ABN AMRO Bank N.V. Monthly Investor Report / Dutch National Transparancy Template Report period:

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1 Monthly Investor Report / Dutch National Transparancy Template Report period: AMOUNTS ARE IN EURO Point Contact Contact Information Web Link Danielle Boerendans / Thijs Naeije danielle.boerendans@nl.abnamro.com thijs.naeije@nl.abnamro.com

2 Table of Contents Monthly Investor Report Page 1. Covered Bonds 3 2. Asset Cover Test 5 3. CounterpartyRatings&Triggers 6 4. Portfolio Characteristics 7 5. Delinquencies 8 6. Redemption Type 9 7. Loan Amount Origination Year Seasoning Legal Remaining Tenor Current Loan to Original Market Value Current Loan to Indexed Market Value Remaining Fixed Interest Interest Payment Type Property Description Geographical Distribution Construction Deposits Occupancy Loanpart Payment Frequency NHG Glossary Contact Information 27 page 2 of 27

3 1. Covered Bonds Series ISIN Currency Initial Principal Balance Initial Principal Balance Amount (EUR) Issuance Date Date IRS Counterparty CB01 XS EUR ,25% ABN AMRO Bank N.V. CB04 CH CHF ,50% ABN AMRO Bank N.V. CB06 XS NOK ,21% ABN AMRO Bank N.V. CB07 XS EUR Zero ABN AMRO Bank N.V. CB08 XS NOK ,47% ABN AMRO Bank N.V. CB09 CH CHF ,38% ABN AMRO Bank N.V. CB12 EUR Zero ABN AMRO Bank N.V. CB14 EUR ,51% ABN AMRO Bank N.V. CB15 EUR ,51% ABN AMRO Bank N.V. CB16 EUR ,00% ABN AMRO Bank N.V. CB22 EUR ,08% ABN AMRO Bank N.V. CB19 EUR ,06% ABN AMRO Bank N.V. CB23 XS EUR Floating ABN AMRO Bank N.V. CB24 EUR ,15% ABN AMRO Bank N.V. CB25 EUR ,15% ABN AMRO Bank N.V. CB26 EUR ,17% ABN AMRO Bank N.V. CB27 EUR ,19% ABN AMRO Bank N.V. CB28 EUR ,29% ABN AMRO Bank N.V. CB29 EUR ,29% ABN AMRO Bank N.V. CB30 EUR ,63% ABN AMRO Bank N.V. CB31 EUR ,63% ABN AMRO Bank N.V. CB34 EUR ,32% ABN AMRO Bank N.V. CB35 EUR ,32% ABN AMRO Bank N.V. CB36 XS EUR Floating ABN AMRO Bank N.V. CB37 EUR ,40% ABN AMRO Bank N.V. CB38 EUR ,40% ABN AMRO Bank N.V. CB39 EUR ,70% ABN AMRO Bank N.V. CB40 EUR ,70% ABN AMRO Bank N.V. CB41 XS EUR ,25% ABN AMRO Bank N.V. CB42 XS EUR Floating ABN AMRO