genova Hipotecario VII Fondo de Titulizacion Hipotecaria	-
Banco Santander S.A.	Derivative	AyT Genova Hipotecario VIII Fondo de Titulizacion Hipotecaria	-
Banco Santander S.A.	Derivative	AyT Genova Hipotecario X Fondo de Titulizacion Hipotecaria	-
Banco Santander S.A.	Derivative	AyT Genova Hipotecario XI Fondo de Titulizacion Hipotecaria	-
Banco Santander S.A.	Derivative	AyT Goya Hipotecario III Fondo De Titulizacion De Activos	-
Banco Santander S.A.	Derivative	AyT Kutxa Hipotecario I, Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Derivative	Castell 2022-1 PLC	-
Banco Santander S.A.	Derivative	Castell 2023-1 PLC	-
Banco Santander S.A.	Derivative	Fondo de Titulizacion de Activos Santander Hipotecario 2	-
Banco Santander S.A.	Derivative	Fondo de Titulizacion de Activos Santander Hipotecario 3	-
Banco Santander S.A.	Derivative	GAMMA Sociedade de Titularizacao de Creditos, S.A.	ATLANTES MORT. NO2
Banco Santander S.A.	Derivative	HipoTotta No. 4 PLC	-
Banco Santander S.A.	Derivative	HipoTotta No. 5 PLC	-
Banco Santander S.A.	Derivative	Hops Hill No.2 PLC	-
Banco Santander S.A.	Derivative	Hops Hill No.3 plc	-
Banco Santander S.A.	Derivative	IM PASTOR 2, Fondo de Titulizacion Hipotecaria	-
Banco Santander S.A.	Derivative	TDA Ibercaja 3 Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Derivative	TDA Ibercaja 4 Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Derivative	TDA Ibercaja 5, Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Derivative	TDA Ibercaja 6, Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Derivative	TDA Ibercaja 7, Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Derivative	Together Asset Backed Securitisation 2022-1ST1 PLC	-
Banco Santander S.A.	Derivative	Tower Bridge Funding 2021-1 PLC	-
Banco Santander S.A.	Derivative	Tower Bridge Funding 2021-2 PLC	-
Banco Santander S.A.	Derivative	Tower Bridge Funding 2022-1 PLC	-
Banco Santander S.A.	Derivative	Tower Bridge Funding 2023-1 PLC	-
Banco Santander S.A.	Nonderivative	GC Pastor Hipotecario 5, Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Nonderivative	IM PASTOR 2, Fondo de Titulizacion Hipotecaria	-
Banco Santander S.A.	Nonderivative	IM PASTOR 3, Fondo de Titulizacion Hipotecaria	-
Banco Santander S.A.	Nonderivative	IM PASTOR 4, Fondo de Titulizacion de Activos	-
Banco Santander S.A.	Nonderivative	MADRID RMBS IV, Fondo de Titulizacion de Activos	-
Banco Santander SA (London Branch)	Derivative	Castell 2022-1 PLC	-
Banco Santander SA (London Branch)	Derivative	Castell 2023-1 PLC	-
Banco Santander SA (London Branch)	Derivative	Temple Quay No.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	-
Bank of Ireland	Bank account provider	Finance Ireland RMBS No. 3 DAC	-
Bank of Ireland	Bank account provider	Finance Ireland RMBS No. 4 DAC	-
Bank of Ireland	Bank account provider	Finance Ireland RMBS No. 6 DAC	-
Bank of Ireland	Bank account provider	Finance Ireland RMBS No.5 DAC	-
Bank of Ireland	Bank account provider	Glen Securities Finance DAC	-
Bank of Ireland	Bank account provider	Glenbeigh 2 Issuer 2021-2 DAC	-
Bank of Ireland	Bank account provider	Glenbeigh 2 Issuer DAC	-
Bank of Ireland	Bank account provider	Kinbane 2022-RPL 1 DAC	-
Bank of Ireland	Bank account provider	Luna Securities DAC	-
Bank of Ireland	Bank account provider	Merrion Square Residential 2023-1 DAC	-
Bank of Ireland	Bank account provider	Primrose Residential 2022-1 DAC	-
Bank of Ireland	Bank account provider	Proteus RMBS DAC	-
Bank of Ireland	Bank account provider	Roundstone Securities No. 2 DAC	-
Bank of Ireland	Bank account provider	Shamrock Residential 2022-2 DAC	-
Bank of Ireland	Bank account provider	Summerhill Residential 2021-1 DAC	.
Bank of Ireland	Derivative	Luna Securities DAC	-
Bank of Ireland Group PLC	Bank account provider	PRPM Lagado 2022-1 DAC	-
Bank of New York Mellon (Frankfurt Branch) (The)	Bank account provider	TS EULE UG (haftungsbeschrankt)	-
Bank of New York Mellon (London Branch) (The)	Bank account provider	Atlas Funding 2022-1 PLC	-
Bank of New York Mellon (London Branch) (The)	Bank account provider	Fosse Master Issuer PLC	2019-1
Bank of New York Mellon (London Branch) (The)	Bank account provider	Holmes Master Issuer PLC	2023-2
Bank of New York Mellon (London Branch) (The)	Bank account provider	Holmes Master Issuer PLC	2024-1
Bank of New York Mellon (London Branch) (The)	Bank account provider	Mulcair Securities No. 2 DAC	-
Bank of New York Mellon (London Branch) (The)	Bank account provider	Mulcair securities No. 3 DAC	-
Bank of New York Mellon (London Branch) (The)	Bank account provider	Pierpont BTL 2021-1 PLC	-
Bank of New York Mellon (London Branch) (The)	Nonderivative	Glen Securities Finance DAC	-
Bank of New York Mellon (London Branch) (The)	Nonderivative	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
Bank of New York Mellon (The)	Bank account provider	Great Hall Mortgages No. 1 PLC	2007-01
Bank of New York Mellon (The)	Bank account provider	Great Hall Mortgages No. 1 PLC	2007-2
Bank of New York Mellon (The)	Bank account provider	Holmes Master Issuer PLC	2022-1
Bank of New York Mellon (The)	Bank account provider	Holmes Master Issuer PLC	2023-1
Bank of New York Mellon S.A./N.V. (Italian Branch)	Bank account provider	Lanterna Mortgage S.r.l.	-
Bank of New York Mellon S.A./N.V. (Italian Branch)	Bank account provider	Media Finance S.r.l	-
Bank of New York Mellon S.A./N.V. (Italian Branch)	Bank account provider	Pontormo RMBS S.r.l.	2017
Bank of New York Mellon S.A./N.V. (Italian Branch)	Bank account provider	Sestante Finance S.r.l.	1
Bank of New York Mellon S.A./N.V. (Italian Branch)	Bank account provider	Sestante Finance S.r.l.	2
Bank of New York Mellon S.A./N.V. (Italian Branch)	Bank account provider	Sestante Finance S.r.l.	3
Bank of New York Mellon S.A./N.V. (Italian Branch)	Bank account provider	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 New York Mellon S.A./N.V., (Dublin Branch) (The)	Bank account provider	Dilosk RMBS No.7 DAC	-
Bank of Scotland PLC	Bank account provider	BOS (Shared Appreciation Mortgages) No. 1 PLC	-
Bank of Scotland PLC	Bank account provider	BOS (Shared Appreciation Mortgages) No. 2 PLC	-
Bank of Scotland PLC	Bank account provider	BOS (Shared Appreciation Mortgages) No. 3 PLC	3
Bank of Scotland PLC	Bank account provider	BOS (Shared Appreciation Mortgages) No. 4 PLC	-
Bank of Scotland PLC	Bank account provider	Bridgegate Funding PLC	-
Bank of Scotland PLC	Nonderivative	BOS (Shared Appreciation Mortgages) No. 1 PLC	-
Bank of Scotland PLC	Nonderivative	BOS (Shared Appreciation Mortgages) No. 2 PLC	-
Bankinter S.A.	Derivative	Bankinter 10, Fondo de Titulizacion de Activos	-
Bankinter S.A.	Derivative	Bankinter 11 Fondo de Titulizacion Hipotecaria	-
Bankinter S.A.	Derivative	Bankinter 13, Fondo de Titulizacion de Activos	-
Barclays Bank Ireland PLC	Bank account provider	Lansdowne Mortgage Securities No. 1 PLC	-
Barclays Bank Ireland PLC	Bank account provider	Lansdowne Mortgage Securities No. 2 PLC	-
Barclays Bank Ireland PLC	Bank account provider	Primrose Residential 2021-1 DAC	-
Barclays Bank Ireland PLC	Bank account provider	Primrose Residential 2022-1 DAC	-
Barclays Bank Ireland PLC	Bank account provider	Shamrock Residential 2022-1 DAC	-
Barclays Bank Ireland PLC	Bank account provider	Shamrock Residential 2023-1 DAC	-
Barclays Bank PLC	Bank account provider	Avon Finance No.3 PLC	-
Barclays Bank PLC	Bank account provider	Avon Finance No.4 PLC	-
Barclays Bank PLC	Bank account provider	Barley Hill No. 2 PLC	-
Barclays Bank PLC	Bank account provider	Brants Bridge 2022-1 PLC	-
Barclays Bank PLC	Bank account provider	Brants Bridge 2023-1 PLC	-
Barclays Bank PLC	Bank account provider	Canada Square Funding 2020-1 PLC	-
Barclays Bank PLC	Bank account provider	Canada Square Funding 2020-2 PLC	-
Barclays Bank PLC	Bank account provider	Canada Square Funding 2021-1 PLC	-
Barclays Bank PLC	Bank account provider	Canada Square Funding 2021-2 PLC	-
Barclays Bank PLC	Bank account provider	Canada Square Funding 6 PLC	-
Barclays Bank PLC	Bank account provider	Canada Square Funding 7 PLC	-
