The PLN 1,399.5m underlying portfolio of auto lease receivables was originated to mostly SME borrowers by Vehis Finanse sp. z o.o.

The GBP 1,520m underlying portfolio is composed of small and medium-size enterprise (SME) and commercial real estate (CRE) loans originated by Santander UK plc.

The underlying portfolio of secured and unsecured NPL loans was sold by 38 Italian banks, and is serviced by Guber Banca S.p.A. as special servicer and Zenith Service S.p.A. as master servicer.

The EUR 371.8m underlying portfolio of payroll-deductible loans was originated to individual borrowers by IBL Banca S.p.A.

The EUR 1,018.9m underlying portfolio of auto loan receivables was originated to private individual borrowers by Banco Cetelem, S.A.U.

This publication does not constitute a rating action.

The underlying portfolio of secured and unsecured NPL loans was sold by BPER Banca S.p.A. and Intesa Sanpaolo S.p.A., and is serviced by Intrum Italy S.p.A. and Prelios Credit Solutions S.p.A.

The fixed rate rated notes have been fully redeemed.

This publication does not constitute a rating action.

The EUR 14bn underlying portfolio of SME loan receivables was originated to individual entrepreneurs and private companies by BNP Paribas S.A.