PB Domicile PLC - Investor Report Investor Notification

Transcription

1 PLC - Investor Report Investor Notification The Bank, Servicer and Determination Agent The Issuer The Principal Paying Agent Period: Interest Period on Notes: Fixed EURIBOR: 05/26/2015 to 08/25/ % Friedrich-Ebert-Allee Bonn Germany Contact Person: Peter Schmalz Christel Bicknell Telephone: +49 (0) (182489) Facsimile: +49 (0) PB-ABS-Admin@postbank.de Rating: NR (Standard & Poor's) A3 (Moody's) A- (Fitch Ratings) PB DOMICILE plc 5 Harbourmaster Place IFSC Dublin 1 Ireland Contact Person: Eamonn Sherry Telephone: Facsimile: eamonn.sherry@db.com BNP Paribas Securities Services Europa-Allee Frankfurt am Main Germany Contact Person: Christoph Meitzner Telephone: +49 (0) Facsimile: +49 (0) christoph.meitzner@bnpparibas.com Rating: A-1 (Standard & Poor's) Prime-1 (Moody's) F1 (Fitch Ratings) The Corporate Administrator The Trustee Rating Agency Rating Agency Rating Agency Deutsche International Corporate Services 5 Harbourmaster Place IFSC Dublin 1 Ireland Deloitte & Touche GmbH Wirtschaftsprüfungsgesellschaft Rosenheimer Platz Munich Germany Fitch Ratings Ltd. Eldon House, Eldon Street London EC2M 7UA United Kingdom Moody's Investor Service An der Welle Frankfurt am Main Germany Standard & Poor's Ratings Services 20 Canada Square, Canary Wharf London E14 5LH United Kingdom Contact Person: Eamonn Sherry Telephone: Facsimile: eamonn.sherry@db.com Contact Person: Ulrich Lotz Telephone: +49 (0) Facsimile: +49 (0) ulotz@deloitte.de Contact Person: Charlotte Eady Telephone: +44 (0) Facsimile: +44 (0) charlotte.eady@fitchratings.com Contact Person: Martin Lenhard Telephone: +49 (0) Facsimile: +49 (0) martin.lenhard@moodys.com Contact Person: Viktor Milev Telephone: +44 (0) Facsimile: +44 (0) viktor_milev@standardandpoors.com Early Redemption Notification Reason for Early Redemption: Loss Guarantee Termination falling in November 2011 (Time Call) Section 12.1 Early Redemption by the Issuer-Loss Guarantee Termination Section 12.2 Early Redemption by the Issuer-Deferred Redemption

2 Key Characteristics (Hauptvertragsnummern): Loan Parts (Vertragsnummern): Borrowers: Properties: (in Euro): Interest Rate: Remaining Term to Next Interest Reset Date in Months (ignoring zero values / not available): : Current 7,766 14,515 7,731 7, ,775, % % Seasoning (in Months): Claim Information Original : 19,510 Repaid prior to this Period: Removed prior to this Period: Beginning : 11,152 Liquidated prior to this Period: ,144 Initial 19,510 41,394 19,401 19,510 2,511,131, % % Remittance Distribution Data Original Principal : Received Principal prior to this Period: Removed Principal prior to this Period: Realised Losses prior to this Period: Beginning Principal : Received Principal: Thereof Prepayment: Removed Principal: Net Liquidation Proceeds (excl. Prior Liens) Total Principal Repayment: Realised Losses: Late Recoveries: (*) Ending Principal : 1,782,771, ,747, ,652, ,676, , Late Recoveries: 2, , , , , Constant Payment Rate (annualized): 26.44% (*) As Late Recoveries diminish the Realised Losses prior to this Period. Delinquency Profile 2,511,131, ,960, ,123, ,775, Principal Principal Delinquent Outstanding 0 days 112 1,937, ,225, days 4 1, , days 43 1,269, ,396, days , ,785, Aggregated Delinquencies < 90 days 178 3,574, ,883, paid in full: 374 Removed : 2 Liquidated : 2 Ending : 7, days , ,314, days , ,524, days 8 9, , >= 180 days 80 4,304, ,253, Aggregated Delinquencies >= 90 days 124 5,363, ,738, Aggregated Delinquencies Overall: 302 8,937, ,622, Technical delinquencies, resulting from a divergence of credit and debit bookings, are corrected, thus not being considered here.- Page 2 of 25