Barclays Bank PLC	Bank account provider	Cheshire 2020-1 PLC	-
Barclays Bank PLC	Bank account provider	Cheshire 2021-1 PLC	-
Barclays Bank PLC	Bank account provider	Chetwood Funding 2024-1 PLC	-
Barclays Bank PLC	Bank account provider	EMF-UK 2008-1 PLC	-
Barclays Bank PLC	Bank account provider	Equity Release Funding (No.1) PLC	-
Barclays Bank PLC	Bank account provider	Equity Release Funding (No.2) PLC	-
Barclays Bank PLC	Bank account provider	Equity Release Funding (No.3) PLC	-
Barclays Bank PLC	Bank account provider	Equity Release Funding (No.4) PLC	-
Barclays Bank PLC	Bank account provider	Equity Release Funding (No.5) PLC	-
Barclays Bank PLC	Bank account provider	Eurosail 2006-1 PLC	-
Barclays Bank PLC	Bank account provider	Eurosail 2006-2BL PLC	-
Barclays Bank PLC	Bank account provider	Eurosail 2006-3NC PLC	-
Barclays Bank PLC	Bank account provider	Eurosail PRIME-UK 2007-A PLC	-
Barclays Bank PLC	Bank account provider	Eurosail-UK 2007-1NC PLC	-
Barclays Bank PLC	Bank account provider	Eurosail-UK 2007-2NP PLC	-
Barclays Bank PLC	Bank account provider	Eurosail-UK 2007-3BL PLC	-
Barclays Bank PLC	Bank account provider	Eurosail-UK 2007-4BL PLC	-
Barclays Bank PLC	Bank account provider	Eurosail-UK 2007-5NP PLC	-
Barclays Bank PLC	Bank account provider	Eurosail-UK 2007-6NC PLC	-
Barclays Bank PLC	Bank account provider	Finsbury Square 2021-1 Green PLC	-
Barclays Bank PLC	Bank account provider	Finsbury Square 2021-2 PLC	-
Barclays Bank PLC	Bank account provider	Formentera Issuer PLC	-
Barclays Bank PLC	Bank account provider	Grosvenor Square RMBS 2023-1 PLC	-
Barclays Bank PLC	Bank account provider	Harbour No.1 PLC	-
Barclays Bank PLC	Bank account provider	Holbrook Mortgage Transaction 2023-1 PLC	-
Barclays Bank PLC	Bank account provider	Jamestown Residential 2021-1 DAC	-
Barclays Bank PLC	Bank account provider	Kentmere No. 1 PLC	-
Barclays Bank PLC	Bank account provider	Kentmere No. 2 PLC	-
Barclays Bank PLC	Bank account provider	Landmark Mortgage Securities No.1 PLC	-
Barclays Bank PLC	Bank account provider	Landmark Mortgage Securities No.2 PLC	-
Barclays Bank PLC	Bank account provider	Lanebrook Mortgage Transaction 2020-1 PLC	-
Barclays Bank PLC	Bank account provider	Lanebrook Mortgage Transaction 2021-1 PLC	2021-1
Barclays Bank PLC	Bank account provider	Lanebrook Mortgage Transaction 2022-1 PLC	-
Barclays Bank PLC	Bank account provider	Lanebrook Mortgage Transaction 2023-1 PLC	-
Barclays Bank PLC	Bank account provider	London Wall Mortgage Capital PLC	Fleet 2021-02
Barclays Bank PLC	Bank account provider	London Wall Mortgage Capital PLC	Fleet 2021-1
Barclays Bank PLC	Bank account provider	Ludgate Funding PLC	2006-FF1
Barclays Bank PLC	Bank account provider	Ludgate Funding PLC	2007-FF1
Barclays Bank PLC	Bank account provider	Ludgate Funding PLC	2008-W1
Barclays Bank PLC	Bank account provider	Mansard Mortgages 2006-1 PLC	-
Barclays Bank PLC	Bank account provider	Mansard Mortgages 2007-1 PLC	-
Barclays Bank PLC	Bank account provider	Mansard Mortgages 2007-2 PLC	2007-2
Barclays Bank PLC	Bank account provider	Mortgage Funding 2008-1 PLC	-
Barclays Bank PLC	Bank account provider	Mortimer BTL 2021-1 PLC	-
Barclays Bank PLC	Bank account provider	Mortimer BTL 2022-1 PLC	-
Barclays Bank PLC	Bank account provider	Mortimer BTL 2023-1 PLC	-
Barclays Bank PLC	Bank account provider	Newgate Funding PLC	2006-1
Barclays Bank PLC	Bank account provider	Newgate Funding PLC	2006-2
Barclays Bank PLC	Bank account provider	Newgate Funding PLC	2006-3
Barclays Bank PLC	Bank account provider	Newgate Funding PLC	2007-1
Barclays Bank PLC	Bank account provider	Newgate Funding PLC	2007-2
Barclays Bank PLC	Bank account provider	Newgate Funding PLC	2007-3
Barclays Bank PLC	Bank account provider	Oat Hill No.3 PLC	.
Barclays Bank PLC	Bank account provider	Paragon Mortgages (No. 12) PLC	12
Barclays Bank PLC	Bank account provider	Parkmore Point RMBS 2022-1 PLC	-
Barclays Bank PLC	Bank account provider	Pierpont BTL 2021-1 PLC	-
Barclays Bank PLC	Bank account provider	Pierpont BTL 2023-1 Plc	-
Barclays Bank PLC	Bank account provider	Polaris 2021-1 PLC	-
Barclays Bank PLC	Bank account provider	Polaris 2022-1 PLC	-
Barclays Bank PLC	Bank account provider	Polaris 2022-2 PLC	-
Barclays Bank PLC	Bank account provider	Polaris 2023-1 PLC	-
Barclays Bank PLC	Bank account provider	Polaris 2023-2 PLC	-
Barclays Bank PLC	Bank account provider	Polaris 2024-1 PLC	-
Barclays Bank PLC	Bank account provider	Precise Mortgage Funding 2020-1B PLC	-
Barclays Bank PLC	Bank account provider	Preferred Residential Securities 05-2 PLC	-
Barclays Bank PLC	Bank account provider	Preferred Residential Securities 06-1 PLC	-
Barclays Bank PLC	Bank account provider	Residential Mortgage Securities 32 PLC	-
Barclays Bank PLC	Bank account provider	RMAC NO.3 PLC	-
Barclays Bank PLC	Bank account provider	RMAC Securities No. 1 PLC	2006-NS1
Barclays Bank PLC	Bank account provider	RMAC Securities No. 1 PLC	2006-NS2
Barclays Bank PLC	Bank account provider	RMAC Securities No. 1 PLC	2006-NS3
Barclays Bank PLC	Bank account provider	RMAC Securities No. 1 PLC	2006-NS4
Barclays Bank PLC	Bank account provider	RMAC Securities No. 1 PLC	2007-NS1
Barclays Bank PLC	Bank account provider	Southern Pacific Financing 05-B PLC	-
Barclays Bank PLC	Bank account provider	Southern Pacific Financing 06-A PLC	-
Barclays Bank PLC	Bank account provider	Southern Pacific Securities 06-1 PLC	-
Barclays Bank PLC	Bank account provider	Stanlington No. 2 PLC	-
Barclays Bank PLC	Bank account provider	Stratton Hawksmoor 2022-1 PLC	-
Barclays Bank PLC	Bank account provider	Stratton Mortgage Funding 2020-1 PLC	-
Barclays Bank PLC	Bank account provider	Stratton Mortgage Funding 2021-1 PLC	-
Barclays Bank PLC	Bank account provider	Stratton Mortgage Funding 2021-3 PLC	-
Barclays Bank PLC	Bank account provider	Stratton Mortgage Funding 2024-2 PLC	-
Barclays Bank PLC	Bank account provider	Summerhill Residential 2021-1 DAC	.
Barclays Bank PLC	Bank account provider	Towd Point Mortgage Funding 2018 - Auburn 12 PLC	-
Barclays Bank PLC	Bank account provider	Towd Point Mortgage Funding 2019 - Auburn 13 PLC	-
Barclays Bank PLC	Bank account provider	Towd Point Mortgage Funding 2020 - Auburn 14 PLC	-
Barclays Bank PLC	Bank account provider	Towd Point Mortgage Funding 2023 - Vantage 3 PLC	-
Barclays Bank PLC	Bank account provider	Tower Bridge Funding 2021-1 PLC	-
Barclays Bank PLC	Bank account provider	Tower Bridge Funding 2021-2 PLC	-
Barclays Bank PLC	Bank account provider	Tower Bridge Funding 2024-1 PLC	-
Barclays Bank PLC	Bank account provider	Trinity Square 2021-1 PLC	-
Barclays Bank PLC	Bank account provider	Tudor Rose Mortgages 2021-1 PLC	-
Barclays Bank PLC	Bank account provider	Twin Bridges 2021-1 PLC	-
Barclays Bank PLC	Bank account provider	Twin Bridges 2021-2 PLC	-
Barclays Bank PLC	Bank account provider	Twin Bridges 2022-1 PLC	-
Barclays Bank PLC	Bank account provider	Twin Bridges 2022-2 PLC	-
Barclays Bank PLC	Bank account provider	Twin Bridges 2022-3 PLC	-
Barclays Bank PLC	Bank account provider	Twin Bridges 2023-1 PLC	-
Barclays Bank PLC	Bank account provider	Twin Bridges 2023-2 PLC	-
Barclays Bank PLC	Bank account provider	Tyne Funding No. 1 PLC	-
Barclays Bank PLC	Derivative	Elstree Funding No.4 PLC	-
Barclays Bank PLC	Derivative	Eurohome UK Mortgages 2007-1 PLC	-
Barclays Bank PLC	Derivative	Eurohome UK Mortgages 2007-2 PLC	-
Barclays Bank PLC	Derivative	Eurosail 2006-1 PLC	-
Barclays Bank PLC	Derivative	Eurosail 2006-2BL PLC	-
Barclays Bank PLC	Derivative	Eurosail 2006-3NC PLC	-
Barclays Bank PLC	Derivative	Eurosail 2006-4NP PLC	-
Barclays Bank PLC	Derivative	Eurosail-UK 2007-1NC PLC	-
Barclays Bank PLC	Derivative	Landmark Mortgage Securities No.1 PLC	-
Barclays Bank PLC	Derivative	Landmark Mortgage Securities No.2 PLC	-
Barclays Bank PLC	Derivative	Lanebrook Mortgage Transaction 2023-1 PLC	-
Barclays Bank PLC	Derivative	Lansdowne Mortgage Securities No. 1 PLC	-
Barclays Bank PLC	Derivative	Lansdowne Mortgage Securities No. 2 PLC	-
Barclays Bank PLC	Derivative	Ludgate Funding PLC	2006-FF1
