monthly portfolio and performance report€¦ · monthly portfolio and performance report: 1...

[email protected] / www.abnamro.com/ir

www.dutchsecuritisation.nl Report Version 1.2 - August 2015

Reporting period: 1 November 2015 - 30 November 2015

Reporting Date: 28-12-2015

AMOUNTS IN EURO

ABN AMRO Hypotheken Groep B.V.

Monthly Portfolio and Performance Report

Goldfish Master Issuer B.V.

Pagina 1 van 43

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43Contact Information

This Portfolio and Performance Report has been prepared based on the Template Portfolio and Performance Report as published by the Dutch Securitisation Association and applicable as at the

time of this report. The Template Portfolio and Performance Report has been recognised by PCS as part of the Domestic Market Guideline applicable to Dutch RMBS transactions.

Foreclosure Statistics - Total

Foreclosure Statistics - NHG Loans

Foreclosure Statistics - Non NHG Loans

Performance Ratios

Stratification Tables

Glossary

Programme Specific Information

The Mortgage Loan Portfolio


Monthly Portfolio and Performance Report: 1 November 2015 - 30 November 2015

Table of Contents

Key Dates

Pagina 2 van 43


Key DatesNote Series* Goldfish 2007-1 A2 Goldfish 2007-1 B1 Goldfish 2008-1 B0 Goldfish 2008-2 A0 Goldfish 2008-2 B0 Goldfish 2010-1 A3 Goldfish 2010-1 B Goldfish 2010-1 C Goldfish 2013-1 A1 Goldfish 2013-1 A2 Goldfish 2013-2 A1

Key Dates

Closing Date 19-06-2007 19-06-2007 28-01-2008 28-11-2008 28-11-2008 28-01-2010 28-01-2010 28-01-2010 28-02-2013 28-02-2013 28-05-2013

First Optional Redemption Date 28-05-2017 28-05-2017 28-05-2017 28-05-2017 28-05-2017 28-11-2016 30-08-2021 30-08-2021 28-05-2016 28-05-2017 28-05-2016

Step Up Date 28-05-2017 28-05-2017 28-05-2017 28-05-2017 28-05-2017 28-11-2016 30-08-2021 30-08-2021 28-05-2016 28-05-2017 28-05-2016

Original Weighted Average Life

(expected)

9,9 9,9 9,3 8,5 8,5 6,8 11,6 11,6 3,2 4,2 3

Final Maturity Date 28-11-2099 28-11-2099 28-11-2099 28-11-2099 28-11-2099 28-11-2099 28-11-2099 28-11-2099 28-11-2099 28-11-2099 28-11-2099

Portfolio Date 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015

Determination Date 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015

Interest Payment Date 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015

Principal Payment Date 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015

Current Reporting Period nov-15 nov-15 nov-15 nov-15 nov-15 nov-15 nov-15 nov-15 nov-15 nov-15 nov-15

Previous Reporting Period okt-15 okt-15 okt-15 okt-15 okt-15 okt-15 okt-15 okt-15 okt-15 okt-15 okt-15

Accrual Start Date 28-08-2015 28-08-2015 28-08-2015 28-08-2015 28-08-2015 28-08-2015 28-08-2015 28-08-2015 28-08-2015 28-08-2015 28-08-2015

Accrual End Date 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015

Accrual Period (in days) 94 94 94 94 94 94 94 94 94 94 94

Fixing Date Reference Rate 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015


Pagina 3 van 43

Key DatesNote Series*

Key Dates

Closing Date

First Optional Redemption Date

Step Up Date

Original Weighted Average Life

(expected)

Final Maturity Date

Portfolio Date

Determination Date

Interest Payment Date

Principal Payment Date

Current Reporting Period

Previous Reporting Period

Accrual Start Date

Accrual End Date

Accrual Period (in days)

Fixing Date Reference Rate


Goldfish 2013-2 A2 Goldfish 2013-2 A3 Goldfish 2013-2 A4 Goldfish 2013-2 A5 Goldfish 2013-2 A6 Goldfish 2013-2 A7 Goldfish 2013-2 B Goldfish 2013-2 C

28-05-2013 28-05-2013 28-05-2013 28-05-2013 28-05-2013 28-05-2013 28-05-2013 28-05-2013

28-05-2017 28-05-2018 28-05-2019 28-05-2020 28-05-2021 28-05-2021 28-05-2021 28-05-2021

28-05-2017 28-05-2018 28-05-2019 28-05-2020 28-05-2021 28-05-2021 28-05-2021 28-05-2021

4 5 6 7 8 8 8 8

28-11-2099 28-11-2099 28-11-2099 28-11-2099 28-11-2099 28-11-2099 28-11-2099 28-11-2099

30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015

26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015

30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015

30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015

nov-15 nov-15 nov-15 nov-15 nov-15 nov-15 nov-15 nov-15

okt-15 okt-15 okt-15 okt-15 okt-15 okt-15 okt-15 okt-15

28-08-2015 28-08-2015 28-08-2015 28-08-2015 28-08-2015 28-08-2015 28-08-2015 28-08-2015

30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015 30-11-2015

94 94 94 94 94 94 94 94

26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015 26-08-2015


Pagina 4 van 43

Number of Mortgage Loans

Number of Mortgage Loans at the beginning of the Reporting Period

Matured Mortgage Loans

Prepaid Mortgage Loans

Further Advances / Modified Mortgage Loans

Replacements

Replenishments

Loans repurchased by the Seller

Foreclosed Mortgage Loans

Others

Number of Mortgage Loans at the end of the Reporting Period

Amounts

Net Outstanding balance at the beginning of the Reporting Period

Scheduled Principal Receipts

Prepayments

Further Advances / Modified Mortgage Loans

Replacements

Replenishments

Loans repurchased by the Seller

Foreclosed Mortgage Loans

Others

Rounding

Net Outstanding balance at the end of the Reporting Period

Amount of Construction Deposit Obligations

Construction Deposit Obligations at the beginning of the Reporting Period

Changes in Construction Deposit Obligations

Construction Deposit Obligations at the end of the Reporting Period

Amount of Saving Deposits

Saving Deposit at the beginning of the Reporting Period

Changes in Saving Deposits

Saving Deposits at the end of the Reporting Period

784.416.453,45

52.633.495,83

837.049.949,28

5.209.140,78

5.979.427,54

-770.286,76

0,00

12.407.018.707,41

-/- 5.839.509,91

-/- 0,00

-46.813.050,65

3.371.525,01

0,00

124.477.489,17

12.407.040.702,50

-/- 7.771.916,37

-/- 67.446.532,34

167.409

-/- 126

-/- 0

-46

66

0

1.626

166.572

-/- 98

-/- 585



The Mortgage Loan Portfolio

Pagina 5 van 43

Foreclosure Statistics - Total

Foreclosures reporting periodically

Number of Mortgage Loans foreclosed during the Reporting Period

Net principal balance of Mortgage Loans foreclosed during the Reporting Period

Recoveries from sales on Foreclosed Mortgage Loans during the Reporting Period -/-

Total amount of losses on Foreclosed Mortgage Loans during the Reporting Period

Post-Foreclosure recoveries on Foreclosed Mortgage Loans during the Reporting Period -/-

Losses minus recoveries during the Reporting Period

Average loss severity during the Reporting Period

Foreclosures since Closing Date

Number of Mortgage Loans foreclosed since the Closing Date

Net principal balance of Mortgage Loans foreclosed since the Closing Date

Net principal balance of Mortgage Loans foreclosed since the Closing Date

Recoveries from sales on Foreclosed Mortgage Loans since the Closing Date -/-

Total amount of losses on Mortgage Loans foreclosed since the Closing Date

Post-Foreclosure recoveries on Mortgage Loans Foreclosed since the Closing Date -/-

Losses minus recoveries since the Closing Date

Average loss severity since the Closing Date

Foreclosures

Number of Mortgage Loans in foreclosure at the beginning of the Reporting Period

Number of new Mortgage Loans in foreclosure during the Reporting Period

Number of Mortgage Loans for which foreclosure was completed in the Reporting Period -/-

Number of Mortgage Loans in foreclosure at the end of the Reporting Period

Net principal balance of Mortgage Loans in foreclosure at the beginning of the Reporting Period

Net principal balance of new Mortgage Loans in foreclosure during the Reporting Period

Net principal balance of Mortgage Loans for which foreclosure was completed during the Reporting Period -/-

Net principal balance of Mortgage Loans in foreclosure at the end of the Reporting Period

Constant Default Rate

Constant Default Rate current month

Constant Default Rate 3-month average



Constant Default Rate to date

n.a. n.a.