Bank N.V. CB44 XS EUR Floating ABN AMRO Bank N.V. CB45 XS EUR Floating ABN AMRO Bank N.V. CB46 XS EUR Floating ABN AMRO Bank N.V. CB48 EUR ,96% ABN AMRO Bank N.V. CB49 XS EUR Floating ABN AMRO Bank N.V. CB50 XS EUR Zero ABN AMRO Bank N.V. CB51 EUR ,13% ABN AMRO Bank N.V. CBB5 XS EUR ,75% ABN AMRO Bank N.V. CBB6 XS EUR ,63% ABN AMRO Bank N.V. CB52 EUR ,20% ABN AMRO Bank N.V. CB53 EUR ,00% ABN AMRO Bank N.V. CB54 EUR ,00% ABN AMRO Bank N.V. CB55 EUR ,00% ABN AMRO Bank N.V. CB56 EUR ,04% ABN AMRO Bank N.V. CB57 EUR ,49% ABN AMRO Bank N.V. CB58 EUR ,96% ABN AMRO Bank N.V. CB59 EUR ,99% ABN AMRO Bank N.V. CB60 EUR ,94% ABN AMRO Bank N.V. CB61 EUR ,31% ABN AMRO Bank N.V. CB62 EUR ,88% ABN AMRO Bank N.V. CB63 EUR ,67% ABN AMRO Bank N.V. CB64 EUR ,83% ABN AMRO Bank N.V. CB65 EUR ,03% ABN AMRO Bank N.V. CB66 EUR Floating ABN AMRO Bank N.V. CB67 EUR ,51% ABN AMRO Bank N.V. CB68 EUR ,52% ABN AMRO Bank N.V. CBB7 XS EUR ,50% ABN AMRO Bank N.V. CB69 XS NOK ,50% ABN AMRO Bank N.V. CB70 CH CHF ,63% ABN AMRO Bank N.V. CB71 EUR ,50% ABN AMRO Bank N.V. CB72 XS EUR ,00% ABN AMRO Bank N.V. CB73 XS EUR ,01% ABN AMRO Bank N.V. CB74 EUR ,97% ABN AMRO Bank N.V. CB75 EUR ,15% ABN AMRO Bank N.V. CB76 EUR ,32% ABN AMRO Bank N.V. CB77 XS EUR ,60% ABN AMRO Bank N.V. CB78 XS NOK ,80% ABN AMRO Bank N.V. CB79 EUR ,50% ABN AMRO Bank N.V. CBB8 XS EUR ,50% ABN AMRO Bank N.V. CB80 EUR ,37% ABN AMRO Bank N.V. CB81 EUR ,56% ABN AMRO Bank N.V. CB82 EUR ,22% ABN AMRO Bank N.V. CB83 CH CHF ,25% ABN AMRO Bank N.V. CB84 EUR ,57% ABN AMRO Bank N.V. CB85 EUR ,18% ABN AMRO Bank N.V. CB86 XS NOK ,40% ABN AMRO Bank N.V. CB87 EUR ,12% ABN AMRO Bank N.V. CB88 EUR ,07% ABN AMRO Bank N.V. CB89 EUR ,42% ABN AMRO Bank N.V. CB90 EUR ,70% ABN AMRO Bank N.V. CBB9 EUR ,25% ABN AMRO Bank N.V. CB91 EUR Floating ABN AMRO Bank N.V. CB92 CH CHF ,63% ABN AMRO Bank N.V. CB93 EUR ,59% ABN AMRO Bank N.V. CB94 EUR ,59% ABN AMRO Bank N.V. CB95 EUR ,73% ABN AMRO Bank N.V. CB96 EUR ,48% ABN AMRO Bank N.V. CB97 XS EUR Floating ABN AMRO Bank N.V. CB98 XS EUR Floating ABN AMRO Bank N.V. CB99 EUR ,47% ABN AMRO Bank N.V. page 3 of 27