3 Non Compliant Principal Outstanding Credit Event Profile Principal Delinquent Principal Outstanding Principal Outstanding at Credit Event Non Compliances in Current Period Non Compliances from older Periods Excess Spread 2 430, ,747, ,177, Credit Events in Current Period , ,787, ,787, Credit Events from older Periods excluding repaid to zero Thereof Normal Performing Again (*) 327 4,581, ,460, ,258, , ,340, ,797, ,393, ,248, ,045, (*) Loans with months in arrears below 3 and no bankruptcy flag. Remittance Realised Loss : EUR Excess Spread Amount in Current Period: Realised Losses in Current Period: 924, , of Liquidated in Current Period: 2 164, Extinction of Excess Spread: Excess Spread as of End of Aggregated Claim Information Aggregated -859, Accrued Interest: Principal Foregone: Liquidation Proceeds (excl. Prior Liens): (*) Related Enforcement Costs: 7.640, ,54-113, ,50 Current Period Realised Loss: 2 64, (*) in general, the Liquidation Proceeds of a Claim are credited before a Loss Notice can be given. That is why it is possible, that Liquidation Proceeds had already been collected and allocated as 'Received Principal' in the previous Reporting Period without highlighting them as Liquidation Proceeds. Unlike we do on Page 2, we display these already collected amounts here again in order to show the entire amount of Liquidation Proceeds for the relevant. Total of Repaid Total of Removed Total Principal of Liquidated Total Realised Losses: 1,825,464, ,177, ,930, ,714, , Overdue Overdue payments Outstanding Amount Total of Overdue : 225 1,962, ,916, Page 3 of 25

4 Distribution Summary Statement to CLN Noteholders Currency: Euro Class Original Face Value Beginning Certificate Current Net Interest Rate* Principal Distribution ** / *** Interest Distribution ***/**** Total Payment / Early Redemption Principal Loss Class Principal Amount after Distribution ISIN Fitch Original Current Rating of the Notes Moody's Original Current Original S & P Current Class A1+ 500, % DE000A0GYFH Class A2+ 500, % DE000A0GYGU Class B 65,800, % DE000A0GYFJ Class C 51,500, % DE000A0GYFK Class D 48,900, ,703, % 1,049, , ,063, ,654, DE000A0GYFL1 BBB BBB A1 A3 BBB NR Class E 15,400, ,400, % , , ,400, DE000A0GYFM9 BB B Baa3 Baa3 BB NR Totals 182,600, ,103, ,049, , ,152, ,054, * interest period for 92 days from 05/26/2015 to 08/25/2015 (both inclusive) is based on 3-Months Euribor at 05/22/ % ** The reduction of the Class D/E - Note is calculated as the Excess of A over B: A) the Certificate at the beginning of the period plus (Excess Spread Amount minus Realised Losses) plus Late Recoveries over B) the Outstanding Amount of Overdues. *** "Interest Distribution" and "Principal Distribution" payments rounded to two decimals on a per note basis. **** for calculation of interest, the actual numbers of the interest period is divided by 360 Triggers: 1) Time Call: 11/28/2011 2) Clean up call: Reduction of Aggregate Principal to less than 10% of the Initial Aggregate Principal, currently 26.71% 3) Occurance of a Regulatory Event 4) Occurance of a Tax Event 5) Termination of the Loss Guarantee 6) Non-compliance of Servicer Page 4 of 25

5 Distribution of Interest Statement to CLN Noteholders Currency: Euro Class Original Face Value Beginning Certificate Number of Notes Fixed / Floating Spread over 3M-EURIBOR Current Net Interest Rate * Unpaid Interest Current Accrued Interest Per Note Total Interest Distribution **/*** Legal Maturity Date Class A1+ 500, Floating % /26/2052 Class A2+ 500, Floating % /26/2052 Class B 65,800, Floating % /26/2052 Class C 51,500, Floating % /26/2052 Class D 48,900, ,703, Floating % , /26/2052 Class E 15,400, ,400, Floating % , /26/2052 Totals 182,600, ,103, , * interest period for 92 days from 05/26/2015 to 08/25/2015 (both inclusive) is based on 3-Months Euribor at 05/22/ % ** "Total Interest Distribution" payments rounded to two decimals on a per note basis. *** for calculation of interest, the actual numbers of the interest period is divided by 360 Page 5 of 25

6 Distribution of Principal Statement to CLN Noteholders Currency: Euro Class Original Face Value Beginning Certificate Number of Notes Principal Repayment on Principal Distribution / Early Redemption * / ** Loss Allocation Unjustified Loss Allocation Ending Certificate Original Credit Enhancement Beginning of Period Ending of Period Class A1+ 500, % 0.00% 0.00% Class A2+ 500, % 0.00% 0.00% Class B 65,800, % 0.00% 0.00% Class C 51,500, % 0.00% 0.00% Class D 48,900, ,703, ,049, ,654, % 2.16% 2.30% Class E 15,400, ,400, ,400, Excess Spread Excess Spread Excess Spread Totals 182,600, ,103, ,049, ,054, * The reduction of the Class D/E - Note is calculated as the Excess of A over B: A) the Certificate at the beginning of the period plus (Excess Spread Amount minus Realised Losses) plus Late Recoveries over B) the Outstanding Amount of Overdues. ** "Principal Distribution" payments rounded to two decimals on a per note basis. Page 6 of 25