Barclays Bank PLC	Derivative	Ludgate Funding PLC	2008-W1
Barclays Bank PLC	Derivative	Newgate Funding PLC	2006-1
Barclays Bank PLC	Derivative	Newgate Funding PLC	2006-2
Barclays Bank PLC	Derivative	Newgate Funding PLC	2006-3
Barclays Bank PLC	Derivative	Newgate Funding PLC	2007-3
Barclays Bank PLC	Derivative	Paragon Mortgages (No. 12) PLC	12
Barclays Bank PLC	Derivative	Preferred Residential Securities 05-2 PLC	-
Barclays Bank PLC	Derivative	Preferred Residential Securities 06-1 PLC	-
Barclays Bank PLC	Derivative	ResLoC U.K. 2007-1 PLC	-
Barclays Bank PLC	Derivative	RMAC Securities No. 1 PLC	2006-NS4
Barclays Bank PLC	Derivative	RMAC Securities No. 1 PLC	2007-NS1
Barclays Bank PLC	Nonderivative	Curzon Mortgages PLC	-
Barclays Bank PLC	Nonderivative	Equity Release Funding (No.1) PLC	-
Barclays Bank PLC	Nonderivative	Equity Release Funding (No.2) PLC	-
Barclays Bank PLC	Nonderivative	Equity Release Funding (No.3) PLC	-
Barclays Bank PLC	Nonderivative	Harben Finance 2017-1 PLC	-
Barclays Bank PLC	Nonderivative	Landmark Mortgage Securities No.1 PLC	-
Barclays Bank PLC	Nonderivative	Landmark Mortgage Securities No.2 PLC	-
Barclays Bank PLC	Nonderivative	Ludgate Funding PLC	2006-FF1
Barclays Bank PLC	Nonderivative	Newgate Funding PLC	2006-1
Barclays Bank PLC	Nonderivative	Newgate Funding PLC	2006-2
Barclays Bank PLC	Nonderivative	Newgate Funding PLC	2006-3
Barclays Bank PLC	Nonderivative	RMAC Securities No. 1 PLC	2006-NS2
Barclays Bank PLC	Nonderivative	RMAC Securities No. 1 PLC	2006-NS3
Barclays Bank PLC	Nonderivative	Towd Point Mortgage Funding 2018 - Auburn 12 PLC	-
Barclays Bank PLC	Nonderivative	Towd Point Mortgage Funding 2019-Granite4 PLC	-
BNG Bank N.V.	Bank account provider	E-MAC NL 2004-I B.V.	-
BNG Bank N.V.	Bank account provider	E-MAC NL 2004-II B.V.	-
BNG Bank N.V.	Bank account provider	E-MAC NL 2005-III B.V.	-
BNG Bank N.V.	Bank account provider	E-MAC NL 2006-II B.V.	-
BNG Bank N.V.	Bank account provider	E-MAC Program B.V. Compartment NL 2007-I	-
BNG Bank N.V.	Bank account provider	E-MAC Program II B.V. Compartment NL 2008-IV	-
BNG Bank N.V.	Bank account provider	E-MAC Program III B.V. Compartment NL 2008-I	-
BNG Bank N.V.	Bank account provider	E-MAC Program III B.V. Compartment NL 2008-II	-
BNG Bank N.V.	Bank account provider	SAECURE 18 NHG B.V.	-
BNG Bank N.V.	Bank account provider	SAECURE 19 B.V.	-
BNG Bank N.V.	Bank account provider	SAECURE 20 B.V.	-
BNG Bank N.V.	Bank account provider	SAECURE 21 B.V.	-
BNG Bank N.V.	Bank account provider	SAECURE 22 B.V.	-
BNG Bank N.V.	Bank account provider	Solitaire I B.V.	I
BNG Bank N.V.	Nonderivative	E-MAC NL 2004-I B.V.	-
BNG Bank N.V.	Nonderivative	E-MAC NL 2004-II B.V.	-
BNG Bank N.V.	Nonderivative	E-MAC NL 2005-III B.V.	-
BNG Bank N.V.	Nonderivative	E-MAC NL 2006-II B.V.	-
BNG Bank N.V.	Nonderivative	E-MAC Program B.V. Compartment NL 2007-I	-
BNG Bank N.V.	Nonderivative	E-MAC Program II B.V. Compartment NL 2008-IV	-
BNG Bank N.V.	Nonderivative	E-MAC Program III B.V. Compartment NL 2008-I	-
BNG Bank N.V.	Nonderivative	E-MAC Program III B.V. Compartment NL 2008-II	-
BNG Bank N.V.	Nonderivative	SAECURE 18 NHG B.V.	-
BNG Bank N.V.	Nonderivative	SAECURE 19 B.V.	-
BNG Bank N.V.	Nonderivative	SAECURE 20 B.V.	-
BNG Bank N.V.	Nonderivative	SAECURE 21 B.V.	-
BNG Bank N.V.	Nonderivative	SAECURE 22 B.V.	-
BNG Bank N.V.	Nonderivative	Solitaire I B.V.	I
BNP Paribas	Bank account provider	CAIXA PENEDES 1 TDA Fondo de Titulizacion de Activos	-
BNP Paribas	Bank account provider	Capital Mortgage S.r.l.	2007-1
BNP Paribas	Bank account provider	Civitas SPV S.r.l.	2017-1
BNP Paribas	Bank account provider	Fanes S.r.l.	2018-1
BNP Paribas	Bank account provider	Fastnet Securities 16 DAC	-
BNP Paribas	Bank account provider	Fastnet Securities 17 DAC	-
BNP Paribas	Bank account provider	FCT French Prime Cash 2023	-
BNP Paribas	Bank account provider	FCT Opera 2023	-
BNP Paribas	Bank account provider	GC Pastor Hipotecario 5, Fondo de Titulizacion de Activos	-
BNP Paribas	Bank account provider	Harmony French Home Loans FCT 2022-1	-
BNP Paribas	Bank account provider	IM PASTOR 2, Fondo de Titulizacion Hipotecaria	-
BNP Paribas	Bank account provider	Media Finance S.r.l	2011
BNP Paribas	Bank account provider	TDA Cajamar 2, Fondo de Titulizacion de Activos	-
BNP Paribas	Bank account provider	Valconca SPV S.R.L.	-
BNP Paribas	Bank account provider	Valsabbina RMBS SPV S.R.L.	-
BNP Paribas	Derivative	Canada Square Funding 2020-2 PLC	-
BNP Paribas	Derivative	Canada Square Funding 2021-1 PLC	-
BNP Paribas	Derivative	Canada Square Funding 2021-2 PLC	-
BNP Paribas	Derivative	Canada Square Funding 6 PLC	-
BNP Paribas	Derivative	Castell 2023-2 PLC	-
BNP Paribas	Derivative	Domi 2020-1 B.V.	-
BNP Paribas	Derivative	Domi 2020-2 B.V.	-
BNP Paribas	Derivative	Domi 2021-1 B.V.	-
BNP Paribas	Derivative	Domi 2022-1 B.V.	-
BNP Paribas	Derivative	Domi 2023-1 B.V.	-
BNP Paribas	Derivative	Elvet Mortgages 2020-1 PLC	-
BNP Paribas	Derivative	Finance Ireland RMBS No. 4 DAC	-
BNP Paribas	Derivative	Finsbury Square 2021-1 Green PLC	-
BNP Paribas	Derivative	Finsbury Square 2021-2 PLC	-
BNP Paribas	Derivative	Fondo de Titulizacion de Activos UCI 17	-
BNP Paribas	Derivative	Harmony French Home Loans FCT 2022-1	-
BNP Paribas	Derivative	Jubilee Place 2020-1 B.V.	-
BNP Paribas	Derivative	Jubilee Place 2021-1 B.V.	-
BNP Paribas	Derivative	Jubilee Place 3 B.V.	-
BNP Paribas	Derivative	Jubilee Place 4 B.V.	-
BNP Paribas	Derivative	Kinbane 2022-RPL 1 DAC	-
BNP Paribas	Derivative	London Wall Mortgage Capital PLC	Fleet 2021-02
BNP Paribas	Derivative	London Wall Mortgage Capital PLC	Fleet 2021-1
BNP Paribas	Derivative	Media Finance S.r.l	2011
BNP Paribas	Derivative	Merrion Square Residential 2023-1 DAC	-
BNP Paribas	Derivative	Miravet S.a r.l., Compartment 2020-1	2020-1
BNP Paribas	Derivative	Primrose Residential 2021-1 DAC	-
BNP Paribas	Derivative	Primrose Residential 2022-1 DAC	-
BNP Paribas	Derivative	SAECURE 20 B.V.	-
BNP Paribas	Derivative	SAECURE 21 B.V.	-
BNP Paribas	Derivative	SAECURE 22 B.V.	-
BNP Paribas	Derivative	Shamrock Residential 2022-1 DAC	-
BNP Paribas	Derivative	Shamrock Residential 2022-2 DAC	-
BNP Paribas	Derivative	Shamrock Residential 2023-1 DAC	-
BNP Paribas	Derivative	Stratton BTL Mortgage Funding 2022-1 PLC	-
BNP Paribas	Derivative	Tudor Rose Mortgages 2021-1 PLC	-
BNP Paribas	Nonderivative	FCT Opera 2023	-
BNP Paribas	Nonderivative	F-E Mortgages S.r.l.	2005
BNP Paribas	Nonderivative	Media Finance S.r.l	2011
BNP Paribas	Nonderivative	Olympia SPV S.R.L.	-
BNP Paribas (London Branch)	Bank account provider	F-E Mortgages S.r.l.	2005
BNP Paribas (London Branch)	Bank account provider	Tower Bridge Funding 2023-2 PLC	-
BNP Paribas (London Branch)	Bank account provider	Tower Bridge Funding 2024-1 PLC	-
BNP Paribas (London Branch)	Derivative	Finance Ireland RMBS No. 3 DAC	-
BNP Paribas (London Branch)	Derivative	Tower Bridge Funding 2024-1 PLC	-
BNP Paribas SA (Dublin Branch)	Bank account provider	Dilosk RMBS No.5 DAC	-
BNP Paribas SA (Dublin Branch)	Bank account provider	Dilosk RMBS No.6 (STS) DAC	-
BNP Paribas SA (Dublin Branch)	Bank account provider	Dilosk RMBS No.7 DAC	-
BNP Paribas SA (Milan Branch)	Bank account provider	CR Volterra 2 SPV S.r.l.	-
BofA Securities Europe SA	Derivative	Finance Ireland RMBS No. 6 DAC	-
BofA Securities Europe SA	Derivative	Finance Ireland RMBS No.5 DAC	-
BPCE	Bank account provider	BPCE Home Loans FCT 2017_5	-
BPCE	Bank account provider	BPCE HOME LOANS FCT 2021 GREEN UoP	-
BPCE	Bank account provider	BPCE Master Home Loans FCT	-
BPCE	Nonderivative	BPCE Home Loans FCT 2017_5	-
BPCE	Nonderivative	BPCE HOME LOANS FCT 2021 GREEN UoP	-
BPCE	Nonderivative	BPCE Master Home Loans FCT	-
BRED - Banque Populaire	Bank account provider	ELIDE FCT Compartiment 2014-01	-
BRED - Banque Populaire	Bank account provider	Elide FCT Compartiment 2018-01	-
BRED - Banque Populaire	Bank account provider	ELIDEII FCT Compartiments 2021-1	-
BRED - Banque Populaire	Bank account provider	FCT Elide II Compartiment 2022-01	-
