Investor Presentaiton

M.7A.10.1 M.7A.10.2 M.7A.10.3 7.A Residential Cover Pool 10. Loan Size Information Average loan size (000s) By buckets (mn): 0-50.000€ 50.001€ -100.000€ 100.001€-150.000€ M.7A.10.4 M.7A.10.5 M.7A.10.6 M.7A.10.7 M.7A.10.8 M.7A.10.9 M.7A.10.10 M.7A.10.11 M.7A.10.12 M.7A.10.13 M.7A.10.26 M.7A.11.1 M.7A.11.2 M.7A.11.3 M.7A.11.4 M.7A.11.5 M.7A.11.6 M.7A.11.7 M.7A.11.8 M.7A.11.9 M.7A.11.10 M.7A.12.1 M.7A.13.1 M.7A.13.2 M.7A.14.1 150.001€-200.000€ 200.001€-250.000€ 250.001€-300.000€ 300.001€-400.000€ 400.001€ -500.000€ 500.001€-600.000€ 600.001€-700.000€ 700.001€-1.000.000€ 1.000.001€-1.400.000€ 11. Loan to Value (LTV) Information - UNINDEXED Weighted Average LTV (%) By LTV buckets (mn): >0-<=40% >40-<=50% >50-<=60% >60-<=70% >70-<=80% >80-<=90% >90-<=100% >100% Nominal 82.979 Number of Loans 1.446 % Residential Loans % No. of Loans 12,39 445 10,32% 30,77% 45,61 638 38,01% 44,12% 25,44 207 21,20% 14,32% 14,97 87 12,48% 6,02% 7,87 36 6,56% 2,49% 2,16 8 1,80% 0,55% 5,49 16 4,57% 1,11% 0,84 2 0,70% 0,14% 2,25 4 1,87% 0,28% 0,61 1 0,51% 0,07% 0,85 1 0,71% 0,07% 1,50 1 1,25% 0,07% Total 119,99 1.446 100,00% 100,00% Nominal 55% Number of Loans 1.446 % Residential Loans % No. of Loans Total 30,02 441 16,61 142 15,35 125 21,49 252 25,65 342 9,74 124 0,04 1 1,10 19 119,99 1.446 Nominal ND1 25,02% 13,84% 30,50% 9,82% 12,79% 8,64% 17,91% 17,43% 21,38% 23,65% 8,12% 8,58% 0,03% 0,07% 0,91% 1,31% 100,00% 100,00% 12. Loan to Value (LTV) Information - INDEXED Weighted Average LTV (%) 13. Breakdown by type Owner occupied Second home/Holiday houses 14. Loan by Ranking 1st lien / No prior ranks. 7B Commercial Cover Pool % Residential Loans 98,51% 1,49% % Residential Loans 100,00% ND2 Number of Loans % Residential Loans % No. of Loans

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