GESTION DE ACTIVOS TITULIZADOS, SOCIEDAD GESTORA DE FONDOS DE TITULIZACION, S.A. 2.0.0 2016-01-01 2016-09-30 GESTION DE ACTIVOS TITULIZADOS, SOCIEDAD GESTORA DE FONDOS DE TITULIZACION, S.A. 2.0.0 2015-01-01 2015-09-30 GESTION DE ACTIVOS TITULIZADOS, SOCIEDAD GESTORA DE FONDOS DE TITULIZACION, S.A. 2.0.0 2015-01-01 2015-12-31 GESTION DE ACTIVOS TITULIZADOS, SOCIEDAD GESTORA DE FONDOS DE TITULIZACION, S.A. 2.0.0 2016-01-01 2016-09-30 GESTION DE ACTIVOS TITULIZADOS, SOCIEDAD GESTORA DE FONDOS DE TITULIZACION, S.A. 2.0.0 2009-06-19 2009-06-19 GESTION DE ACTIVOS TITULIZADOS, SOCIEDAD GESTORA DE FONDOS DE TITULIZACION, S.A. 2.0.0 2016-09-30 GESTION DE ACTIVOS TITULIZADOS, SOCIEDAD GESTORA DE FONDOS DE TITULIZACION, S.A. 2.0.0 2015-09-30 GESTION DE ACTIVOS TITULIZADOS, SOCIEDAD GESTORA DE FONDOS DE TITULIZACION, S.A. 2.0.0 2015-12-31 GESTION DE ACTIVOS TITULIZADOS, SOCIEDAD GESTORA DE FONDOS DE TITULIZACION, S.A. 2.0.0 2009-06-19 iso4217:EUR xbrli:pure GAT ICO-FTVPO 1, FTH9441NIF Gestion de Activos Titulizados S.G.F.T., S.A.U.NIF falseX32016 TE EM 127530000146003000127530000146003000127530000146003000126830000145126000700000907000-3000037678000372420002400001470001967800019256000152600010790000181520001817700018022000179720002300026000970001660001000013000300020003000200017757000178370001275600012764000500100050730001652080001832450001451070001634760001451070001634760001391410001577850001028310001216590003760100037601000-274000-329000-1017000-11460009400022900017280001728000-1634000-14990005872000546200058720005462000259730002523100025961000252140001516000106400019327000188840001794400017849000310004200013520009930005003000507700050010005073000-20004000400011500018900011500018900012000170001000100010001000430000430000-430000-4300001100016000-5872000-5462000-5872000-5462000165208000183245000 24850002485000-1020000-1020000-1615000-150000-62000-18000-5000-13000-44000-27000-8000-900013100013100081000 59400047700029000042800025240003750000-545000-930000-1689000-240500013000-35000-41000-27000-30000-8000-1100033900090000455000138000-116000-48000-674000-1321000-644000-12170001808900019267000-18733000-20484000-30000-104000-70000-1000-1000-29000-33000-80000-84400017837000187180001775700017874000 -2025000-171000-2025000-17100016150002307000410000-2136000 CATALUNYA BANC, S.A.BANCO BILBAO VIZCAYA ARGENTARIA, S.A.BANCO DE SABADELL, S.A.514914557100053561640250007767357900000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000514914557100053561640250007767357900000-365000-1189000-13381000-18003000-4708000-8793000-212330000-193876000001455710001640250004.085.0531152000700059000906200091210004828000400032000136300013950006600010007000216000223000550001000600014300014900075000100060001980002040001000000000003789600014000110000109820001109200031152000700059000906200091210003416600089200026.693204482800040003200013630001395000512700052900027.189396600010007000216000223000711000031.36427655000100060001430001490005090006100029.273084750001000600019800020400071300015500028.7517531000001080000000000003789600014000110000109820001109200041334000163700026.8326320.491.3520.150.561.2618.012.50.64000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000015170003048000179000062100014700001551383000104941000215000237278400077110916000550758300062911639000376110755300039141099630003658829000492261210008464634600063643331750005149145569000535616402500077673579000008.298.9614.4212.2211.535.68 