Originators of the Securitisation [Name and LEI]

Summary

[Name and LEI] considers principal adverse impacts on sustainability factors of the assets financed by the underlying exposures of the securitisation [securitisation unique identifier], that are described in this statement.

The ISIN codes of each of the tranches and/or bonds in the securitisation are the following [insert ISIN codes].

This statement covers the reference period from [date] to [date].

For each asset type in the pool [auto loans; leases; residential loans], the total current principal balance of the underlying exposures is as follows [information referred to in Article 2(2), point (e)].

[Summary referred to in Article 2(2), point (f)].

Explanation of how principal adverse impacts on sustainability factors of the assets financed by the underlying exposures of the securitisation are considered in the selection of underlying exposures to be added to the pool at the time of offering or during the lifetime of the securitisation

[Information referred to in Article 2(3)].

Description of principal adverse impacts on sustainability factors of the assets financed by the underlying exposures of the securitisation

[Information referred to in Article 2(5) in the format set out below].

CLIMATE AND OTHER ENVIRONMENT-RELATED INDICATORS

Adverse sustainability indicator

Metric

Impact [reference period n]

Impact [reference period n-1]

Explanation

Indicators applicable to the assets financed by residential loans

Fossil fuels

Share of underlying exposures secured by real estate assets that use fossil fuels for heating generation and electricity generation.

Energy efficiency

Share of underlying exposures secured by energy-inefficient real estate assets.

Indicators applicable to the assets financed by auto loans and leases

Emissions

Share of underlying exposures secured by vehicles belonging to categories M1 or N1 with specific emissions of CO2 that are: (i) until 31 December 2025, equal to or higher than 50 g CO2/km (zero-and-low emission vehicles); and (ii) from 1 January 2026, higher than zero.

Pollution

Share of underlying exposures secured by vehicles non-compliant with the requirements of the most recent applicable stage of the Euro 6 emission limits set out in accordance with Regulation (EC) No 715/2007 of the European Parliament and of the Council (5) and with the emission thresholds for clean light-duty vehicles set out in Table 2 of the Annex to Directive 2009/33/EC of the European Parliament and of the Council (6).

Low recyclability

Share of underlying exposures secured by vehicles belonging to categories M1 or N1 which are not:

Other indicators for principal adverse impacts on sustainability factors

[Information on the principal adverse impacts on sustainability factors referred to in Article 2(5), point (b), in the format set out Table 2]

[Information on the principal adverse impacts on sustainability factors referred to in Article 2(5), point (c), in the format set out Table 3]

[Information on any other indicator included in Table 1 ‘Statement on principal adverse impacts of investment decisions on sustainability factors’ of Annex I to Delegated Regulation (EU) 2022/1288 in the format set out in that Table or any other indicator used to identify and assess additional principal adverse impacts on a sustainability factor referred to in Article 2(5), point (d) of this Regulation. For the purposes of this row, where any other indicator of Table 1 of Annex I to Delegated Regulation (EU) 2022/1288 is used, the relevant definitions and formulas included in that Annex shall apply. However, any selected indicator shall be intended as applicable to assets financed by underlying exposures of residential loans or to assets financed by the auto loans and leases.]

Historical comparison

[Information referred to in Article 2(5), second subparagraph]

Adverse

sustainability impact

Adverse impact on sustainability factors

(Qualitative or quantitative)

Metric

Indicators applicable to assets financed by residential loans

[Information on one or more of the indicators included in Table 2 ‘Additional climate and other environment-related indicators’ of Annex I to Delegated Regulation (EU) 2022/1288 in the format set out in that Table. For the purposes of this row, the relevant definitions and formulas included in that Annex shall apply. However, any selected indicator shall be intended as applicable to assets financed by underlying exposures of residential loans.]

Indicators applicable to assets financed by the auto loans and leases

Water, waste and

material emissions

Share of underlying exposures secured by electric vehicles whose lithium-ion batteries are at a rate of recycling lower than: (i) 65 % until 31 December 2025; and (ii) 70 % until 31 December 2030

or

Share of underlying exposures secured by electric vehicles whose lead-acid batteries are at a rate of recycling lower than: (i) 75 % until 31 December 2025; and (ii) 80 % until 31 December 2030

Emissions

Share of underlying exposures secured by vehicles belonging to categories M1 or N1, with higher specific emissions of CO2 than the fleet-wide CO2 emissions targets.

Adverse sustainability impact

Adverse impact on sustainability factors (Qualitative or quantitative)

Metric

Indicators applicable to assets financed by the residential loans, auto loans and leases

Where available, information on one or more of the indicators included in Table 3, on ‘Additional indicators for social and employee, respect for human rights, anti-corruption, and anti-bribery matters’ of Annex I to Delegated Regulation (EU) 2022/1288 in the format in that Table. For the purposes of this table, the relevant definitions and formulas included in that Annex shall apply. However, any selected indicator shall be intended as applicable to the companies that manufactured the vehicles securing the underlying exposures in the pool.