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16.126.671,85 16.767.572,56

9,12% 9,12%

17.109.209,39 17.750.110,10

982.537,54 982.537,54

176.861.247,91 183.900.615,12

159.752.038,53 166.150.505,03

976 1.021

176.861.247,91 183.900.615,12

13,64% 9,10%

0,00 0,00

442.736,87 640.900,71

3.247.003,60 7.039.367,21

2.804.266,73 6.398.466,50

442.736,87 640.900,71

18 45



Previous Period Current Period

Pagina 6 van 43

Foreclosure Statistics - NHG Loans


Number of NHG Loans foreclosed during the Reporting Period

Net principal balance of NHG Loans foreclosed during the Reporting Period

Recoveries from sales on Foreclosed NHG Loans during the Reporting Period -/-

Total amount of losses on Foreclosed NHG Loans during the Reporting Period

Post-foreclosure recoveries on foreclosed NHG loans during the Reporting Period -/-


Average loss severity NHG Loans during the Reporting Period


Net principal balance of NHG Loans foreclosed since the Closing Date

Recoveries from sales on foreclosed NHG Loans since the Closing Date -/-

Total amount of losses on NHG Loans foreclosed since the Closing Date

Post-Foreclosure recoveries on NHG Loans foreclosed since the Closing Date -/-


Average loss severity NHG Loans since the Closing Date

Foreclosures

Number of NHG Loans in foreclosure at the beginning of the Reporting Period

Number of new NHG Loans in foreclosure during the Reporting Period

Number of NHG Loans for which foreclosure was completed in the Reporting Period -/-

Number of NHG Loans in foreclosure at the end of the Reporting Period

Net principal balance of NHG Loans in foreclosure at the beginning of the Reporting Period

Net principal balance of new NHG Loans in foreclosure during the Reporting Period

Net principal balance of NHG Loans for which foreclosure was completed during the Reporting Period -/-

Net principal balance of NHG Loans in foreclosure at the end of the Reporting Period

WEW Claims periodically

Number of claims to WEW at the beginning of the Reporting Period

New claims to WEW during the Reporting Period

Finalised claims with WEW during the Reporting Period -/-

Number of claims to WEW at the end of the Reporting Period

Notional amount of claims to WEW at the beginning of the Reporting Period

Notional amount of new claims to WEW during the Reporting Period

Notional amount of finalised claims with WEW during the Reporting Period -/-

Notional amount of claims to WEW at the end of the Reporting Period

Notional amount of finalised claims with WEW during the Reporting Period

Amount paid out by WEW during the Reporting Period

Payout ratio WEW during the Reporting Period

WEW Claims since Closing

Number of finalised claims to WEW since the Closing Date

Amount of finalised claims with WEW since the Closing Date

Amount paid out by WEW since the Closing Date -/-

Payout ratio WEW since the Closing Date

Reasons for non payout as percentage of non recovered claim amount

Amount of finalised claims with WEW since the Closing Date

Amount paid out by WEW since the Closing Date -/-

Non recovered amount of WEW since the Closing Date

Insufficient guaranteed amount due to decrease with annuity amount

Loan does not comply with NHG criteria at origination

Other administrative reasons

Other

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16.126.671,85 16.767.572,56

9,12% 9,12%

17.109.209,39 17.750.110,10

982.537,54 982.537,54

176.861.247,91 183.900.615,12

159.752.038,53 166.150.505,03

13,64% 9,10%

0,00 0,00

442.736,87 640.900,71

442.736,87 640.900,71

18 45




3.247.003,60 7.039.367,21

2.804.266,73 6.398.466,50

Pagina 7 van 43

Foreclosure Statistics - Non NHG Loans


Number of Non NHG Loans foreclosed during the Reporting Period

Net principal balance of Non NHG Loans foreclosed during the Reporting Period

Recoveries from sales on Foreclosed Non NHG Loans during the Reporting Period -/-

Total amount of losses on Foreclosed Non NHG Loans during the Reporting Period

Post-foreclosure recoveries on Foreclosed Non NHG Loans during the Reporting Period -/-


Average loss severity Non NHG Loans during the Reporting Period


Net principal balance of Non NHG loans foreclosed since the Closing Date

Recoveries from sales on foreclosed Non NHG Loans since the Closing Date -/-

Total amount of losses on Non NHG Loans foreclosed since the Closing Date

Post-Foreclosure recoveries on Non NHG Loans foreclosed since the Closing Date -/-


Average loss severity Non NHG Loans since the Closing Date

Foreclosures

Number of Non NHG Loans in foreclosure at the beginning of the Reporting Period

Number of new Non NHG Loans in foreclosure during the Reporting Period

Number of Non NHG Loans for which foreclosure was completed in the Reporting Period -/-

Number of Non NHG Loans in foreclosure at the end of the Reporting Period

Net principal balance of Non NHG Loans in foreclosure at the beginning of the Reporting Period

Net principal balance of new Non NHG Loans in foreclosure during the Reporting Period

Net principal balance of Non NHG Loans for which foreclosure was completed during the Reporting Period -/-

Net principal balance of Non NHG Loans in foreclosure at the end of the Reporting Period

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -




Pagina 8 van 43

No transaction specific information for this reporting period.



Programme Specific Information

Pagina 9 van 43

Constant Prepayment Rate (CPR)

Annualized Life CPR

Annualized 1-month average CPR




Principal Payment Rate (PPR)

Annualized Life PPR

Annualized 1-month average PPR




Payment Ratio

Periodic Payment Ratio 0,000% 0,000%

0,000% 0,000%

0,000% 0,000%

0,000% 0,000%

0,000% 0,000%

0,000% 0,000%

0,000% 0,000%

0,000% 0,000%

0,000% 0,000%

6,998% 7,348%

0,000% 0,000%



Performance Ratios


Pagina 10 van 43



Stratifications

1. Key Characteristics

Description As per Reporting Date

Principal amount 13.244.068.656,69

Value of savings deposits 837.049.949,28

Net principal balance 12.407.018.707,41

Construction Deposits 5.209.140,78

Net principal balance excl. Construction and Saving Deposits 12.401.809.566,63

Number of loans 81.866

Number of loanparts 167.409

Average principal balance (borrower) 151.552,77

Weighted average current interest rate 4,39%

Weighted average maturity (in years) 21,61

Weighted average remaining time to interest reset (in years) 6,92

Weighted average seasoning (in years) 7,04

Weighted average CLTIFV 104,97%

Weighted average CLTOMV 83,05%

Weighted average CLTIMV 88,75%

Weighted average CLTOFV 97,71%

Pagina 11 van 43

Aggregate Outstanding

Amount

% of Total Nr of Loans Weighted Average

Coupon

12.223.568.404,57 98,52% 164.987 4,38%

90.510.052,21 0,73% 1.212 4,38%

41.199.127,98 0,33% 541 4,52%

11.117.643,02 0,09% 144 4,30%

7.732.772,80 0,06% 103 4,55%

4.130.635,08 0,03% 50 4,45%

4.200.265,09 0,03% 54 4,57%

24.559.806,66 0,20% 318 4,45%

12.407.018.707,41 100,00% 167.409 4,39%



Delinquencies

% of Total Weighted Average

Maturity (year)

Performing 98,48% 21,60

< 30 days 0,74% 21,83

30 days - 60 days 0,34% 23,49

60 days - 90 days 0,10% 22,95

90 days - 120 days 0,07% 21,59

120 days - 150 days 0,04% 24,04

150 days - 180 days 0,04% 22,11

180 days > 0,21% 21,26

Total 100,00% 21,61

Pagina 12 van 43


Amount

% of Total Nr of Loanparts Weighted Average

Maturity (year)

681.895.357,58 5,50% 10.434 24,34

2.127.269.963,96 17,15% 28.012 23,91

5.091.183.021,59 41,03% 75.767 22,98

237.687.878,19 1,92% 2.390 18,67

1.899.451.536,06 15,31% 21.053 17,32

74.275.977,63 0,60% 1.161 23,48

1.722.578.068,69 13,88% 22.497 19,38

572.676.903,71 4,62% 6.095 19,53

12.407.018.707,41 100,00% 167.409 21,61



2. Redemption Type


Coupon

Annuity 6,23% 3,85%

Bank Savings 16,73% 4,65%

Interest only 45,26% 4,35%

Investment 1,43% 4,13%

Universal life 12,58% 4,13%

Linear 0,69% 3,72%

Savings 13,44% 4,74%

Hybrid 3,64% 4,36%

Total 100,00% 4,39%

Pagina 13 van 43


Amount


Coupon

26.062.391,17 0,21% 1.655 4,58%

115.702.518,95 0,93% 2.996 4,57%

280.009.263,09 2,26% 4.389 4,51%

633.548.636,15 5,11% 7.146 4,40%

3.022.340.444,84 24,36% 23.786 4,39%

4.263.418.372,70 34,36% 24.522 4,35%

3.022.724.738,88 24,36% 13.635 4,36%

791.933.654,68 6,38% 2.944 4,50%

251.278.686,95 2,03% 793 4,52%

12.407.018.707,41 100,00% 81.866 4,39%



3. Outstanding Loan Amount


Maturity (year)

<= 25,000 2,02% 14,37

25,000 - 50,000 3,66% 14,92

50,000 - 75,000 5,36% 16,92

75,000 - 100,000 8,73% 18,71

100,000 - 150,000 29,05% 20,91

150,000 - 200,000 29,95% 21,68

200,000 - 250,000 16,66% 22,45

250,000 - 300,000 3,60% 24,69

300,000 - 350,000 0,97% 25,30

350,000 - 400,000

400,000 - 450,000

450,000 - 500,000

500,000 - 550,000

550,000 - 600,000

600,000 - 650,000

650,000 - 700,000

700,000 - 750,000

750,000 - 800,000

800,000 - 850,000

850,000 - 900,000

900,000 - 950,000

Total 100,00% 21,61

950,000 - 1,000,000

1,000,000 >

Pagina 14 van 43


Amount

% of Total Nr of Loanparts % of Total

23.834.358,21 0,19% 865 0,52%

16.533.979,80 0,13% 372 0,22%

27.337.184,36 0,22% 558 0,33%

38.735.068,36 0,31% 780 0,47%

88.186.774,51 0,71% 1.746 1,04%

108.649.494,40 0,88% 1.892 1,13%

95.936.359,15 0,77% 1.497 0,89%

123.272.500,85 0,99% 1.830 1,09%

138.880.567,90 1,12% 1.933 1,15%

350.095.439,90 2,82% 4.545 2,71%

532.521.898,06 4,29% 6.848 4,09%

1.146.986.177,67 9,24% 15.533 9,28%

1.725.416.496,55 13,91% 23.119 13,81%

1.141.478.914,37 9,20% 15.089 9,01%

583.579.234,70 4,70% 8.175 4,88%

1.003.267.320,15 8,09% 13.809 8,25%

574.437.843,61 4,63% 7.399 4,42%

1.592.618.972,22 12,84% 20.753 12,40%

2.258.478.064,51 18,20% 29.042 17,35%

159.801.288,65 1,29% 2.940 1,76%

349.500.901,31 2,82% 4.310 2,57%

327.469.868,17 2,64% 4.374 2,61%

12.407.018.707,41 100,00% 167.409 100,00%



4. Origination Year

Weighted Average

Coupon

Weighted Average

Maturity (year)

