Work With Us HOME FUNDS ACTIVITY AREAS AMORTISED FUNDS LATEST NEWS NEW SECURITISATION FUND BBVA RMBS 20 FT BBVA ISSUES ITS TWENTIETH MORTGAGE LOAN SECURITIZATION FUND IMPORTANT EVENTS OUR ACHIEVEMENTS SABADELL CONSUMO 1 FT First SRT and STS Fund in Spain. The deal, which combines several milestones as being the first Consumer Loans’ Securitisation of Banco Sabadell or the first SRT and STS Fund, also has an innovate structure selling the excess spread Read more Legal Notice Personal Data Protection Policy Contact Site Map Login Legal Announcements Work With Us linkedin E U R O P E A D E T I T U L I Z A C I Ó N , S . A . , S . G . F . T . Copyright © 2021

Work With Us HOME FUNDS ACTIVITY AREAS AMORTISED FUNDS LATEST NEWS SABADELL Consumo 1 Fondo de Titulización Asset Liabilities Funds FUND INFORMATION Constitution date 09.20.2019 Securitised assets Consumer loans to individuals Originator Banco Sabadell Bond Issue Total issue amount 1,087,000,000 EUR Issue date 09.20.2019 Rating agencies DBRS Moody´s STS Verificator PCS Lead Managers Banco Sabadell Deutsche Bank Bond Paying Agent Société Générale Series A Issue amount 875,000,000 EUR Interest Rate Index 3-M Euribor Margin +0.41% Rating DBRS AA (low) (sf) Rating Moody´s Aa3 (sf) Series B Issue amount 35,000,000 EUR Interest Rate Index 3-M Euribor Margin +1.40% Rating DBRS A (sf) Rating Moody´s Baa3 (sf) Series C Issue amount 35,000,000 EUR Interest Rate Index 3-M Euribor Margin +2.45% Rating DBRS BBB (sf) Rating Moody´s Ba2 (sf) Series D Issue amount 25,000,000 EUR Interest Rate Index 3-M Euribor Margin +3.85% Rating DBRS B (high) (sf) Rating Moody´s B1 (sf) Series E Issue amount 30,000,000 EUR Interest Rate Index 3-M Euribor Margin +5.75% Rating DBRS No rated Rating Moody´s No rated Series F Issue amount 9,000,000 EUR Interest Rate Index 3-M Euribor Margin +5.98% Rating DBRS No rated Rating Moody´s No rated Series Z Issue amount 78,000,000 EUR Interest Rate Index 3-M Euribor Margin +6.50% Rating DBRS No rated Rating Moody´s No rated Treasury Account Société Générale Financial derivative Deutsche Bank Financial Structuring Deutsche Bank Legal Adviser Garrigues Securitised Assets Auditor Ernst & Young Fund Auditor KPMG Auditores Legal Notice Personal Data Protection Policy Contact Site Map Login Legal Announcements Work With Us linkedin E U R O P E A D E T I T U L I Z A C I Ó N , S . A . , S . G . F . T . Copyright © 2021

Work With Us HOME FUNDS ACTIVITY AREAS AMORTISED FUNDS LATEST NEWS Legal Notice Personal Data Protection Policy Contact Site Map Login Legal Announcements Work With Us linkedin E U R O P E A D E T I T U L I Z A C I Ó N , S . A . , S . G . F . T . Copyright © 2021