7 Original Principal Loan (%) (%) ]0-50,000] % 7,600, % 43.90% 35.72% 64.28% ]50, ,000] 2, % 104,957, % 58.20% 37.69% 62.31% ]100, ,000] 2, % 196,463, % 64.05% 42.46% 57.54% ]150, ,000] 1, % 191,218, % 67.75% 36.51% 63.49% ]200, ,000] % 95,752, % 68.02% 25.08% 74.92% ]250, ,000] % 39,839, % 66.83% 17.63% 82.37% ]300, ,000] % 15,562, % 66.66% 22.72% 77.28% ]350, ,000] % 7,362, % 59.40% 20.94% 79.06% ]400, ,000] % 3,925, % 58.37% 25.85% 74.15% ]450, ,000] % 2,375, % 45.51% 0.00% % ]500, ,000] % 4,182, % 55.87% 18.16% 81.84% ]750,000-1,000,000] % 522, % 61.23% 0.00% % ]1,000, % 1,014, % 66.78% 0.00% % 7, % 670,775, % 64.55% 34.79% 65.21% Minimum: Maximum: : 10, ,278, , Original : 137, Page 7 of 25

8 Loan (%) (%) ]0-50,000] 2, % 64,687, % 34.75% 36.10% 63.90% ]50, ,000] 2, % 219,728, % 57.58% 40.22% 59.78% ]100, ,000] 1, % 216,582, % 71.14% 37.38% 62.62% ]150, ,000] % 109,397, % 77.42% 27.57% 72.43% ]200, ,000] % 35,398, % 77.60% 17.01% 82.99% ]250, ,000] % 12,462, % 71.38% 21.65% 78.35% ]300, ,000] % 6,412, % 76.80% 14.72% 85.28% ]350, ,000] % 1,522, % 81.50% 24.82% 75.18% ]400, ,000] % 2,077, % 58.01% 0.00% % ]450, ,000] % 463, % 37.85% 0.00% % ]500, ,000] % 1,026, % 62.79% 49.06% 50.94% ]1,000, % 1,014, % 66.78% 0.00% % 7, % 670,775, % 64.55% 34.79% 65.21% Minimum: Maximum: : ,014, , Original : 137, Page 8 of 25

9 Current LTAV LTAV (%) (%) (%) ] ] % 3,451, % 7.20% 28.46% 71.54% ] ] % 15,205, % 15.92% 29.27% 70.73% ] ] % 32,595, % 25.20% 30.55% 69.45% ] ] % 49,301, % 35.43% 32.15% 67.85% ] ] % 74,014, % 45.30% 31.19% 68.81% ] ] 1, % 91,325, % 55.16% 39.91% 60.09% ] ] % 48,787, % 62.50% 38.00% 62.00% ] ] % 54,480, % 67.43% 39.20% 60.80% ] ] % 60,396, % 72.46% 39.68% 60.32% ] ] % 63,546, % 77.48% 39.71% 60.29% ] ] % 55,031, % 82.51% 36.00% 64.00% ] ] % 49,048, % 87.39% 34.77% 65.23% ] ] % 28,935, % 92.33% 27.68% 72.32% ] ] % 19,961, % 97.46% 20.59% 79.41% ] ] % 12,329, % % 20.58% 79.42% ] ] % 8,192, % % 21.25% 78.75% ] ] % 4,171, % % 6.16% 93.84% 7, % 670,775, % 64.55% 34.79% 65.21% Minimum: Maximum: : 0.00% % 64.55% Original : 80.83% Page 9 of 25

10 Current Interest Rates Interest Rate (%) Number of Loan Parts Loan Parts (%) (%) ] ] 3, % 154,362, % 63.56% 30.96% 69.04% ] ] 1, % 76,108, % 66.39% 38.15% 61.85% ] ] 1, % 84,667, % 67.06% 37.20% 62.80% ] ] 1, % 77,391, % 64.03% 31.33% 68.67% ] ] 2, % 128,747, % 61.54% 32.85% 67.15% ] ] 2, % 110,325, % 64.42% 36.61% 63.39% ] ] % 34,845, % 70.86% 45.97% 54.03% ] ] % 3,772, % 70.55% 47.18% 52.82% ] ] % 554, % 66.52% 38.55% 61.45% 14, % 670,775, % 64.55% 34.78% 65.22% Minimum: Maximum: : 1.02% 6.81% 4.01% Original : 5.32 % Page 10 of 25