< 1995 4,68% 7,53

1995 - 1996 4,39% 9,73

1996 - 1997 4,81% 10,02

1997 - 1998 4,99% 11,33

1998 - 1999 5,01% 12,25

1999 - 2000 4,77% 13,75

2000 - 2001 4,45% 14,64

2001 - 2002 4,74% 15,71

2002 - 2003 4,48% 16,78

2003 - 2004 4,03% 17,72

2004 - 2005 3,92% 18,20

2005 - 2006 3,58% 18,81

2006 - 2007 4,12% 19,14

2007 - 2008 4,70% 20,47

2008 - 2009 5,21% 21,51

2009 - 2010 4,99% 22,61

2010 - 2011 4,71% 23,19

2011 - 2012 4,63% 24,29

2012 - 2013 4,51% 24,93

2013 - 2014 4,10% 21,77

2014 - 2015 3,39% 26,50

2015 >= 3,19% 26,47

Total 4,39% 21,61

Pagina 15 van 43


Amount


Coupon

327.469.868,17 2,64% 4.374 3,19%

349.500.901,31 2,82% 4.310 3,39%

159.801.288,65 1,29% 2.940 4,10%

2.258.478.064,51 18,20% 29.042 4,51%

1.592.618.972,22 12,84% 20.753 4,63%

574.437.843,61 4,63% 7.399 4,71%

1.003.267.320,15 8,09% 13.809 4,99%

583.579.234,70 4,70% 8.175 5,21%

1.141.478.914,37 9,20% 15.089 4,70%

1.725.416.496,55 13,91% 23.119 4,12%

1.146.986.177,67 9,24% 15.533 3,58%

532.521.898,06 4,29% 6.848 3,92%

350.095.439,90 2,82% 4.545 4,03%

138.880.567,90 1,12% 1.933 4,48%

123.272.500,85 0,99% 1.830 4,74%

95.936.359,15 0,77% 1.497 4,45%

108.649.494,40 0,88% 1.892 4,77%

88.186.774,51 0,71% 1.746 5,01%

38.735.068,36 0,31% 780 4,99%

27.337.184,36 0,22% 558 4,81%

16.533.979,80 0,13% 372 4,39%

9.847.154,35 0,08% 304 4,37%

8.220.345,37 0,07% 291 4,80%

5.766.858,49 0,05% 270 5,02%

12.407.018.707,41 100,00% 167.409 4,39%

From (>=) - Until (<) % of Total Weighted Average

Maturity (year)

< 1 year 2,61% 26,47



5. Seasoning

3 years - 4 years 17,35% 24,93

4 years - 5 years 12,40% 24,29

1 year - 2 years 2,57% 26,50

2 years - 3 years 1,76% 21,77

7 years - 8 years 4,88% 21,51

8 years - 9 years 9,01% 20,47

5 years - 6 years 4,42% 23,19

6 years - 7 years 8,25% 22,61

11 years - 12 years 4,09% 18,20

12 years - 13 years 2,71% 17,72

9 years - 10 years 13,81% 19,14

10 years - 11 years 9,28% 18,81

15 years - 16 years 0,89% 14,64

16 years - 17 years 1,13% 13,75

13 years - 14 years 1,15% 16,78

14 years - 15 years 1,09% 15,71

19 years - 20 years 0,33% 10,02

20 years - 21 years 0,22% 9,73

17 years - 18 years 1,04% 12,25

18 years - 19 years 0,47% 11,33

23 years - 24 years 0,16% 6,58

24 years - 25 years

21 years - 22 years 0,18% 8,40

22 years - 23 years 0,17% 7,16

27 years - 28 years

28 years - 29 years

25 years - 26 years

26 years - 27 years

Total 100,00% 21,61

29 years - 30 years

30 years >

Pagina 16 van 43


Amount


129.721,49 0,00% 136 0,08%

36.576.215,01 0,29% 1.477 0,88%

141.657.095,30 1,14% 3.646 2,18%

725.195.510,49 5,85% 12.939 7,73%

2.222.468.478,30 17,91% 29.904 17,86%

5.200.560.623,86 41,92% 69.250 41,37%

3.812.425.509,79 30,73% 47.111 28,14%

208.639.536,07 1,68% 2.072 1,24%

775.927,11 0,01% 17 0,01%

984.304,47 0,01% 16 0,01%

1.149.341,44 0,01% 20 0,01%

2.501.603,51 0,02% 48 0,03%

2.819.997,99 0,02% 62 0,04%

5.136.774,04 0,04% 99 0,06%

7.970.850,67 0,06% 147 0,09%

19.495.973,49 0,16% 242 0,14%

18.531.244,38 0,15% 223 0,13%

12.407.018.707,41 100,00% 167.409 100,00%



6. Legal Maturity

Weighted Average

Coupon

Weighted Average

Maturity (year)

< 2015 3,77% -1,47

2015 - 2020 4,29% 2,43

2020 - 2025 4,44% 7,21

2025 - 2030 4,50% 12,17

2030 - 2035 4,24% 16,95

2035 - 2040 4,39% 21,29

2040 - 2045 4,52% 26,13

2045 - 2050 3,16% 29,22

2050 - 2055 4,76% 35,94

2055 - 2060 4,19% 40,75

2060 - 2065 5,03% 46,89

2065 - 2070 4,47% 51,48

2070 - 2075 4,28% 56,60

2075 - 2080 4,47% 61,57

2080 - 2085 4,14% 66,13

2085 - 2090 3,47% 72,39

2090 - 2095 2,66% 74,53

Total 4,39% 21,61

2095 - 2100

2100 >=

Pagina 17 van 43


Amount


5.376.658,12 0,04% 518 0,31%

6.714.405,20 0,05% 261 0,16%

9.850.444,72 0,08% 386 0,23%

13.419.020,18 0,11% 406 0,24%

12.910.113,64 0,10% 372 0,22%

17.132.360,59 0,14% 460 0,27%

26.161.892,17 0,21% 748 0,45%

32.302.489,97 0,26% 842 0,50%

50.630.735,50 0,41% 1.179 0,70%

57.984.445,03 0,47% 1.191 0,71%

103.367.759,50 0,83% 1.924 1,15%

129.667.613,02 1,05% 2.396 1,43%

180.560.940,12 1,46% 3.240 1,94%

237.254.277,47 1,91% 3.932 2,35%

245.032.479,62 1,97% 3.696 2,21%

404.442.604,46 3,26% 5.830 3,48%

431.752.593,49 3,48% 5.929 3,54%

459.034.487,66 3,70% 5.907 3,53%

643.217.261,68 5,18% 8.139 4,86%

949.068.553,81 7,65% 12.519 7,48%

1.709.410.215,25 13,78% 22.680 13,55%

1.024.712.183,23 8,26% 13.402 8,01%

639.247.889,84 5,15% 8.769 5,24%

889.047.199,66 7,17% 11.999 7,17%

517.149.917,76 4,17% 6.609 3,95%

788.998.439,55 6,36% 10.072 6,02%

2.098.950.148,77 16,92% 25.575 15,28%

339.040.030,96 2,73% 4.175 2,49%

70.186.749,97 0,57% 875 0,52%

253.213.243,80 2,04% 2.460 1,47%

61.181.552,67 0,49% 918 0,55%

12.407.018.707,41 100,00% 167.409 100,00%

Weighted Average

Coupon

Weighted Average

Maturity (year)

< 1 year 3,80% 0,40



7. Remaining Tenor

3 - 4 years 4,38% 3,48

4 - 5 years 4,28% 4,48

1 - 2 years 4,18% 1,51

2 - 3 years 4,51% 2,47

7 - 8 years 4,51% 7,51

8 - 9 years 4,43% 8,47

5 - 6 years 4,42% 5,45

6 - 7 years 4,48% 6,46

11 - 12 years 4,54% 11,47

12 - 13 years 4,60% 12,50

9 - 10 years 4,26% 9,51

10 - 11 years 4,44% 10,48

15 - 16 years 4,46% 15,49

16 - 17 years 4,42% 16,42

13 - 14 years 4,50% 13,48

14 - 15 years 4,27% 14,48

19 - 20 years 3,68% 19,53

20 - 21 years 4,05% 20,40

17 - 18 years 4,15% 17,51

18 - 19 years 4,05% 18,49

23 - 24 years 5,02% 23,56

24 - 25 years 4,75% 24,46

21 - 22 years 4,59% 21,48

22 - 23 years 5,10% 22,41

27 - 28 years 4,31% 27,09

28 - 29 years 3,55% 28,76

25 - 26 years 4,73% 25,64

26 - 27 years 4,49% 26,37

Total 4,39% 21,61

29 - 30 years 3,17% 29,15

> 30 years 3,56% 67,10

Pagina 18 van 43


Amount


Coupon

4.850.993,81 0,04% 323 4,46%

23.974.939,59 0,19% 737 4,40%

59.953.624,53 0,48% 1.075 4,28%

129.881.401,90 1,05% 1.749 4,28%

241.371.929,72 1,95% 2.645 4,28%

378.776.425,33 3,05% 3.627 4,26%

380.544.002,75 3,07% 3.333 4,36%

558.450.055,97 4,50% 4.376 4,36%

751.265.223,20 6,06% 5.424 4,37%

1.132.890.905,25 9,13% 7.690 4,36%

1.535.787.271,38 12,38% 9.326 4,40%

2.910.562.867,12 23,46% 16.332 4,41%

3.654.243.336,96 29,45% 21.314 4,39%

451.603.254,14 3,64% 2.723 4,48%

109.942.735,34 0,89% 656 4,40%

82.919.740,42 0,67% 536 4,20%

12.407.018.707,41 100,00% 81.866 4,39%



8. Original Loan to Original Foreclosure Value


Maturity (year)