4 1. Covered Bonds Series ISIN Currency Initial Principal Balance Initial Principal Balance Amount (EUR) Issuance Date Date IRS Counterparty CB100 EUR ,80% ABN AMRO Bank N.V. CB101 EUR ,55% ABN AMRO Bank N.V. CB102 XS NOK ,08% ABN AMRO Bank N.V. CB103 EUR ,60% ABN AMRO Bank N.V. CB104 EUR ,08% ABN AMRO Bank N.V. CB105 EUR ,30% ABN AMRO Bank N.V. CB106 EUR ,34% ABN AMRO Bank N.V. CB107 EUR ,30% ABN AMRO Bank N.V. CB108 EUR ,35% ABN AMRO Bank N.V. CB109 EUR ,34% ABN AMRO Bank N.V. CB110 EUR ,17% ABN AMRO Bank N.V. CB111 EUR ,24% ABN AMRO Bank N.V. CB112 EUR ,41% ABN AMRO Bank N.V. CB113 EUR ,85% ABN AMRO Bank N.V. CB115 EUR ,50% ABN AMRO Bank N.V. CB116 EUR ,50% ABN AMRO Bank N.V. CB117 EUR ,58% ABN AMRO Bank N.V. CB118 EUR ,50% ABN AMRO Bank N.V. CB119 EUR ,50% ABN AMRO Bank N.V. CB120 EUR ,50% ABN AMRO Bank N.V. CB114 EUR ,25% ABN AMRO Bank N.V. CB121 EUR ,77% ABN AMRO Bank N.V. CB122 XS EUR Floating ABN AMRO Bank N.V. CBB10 XS EUR ,50% ABN AMRO Bank N.V. CB123 XS NOK ,67% ABN AMRO Bank N.V. CB124 EUR ,42% ABN AMRO Bank N.V. CB125 CH CHF ,00% ABN AMRO Bank N.V. CB126 XS EUR Floating ABN AMRO Bank N.V. CB127 EUR Floating ABN AMRO Bank N.V. CB128 XS EUR ,22% ABN AMRO Bank N.V. CB129 EUR ,79% ABN AMRO Bank N.V. CB130 EUR ,82% ABN AMRO Bank N.V. CB131 EUR ,78% ABN AMRO Bank N.V. CB132 EUR ,76% ABN AMRO Bank N.V. CB133 EUR ,50% ABN AMRO Bank N.V. CB134 CH CHF ,50% ABN AMRO Bank N.V. CB135 XS SEK Floating ABN AMRO Bank N.V. CB136 XS EUR ,79% ABN AMRO Bank N.V. CB137 EUR ,51% ABN AMRO Bank N.V. CBB11 XS EUR ,88% ABN AMRO Bank N.V. CB138 EUR ,70% ABN AMRO Bank N.V. CB139 EUR ,50% ABN AMRO Bank N.V. CB140 EUR ,41% ABN AMRO Bank N.V. CB141 XS EUR Floating ABN AMRO Bank N.V. CB142 EUR ,04% ABN AMRO Bank N.V. CB143 XS EUR Floating ABN AMRO Bank N.V. CB144 XS EUR Floating ABN AMRO Bank N.V. CB145 EUR ,42% ABN AMRO Bank N.V. CB146 XS EUR ,06% ABN AMRO Bank N.V. CB147 XS EUR ,51% ABN AMRO Bank N.V. CB148 XS EUR ,03% ABN AMRO Bank N.V. CB149 EUR ,04% ABN AMRO Bank N.V. CB150 EUR ,42% ABN AMRO Bank N.V. CB151 EUR ,46% ABN AMRO Bank N.V. CB152 EUR ,22% ABN AMRO Bank N.V. CB153 EUR ,08% ABN AMRO Bank N.V. CB154 EUR ,17% ABN AMRO Bank N.V. CB155 EUR ,36% ABN AMRO Bank N.V. CB156 EUR ,18% ABN AMRO Bank N.V. CB157 EUR ,50% ABN AMRO Bank N.V. CBB12 XS EUR ,50% ABN AMRO Bank N.V. CB158 XS EUR ,10% ABN AMRO Bank N.V. CB159 EUR ,07% ABN AMRO Bank N.V. CBB13 XS EUR ,38% ABN AMRO Bank N.V. CB160 EUR ,51% ABN AMRO Bank N.V. CB161 EUR ,56% ABN AMRO Bank N.V. CB162 EUR ,05% ABN AMRO Bank N.V. CB163 EUR ,04% ABN AMRO Bank N.V. CB165 EUR ,47% ABN AMRO Bank N.V. CB164 EUR ,03% ABN AMRO Bank N.V. CB166 EUR ,04% ABN AMRO Bank N.V. CB167 EUR ,91% ABN AMRO Bank N.V. CB168 EUR ,14% ABN AMRO Bank N.V. CB169 EUR ,64% ABN AMRO Bank N.V page 4 of 27