11 Original Term to Next Interest Reset Date Original Term to Next Interest Reset Date (Months) Number of Loan Parts Loan Parts (%) (%) Interest Rate ]72-84] % 235, % 5.10% 95.54% 0.00% % ]84-96] % 159, % 4.82% 80.50% 60.99% 39.01% ]96-108] % 275, % 4.30% 78.53% 65.04% 34.96% ] ] % 3,294, % 4.71% 73.81% 24.18% 75.82% ] ] % 41,436, % 4.71% 67.39% 12.53% 87.47% ] ] % 8,444, % 4.79% 67.73% 32.64% 67.36% ] ] % 4,453, % 4.20% 58.50% 36.34% 63.66% ] ] % 8,250, % 4.13% 62.58% 31.54% 68.46% ] ] 1, % 63,512, % 4.11% 64.70% 34.09% 65.91% ] ] % 28,488, % 3.81% 59.18% 19.46% 80.54% ] ] % 6,282, % 4.19% 62.63% 41.75% 58.25% ] ] % 11,734, % 4.07% 60.05% 37.95% 62.05% ] ] % 25,220, % 4.18% 65.33% 47.19% 52.81% ] ] 4, % 218,831, % 3.95% 67.40% 44.94% 55.06% ] ] 2, % 114,017, % 3.96% 61.86% 25.67% 74.33% ] ] % 7,646, % 3.39% 66.55% 35.92% 64.08% ] ] % 7,229, % 3.71% 68.12% 37.57% 62.43% ] ] % 7,681, % 4.19% 62.07% 40.02% 59.98% ] ] % 42,836, % 4.11% 64.86% 46.41% 53.59% ] ] % 29,378, % 4.12% 62.27% 19.98% 80.02% ] ] % 2,965, % 3.91% 62.71% 28.70% 71.30% ] ] % 3,538, % 3.68% 54.64% 24.16% 75.84% ] ] % 2,886, % 3.77% 61.89% 63.23% 36.77% Page 11 of 25

12 Original Term to Next Interest Reset Date (Months) Number of Loan Parts Loan Parts (%) (%) Interest Rate ] ] % 11,414, % 3.40% 55.43% 32.46% 67.54% ] ] % 6,616, % 3.86% 61.81% 13.54% 86.46% ] ] % 315, % 3.53% 43.07% 8.93% 91.07% ] ] % 433, % 3.48% 72.69% 18.48% 81.52% ] ] % 265, % 3.90% 57.60% 36.12% 63.88% ] % 1,683, % 3.51% 53.23% 17.13% 82.87% Not Available % 11,244, % 2.43% 60.37% 29.69% 70.31% 14, % 670,775, % 4.01% 64.55% 34.78% 65.22% Minimum*: Maximum: *: Original *: * ignoring zero values / not available Page 12 of 25

13 Remaining Term to Next Interest Reset Date Remaining Term to Next Interest Reset Date (Months) Number of Loan Parts Loan Parts (%) (%) Interest Rate Next Reset Not Available % 26,001, % 3.48% 65.81% 23.46% 76.54% ]00-12] 1, % 66,212, % 4.61% 61.95% 21.02% 78.98% ]12-24] % 16,254, % 4.34% 63.15% 31.52% 68.48% ]24-36] 1, % 55,847, % 4.40% 55.62% 31.04% 68.96% ]36-48] 1, % 71,281, % 4.21% 57.13% 36.01% 63.99% ]48-60] 1, % 53,517, % 4.04% 63.32% 28.83% 71.17% ]60-72] % 24,893, % 4.41% 61.55% 42.41% 57.59% ]72-84] % 33,251, % 4.34% 66.44% 41.17% 58.83% ]84-96] 1, % 71,614, % 3.89% 66.41% 45.29% 54.71% ]96-108] 2, % 109,948, % 3.80% 67.49% 42.33% 57.67% ] ] 1, % 79,701, % 3.27% 70.12% 31.20% 68.80% ] ] % 5,822, % 4.48% 69.01% 51.92% 48.08% ] ] % 9,520, % 4.14% 72.38% 25.29% 74.71% ] ] % 11,446, % 4.26% 70.89% 36.65% 63.35% ] ] % 17,802, % 4.11% 68.71% 39.40% 60.60% ] ] % 12,363, % 3.49% 71.56% 25.68% 74.32% ] ] % 653, % 4.23% 68.43% 42.95% 57.05% ] ] % 1,486, % 4.04% 67.48% 48.06% 51.94% ] ] % 1,444, % 3.82% 73.32% 31.45% 68.55% ] ] % 853, % 3.79% 76.62% 30.68% 69.32% ] ] % 856, % 2.99% 70.67% 10.12% 89.88% 14, % 670,775, % 4.01% 64.55% 34.78% 65.22% Minimum*: Maximum: *: Original *: * ignoring zero values / not available Page 13 of 25