<= 10 % 0,39% 21,07

10 % - 20 % 0,90% 20,82

20 % - 30 % 1,31% 20,02

30 % - 40 % 2,14% 19,90

40 % - 50 % 3,23% 19,77

50 % - 60 % 4,43% 19,80

60 % - 70 % 4,07% 18,80

70 % - 80 % 5,35% 19,61

80 % - 90 % 6,63% 20,05

90 % - 100 % 9,39% 20,77

100 % - 110 % 11,39% 21,42

110 % - 120 % 19,95% 22,97

120 % - 130 % 26,04% 22,27

130 % - 140 % 3,33% 21,49

140 % - 150 % 0,80% 21,02

150 % > 0,65% 19,24

Total 100,00% 21,61

Pagina 19 van 43


Amount


Coupon

10.287.195,53 0,08% 743 4,44%

47.921.544,99 0,39% 1.421 4,42%

113.184.580,14 0,91% 1.974 4,36%

209.774.920,21 1,69% 2.731 4,35%

352.845.249,42 2,84% 3.806 4,34%

494.120.964,33 3,98% 4.463 4,34%

567.966.419,44 4,58% 4.575 4,39%

782.090.899,18 6,30% 5.612 4,40%

1.078.217.541,93 8,69% 7.108 4,39%

1.573.065.748,56 12,68% 9.555 4,40%

2.211.567.098,38 17,83% 12.545 4,36%

3.377.998.318,22 27,23% 18.256 4,46%

1.373.040.100,58 11,07% 7.852 4,25%

179.163.671,40 1,44% 1.021 4,33%

35.774.455,10 0,29% 204 4,26%

12.407.018.707,41 100,00% 81.866 4,39%



9. Current Loan to Original Foreclosure Value


Maturity (year)

<= 10 % 0,91% 18,16

10 % - 20 % 1,74% 18,21

20 % - 30 % 2,41% 18,48

30 % - 40 % 3,34% 18,86

40 % - 50 % 4,65% 19,03

50 % - 60 % 5,45% 19,36

60 % - 70 % 5,59% 19,21

70 % - 80 % 6,86% 19,93

80 % - 90 % 8,68% 20,67

90 % - 100 % 11,67% 21,36

100 % - 110 % 15,32% 22,01

110 % - 120 % 22,30% 23,71

120 % - 130 % 9,59% 21,15

130 % - 140 % 1,25% 21,01

140 % - 150 % 0,25% 20,85

150 % >

Total 100,00% 21,61

Pagina 20 van 43


Amount


Coupon

11.400.136,85 0,09% 862 4,54%

59.678.814,83 0,48% 1.909 4,51%

118.046.125,89 0,95% 2.207 4,46%

204.874.540,33 1,65% 2.763 4,44%

306.533.135,33 2,47% 3.306 4,39%

451.050.801,68 3,64% 4.142 4,34%

523.084.610,32 4,22% 4.314 4,36%

638.605.906,26 5,15% 4.747 4,34%

850.324.556,91 6,85% 5.753 4,32%

1.144.402.455,90 9,22% 7.203 4,31%

1.589.825.148,74 12,81% 9.232 4,30%

2.465.820.061,81 19,87% 13.490 4,28%

2.170.621.758,90 17,50% 11.669 4,46%

1.229.683.008,66 9,91% 6.754 4,57%

505.945.259,45 4,08% 2.769 4,65%

137.122.385,55 1,11% 746 4,75%

12.407.018.707,41 100,00% 81.866 4,39%



10. Current Loan to Indexed Foreclosure Value


Maturity (year)

<= 10 % 1,05% 14,28

10 % - 20 % 2,33% 15,13

20 % - 30 % 2,70% 16,76

30 % - 40 % 3,38% 17,36

40 % - 50 % 4,04% 18,23

50 % - 60 % 5,06% 18,82

60 % - 70 % 5,27% 19,15

70 % - 80 % 5,80% 19,42

80 % - 90 % 7,03% 20,35

90 % - 100 % 8,80% 21,04

100 % - 110 % 11,28% 21,86

110 % - 120 % 16,48% 23,29

120 % - 130 % 14,25% 23,06

130 % - 140 % 8,25% 22,08

140 % - 150 % 3,38% 22,07

150 % > 0,91% 22,31

Total 100,00% 21,61

Pagina 21 van 43


Amount


Coupon

8.465.269,78 0,07% 457 4,47%

33.957.887,54 0,27% 903 4,36%

105.759.631,24 0,85% 1.624 4,25%

226.411.558,20 1,82% 2.649 4,29%

423.312.240,93 3,41% 4.137 4,26%

446.531.432,94 3,60% 3.927 4,36%

685.408.760,25 5,52% 5.295 4,36%

988.848.522,76 7,97% 6.940 4,35%

1.616.829.239,82 13,03% 10.339 4,39%

2.532.281.261,91 20,41% 14.620 4,40%

4.626.952.025,62 37,29% 26.640 4,40%

542.166.405,47 4,37% 3.274 4,47%

99.869.256,69 0,80% 606 4,40%

25.339.377,00 0,20% 161 4,23%

16.016.451,46 0,13% 102 4,23%

28.869.385,80 0,23% 192 4,06%

12.407.018.707,41 100,00% 81.866 4,39%



11. Original Loan to Original Market Value


Maturity (year)

<= 10 % 0,56% 20,74

10 % - 20 % 1,10% 20,68

20 % - 30 % 1,98% 19,74

30 % - 40 % 3,24% 19,81

40 % - 50 % 5,05% 19,95

50 % - 60 % 4,80% 18,80

60 % - 70 % 6,47% 19,71

70 % - 80 % 8,48% 20,36

80 % - 90 % 12,63% 21,14

90 % - 100 % 17,86% 22,38

100 % - 110 % 32,54% 22,54

110 % - 120 % 4,00% 21,45

120 % - 130 % 0,74% 20,95

130 % - 140 % 0,20% 19,29

140 % - 150 % 0,12% 18,70

150 % > 0,23% 18,92

Total 100,00% 21,61

Pagina 22 van 43


Amount


Coupon

16.141.565,38 0,13% 978 4,43%

70.824.682,12 0,57% 1.770 4,39%

183.034.769,02 1,48% 2.741 4,37%

346.059.540,56 2,79% 3.991 4,34%

554.704.512,21 4,47% 5.164 4,33%

660.798.011,85 5,33% 5.344 4,39%

970.422.974,95 7,82% 6.855 4,39%

1.429.906.360,30 11,52% 9.191 4,40%

2.145.532.686,46 17,29% 12.530 4,37%

3.766.410.689,83 30,36% 20.546 4,46%

2.019.158.306,03 16,27% 11.358 4,27%

216.177.899,72 1,74% 1.237 4,31%

27.846.708,98 0,22% 161 4,24%

12.407.018.707,41 100,00% 81.866 4,39%



12. Current Loan to Original Market Value


Maturity (year)

<= 10 % 1,19% 18,26

10 % - 20 % 2,16% 18,24

20 % - 30 % 3,35% 18,58

30 % - 40 % 4,88% 19,01

40 % - 50 % 6,31% 19,38

50 % - 60 % 6,53% 19,20

60 % - 70 % 8,37% 20,06

70 % - 80 % 11,23% 20,91

80 % - 90 % 15,31% 21,58

90 % - 100 % 25,10% 23,29

100 % - 110 % 13,87% 22,08

110 % - 120 % 1,51% 21,03

120 % - 130 % 0,20% 20,66

130 % - 140 %

140 % - 150 %

150 % >

Total 100,00% 21,61

Pagina 23 van 43


Amount


Coupon

18.299.189,66 0,15% 1.168 4,52%

86.176.085,83 0,69% 2.332 4,49%

181.161.146,05 1,46% 2.868 4,46%

308.538.300,78 2,49% 3.601 4,41%

495.582.442,86 3,99% 4.683 4,35%

623.434.319,46 5,02% 5.159 4,36%

775.789.286,19 6,25% 5.657 4,33%

1.093.448.382,44 8,81% 7.225 4,31%

1.590.140.131,67 12,82% 9.659 4,31%

2.564.176.119,96 20,67% 14.212 4,27%

2.696.461.672,48 21,73% 14.475 4,43%

1.432.985.189,57 11,55% 7.877 4,57%

456.421.958,21 3,68% 2.492 4,67%

74.155.548,06 0,60% 402 4,76%

9.461.298,89 0,08% 52 4,72%

787.635,30 0,01% 4 4,90%

12.407.018.707,41 100,00% 81.866 4,39%



13. Current Loan to Indexed Market Value


Maturity (year)

<= 10 % 1,43% 15,02

10 % - 20 % 2,85% 15,48

20 % - 30 % 3,50% 17,07

30 % - 40 % 4,40% 17,93

40 % - 50 % 5,72% 18,66

50 % - 60 % 6,30% 19,15

60 % - 70 % 6,91% 19,58

70 % - 80 % 8,83% 20,59

80 % - 90 % 11,80% 21,41

90 % - 100 % 17,36% 22,93

100 % - 110 % 17,68% 23,17

110 % - 120 % 9,62% 22,10

120 % - 130 % 3,04% 22,14

130 % - 140 % 0,49% 22,27

140 % - 150 % 0,06% 22,15

150 % > 0,00% 20,56

Total 100,00% 21,61

Pagina 24 van 43


Amount


173.412,00 0,00% 2 0,00%

8.041.423,20 0,06% 218 0,13%

660.537,00 0,01% 12 0,01%

6.434.991,63 0,05% 157 0,09%

455.715.096,12 3,67% 6.720 4,01%

684.688.171,51 5,52% 8.670 5,18%

615.202.920,01 4,96% 7.867 4,70%

1.540.552.350,76 12,42% 20.413 12,19%

2.743.803.391,66 22,11% 35.850 21,41%

3.735.911.120,61 30,11% 49.686 29,68%

2.032.585.958,74 16,38% 28.669 17,13%

493.170.104,76 3,97% 7.542 4,51%

76.658.233,33 0,62% 1.327 0,79%

12.545.617,74 0,10% 250 0,15%

875.378,34 0,01% 26 0,02%

12.407.018.707,41 100,00% 167.409 100,00%



14. Loanpart Coupon (interest rate bucket)

Weighted Average

Coupon

Weighted Average

Maturity (year)