01SERIE AGES03410680073316360001207750004.25331642000139508000533161000003316000005.24SERIE B (CA)ES03410680159810000098000008.459810000098000009.298100000980000012.49SERIE B (CM)ES03410680233310000033000008.453310000033000009.233100000330000012.49SERIE B (CP)ES03410680312710000027000008.452710000027000009.227100000270000012.49SERIE B (CT)ES03410680492010000020000008.452010000020000009.220100000200000012.49SERIE C (CA)ES03410680563210000032000008.453210000032000009.232100000320000012.49SERIE C (CM)ES03410680642310000023000008.452310000023000009.223100000230000012.49SERIE C (CP)ES03410680721510000015000008.451510000015000009.215100000150000012.49SERIE C (CT)ES03410680801510000015000008.451510000015000009.215100000150000012.49SERIE D (CA)ES03410680986110000061000008.456110000061000009.261100000610000012.49SERIE D (CM)ES03410681062510000025000008.452510000025000009.225100000250000012.49SERIE D (CP)ES0341068114168200013160008.45168200013160009.216100000160000012.49SERIE D (CT)ES0341068122149900013850008.45149900013850009.214100000140000012.49369515837600036951771090003695369500000SERIE AGES0341068007NSEURIBOR 3M0.50.236011700001207750000120782000SERIE B (CA)ES0341068015SEURIBOR 3M0.80.53601110000980000009801000SERIE B (CM)ES0341068023SEURIBOR 3M0.80.53601110000330000003301000SERIE B (CP)ES0341068031SEURIBOR 3M0.80.53601100270000002700000SERIE B (CT)ES0341068049SEURIBOR 3M0.80.53601100200000002000000SERIE C (CA)ES0341068056SEURIBOR 3M21.73601120000320000003202000SERIE C (CM)ES0341068064SEURIBOR 3M21.73601110000230000002301000SERIE C (CP)ES0341068072SEURIBOR 3M21.73601110000150000001501000SERIE C (CT)ES0341068080SEURIBOR 3M21.73601110000150000001501000SERIE D (CA)ES0341068098SEURIBOR 3M54.7360119000654000610000006763000SERIE D (CM)ES0341068106SEURIBOR 3M54.7360114000334000250000002838000-1000SERIE D (CP)ES0341068114SEURIBOR 3M54.736011200085000131600001403000-41000SERIE D (CT)ES0341068122SEURIBOR 3M54.7360112000279000138500001666000-2320003100013520001583760000159759000-274000SERIE AGES03410680072036-06-2018733000210825000295000184170002810600019209200081800018122000SERIE B (CA)ES03410680152036-06-204400093400081000890000SERIE B (CM)ES03410680232036-06-201500031500027000300000SERIE B (CP)ES03410680312036-06-201200025700022000245000SERIE B (CT)ES03410680492036-06-20900019100016000182000SERIE C (CA)ES03410680562036-06-204400058700065000544000SERIE C (CM)ES03410680642036-06-203100042200047000391000SERIE C (CP)ES03410680722036-06-202000027500031000255000SERIE C (CT)ES03410680802036-06-202000027500031000255000SERIE D (CA)ES03410680982036-06-2018090001809000SERIE D (CM)ES03410681062036-06-204600067600014000630000SERIE D (CP)ES03410681142036-06-2028400090005300009800028400028000521000SERIE D (CT)ES03410681222036-06-20150002860001500015000286000187330002111240005450002497400028219000192391000118000024430000SERIE AGES03410680072015-07-10MDYAa2 Aa2 Aaa SERIE B (CA)ES03410680152016-05-14MDYAa2 A1 A2 SERIE B (CM)ES03410680232015-07-10MDYAa2 Aa2 A2 SERIE B (CP)ES03410680312015-07-10MDYAa2 Aa2 A2 SERIE B (CT)ES03410680492015-07-10MDYAa2 Aa2 A2 SERIE C (CA)ES03410680562016-05-14MDYA3 Baa3 Ba2 SERIE C (CM)ES03410680642016-05-14MDYBaa1 Baa3 Ba2 SERIE C (CP)ES03410680722016-05-14MDYA3 Ba1 Ba2 SERIE C (CT)ES03410680802015-07-10MDYBaa2 