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Market Indices Derived From Loan Level Data

As part of our project to collect loan level data and use it to derive useful products for the market, EuroABS has begun to derive and publish aggregate statistics created by applying our own issuance categorisation data to collected loan level data. As we expand this function, we will add new content to this page.

UK RMBS - All

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

3.65

43.77

Data Generated On: 16/02/2026

Data Generated On: 16/02/2026

UK RMBS - Building Societies

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

0.35

29.62

Data Generated On: 16/02/2026

Data Generated On: 16/02/2026

UK RMBS - Challenger Banks

Issue	Latest Data
Aldbrook Mortgage Transaction 2025-1 plc	30/11/2025
Artemis Mortgages PLC (2024 Re-financing)	30/11/2025
Atlas Funding 2023-1 PLC	31/01/2026
Atlas Funding 2024-1 PLC	31/01/2026
Atlas Funding 2025-1 PLC	31/01/2026
Atlas Funding 2025-2 PLC	31/01/2026
Canterbury Finance No.4 PLC	31/12/2025
Castell 2025-1 PLC	31/12/2025
Castell Finance 2021-1	31/12/2025
Castell Finance 2022-1	31/12/2025
Castell Finance 2023-1	31/12/2025
Castell Finance 2023-2	31/12/2025
Ealbrook Mortgage Funding 2022-1 PLC	31/12/2025
Ealbrook Mortgage Funding 2024-1 PLC	31/01/2026
Ealbrook Mortgage Funding 2025-1 PLC	30/11/2025
Elstree 2025-1 1ST PLC	30/09/2025
Elstree 2025-2 1ST PLC	31/10/2025
Elvet Mortgages 2021-1	31/12/2025
Elvet Mortgages 2023-1	31/12/2025
Elvet Mortgages 2025-1	30/11/2025
Finsbury Square 2021-1 Green	30/11/2025
Finsbury Square 2021-2 Plc	30/11/2025
Gemgarto 2021-1 plc	30/11/2025
Gemgarto 2023-1 PLC	30/11/2025
Holbrook Mortgage Transaction 2023-1	31/01/2026
Lanebrook Mortgage Transaction 2021-1 PLC	31/01/2026
Lanebrook Mortgage Transaction 2022-1 PLC	31/12/2025
Lanebrook Mortgage Transaction 2023-1 PLC	31/01/2026
Lanebrook Mortgage Transaction 2024-1 PLC	31/01/2026
London Bridge Mortgages 2025-1 PLC	31/12/2025
Paragon Mortgages (No 28) plc	31/08/2025
Paragon Mortgages (No 29) plc	30/11/2025
Pierpont BTL 2021-1 plc	31/08/2024
Pierpont BTL 2024-1 plc	30/11/2025
Pierpont BTL 2025-1 plc	30/11/2025
Residential Mortgage Securities No 33 plc	31/12/2025
Rochester Financing No.3	31/01/2026
Shawbrook Mortgage Funding 2022-1 PLC	31/12/2025
Winchester 1 PLC	31/12/2025

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

2.98

54.52

Data Generated On: 16/02/2026

Data Generated On: 16/02/2026

UK RMBS - Retail Banks

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

4.64

50.13

Data Generated On: 16/02/2026

Data Generated On: 16/02/2026

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