BRED - Banque Populaire	Bank account provider	Harmony French Home Loans FCT 2022-1	-
BRED - Banque Populaire	Derivative	ELIDE FCT Compartiment 2014-01	-
BRED - Banque Populaire	Derivative	Elide FCT Compartiment 2018-01	-
BRED - Banque Populaire	Derivative	ELIDEII FCT Compartiments 2021-1	-
BRED - Banque Populaire	Derivative	FCT Elide II Compartiment 2022-01	-
BRED - Banque Populaire	Nonderivative	ELIDEII FCT Compartiments 2021-1	-
BRED - Banque Populaire	Nonderivative	FCT Elide II Compartiment 2022-01	-
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	-
CaixaBank, S.A.	Bank account provider	AyT Genova Hipotecario XI Fondo de Titulizacion Hipotecaria	-
CaixaBank, S.A.	Bank account provider	AyT Goya Hipotecario III Fondo De Titulizacion De Activos	-
CaixaBank, S.A.	Bank account provider	LSF11 Boson Investments S.a.r.l.	-
CaixaBank, S.A.	Bank account provider	MADRID RESIDENCIAL I, Fondo de Titulizacion de Activos	-
CaixaBank, S.A.	Bank account provider	MADRID RESIDENCIAL II, Fondo de Titulizacion de Activos	-
CaixaBank, S.A.	Bank account provider	MADRID RMBS IV, Fondo de Titulizacion de Activos	-
CaixaBank, S.A.	Derivative	GC Pastor Hipotecario 5, Fondo de Titulizacion de Activos	-
CaixaBank, S.A.	Derivative	MADRID RESIDENCIAL I, Fondo de Titulizacion de Activos	-
CaixaBank, S.A.	Derivative	MADRID RESIDENCIAL II, Fondo de Titulizacion de Activos	-
CaixaBank, S.A.	Derivative	MADRID RMBS I, Fondo de Titulizacion de Activos	-
CaixaBank, S.A.	Derivative	MADRID RMBS II, Fondo de Titulizacion de Activos	-
CaixaBank, S.A.	Derivative	MADRID RMBS III, Fondo de Titulizacion de Activos	-
CaixaBank, S.A.	Derivative	MADRID RMBS IV, Fondo de Titulizacion de Activos	-
CaixaBank, S.A.	Nonderivative	MADRID RMBS IV, Fondo de Titulizacion de Activos	-
Cecabank S.A.	Derivative	AyT Hipotecario Mixto V, Fondo de Titulizacion de Activos	-
Cecabank S.A.	Derivative	IM PASTOR 3, Fondo de Titulizacion Hipotecaria	-
Cecabank S.A.	Derivative	IM PASTOR 4, Fondo de Titulizacion de Activos	-
Cecabank S.A.	Derivative	TDA Tarragona 1, Fondo de Titulizacion de Activos	-
Citibank Europe PLC	Bank account provider	Banna RMBS DAC	-
Citibank Europe PLC	Bank account provider	Portman Square 2023-NPL1 DAC	-
Citibank Europe PLC	Bank account provider	Proteus RMBS DAC	-
Citibank Europe PLC	Derivative	Jubilee Place 5 B.V.	-
Citibank Europe PLC (Madrid Branch)	Bank account provider	MADRID RMBS II, Fondo de Titulizacion de Activos	-
Citibank Europe PLC (Netherlands Branch)	Bank account provider	Domi 2019-1 B.V.	-
Citibank Europe PLC (Netherlands Branch)	Bank account provider	Domi 2020-1 B.V.	-
Citibank Europe PLC (Netherlands Branch)	Bank account provider	Domi 2020-2 B.V.	-
Citibank Europe PLC (Netherlands Branch)	Bank account provider	Domi 2021-1 B.V.	-
Citibank Europe PLC (Netherlands Branch)	Bank account provider	Domi 2022-1 B.V.	-
Citibank Europe PLC (Netherlands Branch)	Bank account provider	Domi 2023-1 B.V.	-
Citibank Europe PLC (Netherlands Branch)	Bank account provider	E-MAC NL 2005-I B.V.	-
Citibank Europe PLC (Netherlands Branch)	Bank account provider	Jubilee Place 2020-1 B.V.	-
Citibank Europe PLC (Netherlands Branch)	Bank account provider	Jubilee Place 2021-1 B.V.	-
Citibank Europe PLC (Netherlands Branch)	Bank account provider	Jubilee Place 3 B.V.	-
Citibank Europe PLC (Netherlands Branch)	Bank account provider	Jubilee Place 4 B.V.	-
Citibank Europe PLC (Netherlands Branch)	Bank account provider	Jubilee Place 5 B.V.	-
Citibank Europe PLC (UK Branch)	Derivative	Canada Square Funding 2020-1 PLC	-
Citibank Europe PLC (UK Branch)	Derivative	Canada Square Funding 7 PLC	-
Citibank N.A.	Bank account provider	Lusitano Mortgages No. 5 PLC	-
Citibank N.A.	Bank account provider	Lusitano Mortgages No. 6 DAC	-
Citibank N.A.	Bank account provider	Lusitano Mortgages No. 7 DAC	-
Citibank N.A.	Bank account provider	Magellan Mortgages No. 3 PLC	-
Citibank N.A.	Bank account provider	Magellan Mortgages No. 4 PLC	-
Citibank N.A.	Bank account provider	SAGRES STC - Pelican Mortgages No. 3	PELICAN MORT NO. 3
Citibank N.A.	Bank account provider	Stratton Hawksmoor 2022-1 PLC	-
Citibank N.A.	Bank account provider	Stratton Mortgage Funding 2021-3 PLC	-
Citibank N.A.	Derivative	E-MAC NL 2005-I B.V.	-
Citibank N.A.	Nonderivative	E-MAC NL 2005-I B.V.	-
Citibank N.A.	Nonderivative	Lusitano Mortgages No. 4 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Atlas Funding 2023-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Canada Square Funding 2020-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Canada Square Funding 2020-2 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Canada Square Funding 2021-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Canada Square Funding 2021-2 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Canada Square Funding 6 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Canada Square Funding 7 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Canterbury Finance No. 3 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Castell 2021-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Castell 2022-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Castell 2023-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Castell 2023-2 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Cheshire 2020-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Cheshire 2021-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Chester A PLC	-
Citibank N.A. (London Branch)	Bank account provider	Curzon Mortgages PLC	-
Citibank N.A. (London Branch)	Bank account provider	Durham Mortgages A PLC	..
Citibank N.A. (London Branch)	Bank account provider	Durham Mortgages B PLC	r
Citibank N.A. (London Branch)	Bank account provider	Ealbrook Mortgage Funding 2022-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Elstree Funding No.2 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Elstree Funding No.3 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Elstree Funding No.4 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Elvet Mortgages 2020-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Finsbury Square 2021-1 Green PLC	-
Citibank N.A. (London Branch)	Bank account provider	Finsbury Square 2021-2 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Formentera Issuer PLC	-
Citibank N.A. (London Branch)	Bank account provider	Glenbeigh 2 Issuer 2021-2 DAC	-
Citibank N.A. (London Branch)	Bank account provider	Glenbeigh 2 Issuer DAC	-
Citibank N.A. (London Branch)	Bank account provider	Grosvenor Square RMBS 2023-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Harben Finance 2017-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Holbrook Mortgage Transaction 2023-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Hops Hill No.1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Hops Hill No.2 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Hops Hill No.3 plc	-
Citibank N.A. (London Branch)	Bank account provider	Jupiter Mortgage No.1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Lanebrook Mortgage Transaction 2020-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Lanebrook Mortgage Transaction 2021-1 PLC	2021-1
Citibank N.A. (London Branch)	Bank account provider	Lanebrook Mortgage Transaction 2022-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Lanebrook Mortgage Transaction 2023-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	London Wall Mortgage Capital PLC	Fleet 2021-02
Citibank N.A. (London Branch)	Bank account provider	London Wall Mortgage Capital PLC	Fleet 2021-1
Citibank N.A. (London Branch)	Bank account provider	LSF11 Boson Investments S.a.r.l.	-
Citibank N.A. (London Branch)	Bank account provider	Lusitano Mortgages No. 4 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Mansard Mortgages 2007-2 PLC	2007-2
Citibank N.A. (London Branch)	Bank account provider	Mortimer BTL 2021-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Mortimer BTL 2022-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Mortimer BTL 2023-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Oat Hill No.3 PLC	.