Baa2 Ba2 SERIE D (CA)ES03410680982016-05-14MDYCaa3 C C SERIE D (CM)ES03410681062016-05-14MDYCaa3 C C SERIE D (CP)ES03410681142016-05-14MDYCaa3 C C SERIE D (CT)ES03410681222016-05-14MDYCaa2 C C SERIE AGES03410680072014-10-07FCHAA+ AA+ AAA SERIE B (CA)ES03410680152015-10-01FCHA+ A+ A SERIE B (CM)ES03410680232015-10-01FCHA+ A+ A SERIE B (CP)ES03410680312015-10-01FCHA+ A+ A SERIE B (CT)ES03410680492015-10-01FCHA+ A+ A SERIE C (CA)ES03410680562015-10-01FCHBBB+ BBB+ BBB SERIE C (CM)ES03410680642015-10-01FCHBBB+ BBB+ BBB SERIE C (CP)ES03410680722015-10-01FCHBBB+ BBB+ BBB SERIE C (CT)ES03410680802015-10-01FCHBBB+ BBB+ BBB 11042000106100007.596.471.151.55truetruefalsefalsefalsefalsetruetrue76.2678.7712077500013950800076.2578.76truetrueNIF Catalunya Banc, S.A., Banco de Sabadell, S.A. y Banco Bilbao Vizcaya Argentaria, S.A.NIF Confederación Española de Cajas de Ahorrosn/a-n/a-n/a-NIF Instituto de Crédito Oficialn/a- 0905740008320000.390.510.41145000940000.10.060.17190009260000.490.560.50 120300000026980000.840.750.796570006140000.180.170.23365700033120001.020.931.020 1000.390.41Aptdo. 3.4.2.2 - pág. 182RATIO DE MOROSIDAD = (Principal Pendiente de Vencer Moroso + Principal Vencido No cobrado Moroso) / (Saldo Vivo Pendiente de los Activos) RATIO FALLIDOS = (Importe Acumulado de Write-Off) / (Saldo Vivo Inicial Pendiente de los Activos) SALDO VIVO PENDIENTE DE LOS ACTIVOS = (Saldo Principal Pendiente de Vencer + Saldo Vencido no Cobrado) WRITE-OFF ACUMULADOS = Importe de los préstamos fallidos acumulados definidos como operaciones con una morosidad igual o superior a 12 meses, o considerados como tal por el cedente. Periodo Anterior a 31-12-2015. 22262940002276916000238108980003340003390001734300000000057145300057160300065314800000000000000071430007157000934800046123400047138100053246000036981079820003853121643000598027384300000000044598280004621118300053321891000682808000703079000775590000242820400025994520003292041600000000035461000375570004312430000000005315510005316770006231830002735579000281633800036114537000000000514914557100053561640250007767357900000000000000000514914557100053561640250007767357900000514914557100014557100053561640250001640250007767357900000357900000000000000000000000000000000000000514914557100053561640250007767357900000431910255600038449182200019424348700053525671000150471603000282612281500025114200000751600029991915980003928560000000422900018400000158000000000000000000051491455700005356164025000776735790000033.8537.9657.82Acuerdo consejo de ministros (90%) Mensual 02-05 26549405200001.85Acuerdo consejo de ministros (90%) Mensual 05-08 134951600001.88Acuerdo consejo de ministros (90%) Mensual 98 20533679100001.89Acuerdo consejo de ministros (90%) Triennal 95 203800002.57Acuerdo consejo de ministros (90%) Triennal 96 143256700002.47Acuerdo consejo de ministros (90%) Triennal 97 139249200003.25Acuerdo consejo de ministros (90%) Triennal 98 611500002.57514914557100001.9117000120000000000004837140319000000014425670003031117885000002715300051242000459107340001402515000227345879000104101300000002070132537000000046585450000000342612463900000001243804320000000000000000000000000000000000000000000000000000000000000005149145571000535616402600077673579000001.92.544.290.750.9900.80180.7420.5816N/A36951583760001583760003695369500000369500000000000000000000000000036951583760003695369500000 .