5 2. Asset Cover Test Asset Cover Test Asset percentage 75,10% A= B= C= D= E= X= Y= Z= : A+B+C+D+E-X-Y-Z bonds Pass/Fail ACT Cover Ratio Pass 104,57% Parameters Asset Percentage 75,10% Cap LTV Cut-Off indexed valuation % non-nhg 80,00% Cap LTV Cut-Off indexed valuation % NHG 80,00% Index Increases 85,00% Index Decreases 100,00% Reserve Fund - Supplemental Liquidity Reserve Amount - Deduction Set-Off - Prematurity liquidity ledger - Ratings S&P Moody's Fitch AAA Aaa AAA Other UCITS compliant CRD compliant Yes Yes page 5 of 27

6 3. CounterpartyRatings&Triggers Counterparty Ratings Type: Party Fitch ST Rating Trigger Fitch LT Rating Trigger Current Fitch Rating Moody's ST Rating Trigger Moody's LT Rating Trigger Current Moody's Rating S&P ST Rating Trigger S&P LT Rating Trigger Current S&P Rating Consequence if breached TRS Counterparty ABN AMRO Bank N.V. F1 A F1+/A+ P1 A2 P1/ A2 A-1 A A-1/A Post collateral TRS Standby Counterparty NR IRS Counterparty ABN AMRO Bank N.V. F1 A F1+/A+ P1 A2 P1/ A2 A-1 A A-1/A Post collateral Account Bank ABN AMRO Bank N.V. F1 A F1+/A+ P1 P1/ A2 A-1 A A-1/A Replace Servicer ABN AMRO Bank N.V. BBB- F1+/A+ Baa3 P1/ A2 A-2 BBB A-1/A Replace Back-Up Servicer NR Special Servicer NR Collection Account Bank NR page 6 of 27

7 4. Portfolio Characteristics Cut-Off Date Principal amount Value of savings deposits principal balance Building deposits principal balance excl. building and savings deposits Number of loans Number of loanparts principal balance (loan) principal balance (loanpart) Remaining interest period (in years) 4,25 Maximum current interest 9,20% Minimum current interest - average current coupon (WACC) 4,54% average remaining maturity (in years) (WAM) average seasoning (in years) 6,77 average current * 73,59% average current (indexed) * 82,44% % Owner occupied 100,00% * LTV based on: notional / collateral value page 7 of 27

8 5. Delinquencies From Months ( > ) Until Months ( <= ) Amount (EUR) No. of Loanparts (year) < ,81 97,26% ,43% 4,53% 20, ,83 1,59% ,58% 4,72% 20, ,26 0,94% ,81% 4,58% 20, ,39 0,22% 682 0,18% 4,74% 21, ,29 100,00% ,00% 4,54% page 8 of 27

9 6. Redemption Type Amount Loanparts Annuity ,23 3,63% ,27% 4,38% 22,12 Bank Savings ,77 6,26% ,69% 4,99% 22,67 Interest only ,52 67,53% ,30% 4,43% 21,11 Investment ,80 2,90% ,25% 4,69% 21,39 Universal life ,51 5,70% ,88% 4,61% 16,74 Linear ,41 0,50% ,73% 4,18% 20,35 Savings ,42 4,48% ,12% 5,09% 18,04 Hybrid ,40 5,94% ,79% 4,91% 17,63 Other ,23 3,06% ,96% 4,28% 21, ,29 100,00% ,00% 4,54% page 9 of 27

10 7. Loan Amount From ( > ) Until (<=) <= ,29 0,25% ,98% 4,62% 12, ,51 1,48% ,19% 4,63% 14, ,39 2,79% ,40% 4,62% 15, ,23 4,40% ,48% 4,56% 17, ,54 12,07% ,29% 4,55% 18, ,89 15,86% ,29% 4,60% 20, ,16 14,40% ,23% 4,60% 20, ,28 12,50% ,70% 4,59% 21, ,78 8,66% ,10% 4,56% 21, ,85 6,49% ,31% 4,53% 21, ,78 4,52% ,03% 4,45% 22, ,95 3,42% ,37% 4,42% 22, ,36 2,47% ,90% 4,43% 22, ,03 2,01% ,67% 4,37% 22, ,33 1,49% 853 0,45% 4,39% 22, ,85 1,35% 716 0,38% 4,35% 22, ,45 0,99% 487 0,26% 4,35% 22, ,61 0,83% 384 0,20% 4,28% 21, ,51 0,58% 251 0,13% 4,29% 22, ,29 0,54% 223 0,12% 4,25% 22, ,15 0,41% 160 0,09% 4,30% 22, ,38 0,46% 169 0,09% 4,20% 22, > ,68 2,02% 614 0,33% 4,17% 22, ,29 100,00% ,00% 4,54% page 10 of 27

