Colour codes Cell reference codes Obliged to fill in (fill in zeros where necessary) Optional to fill in (provide complementary information, e.g.

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1 Colour codes Cell reference codes Obliged to fill in (fill in zeros where necessary) Optional to fill in (provide complementary information, e.g. on assumptions made) Automatic calculations

2 Please indicate if all of the residential mortgage loans' collateral is situated in Belgium Yes No Table 1a - Characteristics - Total residential mortgage loans portfolio Solvency capital requirements Counterparty default risk SCR held for residential mortgage loans ( ) R0100 Total SCR ratio not taking into account the residential mortgage loans (as if R0200 replaced by risk-free cash) (%) Residential mortgage loans Total outstanding amount ( ) R0300 Of which payments past due 90 days (%) R0310 Of which payments past due > 90 days (%) R0320 Of which buy-to-let (%) R0330 Of which bullet loan (%) R0340 Of which located in Belgium (%) R0350 Country: Of which located outside Belgium, country 1 (%)* R0360 Of which located outside Belgium, country 2 (%)* R0370 Of which located outside Belgium, country 3 (%)* R0380 Of which held indirectly (through funds, related undertakings, etc.) (%) R0390 Total amount of impairments made to the outstanding amount ( ) R0400 Total Solvency II amount ( ) R0500 Average discount rate (%) R0600 Average prevailing interest rate on the loans (%) R0700 Internal rate of return (%) R0800 Average loan-to-value at origination (%) R0900 Average indexed loan-to-value (%) R1000 Average debt-to-income at origination (%) R1100 Average loan-to-income at origination (%) R1200 Average debt-service-to-income at origination (%) R1300 Average loan age R1400 R1500 Average modified duration of residential mortgage loans R1600 Current duration gap taking into account all assets and liabilities R1700 Duration gap not taking into account residential mortgage loans R1800 Default risk of residential mortgages Estimated loss due to defaults next year ( ) Estimated 1-year Probability of default (%) Estimated 1-year Loss-given default (%) Estimated 1-year Exposure-at-default ( ) Prepayment risk of residential mortgages Estimated amount of prepayments next year ( ) Table 1b - Characteristics - New residential mortgage loans exposures of reporting year R1900 R2000 R2100 R2200 R2300 Residential mortgage loans Total outstanding amount ( ) R3000 Of which bullet loan (%) R3010 Of which located in Belgium (%) R3020 Country: Of which located outside Belgium, country 1 (%)* R3030 Of which located outside Belgium, country 2 (%)* R3040 Of which located outside Belgium, country 3 (%)* R3050 Of which held indirectly (through funds, related undertakings, etc.) (%) R3060 Total Solvency II amount ( ) R3100 Average discount rate (%) R3200 Average prevailing interest rate on the loans (%) R3300 Internal rate of return (%) R3400 Average loan-to-value at origination (%) R3500 Average indexed loan-to-value (%) R3600 Average debt-to-income at origination (%) R3700 Average loan-to-income at origination (%) R4000 Average debt-service-to-income at origination (%) R4100 Average loan age R4200 R4300 Average duration of new residential mortgage loans R4400 Duration gap not taking into account new residential mortgage loans R4500 *rank according to materiality (top-3 countries only) Table 2 - amounts split by Interest rate level Fixed rate contracts (outstanding amount in ) Variable rate contracts (1-year rate) (outstanding amount in ) Variable rate contracts (3-year rate) (outstanding amount in ) Variable rate contracts (5-year rate) (outstanding amount in ) Variable rate contracts using other reference indexes (outstanding amount in ) Current prevailing interest rate 1% ]1% ; 2%] ]2% ; 3%] ]3% ; 4%] ]4% ; 5%] ]5% ; 6%] ]6% ; 7%] > 7% Total Codes C0005 C0010 C0015 C0020 C0025 C0030 C0035 C0040 C0045 C0090 R4600 R4610 R4620 R4630 R4640 R4650 R4660 R4670 R4680 R4700 R4710 R4720 R4730 R4740 R4750 R4760 R4770 R4780 R4800 R4810 R4820 R4830 R4840 R4850 R4860 R4870 R4880 R4900 R4910 R4920 R4930 R4940 R4950 R4960 R4970 R4980 R5000

