The underlying portfolio of Cypriot NPLs and REO properties was originated by Hellenic Bank PCL and Cooperative Asset Management Company Ltd. The portfolio is currently serviced by Themis Portfolio Management Limited.

This publication does not constitute a rating action.

The underlying portfolio of secured and unsecured NPL loans was extended to companies and individuals by Unicredit S.p.A., and is serviced by doValue S.p.A..

The underlying portfolio of secured and unsecured NPL loans was extended to companies and individuals by BPER Banca S.p.A, and is serviced by Prelios Credit Servicing S.p.A.

The underlying portfolio of secured and unsecured NPL loans was extended to companies and individuals by various Italian banks, and is serviced by Prelios Credit Servicing S.p.A. and Fire S.p.A..

The underlying portfolio of secured and unsecured NPL loans was extended to companies and individuals by various Italian banks, and is serviced by Cerved Credit Management S.p.A..

This publication does not constitute a rating action.

Rated Series 2020-1 have been fully redeemed.

Class A2 rated notes have been fully redeemed.

The underlying portfolio of corporate loans,commercial real estate loans, project finance loans and trade finance obligations was originated to mainly corporate borrowers based in the United Kingdom or the United States by Barclays Bank PLC.