11 8. Origination Year From ( > ) Until (<=) Amount Loanparts < ,68 0,79% ,71% 4,76% ,72 0,49% ,05% 4,66% ,56 0,99% ,83% 4,65% ,95 1,57% ,59% 4,76% ,75 2,13% ,98% 4,97% ,77 2,14% ,85% 5,16% ,92 1,40% ,81% 4,69% ,68 1,50% ,86% 5,04% ,61 1,49% ,86% 4,92% ,55 1,91% ,26% 4,46% ,43 2,41% ,71% 4,69% ,58 10,12% ,20% 4,30% ,89 13,78% ,25% 4,47% ,02 12,65% ,44% 4,89% ,78 8,79% ,95% 5,19% ,77 7,43% ,32% 4,08% ,63 5,29% ,34% 4,29% ,82 6,51% ,37% 4,50% ,09 8,00% ,58% 4,41% 2013 >= ,09 10,61% ,04% 3,99% ,29 100,00% ,00% 4,54% 9,00 10,14 11,32 12,29 13,26 14,01 15,34 16,54 17,50 18,53 19,54 20,65 21,56 22,49 23,26 20,59 20,76 22,06 23,01 21,22 page 11 of 27

12 9. Seasoning From ( > ) Until (<=) < 1 year ,08 5,43% ,78% 3,74% 20,10 1 year - 2 years ,57 9,17% ,08% 4,29% 22,73 2 years - 3 years ,14 7,98% ,49% 4,52% 22,69 3 years - 4 years ,64 5,24% ,31% 4,35% 21,18 4 years - 5 years ,52 5,41% ,73% 4,22% 19,85 5 years - 6 years ,97 9,05% ,28% 4,67% 22,36 6 years - 7 years ,94 10,72% ,19% 5,05% 22,86 7 years - 8 years ,34 13,84% ,25% 4,66% 22,02 8 years - 9 years ,13 13,34% ,38% 4,24% 21,03 9 years - 10 years ,27 4,55% ,68% 4,64% 20,09 10 years - 11 years ,54 1,98% ,30% 4,43% 18,95 11 years - 12 years ,30 1,54% ,89% 4,68% 17,99 12 years - 13 years ,79 1,62% ,01% 5,04% 16,99 13 years - 14 years ,55 1,32% ,66% 4,88% 15,97 14 years - 15 years ,63 1,89% ,49% 4,99% 14,48 15 years - 16 years ,65 2,19% ,98% 5,10% 13,58 16 years - 17 years ,44 1,75% ,66% 4,80% 12,78 17 years - 18 years ,26 1,31% ,28% 4,69% 11,83 18 years - 19 years ,37 0,70% ,40% 4,64% 10,66 19 years - 20 years ,60 0,44% ,96% 4,81% 9,77 20 years - 21 years ,19 0,39% ,82% 4,71% 9,06 21 years - 22 years ,37 0,161% ,38% 4,69% 8,07 22 years - 23 years 23 years - 24 years 24 years - 25 years 25 years - 26 years 26 years - 27 years 27 years - 28 years 28 years - 29 years 29 years - 30 years 30 years > ,29 100,00% ,00% 4,54% page 12 of 27

13 10. Legal From ( > ) Until (<=) < ,66 0,06% 828 0,2% 4,43% ,62 1,15% ,5% 4,48% ,41 2,76% ,0% 4,59% ,01 12,23% ,1% 4,53% ,16 18,54% ,9% 4,46% ,59 54,40% ,9% 4,57% ,84 10,86% ,3% 4,46% >= ,29 100,00% ,00% 4,54% 0,25 3,64 8,73 13,74 18,17 22,67 27,61 page 13 of 27