Citibank N.A. (London Branch)	Bank account provider	Paragon Mortgages (No. 12) PLC	12
Citibank N.A. (London Branch)	Bank account provider	Parkmore Point RMBS 2022-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Pierpont BTL 2023-1 Plc	-
Citibank N.A. (London Branch)	Bank account provider	Polaris 2021-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Polaris 2022-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Polaris 2022-2 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Polaris 2023-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Polo Funding 2021-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Residential Mortgage Securities 32 PLC	-
Citibank N.A. (London Branch)	Bank account provider	RIPON MORTGAGES PLC	-
Citibank N.A. (London Branch)	Bank account provider	Roundstone Securities No. 2 DAC	-
Citibank N.A. (London Branch)	Bank account provider	Shawbrook Mortgage Funding 2022-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Stratton BTL Mortgage Funding 2022-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Stratton Hawksmoor 2022-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Stratton Mortgage Funding 2020-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Stratton Mortgage Funding 2021-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Stratton Mortgage Funding 2024-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Stratton Mortgage Funding 2024-2 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Temple Quay No.1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Together Asset Backed Securitisation 2023-CRE-1 PLC	2023-CRE1
Citibank N.A. (London Branch)	Bank account provider	Tower Bridge Funding 2021-2 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Tower Bridge Funding 2022-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Tower Bridge Funding 2023-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Trinity Square 2021-1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Tyne Funding No. 1 PLC	-
Citibank N.A. (London Branch)	Bank account provider	Warwick Finance Residential Mortgages Number Four PLC	-
Citibank N.A. (London Branch)	Bank account provider	Warwick Finance Residential Mortgages Number Three PLC	-
Citibank N.A. (London Branch)	Derivative	Lusitano Mortgages No. 4 PLC	-
Citibank N.A. (London Branch)	Derivative	Mortimer BTL 2023-1 PLC	-
Citibank N.A. (London Branch)	Nonderivative	Mortimer BTL 2022-1 PLC	-
Citibank N.A. (London Branch)	Nonderivative	Pierpont BTL 2023-1 Plc	-
Citibank N.A. New York, NY (London Branch)	Bank account provider	Genesis Mortgage Funding 2022-1 PLC	-
Commerzbank AG	Bank account provider	TS EULE UG (haftungsbeschrankt)	-
Commerzbank AG	Derivative	Sestante Finance S.r.l.	2
Commerzbank AG	Derivative	Sestante Finance S.r.l.	3
Commerzbank AG	Derivative	Sestante Finance S.r.l.	4
Commerzbank AG	Nonderivative	TS EULE UG (haftungsbeschrankt)	-
Cooperatieve Rabobank U.A.	Bank account provider	Delphinus 2023-I B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	Dutch Property Finance 2019-1 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	Dutch Property Finance 2020-1 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	Dutch Property Finance 2020-2	-
Cooperatieve Rabobank U.A.	Bank account provider	Dutch Property Finance 2021-1 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	Dutch Property Finance 2021-2 B.V.	2021-2
Cooperatieve Rabobank U.A.	Bank account provider	Dutch Property Finance 2022-1 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	Dutch Property Finance 2022-2 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	Dutch Property Finance 2023-1 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	E-MAC Program B.V. Compartment NL 2006-III	-
Cooperatieve Rabobank U.A.	Bank account provider	E-MAC Program B.V. Compartment NL 2007-III	-
Cooperatieve Rabobank U.A.	Bank account provider	E-MAC Program II B.V. Compartment NL 2007-IV	-
Cooperatieve Rabobank U.A.	Bank account provider	FORDless STORM 2018 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	Green STORM 2019 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	Green STORM 2021 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	Green STORM 2022 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	Green Storm 2024 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	Orcinus 2023 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	PURPLE STORM 2016 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	SAECURE 17 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	Sinopel 2019 B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	STORM 2019-I B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	STORM 2020-I B.V.	-
Cooperatieve Rabobank U.A.	Bank account provider	STRONG 2018 B.V.	-
Cooperatieve Rabobank U.A.	Derivative	Delphinus 2023-I B.V.	-
Cooperatieve Rabobank U.A.	Derivative	FORDless STORM 2018 B.V.	-
Cooperatieve Rabobank U.A.	Derivative	Green STORM 2019 B.V.	-
Cooperatieve Rabobank U.A.	Derivative	Green STORM 2021 B.V.	-
Cooperatieve Rabobank U.A.	Derivative	Green STORM 2022 B.V.	-
Cooperatieve Rabobank U.A.	Derivative	Green Storm 2024 B.V.	-
Cooperatieve Rabobank U.A.	Derivative	PURPLE STORM 2016 B.V.	-
Cooperatieve Rabobank U.A.	Derivative	SAECURE 18 NHG B.V.	-
Cooperatieve Rabobank U.A.	Derivative	STORM 2019-I B.V.	-
Cooperatieve Rabobank U.A.	Derivative	STORM 2020-I B.V.	-
Cooperatieve Rabobank U.A.	Derivative	STRONG 2018 B.V.	-
Cooperatieve Rabobank U.A.	Nonderivative	Delphinus 2023-I B.V.	-
Cooperatieve Rabobank U.A.	Nonderivative	E-MAC Program B.V. Compartment NL 2006-III	-
Cooperatieve Rabobank U.A.	Nonderivative	E-MAC Program B.V. Compartment NL 2007-III	-
Cooperatieve Rabobank U.A.	Nonderivative	E-MAC Program II B.V. Compartment NL 2007-IV	-
Cooperatieve Rabobank U.A.	Nonderivative	FORDless STORM 2018 B.V.	-
Cooperatieve Rabobank U.A.	Nonderivative	Green STORM 2019 B.V.	-
Cooperatieve Rabobank U.A.	Nonderivative	Green STORM 2021 B.V.	-
Cooperatieve Rabobank U.A.	Nonderivative	Green STORM 2022 B.V.	-
Cooperatieve Rabobank U.A.	Nonderivative	Green Storm 2024 B.V.	-
Cooperatieve Rabobank U.A.	Nonderivative	PURPLE STORM 2016 B.V.	-
Cooperatieve Rabobank U.A.	Nonderivative	SAECURE 17 B.V.	-
Cooperatieve Rabobank U.A.	Nonderivative	Sinopel 2019 B.V.	-
Cooperatieve Rabobank U.A.	Nonderivative	STORM 2019-I B.V.	-
Cooperatieve Rabobank U.A.	Nonderivative	STORM 2020-I B.V.	-
Cooperatieve Rabobank U.A.	Nonderivative	STRONG 2018 B.V.	-
Credit Agricole Corporate and Investment Bank	Derivative	Harmony French Home Loans FCT 2022-1	-
Credit Agricole Corporate and Investment Bank	Derivative	Lusitano Mortgages No. 5 PLC	-
Credit Agricole Corporate and Investment Bank	Derivative	Lusitano Mortgages No. 6 DAC	-
Credit Agricole Corporate and Investment Bank	Derivative	Magellan Mortgages No. 3 PLC	-
Credit Agricole Corporate and Investment Bank	Derivative	Polaris 2023-2 PLC	-
Credit Agricole Corporate and Investment Bank	Derivative	Polaris 2024-1 PLC	-
Credit Agricole Corporate and Investment Bank (Spain Branch)	Bank account provider	Hipocat 11, Fondo de Titulizacion de Activos	-
Credit Agricole Corporate and Investment Bank (Spain Branch)	Bank account provider	Hipocat 9, Fondo de Titulizacion de Activos	-
Credit Suisse International	Derivative	ALBA 2005 - 1 PLC	-
Credit Suisse International	Derivative	ALBA 2006-2 PLC	-
Credit Suisse International	Derivative	ALBA 2007 - 1 PLC	-
Credit Suisse International	Derivative	E-MAC DE 2007-I B.V.	-
Credit Suisse International	Derivative	E-MAC Program B.V. Compartment NL 2006-III	-
Credit Suisse International	Derivative	E-MAC Program B.V. Compartment NL 2007-III	-
Credit Suisse International	Derivative	EMF-NL Prime 2008-A B.V.	-
Credit Suisse International	Derivative	Eurosail-NL 2007-1 B.V.	-
Credit Suisse International	Derivative	Eurosail-NL 2007-2 B.V.	-
Credit Suisse International	Derivative	RMAC Securities No. 1 PLC	2006-NS3
Danske Bank A/S	Bank account provider	Eurosail 2006-4NP PLC	-
Danske Bank A/S	Bank account provider	Eurosail-UK 2007-2NP PLC	-
Danske Bank A/S	Bank account provider	Eurosail-UK 2007-5NP PLC	-
Danske Bank A/S	Bank account provider	Great Hall Mortgages No. 1 PLC	2006-01
Danske Bank A/S	Bank account provider	Great Hall Mortgages No. 1 PLC	2007-01
Danske Bank A/S	Bank account provider	Great Hall Mortgages No. 1 PLC	2007-2
Danske Bank A/S	Bank account provider	Mansard Mortgages 2006-1 PLC	-
Danske Bank A/S	Bank account provider	Mansard Mortgages 2007-1 PLC	-
Danske Bank A/S	Bank account provider	Uropa Securities PLC	2007-1B
Danske Bank A/S	Nonderivative	ALBA 2006-2 PLC	-
Danske Bank A/S	Nonderivative	Eurosail 2006-4NP PLC	-
Danske Bank A/S	Nonderivative	Eurosail-NL 2007-1 B.V.	-
Danske Bank A/S	Nonderivative	Eurosail-UK 2007-2NP PLC	-
Danske Bank A/S	Nonderivative	Great Hall Mortgages No. 1 PLC	2006-01
Danske Bank A/S	Nonderivative	Great Hall Mortgages No. 1 PLC	2007-01
Danske Bank A/S	Nonderivative	Uropa Securities PLC	2007-1B
Danske Bank A/S, London Branch	Bank account provider	ALBA 2005 - 1 PLC	-
Danske Bank A/S, London Branch	Bank account provider	ALBA 2006-2 PLC	-
Danske Bank A/S, London Branch	Bank account provider	ALBA 2007 - 1 PLC	-
