TOTAL AMOUNT OF SECURITISED EXPOSURES AT ORIGINATION DATE

Initiation date of the clinical investigation: 22nd April 2015

For each securitisation scheme the origination date cannot change between reporting dates.

For each securitisation scheme the origination date cannot change between reporting dates.

In the particular case of securitisation schemes backed by open pools, the origination date shall be the date of the first issuance of securities.

In the particular case of securitisation schemes backed by open pools, the origination date shall be the date of the first issuance of securities.

The month and year of the origination date (i.e. cut-off or closing date of the pool) of the securitisation shall be reported according to the following format

The month and year of the origination date (i.e. cut-off or closing date of the pool) of the securitisation shall be reported according to the following format: mm/yyyy.

This column gathers the amount (according to original exposures pre conversion factors) of the securitised portfolio at the origination date.

Total exposures (at reporting date) are also broken down according to the credit quality steps applied at inception (last block of rows).

This column gathers the amount (according to original exposures pre conversion factors) of the securitised portfolio at the origination date.

Total exposures (at reporting date) are also broken down according to the credit quality steps applied at inception (last block of rows).

The retention of material net economic interest by the originator, sponsor or original lender of the securitisation shall be no less than 5 % (at origination date).

In case of securitisation schemes backed by open pools the amount referring to the origination date of the first issuance of securities shall be reported.

In case of securitisation schemes backed by open pools the amount referring to the origination date of the first issuance of securities shall be reported.