1. Many of our traded assets, like Covered Bond, Structured Notes are collateralised by hundreds of underlying assets. For example, one of the covered bonds has 800,443 assets. Similar situation for our Mortgage and loans. One of our loans has charges on 22 different properties. How should we report each of these 800,443 assets and 22 properties in form S.11.01, top 10 or the largest asset or other ways?

2. For some of our mortgage and loans, we have charges against different properties/buildings. Do the charges count as collateral for S.03.01 and S.11.01?