Delphinus 2023-I B.V.	Nonderivative	Delphinus 2023-I B.V.	-
Deutsche Bank AG	Bank account provider	E-MAC DE 2007-I B.V.	-
Deutsche Bank AG	Bank account provider	Eurohome (Italy) Mortgages S.r.l.	-
Deutsche Bank AG	Derivative	E-MAC DE 2005-I B.V.	-
Deutsche Bank AG	Derivative	E-MAC DE 2006-I B.V.	-
Deutsche Bank AG	Nonderivative	E-MAC DE 2005-I B.V.	-
Deutsche Bank AG	Nonderivative	E-MAC DE 2006-I B.V.	-
Deutsche Bank AG	Nonderivative	E-MAC DE 2007-I B.V.	-
Deutsche Bank AG	Nonderivative	Eurohome UK Mortgages 2007-1 PLC	-
Deutsche Bank AG (London Branch)	Bank account provider	Eurohome (Italy) Mortgages S.r.l.	-
Deutsche Bank AG (London Branch)	Bank account provider	HipoTotta No. 4 PLC	-
Deutsche Bank AG (London Branch)	Bank account provider	HipoTotta No. 5 PLC	-
Deutsche Bank AG (London Branch)	Bank account provider	Stresa Securitisation Srl	-
Deutsche Bank AG (London Branch)	Bank account provider	TAGUS - Sociedade de Titularizacao de Creditos, S.A.	AQUA MORT NO.1
Deutsche Bank AG (London Branch)	Derivative	Eurohome (Italy) Mortgages S.r.l.	-
Deutsche Bank AG (London Branch)	Nonderivative	Eurohome UK Mortgages 2007-2 PLC	-
Elavon Financial Services DAC	Bank account provider	Ares Lusitani - STC, S.A.	Embo Mortgages No.1
Elavon Financial Services DAC	Bank account provider	Dutch Property Finance 2019-1 B.V.	-
Elavon Financial Services DAC	Bank account provider	Dutch Property Finance 2020-1 B.V.	-
Elavon Financial Services DAC	Bank account provider	Dutch Property Finance 2020-2	-
Elavon Financial Services DAC	Bank account provider	Dutch Property Finance 2021-1 B.V.	-
Elavon Financial Services DAC	Bank account provider	Dutch Property Finance 2021-2 B.V.	2021-2
Elavon Financial Services DAC	Bank account provider	Dutch Property Finance 2022-1 B.V.	-
Elavon Financial Services DAC	Bank account provider	Dutch Property Finance 2022-2 B.V.	-
Elavon Financial Services DAC	Bank account provider	Dutch Property Finance 2023-1 B.V.	-
Elavon Financial Services DAC	Bank account provider	Fastnet Securities 18 DAC	-
Elavon Financial Services DAC	Bank account provider	Finance Ireland RMBS No. 3 DAC	-
Elavon Financial Services DAC	Bank account provider	Finance Ireland RMBS No. 4 DAC	-
Elavon Financial Services DAC	Bank account provider	Finance Ireland RMBS No. 6 DAC	-
Elavon Financial Services DAC	Bank account provider	Finance Ireland RMBS No.5 DAC	-
Elavon Financial Services DAC	Bank account provider	Kinbane 2022-RPL 1 DAC	-
Elavon Financial Services DAC	Bank account provider	Merrion Square Residential 2023-1 DAC	-
Elavon Financial Services DAC	Bank account provider	Miravet S.a r.l., Compartment 2020-1	2020-1
Elavon Financial Services DAC	Bank account provider	Primrose Residential 2021-1 DAC	-
Elavon Financial Services DAC	Bank account provider	Primrose Residential 2022-1 DAC	-
Elavon Financial Services DAC	Bank account provider	PRPM Lagado 2022-1 DAC	-
Elavon Financial Services DAC	Bank account provider	Shamrock Residential 2022-1 DAC	-
Elavon Financial Services DAC	Bank account provider	Shamrock Residential 2022-2 DAC	-
Elavon Financial Services DAC	Bank account provider	Shamrock Residential 2023-1 DAC	-
Elavon Financial Services DAC	Bank account provider	Twin Bridges 2021-2 PLC	-
Elavon Financial Services DAC	Bank account provider	Vecht Residential 2023-1 B.V.	-
Elavon Financial Services DAC	Nonderivative	RMAC NO.3 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Barley Hill No. 2 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Brants Bridge 2022-1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Brants Bridge 2023-1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Chetwood Funding 2024-1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Elvet Mortgages 2020-1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Eurohome UK Mortgages 2007-1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Eurohome UK Mortgages 2007-2 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Kentmere No. 1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Kentmere No. 2 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Mortimer BTL 2021-1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Precise Mortgage Funding 2020-1B PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	RMAC NO.3 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Rochester Financing No. 3 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Stanlington No. 2 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Together Asset Backed Securitisation 2020 – 1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Together Asset Backed Securitisation 2021-1ST1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Together Asset Backed Securitisation 2021-CRE1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Together Asset Backed Securitisation 2021-CRE2 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Together Asset Backed Securitisation 2022-1ST1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Together Asset Backed Securitisation 2022-2ND1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Together Asset Backed Securitisation 2022-CRE-1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Together Asset Backed Securitisation 2023-1ST1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Together Asset Backed Securitisation 2023-1ST2 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Together Asset Backed Securitisation 2024-2ND1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Towd Point Mortgage Funding 2019-Granite4 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Towd Point Mortgage Funding 2023 - Vantage 3 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Tower Bridge Funding 2021-1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Tudor Rose Mortgages 2021-1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Twin Bridges 2021-1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Twin Bridges 2021-2 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Twin Bridges 2022-1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Twin Bridges 2022-2 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Twin Bridges 2022-3 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Twin Bridges 2023-1 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Twin Bridges 2023-2 PLC	-
Elavon Financial Services DAC, (UK Branch)	Bank account provider	Uropa Securities PLC	2007-1B
Entschadigungseinrichtung deutscher Banken GmbH	Nonderivative	TS EULE UG (haftungsbeschrankt)	-
HSBC Bank PLC	Bank account provider	Atlas Funding 2022-1 PLC	-
HSBC Bank PLC	Bank account provider	Atlas Funding 2023-1 PLC	-
HSBC Bank PLC	Bank account provider	Canada Square Funding 2020-1 PLC	-
HSBC Bank PLC	Bank account provider	Canada Square Funding 2020-2 PLC	-
HSBC Bank PLC	Bank account provider	Canada Square Funding 2021-1 PLC	-
HSBC Bank PLC	Bank account provider	Canada Square Funding 2021-2 PLC	-
HSBC Bank PLC	Bank account provider	Canada Square Funding 6 PLC	-
HSBC Bank PLC	Bank account provider	Chetwood Funding 2024-1 PLC	-
HSBC Bank PLC	Bank account provider	Curzon Mortgages PLC	-
HSBC Bank PLC	Bank account provider	Durham Mortgages A PLC	..
HSBC Bank PLC	Bank account provider	Durham Mortgages B PLC	r
HSBC Bank PLC	Bank account provider	EMF-UK 2008-1 PLC	-
HSBC Bank PLC	Bank account provider	Eurohome UK Mortgages 2007-1 PLC	-
HSBC Bank PLC	Bank account provider	Eurohome UK Mortgages 2007-2 PLC	-
HSBC Bank PLC	Bank account provider	Eurosail PRIME-UK 2007-A PLC	-
HSBC Bank PLC	Bank account provider	Eurosail-UK 2007-3BL PLC	-
HSBC Bank PLC	Bank account provider	Eurosail-UK 2007-4BL PLC	-
HSBC Bank PLC	Bank account provider	Eurosail-UK 2007-6NC PLC	-
HSBC Bank PLC	Bank account provider	Formentera Issuer PLC	-
HSBC Bank PLC	Bank account provider	GAMMA Sociedade de Titularizacao de Creditos, S.A.	ATLANTES MORT. NO2
HSBC Bank PLC	Bank account provider	GAMMA Sociedade de Titularizacao de Creditos, S.A.	ATLANTES MORT. NO3
HSBC Bank PLC	Bank account provider	GAMMA Sociedade de Titularizacao de Creditos, S.A.	ATLANTES MORT. NO4
HSBC Bank PLC	Bank account provider	Jupiter Mortgage No.1 PLC	-
HSBC Bank PLC	Bank account provider	Landmark Mortgage Securities No.1 PLC	-
HSBC Bank PLC	Bank account provider	Landmark Mortgage Securities No.2 PLC	-
HSBC Bank PLC	Bank account provider	Landmark Mortgage Securities No.3 PLC	-
HSBC Bank PLC	Bank account provider	Mansard Mortgages 2006-1 PLC	-
HSBC Bank PLC	Bank account provider	Mansard Mortgages 2007-1 PLC	-
HSBC Bank PLC	Bank account provider	Mortgage Funding 2008-1 PLC	-
HSBC Bank PLC	Bank account provider	Polaris 2023-2 PLC	-
HSBC Bank PLC	Bank account provider	Polaris 2024-1 PLC	-
HSBC Bank PLC	Bank account provider	ResLoC U.K. 2007-1 PLC	-
HSBC Bank PLC	Bank account provider	RIPON MORTGAGES PLC	-
HSBC Bank PLC	Bank account provider	RMAC Securities No. 1 PLC	2006-NS1
HSBC Bank PLC	Bank account provider	RMAC Securities No. 1 PLC	2006-NS2
HSBC Bank PLC	Bank account provider	RMAC Securities No. 1 PLC	2006-NS4
HSBC Bank PLC	Bank account provider	RMAC Securities No. 1 PLC	2007-NS1
HSBC Bank PLC	Bank account provider	Stratton Hawksmoor 2022-1 PLC	-
HSBC Bank PLC	Bank account provider	Stratton Mortgage Funding 2024-1 PLC	-