14 Loan Seasoning Loan Seasoning (Months) (%) (%) ] ] 2, % 207,451, % 70.21% 30.92% 69.08% ] ] 1, % 163,913, % 66.61% 38.37% 61.63% ] ] % 78,318, % 66.14% 38.12% 61.88% ] ] % 40,168, % 67.74% 41.76% 58.24% ] ] % 30,484, % 62.71% 42.57% 57.43% ] ] % 28,183, % 59.99% 40.78% 59.22% ] ] % 33,548, % 51.85% 28.10% 71.90% ] ] % 33,914, % 49.27% 23.29% 76.71% ] ] % 4,270, % 50.92% 35.56% 64.44% ] ] % 15,674, % 51.16% 35.43% 64.57% ] ] % 6,344, % 52.12% 43.57% 56.43% ] ] % 10,302, % 53.77% 52.55% 47.45% ] ] % 6,408, % 51.26% 32.33% 67.67% ] ] % 2,032, % 59.26% 19.23% 80.77% ] ] % 698, % 60.64% 30.55% 69.45% ] ] % 2,033, % 70.57% 0.00% % ] ] % 2,265, % 57.64% 0.00% % ] ] % 1,371, % 49.84% 0.00% % ] ] % 1,083, % 53.93% 0.00% % ] ] % 1,541, % 47.31% 0.00% % ] ] % 434, % 51.49% 0.00% % ] ] % 117, % 28.44% 0.00% % ] ] % 156, % 40.58% 0.00% % ] ] % 10, % 5.95% 0.00% % % 46, % 27.01% 0.00% % Page 14 of 25

15 7, % 670,775, % 64.55% 34.79% 65.21% Minimum: Maximum: : Original : Loan Purpose Loan Purpose Number of Loan Parts Loan Parts (%) (%) New Construction 4, % 241,451, % 65.31% 53.73% 46.27% Purchase Of Existing Building 4, % 212,127, % 69.09% 16.02% 83.98% Refinance (external) 1, % 78,658, % 56.81% 33.65% 66.35% Purchase Of Newly Constructed Building 1, % 75,949, % 63.97% 28.32% 71.68% Other Non-Commercial Use % 25,921, % 52.35% 15.40% 84.60% Purchase Of Existing Building Including Modernisation % 18,727, % 66.53% 45.39% 54.61% Modernisation % 4,833, % 43.53% 50.61% 49.39% Purchase Of Existing Building including Refurbishment % 4,654, % 68.43% 68.20% 31.80% Conversion/Modification % 3,043, % 43.66% 37.50% 62.50% Refinance (internal) % 1,498, % 59.16% 26.30% 73.70% Supplemental Unit / Addition to Existing Building % 1,471, % 53.68% 44.43% 55.57% Purchase Of Existing Building with Supplemental Unit % 1,339, % 46.40% 37.12% 62.88% Refurbishment % 628, % 43.55% 84.33% 15.67% Purchase Of Newly Constructed Building with Supplemental Unit % 348, % 67.37% 47.37% 52.63% Prolongation % 96, % 38.92% % 0.00% Other % 25, % 23.28% 51.90% 48.10% 14, % 670,775, % 64.55% 34.78% 65.22% Page 15 of 25

16 Occupancy Status Occupancy Status (%) (%) Owner-occupied 6, % 593,157, % 66.76% 36.11% 63.89% Non-owner occupied % 50,391, % 49.88% 22.60% 77.40% Combined Usage % 27,226, % 43.67% 28.64% 71.36% 7, % 670,775, % 64.55% 34.79% 65.21% Region of Property by Postal Code Region of Property by Postal Code (First Digit) (%) (%) % 76,155, % 64.60% % 0.00% 1 1, % 128,532, % 62.17% 80.89% 19.11% 2 1, % 87,830, % 66.09% 5.05% 94.95% 3 1, % 93,327, % 66.01% 33.87% 66.13% % 73,695, % 65.92% 0.00% % % 77,049, % 63.11% 0.00% % % 37,311, % 65.80% 0.41% 99.59% % 42,009, % 66.19% 0.00% % % 20,588, % 61.39% 0.00% % % 34,276, % 64.37% 49.76% 50.24% 7, % 670,775, % 64.55% 34.79% 65.21% Note: If Property Postal Code is unknown, Borrower Postal Code is used instead. Page 16 of 25