<= 0.50 % 0,44% 18,98

0.50 % - 1.00 % 0,76% 19,43

1.00 % - 1.50 % 1,13% 21,61

1.50 % - 2.00 % 1,94% 21,13

2.00 % - 2.50 % 2,33% 21,06

2.50 % - 3.00 % 2,78% 21,87

3.00 % - 3.50 % 3,27% 21,47

3.50 % - 4.00 % 3,80% 20,60

4.00 % - 4.50 % 4,31% 21,07

4.50 % - 5.00 % 4,75% 22,74

5.00 % - 5.50 % 5,21% 21,65

5.50 % - 6.00 % 5,71% 20,22

6.00 % - 6.50 % 6,20% 17,56

6.50 % - 7.00 % 6,68% 13,03

7.00 % > 7,45% 10,23

Null values

Total 4,39% 21,61

Pagina 25 van 43


Amount


1.258.229.374,60 10,14% 18.654 11,14%

729.524.761,79 5,88% 10.118 6,04%

648.102.702,80 5,22% 9.326 5,57%

1.165.943.579,50 9,40% 16.314 9,74%

674.221.849,98 5,43% 9.216 5,51%

1.128.490.052,19 9,10% 15.238 9,10%

1.835.814.933,45 14,80% 23.612 14,10%

402.636.292,82 3,25% 5.458 3,26%

315.851.215,78 2,55% 4.114 2,46%

644.966.341,00 5,20% 8.064 4,82%

1.284.997.489,59 10,36% 17.210 10,28%

1.101.844.052,36 8,88% 14.379 8,59%

336.363.576,00 2,71% 4.627 2,76%

88.937.661,65 0,72% 1.350 0,81%

137.154.316,54 1,11% 1.798 1,07%

79.988.546,13 0,64% 1.094 0,65%

83.005.343,86 0,67% 1.089 0,65%

22.281.331,06 0,18% 303 0,18%

42.647.081,33 0,34% 544 0,32%

208.440.156,64 1,68% 2.572 1,54%

11.439.773,75 0,09% 145 0,09%

4.089.760,02 0,03% 53 0,03%

24.515.540,04 0,20% 300 0,18%

9.344.742,86 0,08% 107 0,06%

57.372.488,99 0,46% 536 0,32%

60.068.814,34 0,48% 639 0,38%

47.420.269,24 0,38% 507 0,30%

2.327.473,92 0,02% 28 0,02%

611.828,97 0,00% 7 0,00%

387.356,21 0,00% 7 0,00%

12.407.018.707,41 100,00% 167.409 100,00%

Weighted Average

Coupon

Weighted Average

Maturity (year)

< 1 3,62% 19,62



15. Remaining Interest Rate Fixed Period

3 - 4 4,81% 21,34

4 - 5 4,36% 21,42

1 - 2 4,19% 21,38

2 - 3 4,56% 20,37

7 - 8 4,77% 21,89

8 - 9 3,95% 21,13

5 - 6 4,65% 22,87

6 - 7 4,62% 24,50

11 - 12 4,59% 20,90

12 - 13 5,21% 20,81

9 - 10 3,20% 22,08

10 - 11 4,30% 19,50

15 - 16 5,15% 21,39

16 - 17 5,19% 22,15

13 - 14 5,36% 20,60

14 - 15 3,86% 20,73

19 - 20 3,35% 22,35

20 - 21 4,22% 20,97

17 - 18 4,92% 20,09

18 - 19 4,06% 22,08

23 - 24 5,89% 23,30

24 - 25 5,42% 24,69

21 - 22 5,23% 23,88

22 - 23 5,57% 22,70

27 - 28 5,83% 28,47

28 - 29 4,64% 28,90

25 - 26 5,34% 25,51

26 - 27 5,40% 26,29

Unknown

Total 4,39% 21,61

29 - 30 3,73% 44,30

30 >=

Pagina 26 van 43


Amount


Coupon

12.294.038.802,20 99,09% 165.402 4,41%

112.979.905,21 0,91% 2.007 2,20%

12.407.018.707,41 100,00% 167.409 4,39%



16. Interest Payment Type


Maturity (year)

Fixed 98,80% 21,61

Floating 1,20% 21,60

Total 100,00% 21,61

Pagina 27 van 43


Amount

% of Total Nr of Loans

10.112.131.963,44 81,50% 65.194

2.289.915.568,81 18,46% 16.640

4.971.175,16 0,04% 32

12.407.018.707,41 100,00% 81.866



17. Property Description


Coupon

Weighted Average

Maturity (year)

House 79,64% 4,38% 21,41

Appartment 20,33% 4,39% 22,48

House / Business ( < 50% ) 0,04% 4,26% 21,25

Total 100,00% 4,39% 21,61

Business

Other

Pagina 28 van 43


Amount


Maturity (year)

325.899.933,12 2,63% 2.211 21,82

379.500.866,98 3,06% 2.467 21,57

441.860.363,83 3,56% 3.213 21,75

1.147.095.395,52 9,25% 7.157 21,97

419.193.000,82 3,38% 3.172 21,41

648.744.341,10 5,23% 4.391 21,55

1.580.436.437,36 12,74% 9.883 21,93

2.054.256.295,03 16,56% 13.146 21,94

828.934.243,99 6,68% 5.334 21,94

857.884.181,70 6,91% 5.085 22,10

346.493.000,63 2,79% 2.752 20,48

3.376.720.647,33 27,22% 23.055 21,05

12.407.018.707,41 100,00% 81.866 21,61



18. Geographical Distribution (by Province)


Coupon

Drenthe 2,70% 4,29%

Flevoland 3,01% 4,29%

Friesland 3,92% 4,32%

Gelderland 8,74% 4,40%

Groningen 3,87% 4,37%

Limburg 5,36% 4,45%

Noord-Brabant 12,07% 4,42%

Noord-Holland 16,06% 4,37%

Overijssel 6,52% 4,35%

Utrecht 6,21% 4,40%

Zeeland 3,36% 4,50%

Total 100,00% 4,39%

Zuid-Holland 28,16% 4,38%

Unspecified

Pagina 29 van 43


Amount

% of Total % of Total Weighted Average

Maturity (year)