HSBC Bank PLC	Bank account provider	Towd Point Mortgage Funding 2018 - Auburn 12 PLC	-
HSBC Bank PLC	Bank account provider	Towd Point Mortgage Funding 2019 - Auburn 13 PLC	-
HSBC Bank PLC	Bank account provider	Towd Point Mortgage Funding 2020 - Auburn 14 PLC	-
HSBC Bank PLC	Bank account provider	Uropa Securities PLC	2007-1B
HSBC Bank PLC	Derivative	Atlas Funding 2022-1 PLC	-
HSBC Bank PLC	Derivative	Atlas Funding 2023-1 PLC	-
HSBC Bank PLC	Derivative	Barley Hill No. 2 PLC	-
HSBC Bank PLC	Derivative	Capital Mortgage S.r.l.	2007-1
HSBC Bank PLC	Derivative	Mulcair securities No. 3 DAC	-
HSBC Bank PLC	Derivative	Together Asset Backed Securitisation 2020 – 1 PLC	-
HSBC Bank PLC	Derivative	Together Asset Backed Securitisation 2023-CRE-1 PLC	2023-CRE1
HSBC Bank PLC	Nonderivative	ALBA 2007 - 1 PLC	-
J.P. Morgan SE	Derivative	Mortimer BTL 2021-1 PLC	-
J.P. Morgan SE	Derivative	Mortimer BTL 2022-1 PLC	-
J.P. Morgan SE	Derivative	Pierpont BTL 2021-1 PLC	-
J.P. Morgan SE	Derivative	Pierpont BTL 2023-1 Plc	-
J.P. Morgan SE	Derivative	PRPM Lagado 2022-1 DAC	-
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	-
JPMorgan Chase Bank N.A.	Derivative	CAIXA PENEDES 1 TDA Fondo de Titulizacion de Activos	-
JPMorgan Chase Bank N.A.	Derivative	Great Hall Mortgages No. 1 PLC	2006-01
JPMorgan Chase Bank N.A.	Derivative	Great Hall Mortgages No. 1 PLC	2007-01
JPMorgan Chase Bank N.A.	Derivative	Great Hall Mortgages No. 1 PLC	2007-2
JPMorgan Chase Bank N.A.	Nonderivative	Mansard Mortgages 2007-2 PLC	2007-2
JPMorgan Securities PLC	Derivative	TDA CAM 7, Fondo de Titulizacion de Activos	-
JPMorgan Securities PLC	Derivative	TDA CAM 8, Fondo de Titulizacion de Activos	-
JPMorgan Securities PLC	Derivative	TDA CAM 9, Fondo de Titulizacion de Activos	-
Lloyds Bank Corporate Markets PLC	Derivative	Ealbrook Mortgage Funding 2022-1 PLC	-
Lloyds Bank Corporate Markets PLC	Derivative	Grosvenor Square RMBS 2023-1 PLC	-
Lloyds Bank Corporate Markets PLC	Derivative	Holbrook Mortgage Transaction 2023-1 PLC	-
Lloyds Bank Corporate Markets PLC	Derivative	Lanebrook Mortgage Transaction 2020-1 PLC	-
Lloyds Bank Corporate Markets PLC	Derivative	Lanebrook Mortgage Transaction 2021-1 PLC	2021-1
Lloyds Bank Corporate Markets PLC	Derivative	Lanebrook Mortgage Transaction 2022-1 PLC	-
Lloyds Bank Corporate Markets PLC	Derivative	Precise Mortgage Funding 2020-1B PLC	-
Lloyds Bank Corporate Markets PLC	Derivative	Shawbrook Mortgage Funding 2022-1 PLC	-
Lloyds Bank Corporate Markets PLC	Derivative	Together Asset Backed Securitisation 2021-1ST1 PLC	-
Lloyds Bank Corporate Markets PLC	Derivative	Tyne Funding No. 1 PLC	-
Lloyds Bank Corporate Markets PLC	Nonderivative	Eurosail 2006-2BL PLC	-
Lloyds Bank Corporate Markets PLC	Nonderivative	Eurosail 2006-3NC PLC	-
Lloyds Bank Corporate Markets PLC	Nonderivative	Eurosail-UK 2007-1NC PLC	-
Lloyds Bank Corporate Markets PLC	Nonderivative	Preferred Residential Securities 05-2 PLC	-
Lloyds Bank Corporate Markets PLC	Nonderivative	Preferred Residential Securities 06-1 PLC	-
Lloyds Bank Corporate Markets PLC	Nonderivative	Southern Pacific Financing 05-B PLC	-
Lloyds Bank Corporate Markets PLC	Nonderivative	Southern Pacific Financing 06-A PLC	-
Lloyds Bank Corporate Markets PLC	Nonderivative	Southern Pacific Securities 06-1 PLC	-
Lloyds Bank PLC	Bank account provider	ResLoC U.K. 2007-1 PLC	-
Lloyds Bank PLC	Nonderivative	Ludgate Funding PLC	2007-FF1
Lloyds Bank PLC	Nonderivative	Newgate Funding PLC	2007-1
Lloyds Bank PLC	Nonderivative	Newgate Funding PLC	2007-2
Merrill Lynch & Co. Inc.	Derivative	Newgate Funding PLC	2007-2
Merrill Lynch Derivative Products AG	Derivative	Newgate Funding PLC	2007-1
Merrill Lynch International	Derivative	Ludgate Funding PLC	2007-FF1
Merrill Lynch International	Derivative	Magellan Mortgages No. 4 PLC	-
Merrill Lynch International	Derivative	Newgate Funding PLC	2007-1
Merrill Lynch International	Derivative	Newgate Funding PLC	2007-2
Merrill Lynch International	Nonderivative	Newgate Funding PLC	2007-3
Morgan Stanley	Derivative	Equity Release Funding (No.4) PLC	-
Morgan Stanley & Co. International PLC	Derivative	Equity Release Funding (No.5) PLC	-
Morgan Stanley & Co. International PLC	Derivative	LSF11 Boson Investments S.a.r.l.	-
Morgan Stanley Bank International Ltd.	Derivative	ResLoC U.K. 2007-1 PLC	-
Morgan Stanley Bank N.A.	Nonderivative	ResLoC U.K. 2007-1 PLC	-
Morgan Stanley Capital Services LLC	Derivative	Equity Release Funding (No.4) PLC	-
Morgan Stanley Capital Services LLC	Derivative	ResLoC U.K. 2007-1 PLC	-
National Australia Bank Ltd.	Derivative	Hops Hill No.1 PLC	-
National Australia Bank Ltd.	Derivative	Polaris 2021-1 PLC	-
National Australia Bank Ltd.	Derivative	Polaris 2022-1 PLC	-
National Australia Bank Ltd.	Derivative	Polaris 2022-2 PLC	-
National Australia Bank Ltd.	Derivative	Polaris 2023-1 PLC	-
National Australia Bank Ltd.	Derivative	Twin Bridges 2021-1 PLC	-
National Australia Bank Ltd.	Derivative	Twin Bridges 2021-2 PLC	-
National Australia Bank Ltd.	Derivative	Twin Bridges 2022-1 PLC	-
National Australia Bank Ltd.	Derivative	Twin Bridges 2022-2 PLC	-
National Australia Bank Ltd.	Derivative	Twin Bridges 2022-3 PLC	-
National Australia Bank Ltd.	Derivative	Twin Bridges 2023-1 PLC	-
National Australia Bank Ltd.	Derivative	Twin Bridges 2023-2 PLC	-
National Westminster Bank PLC	Bank account provider	Avon Finance No.3 PLC	-
National Westminster Bank PLC	Bank account provider	Avon Finance No.4 PLC	-
National Westminster Bank PLC	Bank account provider	Canada Square Funding 2020-1 PLC	-
National Westminster Bank PLC	Bank account provider	Canada Square Funding 2020-2 PLC	-
National Westminster Bank PLC	Bank account provider	Canada Square Funding 2021-1 PLC	-
National Westminster Bank PLC	Bank account provider	Canada Square Funding 2021-2 PLC	-
National Westminster Bank PLC	Bank account provider	Canada Square Funding 6 PLC	-
National Westminster Bank PLC	Bank account provider	Canterbury Finance No. 3 PLC	-
National Westminster Bank PLC	Bank account provider	Castell 2021-1 PLC	-
National Westminster Bank PLC	Bank account provider	Castell 2022-1 PLC	-
National Westminster Bank PLC	Bank account provider	Castell 2023-2 PLC	-
National Westminster Bank PLC	Bank account provider	Chetwood Funding 2024-1 PLC	-
National Westminster Bank PLC	Bank account provider	Elstree Funding No.2 PLC	-
National Westminster Bank PLC	Bank account provider	Elstree Funding No.3 PLC	-
National Westminster Bank PLC	Bank account provider	Elstree Funding No.4 PLC	-
National Westminster Bank PLC	Bank account provider	Elvet Mortgages 2020-1 PLC	-
National Westminster Bank PLC	Bank account provider	Genesis Mortgage Funding 2022-1 PLC	-
National Westminster Bank PLC	Bank account provider	Great Hall Mortgages No. 1 PLC	2006-01
National Westminster Bank PLC	Bank account provider	Great Hall Mortgages No. 1 PLC	2007-01
National Westminster Bank PLC	Bank account provider	Great Hall Mortgages No. 1 PLC	2007-2
National Westminster Bank PLC	Bank account provider	Rochester Financing No. 3 PLC	-
National Westminster Bank PLC	Bank account provider	Shawbrook Mortgage Funding 2022-1 PLC	-
National Westminster Bank PLC	Bank account provider	Stratton BTL Mortgage Funding 2022-1 PLC	-
National Westminster Bank PLC	Bank account provider	Stratton Mortgage Funding 2021-1 PLC	-
National Westminster Bank PLC	Bank account provider	Stratton Mortgage Funding 2024-2 PLC	-
National Westminster Bank PLC	Bank account provider	Temple Quay No.1 PLC	-
National Westminster Bank PLC	Bank account provider	Together Asset Backed Securitisation 2020 – 1 PLC	-
National Westminster Bank PLC	Bank account provider	Together Asset Backed Securitisation 2021-1ST1 PLC	-
National Westminster Bank PLC	Bank account provider	Together Asset Backed Securitisation 2021-CRE1 PLC	-
National Westminster Bank PLC	Bank account provider	Together Asset Backed Securitisation 2021-CRE2 PLC	-
National Westminster Bank PLC	Bank account provider	Together Asset Backed Securitisation 2022-1ST1 PLC	-
National Westminster Bank PLC	Bank account provider	Together Asset Backed Securitisation 2022-2ND1 PLC	-
National Westminster Bank PLC	Bank account provider	Together Asset Backed Securitisation 2022-CRE-1 PLC	-
National Westminster Bank PLC	Bank account provider	Together Asset Backed Securitisation 2023-1ST1 PLC	-
National Westminster Bank PLC	Bank account provider	Together Asset Backed Securitisation 2023-1ST2 PLC	-
National Westminster Bank PLC	Bank account provider	Together Asset Backed Securitisation 2023-CRE-1 PLC	2023-CRE1
National Westminster Bank PLC	Bank account provider	Together Asset Backed Securitisation 2024-2ND1 PLC	-
National Westminster Bank PLC	Bank account provider	Towd Point Mortgage Funding 2019-Granite4 PLC	-
National Westminster Bank PLC	Bank account provider	Warwick Finance Residential Mortgages Number Four PLC	-
National Westminster Bank PLC	Bank account provider	Warwick Finance Residential Mortgages Number Three PLC	-
Natixis S.A.	Derivative	BPCE HOME LOANS FCT 2021 GREEN UoP	-
Natixis S.A.	Derivative	Brants Bridge 2022-1 PLC	-
Natixis S.A.	Derivative	Brants Bridge 2023-1 PLC	-
Natixis S.A.	Derivative	Dilosk RMBS No.5 DAC	-
