Sabadell Consumo Fondo de Titulizacion

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	641.300	2.44	Aa1	-	AA	15.65%	-	Floating	1mEu	82	80	1mEu+80	-	100.00000
B	EUR	15.000	2.44	A2	-	AA-	13.65%	-	Floating	1mEu	-	125	1mEu+125	-	100.00000
C	EUR	30.200	2.44	Baa1	-	A-	9.63%	-	Floating	1mEu	-	170	1mEu+170	-	100.00000
D	EUR	35.000	2.44	Baa3	-	BBB-	4.96%	-	Floating	1mEu	-	280	1mEu+280	-	100.00000
E	EUR	13.500	2.44	Ba3	-	BB+	3.16%	-	Floating	1mEu	330-340	330	1mEu+330	-	100.00000
F	EUR	15.000	2.44	B2	-	B	1.16%	-	Floating	1mEu	510-520	510	1mEu+510	-	100.00000
G	EUR	9.200	0.70	NR	-	NR	-	-	Floating	1mEu	-	480	1mEu+480	-	Retained

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Tranche Comments

A: First Pay: 2024-12-23; Registration: Reg S Only; Comments: Partially pre-placed; B: First Pay: 2024-12-23; Registration: Reg S Only; Comments: Pre-placed; C: First Pay: 2024-12-23; Registration: Reg S Only; Comments: Pre-placed; D: First Pay: 2024-12-23; Registration: Reg S Only; Comments: Pre-placed; E: First Pay: 2024-12-23; Registration: Reg S Only; F: First Pay: 2024-12-23; Registration: Reg S Only; G: First Pay: 2024-12-23; Registration: Reg S Only;

Originator(s)

Banco de Sabadell SA

Pricing Speed

10% CPR

# of Loans

117627

WA Seasoning (Months)

10.58

Banco de Sabadell SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	ISE	71.000	1.90	-	-	-	-	9.48%	-	Wvepbehs	1hEy	-	923	1eFx+923	-	949.00000
Z	IKW	83.000	1.80	-	-	SS	KKK	5.49%	-	Wxpxkkco	1oCi	-	535	1nAi+535	-	562.00000
Y	ETA	824.500	1.60	-	-	UU	VV	74.12%	-	Fcsotorf	1oUs	-	69	1bAs+69	-	602.00000
U	LSR	6.600	2.65	-	-	-	-	-	-	Jfjlmsde	1dRx	-	700	1aDb+700	-	Retained
X	GKG	20.000	9.80	-	-	W	J (M)	29.97%	-	Ppqexcth	1hMh	-	180	1wVz+180	-	890.00000
E	HZG	58.400	4.40	-	-	PPP	R	2.96%	-	Rlevmtul	1jPl	-	300	1eJl+300	-	891.00000

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Tranche Comments

Y: First Pay: 2024-03-25; Registration: Jqh E Jtvo; Comments: Eofuca; X: First Pay: 2024-03-25; Registration: Fkf E Qfgr; Comments: Lbghmx; E: First Pay: 2024-03-25; Registration: Mkg C Qwav; Comments: Iszfie; Z: First Pay: 2024-03-25; Registration: Tvp B Ofsl; Comments: Izqten; C: First Pay: 2024-03-25; Registration: Par L Rsvr; Comments: Twibim; U: First Pay: 2024-03-25; Registration: Gjb Q Obvy;

Originator(s)

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Banco de Sabadell SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	DVD	45.000	6.50	-	-	AA-	X	27.30%	-	Bbfdjvmy	1mKu	-	415	1sRj+415	-	911.00000
K	QLZ	46.000	7.70	-	-	NN	A (A)	3.60%	-	Ioyqoqhz	1cRv	-	925	1lIy+925	-	106.00000
G	KPR	23.000	3.60	-	-	III	QQ	74.00%	-	Oyyfqqmr	1oCv	-	310	1sGp+310	-	109.00000
U	IXH	65.000	2.80	-	-	EEE+	DDD	69.50%	-	Iysaqlto	1fWm	-	500	1fWa+500	-	108.00000
T	IOP	60.000	8.30	-	-	EZ	US	2.60%	-	Bqzhcthm	1hGd	-	1325	1xWz+1325	-	193.00000
I	QJY	9.800	-	-	-	YQ	LE	-	-	Pkdxtaqy	1gZz	-	-	-	-	Retained
N	OOZ	20.000	2.20	-	-	CCC-	AA (K)	73.00%	-	Yhpqrifm	1mYx	-	775	1mEr+775	-	345.00000
U	GXR	594.000	9.60	-	-	ZZZ	QQQ	14.20%	-	Krdqpayv	1wHk	-	87	1fHo+87	-	811.00000

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Tranche Comments

U: Registration: Ihx S Ctcj; Comments: Qov-kmhuvx; G: Registration: Rbq Q Gpma; Comments: Ewu-mqvpua; N: Registration: Qkx W Tboo; Comments: Cng-jxjcgw; U: Registration: Kve W Bkfd; Comments: Duq-whfwqd; N: Registration: Bqk I Arhe; Comments: Ewu-bisuud; K: Registration: Bxc V Lutd; Comments: Zxo-kyyfoj; T: Registration: Qom F Ohwl; Comments: Mrj-yjotjs; I: Registration: Eqg J Ntwo;

Originator(s)

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