17 Prior Liens Prior Liens (%) (%) Total Amount of Prior Liens Yes % 22,569, % 25,554, % 30.32% 69.68% No 7, % 648,205, % % 34.95% 65.05% 7, % 670,775, % 25,554, % 34.79% 65.21% Employment Status Employment Status (%) (%) Employed 7, % 614,203, % 64.85% 34.65% 65.35% Self-Employed % 56,571, % 61.31% 36.34% 63.66% 7, % 670,775, % 64.55% 34.79% 65.21% Loan Type Loan Type Number of Loan Parts Loan Parts (%) (%) Fixed Interest Rate for 3 Months % 11,566, % 60.69% 29.24% 70.76% Fixed Interest Rate 14, % 659,208, % 64.62% 34.87% 65.13% 14, % 670,775, % 64.55% 34.78% 65.22% Page 17 of 25

18 Interest Payment Frequency Interest Payment Frequency Number of Loan Parts Loan Parts (%) (%) Monthly 14, % 660,060, % 64.47% 34.95% 65.05% Quarterly % 10,714, % 69.99% 23.95% 76.05% 14, % 670,775, % 64.55% 34.78% 65.22% Principal Payment Frequency Principal Payment Frequency Number of Loan Parts Loan Parts (%) (%) Interest Only 1, % 82,476, % 83.01% 29.01% 70.99% Monthly 12, % 577,520, % 61.82% 35.80% 64.20% Two-Monthly % 39, % 78.56% % 0.00% Quarterly % 10,504, % 70.75% 22.81% 77.19% Semi-Annually % 235, % 31.18% 72.29% 27.71% 14, % 670,775, % 64.55% 34.78% 65.22% Page 18 of 25

19 Top 20 Borrowers Top 20 Borrowers (%) (%) % 1,014, % 66.78% 0.00% % % 522, % 61.23% 0.00% % % 503, % 64.40% % 0.00% % 463, % 37.85% 0.00% % % 441, % 60.98% 0.00% % % 424, % 87.75% 0.00% % % 421, % 44.02% 0.00% % % 420, % 44.71% 0.00% % % 402, % 49.15% 0.00% % % 392, % 72.00% 0.00% % % 378, % 67.07% 0.00% % % 377, % 90.19% % 0.00% % 373, % 97.33% 0.00% % % 346, % 75.25% 0.00% % % 336, % 60.98% % 0.00% % 335, % % 0.00% % % 333, % % 0.00% % % 332, % 84.06% 0.00% % % 332, % 43.85% 0.00% % % 329, % 66.39% 0.00% % Other 7, % 662,291, % 64.51% 35.06% 64.94% 7, % 670,775, % 64.55% 34.79% 65.21% Page 19 of 25

20 Loans per Borrower Loans per Borrower (%) Borrowers Borrowers (%) (%) Current Principal per Borrower 1 7, % 7, % 666,287, % 86, % 34.97% 65.03% % % 4,117, % 141, % 8.07% 91.93% % % 370, % 123, % 9.12% 90.88% 7, % 7, % 670,775, % 86, % 34.79% 65.21% by Borrower by Borrower (%) Borrowers Borrowers (%) (%) ]0-50,000] 2, % 2, % 63,680, % 34.74% 36.45% 63.55% ]50, ,000] 2, % 2, % 219,024, % 57.53% 40.28% 59.72% ]100, ,000] 1, % 1, % 216,932, % 71.13% 37.44% 62.56% ]150, ,000] % % 109,638, % 77.39% 27.54% 72.46% ]200, ,000] % % 35,588, % 77.19% 16.92% 83.08% ]250, ,000] % % 13,041, % 70.59% 20.69% 79.31% ]300, ,000] % % 6,731, % 75.47% 14.02% 85.98% ]350, ,000] % % 1,522, % 81.50% 24.82% 75.18% ]400, ,000] % % 2,110, % 57.48% 0.00% % ]450, ,000] % % 463, % 37.85% 0.00% % ]500, ,000] % % 1,026, % 62.79% 49.06% 50.94% ]1,000, % % 1,014, % 66.78% 0.00% % 7, % 7, % 670,775, % 64.55% 34.79% 65.21% Minimum: Maximum: : ,014, , Page 20 of 25

