Sabadell Consumo 4: 02 June 2026

The receivables in the pool shall exclusively consist of consumer loans owned by Banco Sabadell and granted to individuals resident in Spain.

As at the cut-off date (16 March 2026) the pool consisted of 141,267 loans, where the average principal balance is Eur10,272. Loan purpose (by current balances): living expenses – 38.58%, vehicles – 27.16%, appliances/furniture – 17.52%, others – 8.14%. Repayment method: French amortisation system – 100.0%. Obligor concentration: Top 10 – 0.07% of current balances. Regional concentration: Catalonia – 34.21%, Valencia – 21.82%, Madrid – 9.30% and Murcia – 7.85%.

EU Risk Retention: The Originator will retain on an ongoing basis a material net economic interest of not less than 5% in the securitisation. As at the Closing Date, this will comprise of randomly selected exposures equivalent to no less than 5% of the nominal value of the securitised exposures.

STS: The transaction envisaged under the Prospectus is intended to qualify as a simple, transparent and standardised (STS) securitisation within the meaning of Article 18 of the EU Securitisation Regulation. Consequently, the Originator will submit, on or about the Date of Incorporation, a STS notification to ESMA