113.237.371,28 0,91% 1,05% 21,08

51.678.047,66 0,42% 0,59% 19,32

254.277.581,88 2,05% 2,23% 21,98

234.688.790,10 1,89% 2,14% 21,87

77.943.127,11 0,63% 0,67% 21,60

129.228.446,62 1,04% 1,12% 21,60

133.181.898,78 1,07% 1,09% 21,86

100.735.087,09 0,81% 0,86% 21,07

91.982.947,25 0,74% 0,75% 22,57

267.351.202,89 2,15% 2,02% 22,10

99.451.250,29 0,80% 0,77% 22,23

462.131.790,81 3,72% 3,72% 21,78

356.873.807,79 2,88% 2,67% 22,19

117.071.222,83 0,94% 0,89% 22,10

222.157.949,18 1,79% 1,76% 21,62

450.992.415,72 3,63% 3,42% 21,93

379.500.866,98 3,06% 3,01% 21,57

857.884.181,70 6,91% 6,21% 22,10

373.751.320,34 3,01% 3,26% 21,01

246.601.842,67 1,99% 1,97% 21,14

167.131.913,19 1,35% 1,30% 21,36

150.069.779,24 1,21% 1,14% 22,35

171.034.082,18 1,38% 1,34% 21,22

833.285.198,38 6,72% 6,23% 22,66

112.382.159,03 0,91% 0,82% 22,87

240.997.400,97 1,94% 1,79% 22,16

756.631.474,15 6,10% 6,43% 21,35

187.290.867,03 1,51% 1,39% 21,74

279.044.648,36 2,25% 2,21% 20,96

1.523.878.413,60 12,28% 13,07% 20,64

388.877.843,22 3,13% 3,26% 21,08

90.450.008,09 0,73% 0,97% 20,37

256.042.992,54 2,06% 2,39% 20,52

496.206.121,76 4,00% 3,90% 21,60

318.750.036,81 2,57% 2,45% 21,73

318.070.991,90 2,56% 2,35% 22,56

447.409.286,89 3,61% 3,37% 22,00

207.771.272,46 1,67% 1,66% 21,73

127.618.402,92 1,03% 1,02% 21,59

313.354.665,72 2,53% 2,68% 21,40

12.407.018.707,41 100,00% 100,00% 21,61



19. Geographical Distribution (by economic region)

NL112 - Delfzijl en omgeving 486 4,49%

NL113 - Overig Groningen 1.827 4,36%

Nr of Loans Weighted Average

Coupon

NL111 - Oost-Groningen 859 4,34%

NL123 - Zuidoost-Friesland 915 4,37%

NL131 - Noord-Drenthe 892 4,34%

NL121 - Noord-Friesland 1.750 4,29%

NL122 - Zuidwest-Friesland 548 4,32%

NL211 - Noord-Overijssel 1.654 4,33%

NL212 - Zuidwest-Overijssel 634 4,46%

NL132 - Zuidoost-Drenthe 707 4,31%

NL133 - Zuidwest-Drenthe 612 4,20%

NL224 - Zuidwest-Gelderland 732 4,37%

NL225 - Achterhoek 1.440 4,37%

NL213 - Twente 3.046 4,34%

NL221 - Veluwe 2.184 4,42%

NL310 - Utrecht 5.085 4,40%

NL321 - Kop van Noord-Holland 2.668 4,36%

NL226 - Arnhem/Nijmegen 2.801 4,40%

NL230 - Flevoland 2.467 4,29%

NL324 - Agglomeratie Haarlem 931 4,39%

NL325 - Zaanstreek 1.100 4,42%

NL322 - Alkmaar en omgeving 1.611 4,38%

NL323 - IJmond 1.067 4,41%

NL331 - Agglomeratie Leiden en Bollenstreek 1.464 4,42%

NL332 - Agglomeratie 's-Gravenhage 5.268 4,36%

NL326 - Groot-Amsterdam 5.101 4,33%

NL327 - Het Gooi en Vechtstreek 668 4,46%

NL335 - Groot-Rijnmond 10.702 4,37%

NL336 - Zuidoost-Zuid-Holland 2.672 4,38%

NL333 - Delft en Westland 1.138 4,42%

NL334 - Oost-Zuid-Holland 1.811 4,46%

NL411 - West-Noord-Brabant 3.189 4,43%

NL412 - Midden-Noord-Brabant 2.007 4,44%

NL341 - Zeeuwsch-Vlaanderen 795 4,55%

NL342 - Overig Zeeland 1.957 4,49%

NL421 - Noord-Limburg 1.355 4,40%

NL422 - Midden-Limburg 839 4,48%

NL413 - Noordoost-Noord-Brabant 1.926 4,42%

NL414 - Zuidoost-Noord-Brabant 2.761 4,40%

Total 81.866 4,39%

NL423 - Zuid-Limburg 2.197 4,48%

NLZZZ - Extra-Regio

Pagina 30 van 43


Amount


Coupon

12.386.071.369,43 99,83% 81.724 4,39%

4.639.503,82 0,04% 31 3,29%

6.131.075,31 0,05% 35 3,39%

2.699.094,11 0,02% 15 3,61%

1.298.419,88 0,01% 7 2,98%

1.422.841,25 0,01% 7 3,35%

727.257,97 0,01% 3 3,18%

665.598,01 0,01% 4 2,89%

609.321,10 0,00% 4 3,13%

879.907,16 0,01% 5 2,97%

484.102,32 0,00% 3 3,04%

442.560,11 0,00% 3 2,88%

947.656,94 0,01% 7 3,01%

0,00 0,00% 18

12.407.018.707,41 100,00% 81.866 4,39%



20. Construction Deposits (as % of principal)


Maturity (year)

<= 5 99,83% 21,60

5 - 10 0,04% 26,15

10 - 15 0,04% 27,24

15 - 20 0,02% 27,84

20 - 25 0,01% 29,19

25 - 30 0,01% 27,54

30 - 35 0,00% 29,20

35 - 40 0,00% 29,27

40 - 45 0,00% 28,84

45 - 50 0,01% 27,89

50 - 55 0,00% 29,13

55 - 60 0,00% 29,33

60 > 0,01% 27,98

Unknown 0,02%

Total 100,00% 21,61

Pagina 31 van 43


Amount


Maturity (year)

12.331.700.709,10 99,39% 80.809 21,67

75.317.998,31 0,61% 1.057 11,84

12.407.018.707,41 100,00% 81.866 21,61



21. Occupancy


Coupon

Owner Occupied 98,71% 4,38%

Total 100,00% 4,39%

Buy-to-let

Unknown 1,29% 4,56%

Pagina 32 van 43


Amount


Coupon

7.472.400.673,70 60,23% 45.259 4,45%

256.164.460,60 2,06% 1.404 4,29%

2.733.324.470,06 22,03% 19.929 4,43%

1.945.129.103,05 15,68% 15.274 4,08%

12.407.018.707,41 100,00% 81.866 4,39%



22. Employment Status Borrower


Maturity (year)

Employed 55,28% 23,13

Self Employed 1,71% 23,83

Other 24,34% 19,51

Unknown 18,66% 18,43

Total 100,00% 21,61

Pagina 33 van 43


Amount

% of Total Nr of Loans % of Total

9.861.236,34 0,08% 565 0,69%

30.576.707,87 0,25% 796 0,97%

70.852.095,98 0,57% 1.072 1,31%

158.259.490,02 1,28% 1.736 2,12%

293.457.699,35 2,37% 2.633 3,22%

506.100.437,79 4,08% 3.889 4,75%

839.622.626,05 6,77% 5.756 7,03%

1.215.018.550,53 9,79% 7.756 9,47%

1.721.596.643,02 13,88% 10.584 12,93%

1.273.706.279,63 10,27% 7.295 8,91%

781.351.363,01 6,30% 4.334 5,29%

669.568.622,88 5,40% 3.499 4,27%

603.125.228,53 4,86% 2.970 3,63%

539.219.789,85 4,35% 2.559 3,13%

1.139.560.563,93 9,18% 5.261 6,43%

2.555.141.372,63 20,59% 21.161 25,85%

12.407.018.707,41 100,00% 81.866 100,00%



23. Loan to Income

Weighted Average

Coupon

Weighted Average

Maturity (year)

<= 0.5 4,61% 19,10

0.5 - 1.0 4,53% 18,11

1.0 - 1.5 4,51% 18,21

1.5 - 2.0 4,46% 19,17

2.0 - 2.5 4,40% 19,70

2.5 - 3.0 4,40% 20,49

3.0 - 3.5 4,41% 21,27

3.5 - 4.0 4,41% 22,06

4.0 - 4.5 4,45% 22,95

4.5 - 5.0 4,39% 22,98

5.0 - 5.5 4,43% 22,78

5.5 - 6.0 4,50% 23,41

6.0 - 6.5 4,48% 23,65

6.5 - 7.0 4,52% 23,83

7.0 > 4,53% 23,64

Unknown 4,14% 17,97

Total 4,39% 21,61

Pagina 34 van 43


Amount


Coupon

62.288.832,96 0,50% 1.399 3,68%

333.796.313,61 2,69% 3.393 3,60%

1.091.088.804,09 8,79% 8.128 3,92%

2.229.196.857,25 17,97% 14.141 4,31%

2.461.161.719,04 19,84% 14.793 4,58%

1.435.969.483,19 11,57% 7.832 4,61%

1.056.334.461,20 8,51% 5.327 4,67%

670.908.906,09 5,41% 3.186 4,76%

292.662.685,72 2,36% 1.389 4,88%

99.469.175,94 0,80% 491 4,97%

38.322.554,49 0,31% 196 4,90%

23.984.391,03 0,19% 126 4,89%

11.510.223,95 0,09% 61 4,91%

44.568.844,22 0,36% 238 4,88%

614.082,00 0,00% 5 3,76%

2.555.141.372,63 20,59% 21.161 4,14%

12.407.018.707,41 100,00% 81.866 4,39%



24. Debt Service to Income


Maturity (year)

<= 5 1,71% 20,41

5 - 10 4,14% 20,12

10 - 15 9,93% 20,48

15 - 20 17,27% 21,77

20 - 25 18,07% 23,16

25 - 30 9,57% 23,27

30 - 35 6,51% 23,68

35 - 40 3,89% 23,96

40 - 45 1,70% 23,71

45 - 50 0,60% 22,97

50 - 55 0,24% 22,42

55 - 60 0,15% 22,11

60 - 65 0,07% 21,80

65 - 70 0,29% 21,28

>= 70 0,01% 16,24

Unknown 25,85% 17,97

Total 100,00% 21,61

Pagina 35 van 43


Amount


Coupon

12.407.018.707,41 100,00% 167.409 4,39%

12.407.018.707,41 100,00% 167.409 4,39%



25. Loanpart Payment Frequency


Maturity (year)

Monthly 100,00% 21,61

Quarterly

Half-yearly

Yearly

Total 100,00% 21,61

Pagina 36 van 43


Amount


Coupon

12.407.018.707,41 100,00% 167.409 4,39%

12.407.018.707,41 100,00% 167.409 4,39%



26. Guarantee Type (NHG / Non NHG)


Maturity (year)

NHG 100,00% 21,61

Non-NHG

Total 100,00% 21,61

Pagina 37 van 43


Amount


Coupon

2.859.679.987,53 23,05% 37.969 4,43%

6.253.531.826,68 50,40% 85.074 4,36%

1.454.349.896,75 11,72% 22.660 4,29%

1.839.456.996,45 14,83% 21.706 4,48%

12.407.018.707,41 100,00% 167.409 4,39%



27. Originator


Maturity (year)

ABN AMRO 22,68% 24,89

Direktbank (label) 50,82% 19,73

AA Retailbank 13,54% 18,62

Florius 12,97% 25,24

Total 100,00% 21,61

Pagina 38 van 43


Amount


Coupon

9.624.711.208,33 77,57% 127.504 4,39%

2.782.307.499,08 22,43% 39.905 4,36%

12.407.018.707,41 100,00% 167.409 4,39%



28. Servicer


Maturity (year)

Stater 76,16% 21,99

Quion 23,84% 20,28

Total 100,00% 21,61

Pagina 39 van 43


Amount


Coupon

2.132.063.110,56 17,18% 28.055 4,65%

612.176,00 0,00% 4 4,58%

30.926.064,30 0,25% 369 4,12%

45.284.069,33 0,36% 552 4,65%

440.745,00 0,00% 5 4,74%

1.315.539.913,22 10,60% 16.522 4,62%

1.383.746,58 0,01% 12 4,30%

49.917.292,14 0,40% 541 4,82%

5.643.279,05 0,05% 63 4,00%

5.594.482,30 0,05% 65 4,10%

1.460.269,74 0,01% 20 3,72%

54.646.470,63 0,44% 773 4,33%

125.812.654,95 1,01% 1.465 4,73%

245.201,00 0,00% 4 5,21%

207.750,00 0,00% 4 3,70%

10.117.091,76 0,08% 128 4,19%

90.756,04 0,00% 1 2,20%

118.540.470,89 0,96% 1.624 4,71%

14.134.823,02 0,11% 198 4,33%

1.469.571,60 0,01% 19 4,27%

3.428.517,61 0,03% 43 4,21%

70.062.169,64 0,56% 727 4,30%

176.700,00 0,00% 2 5,01%

131.000,00 0,00% 2 4,30%

144.791,69 0,00% 3 2,55%

341.093,06 0,00% 5 3,90%

80.631,98 0,00% 8 4,98%

778.736.189,95 6,28% 10.006 4,55%

107.845,00 0,00% 3 4,45%

4.686.774,72 0,04% 54 3,99%

336.336,00 0,00% 5 3,80%

1.171.728,14 0,01% 16 4,02%

7.633.484.991,51 61,53% 106.111 4,24%

12.407.018.707,41 100,00% 167.409 4,39%



29. Capital Insurance Policy Provider

ACE Group 0,00% 18,29

Aegon 0,22% 17,82


Maturity (year)

