Diana SPV S.r.l: 23 June 2020

The first non-performing loan securitisation from originator Banca Popolare di Sondrio S.C.p.A.

As at the selection date (1 April 2019) the assets supporting the notes have a gross book value of Eur999.7mln. The portfolio is mostly composed of secured loans, representing approximately 67.8% of the GBV, of which approximately 95.5% by GBV benefit from a first-ranking lien mortgage, and unsecured borrowers representing the remaining 32.2% of the GBV.

The Class A notes are eligible to benefit from the government guarantee scheme (Garanzia sulla Cartolarizzazione delle Sofferenze) pursuant to law n. 49 of 8 April 2016.