21 Remaining Term Remaining Term (Months) Number of Loan Parts Loan Parts (%) (%) ]0-24] ]24-48] ]48-72] ]72-96] ]96-120] ] ] ] ] ] ] ] ] ] ] ] ] ] ] ] ] ] ] ] ] ] ] ] ] ] ] % 1,295, % 12.54% 34.22% 65.78% % 9,438, % 21.45% 32.75% 67.25% % 14,914, % 32.80% 30.81% 69.19% % 22,275, % 39.12% 35.98% 64.02% 1, % 41,779, % 49.72% 31.07% 68.93% % 29,413, % 52.66% 35.53% 64.47% 1, % 48,483, % 57.85% 36.77% 63.23% 1, % 51,028, % 63.09% 35.80% 64.20% 1, % 52,255, % 65.49% 36.74% 63.26% 1, % 66,635, % 67.36% 34.92% 65.08% % 53,395, % 69.46% 40.64% 59.36% 1, % 71,834, % 74.88% 32.43% 67.57% 1, % 64,484, % 75.81% 29.64% 70.36% % 30,616, % 70.10% 32.58% 67.42% % 25,760, % 71.99% 37.99% 62.01% % 23,157, % 69.29% 42.69% 57.31% % 17,659, % 73.61% 34.04% 65.96% % 46,346, % 70.74% 33.15% 66.85% 14, % 670,775, % 64.55% 34.78% 65.22% Minimum: Maximum: : Page 21 of 25

22 100% 100,00% 99,37%98,51% 97,45%96,60% 95,01%93,13%91,28%89,39%87,68%85,79% 83,86% 81,64% 80,07% 78,56% 80% 60% 40% 20% 0% 1,80% 1,60% 1,40% 1,20% 1,00% 0,80% 0,60% 0,40% 0,20% 0,00% 84,62% 84,32%83,99%83,51%83,16% 82,87%82,59%81,70%81,44% 81,13% 80,80%80,36% 80,10%79,79% Amortisation and LTAV 78,90% 78,58%78,20% 79,37% 67,98% 77,07% 66,07%64,09%62,15%60,15%57,59% 75,58%74,11%72,71% 77,84%77,40%76,93%76,42%75,89%75,32%74,79%74,28%73,57%72,85%72,22%71,32%70,35%69,55%68,66%67,62%66,41%65,27%64,55% 71,29% 69,65% 55,04% 52,01%48,56%44,66% Delinquency Profile (Principal Outstanding of Delinquent in % of ) 40,60% 36,93%33,81%31,14% 28,43% 26,71% Outstanding Amount (% of CutOff) LTAV (%) 0 days 1-29 days days days says days days >=180 days Page 22 of 25

23 6,00% 5,50% 5,00% 4,50% 4,00% 3,50% 3,00% 2,50% 2,00% 1,50% 1,00% 0,50% 0,00% Loss Performance and Credit Events Aggregated Losses Aggregated Credit Events Page 23 of 25

