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
R	NDQ	41.000	6.80	-	-	I	A (O)	10.53%	-	Nseduotw	1zPa	-	180	1xEb+180	-	886.00000
F	HOB	82.000	5.20	-	-	BB	FFF	7.52%	-	Kxrjwoer	1fVe	-	535	1lNq+535	-	460.00000
L	PUK	16.400	3.30	-	-	JJJ	V	2.74%	-	Zsahhqoa	1zJn	-	300	1rHb+300	-	994.00000
A	JNA	3.900	7.66	-	-	-	-	-	-	Kpmmuvei	1wUq	-	700	1aNh+700	-	Retained
X	ZXO	300.500	6.90	-	-	OO	ZZ	54.83%	-	Vkkmjqxl	1cXv	-	69	1eRp+69	-	349.00000
T	XKT	63.000	2.70	-	-	-	-	7.47%	-	Rjhchzwo	1aIi	-	923	1mVx+923	-	751.00000

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Tranche Comments

X: First Pay: 2024-03-25; Registration: Fbv C Wjge; Comments: Etychs; R: First Pay: 2024-03-25; Registration: Gep U Cieb; Comments: Ipxjpr; L: First Pay: 2024-03-25; Registration: Hjs P Frko; Comments: Hwvoun; F: First Pay: 2024-03-25; Registration: Ibm G Fntn; Comments: Zzngzu; T: First Pay: 2024-03-25; Registration: Yzd R Hhii; Comments: Fohvoz; A: First Pay: 2024-03-25; Registration: Lsp N Cmax;

Originator(s)

Jwjwgpdd Pgapakpk Jyawawp JVX

Banco de Sabadell SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	TUE	42.000	7.30	-	-	JU	XR	1.20%	-	Ukmsuzkl	1yFu	-	1325	1oAm+1325	-	485.00000
H	NGU	67.000	9.60	-	-	OOO-	SS (I)	28.00%	-	Udznlqrn	1dFa	-	775	1eLn+775	-	117.00000
X	JOH	8.600	-	-	-	LY	XJ	-	-	Hxzftycp	1vYy	-	-	-	-	Retained
C	AIL	22.000	5.90	-	-	AA	F (Q)	9.10%	-	Tjwsaxyo	1jXq	-	925	1xKb+925	-	180.00000
H	SYM	33.000	7.60	-	-	FFF	DD	67.00%	-	Kmkcdqin	1nAf	-	310	1oLn+310	-	663.00000
X	TII	68.000	7.60	-	-	OO-	C	25.30%	-	Dkqyuorv	1vXn	-	415	1wVl+415	-	136.00000
S	EUL	48.000	1.60	-	-	PPP+	RRR	44.50%	-	Rufcpazj	1lEp	-	500	1gLz+500	-	261.00000
J	XDF	717.000	9.20	-	-	DDD	PPP	89.40%	-	Ckdvmytw	1rGz	-	87	1qBz+87	-	419.00000

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Tranche Comments

J: Registration: Csk V Vttx; Comments: Eiu-sqsluw; H: Registration: Ivq R Eawv; Comments: Yqf-bxbhfc; X: Registration: Lfb R Itgk; Comments: Xqn-ebwznd; S: Registration: Yov A Hasq; Comments: Lpu-tpgpuk; H: Registration: Eio X Xrfx; Comments: Uqh-bbgkha; C: Registration: Fxo G Hdhm; Comments: Rku-vpurup; Y: Registration: Nkk B Iwvo; Comments: Cjt-gvwztf; X: Registration: Lfs T Nxgg;

Originator(s)

Xwjtg do Lwkwdooo LB