3 Indexed Loan-to-value (ILTV) Total (outstanding amount in ) R5010 R5020 R5030 R5040 R5050 R5060 R5070 R5080 R6000 R6100 Debt-service-to-income (DSTI) at origination Table 3 - amount split by Indexed LTV and DSTI at origination 10% ]10% ; 20%] ]20% ; 30%] ]30% ; 40%] ]40% ; 50%] ]50% ; 60%] > 60% Total Codes C0005 C0010 C0015 C0020 C0025 C0030 C0035 C0040 C0045 C % (outstanding amount in ) R6200 R6210 ]50%;60%] (outstanding amount in ) R6300 R6310 ]60%;70%] (outstanding amount in ) R6400 R6410 ]70%;80%] (outstanding amount in ) R6500 R6510 ]80%;90%] (outstanding amount in ) R6600 R6610 ]90%;100%] (outstanding amount in ) R6700 R6710 ]100%;110%] (outstanding amount in ) R6800 R6810 >110% (outstanding amount in ) R6900 R6910 R7000 Total (outstanding amount in ) R7100 Upload attachement (when deemed useful)

4 Table 1 - Exposures Non-securitized Securitized R0100 R0200 Table 2 - Interest rate - according to the next repricing date Vintage Fixed interest rate for the whole maturity R0300 Variable rate according to the contractual maturity of the next re-pricing date R year R years R years R years R years R0450 > 15 years R0460 R0500 Table 3 - Interest rate level Fixed rate contracts Variable rate contracts using reference index A (1-year rate) Variable rate contracts using reference index C (3-year rate) Variable rate contracts using reference index E (5-year rate) Variable rate contracts using other reference indexes Table 4 - Credit risk mitigation Only mandate Only mortgage Both mandate and mortgage Other Table 5 - Type Capital amortization Bullet credit o/w bridge loans Other Current prevailing interest rate 1% ]1% ; 2%] ]2% ; 3%] ]3% ; 4%] ]4% ; 5%] ]5% ; 6%] ]6% ; 7%] > 7% Codes C0005 C0010 C0015 C0020 C0025 C0030 C0035 C0040 C0090 R0600 R0700 R0800 R0900 R1000 R1100 Vintage R1200 R1300 R1400 R1500 R1600 R1700 R1800 R1810 R1900 R2000 Vintage Table 6 - Loan-to-value at origination 80% R2100 ]80% ; 90%] R2200 ]90% ; 110%] R2300 ]90% ; 100%] R2310 ]100% ; 110%] R2320 > 110% R2400 R2500 Table 7 - Indexed loan-to-value 80% R2600 ]80% ; 90%] R2700 ]90% ; 110%] R2800 ]90% ; 100%] R2810 ]100% ; 110%] R2820 > 110% R2900 R3000 Vintage Table 8 - Maturities at origination 5y R3100 ]5y ; 10y] R3200 ]10y ; 15y] R3300 ]15y ; 20y] R3400 ]20y ; 25y] R3500 ]25y ; 30y] R3600 > 30y R3700 R3800 Vintage Table 9 - Debt-service at origination 10% R3900 ]10% ; 20%] R4000 ]20% ; 30%] R4100 ]30% ; 40%] R4200 ]40% ; 50%] R4300 ]50% ; 60%] R4400 > 60% R4500 R4600 Table 10 - Focus loan-to-value at origination LTV 80% Debt-service ratio 30% ]30% ; 50%] >50% Codes C0005 C0010 C0015 C0090 R4700 R4800

5 R4900 R4910 R4920 >25y R4930 LTV ]80%-90%] R5000 R5100 R5200 R5210 R5220 >25y R5230 LTV ]90%-110%] R5300 R5400 R5500 R5510 R5520 >25y R5530 LTV >110% R5600 R5700 R5800 R5810 R5820 >25y R5830 Upload attachement (when deemed useful)