24 Pool History Period Quarter Outstanding Amount Seasoning (in Years) Aggregated Losses Liquidated Aggregated Credit Events Principal Outstanding of Delinquent (in % of ) 0 days days days days days days days >= 180 days Current Principal 1 07/31/ % 84.62% % 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 2,511,131, /31/ % 84.32% % 0.00% 0.01% 0.17% 0.02% 0.15% 0.05% 0.03% 0.00% 0.00% 0.00% 2,495,399, /31/ % 83.99% % 0.00% 0.05% 0.14% 0.05% 0.13% 0.11% 0.03% 0.05% 0.03% 0.03% 2,473,689, /30/ % 83.51% % 0.00% 0.15% 0.18% 0.03% 0.20% 0.11% 0.01% 0.04% 0.07% 0.06% 2,447,099, /31/ % 83.16% % 0.00% 0.27% 0.23% 0.03% 0.27% 0.09% 0.07% 0.09% 0.02% 0.17% 2,425,860, /31/ % 82.87% % 0.00% 0.45% 0.25% 0.02% 0.30% 0.06% 0.03% 0.12% 0.06% 0.29% 2,385,951, /31/ % 82.59% % * 0.01% 0.59% 0.32% 0.06% 0.23% 0.06% 0.10% 0.11% 0.02% 0.36% 2,338,629, /30/ % 81.70% % * 0.01% 0.73% 0.29% 0.06% 0.21% 0.09% 0.10% 0.06% 0.05% 0.43% 2,292,096, /31/ % 81.44% % * 0.01% 0.80% 0.35% 0.03% 0.27% 0.14% 0.06% 0.07% 0.07% 0.47% 2,244,701, /31/ % 81.13% % 0.01% 0.83% 0.31% 0.03% 0.29% 0.09% 0.03% 0.07% 0.06% 0.46% 2,201,878, /31/ % 80.80% % 0.03% 1.00% 0.51% 0.02% 0.36% 0.15% 0.06% 0.06% 0.08% 0.54% 2,154,361, /30/ % 80.36% % 0.04% 1.09% 0.45% 0.06% 0.21% 0.09% 0.03% 0.04% 0.02% 0.36% 2,105,813, /31/ % 80.10% % 0.05% 1.26% 0.56% 0.05% 0.35% 0.09% 0.07% 0.09% 0.05% 0.64% 2,049,989, /31/ % 79.79% % 0.07% 1.26% 0.56% 0.00% 0.30% 0.08% 0.02% 0.04% 0.02% 0.41% 2,010,620, /31/ % 79.37% % 0.09% 1.33% 0.70% 0.02% 0.18% 0.06% 0.05% 0.09% 0.05% 0.41% 1,972,836, /30/ % 78.90% % 0.12% 1.44% 0.67% 0.06% 0.36% 0.16% 0.04% 0.07% 0.06% 0.73% 1,935,276, /31/ % 78.58% % 0.15% 1.65% 0.26% 0.00% 0.37% 0.18% 0.11% 0.12% 0.07% 0.83% 1,897,898, /31/ % 78.20% % 0.19% 1.78% 0.44% 0.02% 0.33% 0.17% 0.09% 0.09% 0.10% 0.89% 1,860,911, /31/ % 77.84% % 0.22% 1.88% 0.84% 0.04% 0.28% 0.04% 0.10% 0.05% 0.09% 0.93% 1,825,921, /31/ % 77.40% % 0.23% 1.95% 0.52% 0.02% 0.24% 0.28% 0.03% 0.14% 0.01% 0.96% 1,790,292, /31/ % 76.93% % 0.27% 2.05% 0.45% 0.02% 0.42% 0.15% 0.11% 0.06% 0.08% 0.89% 1,748,995, /31/ % 76.42% % 0.32% 2.06% 0.87% 0.04% 0.32% 0.12% 0.09% 0.08% 0.07% 0.86% 1,707,100, /31/ % 75.89% % 0.38% 2.05% 0.80% 0.05% 0.44% 0.09% 0.06% 0.08% 0.04% 0.82% 1,659,191, /30/ % 75.32% % 0.43% 2.08% 0.87% 0.07% 0.60% 0.12% 0.08% 0.13% 0.02% 0.73% 1,609,334, /31/ % 74.79% % 0.47% 2.12% 1.02% 0.08% 0.50% 0.11% 0.05% 0.15% 0.04% 0.69% 1,560,778, /31/ % 74.28% % 0.52% 2.16% 1.04% 0.04% 0.61% 0.13% 0.08% 0.12% 0.03% 0.66% 1,510,441, /31/ % 73.57% % 0.55% 2.44% 1.08% 0.05% 0.51% 0.06% 0.10% 0.22% 0.08% 0.75% 1,446,182, /30/ % 72.85% % 0.60% 2.48% 1.12% 0.05% 0.89% 0.21% 0.01% 0.15% 0.03% 0.72% 1,382,092, /31/ % 72.22% % 0.62% 2.71% 0.05% 0.00% 0.86% 0.07% 0.14% 0.20% 0.08% 0.72% 1,305,915, /31/ % 71.32% % 0.65% 2.78% 1.10% 0.05% 0.96% 0.08% 0.08% 0.20% 0.06% 0.74% 1,219,466, /31/ % 70.35% % 0.68% 3.15% 1.43% 0.06% 1.15% 0.19% 0.07% 0.32% 0.06% 0.82% 1,121,430, /30/ % 69.55% % 0.70% 3.38% 1.46% 0.04% 1.05% 0.19% 0.01% 0.40% 0.02% 0.88% 1,019,592, /31/ % 68.66% % 0.71% 3.88% 1.40% 0.10% 1.24% 0.01% 0.14% 0.41% 0.08% 1.01% 927,346, Page 24 of 25

25 34 10/31/ % 67.62% % 0.71% 4.25% 1.32% 0.07% 0.92% 0.11% 0.10% 0.48% 0.11% 1.01% 849,059, /31/ % 66.41% % 0.72% 4.81% 0.77% 0.02% 1.02% 0.18% 0.13% 0.51% 0.10% 1.17% 781,997, /30/ % 65.27% % 0.73% 5.18% 1.71% 0.10% 0.97% 0.13% 0.05% 0.39% 0.03% 1.26% 713,960, /31/ % 64.55% % 0.74% 5.40% 1.67% 0.07% 0.51% 0.27% 0.20% 0.23% 0.10% 1.08% 670,775, /31/2015 *: The value in this field is not zero, but rounded below 0.00%. -The figures of Principal Outstanding of Delinquent of periods 14 and 15 are biased downwards due to the applied erroneous routine for the correction of technical delinquencies.- Page 25 of 25