ABN AMRO 16,76% 23,90

ASR 9,87% 18,61

Bloemers Nassau 0,01% 20,02

Allianz 0,33% 19,22

APG 0,00% 18,86

De Goudse 0,04% 19,11

Dela Cooperatie 0,01% 21,28

BNP Paribas 0,32% 23,03

Conservatrix 0,04% 20,40

DSB 0,00% 20,99

Ergo Verzekeringsgroep 0,00% 17,69

Delta Lloyd - Aviva 0,46% 18,09

Delta Lloyd (51%) ABN AMRO

(49%)

0,88% 20,84

Generali Group 0,97% 19,74

ING 0,12% 17,17

Eureko 0,08% 15,57

Finles N.V. 0,00% 13,75

Onderlinge 's-Gravenhage 0,43% 21,44

Paerel Leven 0,00% 23,83

Klaverblad Levensverzekering 0,01% 19,77

Legal & General Group PLc 0,03% 18,57

Rabobank 0,00% 18,26

Robein Groep 0,00% 3,37

PGGM 0,00% 8,71

Quantum Leben 0,00% 19,45

TAF B.V. 0,03% 20,77

VVAA 0,00% 14,77

SRLEV N.V. 5,98% 19,48

SwissRE 0,00% 10,36

Total 100,00% 21,61

Other 0,01% 16,40

No InsuranceProvider 63,38% 21,82

Pagina 40 van 43

[Article 405 of the CRR] means Article 405 of Regulation (EU) No 575/2013 of the European Parliament and

of the Council of 26 June 2013 on prudential requirements for credit institutions and

[Article 51 of the AIFMR] means Article 51 of the Commission Delegated Regulation No 231/2013 of 19

December 2012 supplementing Directive 2011/61/EU of the European Parliament

Arrears means any amounts due by a borrower (including scheduled interest, scheduled principal, arrears penalties on scheduled amounts in arrears, and

any other amounts) that are unpaid at the reporting date.



Glossary

Term Definition / Calculation

Asset Purchaser Account Bank means ABN AMRO Bank N.V..

Asset Purchaser Redemption Priority of Payments means the priority of payments as set out as such in section 5.9 (Priority of Payments) of this Base Prospectus.

Asset Purchaser Revenue Priority of Payments means the priority of payments as set out in section 5.9 (Priority of Payments) of this Base Prospectus.

Article 122a CRD means Article 122a of Directive 2006/48/EC as issued by the European Parliament and Council (as amended by Directive 2009/111/EC).

Asset Purchaser means Goldfish Asset Purchasing B.V., a private company with limited liability ("besloten vennootschap met beperkte aansprakelijkheid")

incorporated under Dutch law and established in Amsterdam, or, as the case may be, any asset purchaser who accedes to the Programme as Asset

Asset Purchaser Accounts means any of the Asset Purchaser Collection Account and the Asset Purchaser Construction Deposit Account.

Back-Up Servicer N/A

Cash Advance Facility N/A

Cash Advance Facility Maximum Available Amount N/A

Asset Purchaser Swap Counterparty means ABN AMRO Bank N.V..

Asset Purchaser Swap Counterparty Default Payment means any termination payment due and payable to the Swap Counterparty as a result of (i) an Event of Default where the Asset Purchaser Swap

Counterparty is the Defaulting Party or (ii) an Additional Termination Event where the Swap Counterparty is the sole Affected Party, including a

Asset Purchaser Swap Notional Amount means an amount equal to the aggregate Principal Outstanding Amount on the IC Loans . less an amount equal to any balance standing to the debit

of the IC Loan Principal Deficiency Ledger as at the first date of such Floating Rate Interest Period (taking into account the amount of principal

Constant Prepayment Rate (CPR) means the ratio calculated by dividing the annualized scheduled repayments and prepayments by the outstanding principal balances of the mortgage

pool at the beginning of the relevant period.

Construction Deposit means in relation to a Mortgage Loan, that part of the Mortgage Loan which the relevant Borrower requested to be disbursed into a blocked account

held in his name with the relevant Seller, the proceeds of which may be applied towards construction of, or improvements to, the relevant Mortgaged

Construction Deposit Guarantee N/A

Cash Advance Facility Provider N/A

Cash Advance Facility Stand-by Drawing Account N/A

Constant Default Rate (CDR) means the ratio calculated by dividing the outstanding principal balances in the pool that are in default (delinquent for more than 90 days) by the

total outstanding principal balance of the pool.

Current Loan to Indexed Foreclosure Value (CLTIFV) means the ratio calculated by dividing the outstanding principal amount of a mortgage receivable by the indexed foreclosure value.

Current Loan to Indexed Market Value (CLTIMV) means the ratio calculated by dividing the outstanding principal amount of a mortgage receivable by the indexed market value.

Current Loan to Original Foreclosure Value(CLTOFV) means the ratio calculated by dividing the outstanding principal amount of a mortgage receivable by the original foreclosure value.

Coupon means the interest coupons appertaining to the Notes.

Credit Enhancement means the combined structural features that improve the credit worthiness of the respective notes. Types of credit enhancement might consist of

subordinated notes, excess spread and a reserve account.

Credit Rating An assessment of the credit worthiness of the notes assigned by a Credit Rating Agency.

Debt Service to Income means the ratio calculated by dividing the total annual interest and principal payments a borrower is required to make by the borrowers disposable

income.

Deferred Purchase Price means part of the purchase price for the Mortgage Receivables equal to the sum of all Deferred Purchase Price Instalments.

Deferred Purchase Price Instalment means, after application of the relevant available amounts in accordance with the relevant Priority of Payments, any amount remaining after all items

ranking higher than the item relating to the Deferred Purchase Price have been satisfied.

Current Loan to Original Market Value (CLTOMV) means the ratio calculated by dividing the outstanding principal amount of a mortgage receivable by the original market value.

Cut-Off Date means the date at which the closing pool has been created.

Day Count Convention means actual/360 with respect to floating rate notes, and actual/actual with respect to fixed rate notes.

Excess Spread Percentage means 0.4 per cent. per annum.

Final Maturity Date means in respect of a Series and Class or Sub-class of Notes, the Final Maturity Date set out in the Applicable Final Terms.

First Optional Redemption Date means, in respect of the Notes of a Series and Class or Sub-class, the Notes Payment Date listed as first optional redemption date in the Applicable

Final Terms.

Delinquency means a mortgage loan being in arrear.

Economic Region means an economic region as determined based on the zip code of the property underlying the mortgage loan based on the Nomenclature of

Territorial Units for Statistics (NUTS).

Excess Spread Margin means the excess margin of 0.4 per cent. per annum of the sum of (a) the Principal Outstanding Amount of all IC Loans of the Asset Purchaser on

the first day of each IC Interest Period in the relevant Floating Rate Interest Period, less (b) any IC Loan Principal Deficiency recorded on the IC

Foreclosure means forced (partial) repayment of the mortgage loan.

Foreclosure Value means the foreclosure value of the Mortgaged Asset. which is the estimated value of a mortgaged property if that property would be sold in a public

auction.

Further Advances / Modified Loans means a loan or a further advance to be made to a Borrower under a Mortgage Loan, which is secured by the same Mortgage.

Foreclosed Mortgage Loan means all mortgage rights and ancillary rights have been exercised.

Foreclosed NHG Loan means all mortgage rights and ancillary rights have been exercised on a mortgage that has the benefit of a NHG Guarantee.

Foreclosed Non NHG Loan means all mortgage rights and ancillary rights have been exercised on a mortgage that does not have the benefit of a NHG Guarantee.

Interest Rate Fixed Period means the period for which the interest on a mortgage loon has been fixed.

Issuer means Goldfish Master Issuer B.V., a private company with limited liability (besloten vennootschap met beperkte aansprakelijkheid) incorporated

under Dutch law and established in Amsterdam.

Issuer Account Bank means ABN AMRO Bank N.V..

IC Loan means any advance of moneys granted by the Issuer to the Asset Purchaser.

Indexed Foreclosure Value means the value calculated by indexing the Original Foreclosure Value with a property price index (weighted average of houses and apartments

prices), as provided by the Land Registry or NVM for the province where the property is located.

Indexed Market Value means the value calculated by indexing the Original Market Value with a property price index (weighted average of houses and apartments prices),

as provided by the Land Registry or NVM for the province where the property is located.

Issuer Transaction Account means any of the Issuer Collection Account, the Issuer Pre-Funded Account, and the Issuer Reserve Account.

Issuer Trust Deed means the issuer trust deed entered into by, amongst others, the Issuer and the Security Trustee dated the Programme Signing Date.

Loan part means one or more loan parts (leningdelen) of which a mortgage loan consists. the different loan parts of a mortgage loan usually differentiate for

repayment type or maturity date.

Issuer Redemption Priority of Payments means the priority of payments as set out in section 5.2 (Priority of Payments) of this Base Prospectus.

Issuer Reserve Account means the bank account of the Issuer designated as such in the Issuer Account Agreement.

Issuer Revenue Priority of Payments means the priority of payments set out in section 5.2 (Priority of Payments) of this Base Prospectus.