Natixis S.A.	Derivative	Dilosk RMBS No.6 (STS) DAC	-
Natixis S.A.	Derivative	Mulcair Securities No. 2 DAC	-
Natixis S.A.	Derivative	Portman Square 2023-NPL1 DAC	-
Natixis S.A.	Derivative	Together Asset Backed Securitisation 2022-2ND1 PLC	-
Natixis S.A.	Derivative	Together Asset Backed Securitisation 2023-1ST1 PLC	-
Natixis S.A.	Derivative	Together Asset Backed Securitisation 2023-1ST2 PLC	-
Natixis S.A.	Derivative	Together Asset Backed Securitisation 2024-2ND1 PLC	-
Natixis S.A.	Derivative	Twin Bridges 2021-2 PLC	-
Natixis S.A.	Derivative	Twin Bridges 2022-1 PLC	-
Natixis S.A.	Derivative	Twin Bridges 2022-2 PLC	-
Natixis S.A.	Derivative	Twin Bridges 2022-3 PLC	-
Natixis S.A.	Derivative	Twin Bridges 2023-1 PLC	-
Natixis S.A.	Derivative	Twin Bridges 2023-2 PLC	-
NatWest Markets N.V.	Derivative	Dutch Property Finance 2021-1 B.V.	-
NatWest Markets N.V.	Derivative	Dutch Property Finance 2021-2 B.V.	2021-2
NatWest Markets N.V.	Derivative	Dutch Property Finance 2022-1 B.V.	-
NatWest Markets N.V.	Derivative	Dutch Property Finance 2022-2 B.V.	-
NatWest Markets N.V.	Derivative	Dutch Property Finance 2023-1 B.V.	-
NatWest Markets N.V.	Derivative	E-MAC NL 2004-I B.V.	-
NatWest Markets N.V.	Derivative	E-MAC NL 2004-II B.V.	-
NatWest Markets N.V.	Derivative	E-MAC NL 2005-III B.V.	-
NatWest Markets N.V.	Derivative	E-MAC NL 2006-II B.V.	-
NatWest Markets N.V.	Derivative	E-MAC Program B.V. Compartment NL 2007-I	-
NatWest Markets N.V.	Derivative	E-MAC Program III B.V. Compartment NL 2008-I	-
NatWest Markets N.V.	Derivative	E-MAC Program III B.V. Compartment NL 2008-II	-
NatWest Markets N.V.	Derivative	Vecht Residential 2023-1 B.V.	-
NatWest Markets PLC	Bank account provider	Castell 2023-1 PLC	-
NatWest Markets PLC	Bank account provider	Ealbrook Mortgage Funding 2022-1 PLC	-
NatWest Markets PLC	Bank account provider	Polo Funding 2021-1 PLC	-
NatWest Markets PLC	Derivative	Castell 2021-1 PLC	-
NatWest Markets PLC	Derivative	Chetwood Funding 2024-1 PLC	-
NatWest Markets PLC	Derivative	Domi 2019-1 B.V.	-
NatWest Markets PLC	Derivative	Dutch Property Finance 2019-1 B.V.	-
NatWest Markets PLC	Derivative	Dutch Property Finance 2020-1 B.V.	-
NatWest Markets PLC	Derivative	Dutch Property Finance 2020-2	-
NatWest Markets PLC	Derivative	Elstree Funding No.2 PLC	-
NatWest Markets PLC	Derivative	Elstree Funding No.3 PLC	-
NatWest Markets PLC	Derivative	E-MAC DE 2006-II B.V.	-
NatWest Markets PLC	Derivative	E-MAC Program II B.V. Compartment NL 2007-IV	-
NatWest Markets PLC	Derivative	E-MAC Program II B.V. Compartment NL 2008-IV	-
NatWest Markets PLC	Derivative	Genesis Mortgage Funding 2022-1 PLC	-
NatWest Markets PLC	Derivative	Landmark Mortgage Securities No.3 PLC	-
NatWest Markets PLC	Derivative	RMAC Securities No. 1 PLC	2006-NS1
NatWest Markets PLC	Derivative	RMAC Securities No. 1 PLC	2006-NS2
NatWest Markets PLC	Derivative	SAGRES STC - Pelican Mortgages No. 3	PELICAN MORT NO. 3
NatWest Markets PLC	Derivative	Tower Bridge Funding 2023-2 PLC	-
NatWest Markets PLC	Derivative	Tower Bridge Funding 2024-1 PLC	-
NatWest Markets PLC	Derivative	Uropa Securities PLC	2007-1B
NatWest Markets PLC	Nonderivative	E-MAC DE 2006-II B.V.	-
NatWest Markets PLC	Nonderivative	Landmark Mortgage Securities No.3 PLC	-
NatWest Markets PLC	Nonderivative	Lusitano Mortgages No. 6 DAC	-
Netherlands	Nonderivative	Delphinus 2023-I B.V.	-
Netherlands	Nonderivative	Orcinus 2023 B.V.	-
Netherlands	Nonderivative	PURPLE STORM 2016 B.V.	-
Netherlands	Nonderivative	SAECURE 17 B.V.	-
Netherlands	Nonderivative	SAECURE 18 NHG B.V.	-
Netherlands	Nonderivative	SAECURE 19 B.V.	-
Netherlands	Nonderivative	SAECURE 20 B.V.	-
Netherlands	Nonderivative	SAECURE 21 B.V.	-
Netherlands	Nonderivative	SAECURE 22 B.V.	-
Oat Hill No.3 PLC	Nonderivative	Oat Hill No.3 PLC	.
Permanent TSB PLC	Bank account provider	Fastnet Securities 16 DAC	-
Permanent TSB PLC	Bank account provider	Fastnet Securities 17 DAC	-
Permanent TSB PLC	Bank account provider	Fastnet Securities 18 DAC	-
Qatar National Bank (Q.P.S.C.)	Bank account provider	Ludgate Funding PLC	2007-FF1
Qatar National Bank (Q.P.S.C.)	Bank account provider	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	-
Royal Bank of Scotland PLC (The)	Bank account provider	Hops Hill No.2 PLC	-
Royal Bank of Scotland PLC (The)	Bank account provider	Hops Hill No.3 plc	-
Santander UK PLC	Bank account provider	Fosse Master Issuer PLC	2019-1
Santander UK PLC	Bank account provider	Holmes Master Issuer PLC	2022-1
Santander UK PLC	Bank account provider	Holmes Master Issuer PLC	2023-1
Santander UK PLC	Bank account provider	Holmes Master Issuer PLC	2023-2
Santander UK PLC	Bank account provider	Holmes Master Issuer PLC	2024-1
Santander UK PLC	Derivative	Fosse Master Issuer PLC	2019-1
Santander UK PLC	Derivative	Holmes Master Issuer PLC	2022-1
Santander UK PLC	Derivative	Holmes Master Issuer PLC	2023-1
Santander UK PLC	Derivative	Holmes Master Issuer PLC	2023-2
Santander UK PLC	Derivative	Holmes Master Issuer PLC	2024-1
Societe Generale	Bank account provider	Hipocat 10, Fondo de Titulizacion de Activos	-
Societe Generale	Bank account provider	Hipocat 11, Fondo de Titulizacion de Activos	-
Societe Generale	Bank account provider	Hipocat 9, Fondo de Titulizacion de Activos	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	AyT Genova Hipotecario IX Fondo de Titulizacion Hipotecaria	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	AyT Genova Hipotecario VI Fondo de Titulizacion Hipotecaria	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	AyT Genova Hipotecario VII Fondo de Titulizacion Hipotecaria	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	AyT Genova Hipotecario VIII Fondo de Titulizacion Hipotecaria	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	BBVA RMBS 2, Fondo de Titulizacion de Activos	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	Hipocat 10, Fondo de Titulizacion de Activos	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	Hipocat 11, Fondo de Titulizacion de Activos	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	Hipocat 9, Fondo de Titulizacion de Activos	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	Rural Hipotecario XIX Fondo de Titulizacion	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	TDA CAM 7, Fondo de Titulizacion de Activos	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	TDA CAM 8, Fondo de Titulizacion de Activos	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	TDA CAM 9, Fondo de Titulizacion de Activos	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	TDA Ibercaja 3 Fondo de Titulizacion de Activos	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	TDA Ibercaja 4 Fondo de Titulizacion de Activos	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	TDA Ibercaja 5, Fondo de Titulizacion de Activos	-
Societe Generale S.A. (Madrid Branch)	Bank account provider	TDA Ibercaja 6, Fondo de Titulizacion de Activos	-
Societe Generale S.A. (Madrid Branch)	Nonderivative	Rural Hipotecario XIX Fondo de Titulizacion	-
Societe Generale Sucursal en Espana	Bank account provider	Bancaja 10, Fondo de Titulizacion de Activos	-
Societe Generale Sucursal en Espana	Bank account provider	Bancaja 11, Fondo de Titulizacion de Activos	-
Societe Generale Sucursal en Espana	Bank account provider	MADRID RMBS I, Fondo de Titulizacion de Activos	-
Societe Generale Sucursal en Espana	Bank account provider	MADRID RMBS III, Fondo de Titulizacion de Activos	-
Swiss Re Financial Products Corp.	Derivative	Eurosail-UK 2007-2NP PLC	-
Swiss Re Financial Products Corp.	Derivative	Southern Pacific Securities 06-1 PLC	-
Swiss Reinsurance Co. Ltd.	Nonderivative	Southern Pacific Securities 06-1 PLC	-
Together Asset Backed Securitisation 2023-CRE-1 PLC	Nonderivative	Together Asset Backed Securitisation 2023-CRE-1 PLC	2023-CRE1
UBS AG	Nonderivative	BOS (Shared Appreciation Mortgages) No. 1 PLC	-
UBS AG	Nonderivative	BOS (Shared Appreciation Mortgages) No. 2 PLC	-
UK Mortgage Lending Ltd.	Nonderivative	Castell 2023-2 PLC	-
UniCredit Bank GmbH	Derivative	Olympia SPV S.R.L.	-
UniCredit SpA	Bank account provider	Capital Mortgage S.r.l.	2007-1
UniCredit SpA	Bank account provider	Olympia SPV S.R.L.	-
UniCredit SpA	Nonderivative	Capital Mortgage S.r.l.	2007-1
UniCredit SpA	Nonderivative	F-E Mortgages S.r.l.	2005
United Kingdom	Bank account provider	Stratton Hawksmoor 2022-1 PLC	-
Wells Fargo Bank N.A. (London Branch)	Nonderivative	Towd Point Mortgage Funding 2019 - Auburn 13 PLC	-
Wells Fargo Bank N.A. (London Branch)	Nonderivative	Towd Point Mortgage Funding 2020 - Auburn 14 PLC	-
Wells Fargo Bank N.A. (London Branch)	Nonderivative	Towd Point Mortgage Funding 2023 - Vantage 3 PLC	-
Wells Fargo Securities International Ltd.	Derivative	Mortimer BTL 2023-1 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

How We Assess Government Guarantees In European Securitizations, Feb. 6, 2024
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:

Feliciano P Pereira, CFA, Madrid +34 676 751 559;
feliciano.pereira@spglobal.com

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Sector
Structured Finance Asset-Backed Securities RMBS
Tags
EMEA

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