Retiro Mortgage Securities DAC

Retiro Mortgage Securities DAC is a fully secured portfolio mainly consisting of nonperforming loans in Spain with more than half of the assets by property valuation already real estate owned. The portfolio results from the aggregation of four subportfolios (Wind, Tag, Normandia, and Tambo) acquired over time by OCM Luxembourg OPPS X S.à r.l., which operates as sponsor and retention holder in the transaction.