Company: BCDRF
Filing Date: 2025-03-03
Form Type: 6-K
Source: 0000891478-25-000057
Chunk: 96

Company: Banco Santander, S.A.
Filing Date: 2025-03-03
Form: 6-K
Chunk 96
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 below. Depending on the specific structure of the SRT, the investors risk preference and the bank´s capital strategy, several tranches may be sold to investors while others are retained by the bank. In the exemplary overview below, the mezzanine tranche is sold to investors while the senior and junior tranche are retained by Santander. Please note that tranches which are sold to investors are not hold on the balance sheet of the Bank and therefore are not shown in the provided tables included in the Pillar 3 report. Only tranches, which are owned by the Santander and are included on its banking book, are represented by the according EAD and RWA metric. Information regarding EAD and RWA of the portions held by investors are not shown in this report and cannot be deducted by the presented information.

164 2024 Pillar 3 Disclosures Report

| Index |     | Introduction |     | Capital |     | Risks |     | Risk taker's remunerations |     | Appendices |

The following tables show the distribution, by type of underlying asset, of the securitisation positions issued and repurchased by the Group as an originator, investor and sponsor at 31st December 2024, in both the banking book and trading book.

| Table 66.SEC1 - Securitisation exposures in the non-trading book |     |                                                                                             |     |                           |     |       |              |     |     |         |     |        |              |     |    |           |     |        |              |     |        |           |     |        |     |     |                        |     |   |   |     |     |           |     |   |           |     |     |   |     |                         |     |       |   |     |        |           |     |   |           |     |        |
|                                                                  |     | EUR million                                                                                 |     |                           |     |       |              |     |     |         |     |        |              |     |    |           |     |        |              |     |        |           |     |        |     |     |                        |     |   |   |     |     |           |     |   |           |     |     |   |     |                         |     |       |   |     |        |           |     |   |           |     |        |
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