Pagina 41 van 43



Loss Severity means the ratio calculated by dividing the loss on a mortgage loan by the outstanding principal amount on that mortgage loan.

Market Value means the estimated value of a mortgaged property if that property would be privately sold voluntary.

Mortgage Loan means, after any purchase and assignment of any New Mortgage Receivables and Further Advance Receivables has taken place in accordance

with the Asset Purchaser Mortgage Receivables Purchase Agreement, the mortgage loans granted by the relevant Seller or the relevant Originator

Loan part Payment Frequency means the contractually agreed number of principal and/or interest payments made by the borrower on an annual basis.

Loan to Income (LTI) means the ratio calculated by dividing the outstanding principal amount on a mortgage loan by the sum of all income of the borrowers at the moment

of origination of the mortgage loan.

Loss means any amounts due by the borrower less any net proceeds after a foreclosure.

Net Outstanding Balance means the agregate outstanding principal amount on the mortgage pool net of savings deposits.

NHG Guarantee means a guarantee (borgtocht) under the NHG Conditions granted by Stichting WEW.

NHG Loan means a mortgage loan that benefits from a NHG Guarantee.

Mortgage Loan Criteria has the meaning ascribed to it in section 5.3 (Mortgage Loan Criteria) of this Base Prospectus.

Mortgage Loan Portfolio means the portfolio of mortgage loans of which the legal assignment resides with the Issuer at a given point in time.

Mortgage Receivable means any and all rights of the relevant Seller (and after assignment of such rights to the Asset Purchaser, of the Asset Purchaser) against the

Borrower under or in connection with a Mortgage Loan, including any and all claims of the Seller (or the Asset Purchaser after assignment) on the

Occupancy means the way the mortgaged property is used.

Original Foreclosure Value means the Foreclosure Value as assessed by the relevant Originator (or derived from the Market Value) at the time of granting the Mortgage Loan,

or subsequently in case a new valuation is performed the Foreclosure Value as assigned (or derived from the Market Value) by the valuer in that

Original Loan to Original Foreclosure Value(OLTOFV means the ratio calculated by dividing the outstanding principal amount of a mortgage receivable by the original foreclosure value.

Non NHG Loan means a mortgage loan that does not benefit from a NHG Guarantee.

Notification Events means any of the issuer pledge notification events, the asset purchaser pledge notification events, and the asset purchaser assignment notification

events specified in Clause 7.1 of the Base Prospectus.

Notification Trigger means an event that when it occurs, or a threshold that when it is breached. is considered as an asset purchaser assignment notification event.

Outstanding Principal Amount means, at any moment in time, (i) the outstanding principal amount of a mortgage receivable at such time (net of any saving deposits related to the

mortgage receivable) and (ii), after a realised loss in respect of such mortgage receivable having occurred, zero.

Payment Ratio N/A

Penalties means amounts to be paid by the borrower with regard to amounts in arrears and or (partial) prepayment of the mortgage loan according to the

relevant mortgage contract and applicable general conditions.

Original Loan to Original Market Value (OLTOMV) means the ratio calculated by dividing the outstanding principal amount of a mortgage receivable by the original market value.

Original Market Value means the Market Value as assessed by the relevant Originator (or derived from the Foreclosure Value) at the time of granting the Mortgage Loan,

or subsequently in case a new valuation is performed the Market Value as assigned (or derived from the Foreclosure Value) by the valuer in that

Originator means the relevant originator of a Mortgage Loan.

Prepayments means non scheduled principal paid by the borrower prior to the expected maturity date.

Principal Deficiency Ledger means the principal deficiency ledger relating to the IC Loans as well as the sub-ledgers related to the different classes of notes.

Principal Payment Date means any Note Payment Date on which the Principal Outstanding Amount on a Note is repaid either partly or in full.

Performing Loans means Mortgage Loans that are not in Arrear or Delinquent.

Portfolio Review Event has the meaning ascribed to it in section 7.4 (Portfolio Conditions) of this Base Prospectus.

Post-Foreclosure Proceeds means all recoveries with regard to the relavant mortgage loan received after foreclosure of that mortgage loan.

Purchase Conditions has the meaning ascribed to it in section 7.4 (Portfolio Conditions) of the Base Prospectus.

Realised Losses has the meaning ascribed thereto in section 5.10 (Loss Allocation) of the Base Prospectus.

Recoveries means collection of proceeds towards redemption of any outstanding claims on the borrower relating to the mortgage loan including both foreclosure

and post-foreclosure proceeds.

Principal Payment Rate (PPR) n/a

Pro-Rata Condition has the meaning ascribed to it in section 5.1 (Available Funds) of the Base Prospectus.

Prospectus means the offering circular relating to the issue of the relevant notes.

Repossessions means the seizure of collateral by the lender during the foreclosure process.

Reserved Ledger has the meaning ascribed to it in section 5.5 (Issuer Transaction Accounts) of this Base Prospectus.

Saving Deposits means the savings in a bank account that is linked to a savings mortgage loan, which is meant to repay the loan at maturity.

Remaining Tenor means the period between the cut-off date and the legal maturity of a loan part.

Replacements n/a

Replenishments means any new mortgage receivables whach are sold and assigned by the Seller to the Asset Purchaser as ascribed in section 7.1 (Purchase,

repurchase and sale) of the Base Prospectus.

Special Servicer N/A

Sub- Servicer means Stater Nederland B.V. in relation to Mortgage Receivables sold by ABN AMRO Bank N.V., ABN AMRO Hypotheken Groep B.V. and Quion

Groep B.V in relation to Mortgage Receivables sold by Oosteroever Hypotheken B.V. and Quion 9 B.V.

Subordinated Loan has the meaning ascribed to it in section 5.7 (IC Loan Agreement) of this Base Prospectus.

Seasoning means he period between the origination date of the mortgage loan and the cut-off date.

Sellers means ABN AMRO Bank N.V., ABN AMRO Hypothekengroep B.V., Quion 9 B.V., and Oosteroever Hypotheken B.V.;

Servicer means ABN AMRO Hypothekengroep B.V..

WEW means Stichting Waarborgfonds Eigen Woningen.

WEW Claims means losses which are claimed with the WEW based on the NHG conditions.

Weighted Average Life means the expected average number of years for which each euro of unpaid principal on an issued note is to remains outstanding, whereby the time

between the initial period and each repayment is weighted by the principal amout outstanding on the notes.

Weighted Average Maturity means the expected average number of years between the Cut-off date and the legal maturity of the mortgage loans weighted over the Net

Outstanding Balance of the mortgage loans.

Trigger Event has the meaning ascribed to it in section 5.2 (Priority of Payments) of this Base Prospectus.

Unreserved Ledger has the meaning ascribed to it in section 5.5 (Issuer Transaction Account) of this Base Prospectus.

Unreserved Ledger Required Amount means, on any date, an amount equal to the aggregate Principal Amount Outstanding of the Class D Notes of all Series on their respective Issue

Dates that are outstanding on such date, taking into account any redemptions and any issuances of Class D Notes to be made on such date.

Pagina 42 van 43

ABN AMRO Bank N.V.

Gustav Mahlerlaan 10

1082 PP Amsterdam

the Netherlands

KPMG Accountants N.V.

Laan van Langerhuize 1

1186 DS Amstelveen

the Netherlands

BNP Paribas Securities Services, Luxembourg

Branch33, rue de Gasperich, Howald - Hesperage

L-2085 Luxembourg

Luxembourg

ABN AMRO Hypotheken Groep B.V.

Postbus 1700

3800 BS Amersfoort

the Netherlands

NautaDutilh N.V.

Strawinskylaan 1999

1077 XV Amsterdam

the Netherlands

ABN AMRO Bank N.V.


1082 PP Amsterdam

the Netherlands

ABN AMRO Bank N.V.


1082 PP Amsterdam

the Netherlands

ABN AMRO Bank N.V.


1082 PP Amsterdam

the Netherlands

MoneYou B.V.

Sciencepark 404

1098 XH Amsterdam

the Netherlands

Quion 9 B.V.

Fascinatio Boulevard 1302

2909 VA Capelle a/d IJssel

the Netherlands

Quion Groep B.V.



the Netherlands

ABN AMRO Bank N.V.


1082 PP Amsterdam

the Netherlands

Auditor Commom Safekeeper (wrt Class B & C) BNP Paribas Securities Services, Luxembourg

Branch

42 Avenue J.F. Kennedy

1076 EE Amsterdam

33, rue de Gasperich, Howald - Hesperage

Common Depositary Common Safekeeper (wrt Class A) Clearstream

L-2085 Luxembourg

L-2085 Luxembourg

Luxembourg



Contact Information

Account Bank Arranger ABN AMRO Bank N.V.

the Netherlands


1082 PP Amsterdam

Frederik Roeskestraat 123

the Netherlands

Luxembourg

Company Administrator Issuer Goldfish Master Issuer B.V.

1082 PP Amsterdam

Paying Agent Principal Paying Agent BNP Paribas Securities Services, Luxembourg

Branch

Legal Advisor (Seller and Issuer) Listing Agent ABN AMRO Bank N.V.


the Netherlands

Luxembourg

Frederik Roeskestraat 123

33, rue de Gasperich, Howald - Hesperage

L-2085 Luxembourg

Reference Agent Security Trustee Stichting Security Trustee Goldfish

Seller Seller ABN AMRO Hypotheken Groep B.V.

3800 BS Amersfoort

1076 EE Amsterdam

the Netherlands

Postbus 1700


the Netherlands

the Netherlands

Seller Seller Oosteroever Hypotheken B.V.


3800 BS Amersfoort

Podium 1

Seller Servicer ABN AMRO Hypotheken Groep B.V.

Postbus 1700

Sub-Servicer Sub-Servicer Stater Nederland B.V.

the Netherlands

SWAP Couterparty

3826 PA Amersfoort

the Netherlands

Pagina 43 van 43

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