14 11. Remaining Tenor From ( > ) Until (<=) < 1 year ,57 0,1% ,3% 4,3% 1-2 years ,47 0,1% ,4% 4,2% 2-3 years ,46 0,2% ,4% 4,4% 3-4 years ,51 0,2% ,5% 4,5% 4-5 years ,56 0,3% ,6% 4,6% 5-6 years ,23 0,3% ,7% 4,7% 6-7 years ,27 0,3% ,6% 4,6% 7-8 years ,20 0,3% ,6% 4,7% 8-9 years ,86 0,5% ,9% 4,6% 9-10 years ,76 0,8% ,5% 4,5% years ,21 1,0% ,8% 4,6% years ,08 1,2% ,0% 4,5% years ,75 1,8% ,9% 4,5% years ,24 2,6% ,7% 4,5% years ,66 3,6% ,6% 4,6% years ,60 4,0% ,9% 4,5% years ,81 3,2% ,6% 4,5% years ,10 4,2% ,5% 4,7% years ,70 3,3% ,6% 4,5% years ,37 3,9% ,0% 4,2% years ,79 5,8% ,8% 4,4% years ,87 14,8% ,7% 4,2% years ,40 14,6% ,6% 4,5% years ,88 11,8% ,7% 4,9% years ,79 8,5% ,3% 4,9% years ,01 2,3% ,2% 4,5% years ,92 2,1% ,9% 4,5% years ,66 3,5% ,9% 4,6% years ,22 3,6% ,9% 4,3% years ,34 0,8% ,8% 3,9% > 30 years ,00 0,0% 56 0,0% 3,5% Null values ,29 100,00% ,00% 4,54% 0,44 1,50 2,49 3,46 4,48 5,42 6,44 7,46 8,48 9,49 10,41 11,50 12,50 13,45 14,48 15,41 16,47 17,45 18,47 19,46 20,53 21,48 22,42 23,38 24,42 25,39 26,43 27,48 28,46 29,28 30,00 page 14 of 27

15 12. Current Loan to Original Market Value From ( > ) Until (<=) <= 10 % ,62 0,16% ,55% 4,29% 15,34 10 % - 20 % ,98 1,04% ,18% 4,32% 16,86 20 % - 30 % ,12 2,82% ,05% 4,33% 17,39 30 % - 40 % ,90 5,44% ,63% 4,34% 18,00 40 % - 50 % ,02 8,72% ,89% 4,33% 18,57 50 % - 60 % ,01 11,52% ,61% 4,33% 19,05 60 % - 70 % ,94 12,44% ,47% 4,37% 19,83 70 % - 80 % ,74 12,19% ,43% 4,53% 21,02 80 % - 90 % ,68 14,63% ,23% 4,59% 21,69 90 % % ,48 15,58% ,79% 4,76% 22, % % ,80 15,48% ,18% 4,78% 22, % % 120 % % 130 % % 140 % % 150 % > ,29 100,00% ,00% 4,54% page 15 of 27

16 13. Current Loan to Indexed Market Value From ( > ) Until (<=) <= 10 % ,98 0,29% ,56% 4,45% 12,69 10 % - 20 % ,79 1,54% ,93% 4,41% 14,12 20 % - 30 % ,91 3,16% ,73% 4,37% 15,70 30 % - 40 % ,99 4,70% ,39% 4,36% 17,17 40 % - 50 % ,39 6,48% ,03% 4,37% 18,19 50 % - 60 % ,79 8,45% ,63% 4,33% 18,98 60 % - 70 % ,27 9,96% ,56% 4,33% 19,62 70 % - 80 % ,43 9,58% ,04% 4,42% 20,42 80 % - 90 % ,57 9,97% ,42% 4,48% 21,18 90 % % ,77 12,16% ,33% 4,56% 21, % % ,39 13,01% ,55% 4,64% 22, % % ,97 11,19% ,81% 4,76% 22, % % ,39 8,56% ,29% 4,94% 22, % % ,65 0,96% ,71% 5,01% 23, % % 150 % > ,29 100,00% ,00% 4,54% page 16 of 27

17 14. From ( > ) Until (<=) <= 0,50 % ,44 0,00% 7 0,00% 0,08% 0,50 % - 1,00 % 1,00 % - 1,50 % ,31 0,00% 3 0,00% 1,46% 1,50 % - 2,00 % ,43 0,01% 15 0,00% 1,86% 2,00 % - 2,50 % ,96 1,16% ,68% 2,42% 2,50 % - 3,00 % ,67 7,75% ,17% 2,76% 3,00 % - 3,50 % ,10 5,12% ,44% 3,32% 3,50 % - 4,00 % ,46 10,70% ,83% 3,81% 4,00 % - 4,50 % ,54 20,00% ,46% 4,30% 4,50 % - 5,00 % ,36 25,08% ,44% 4,77% 5,00 % - 5,50 % ,43 18,51% ,09% 5,26% 5,50 % - 6,00 % ,54 8,96% ,91% 5,75% 6,00 % - 6,50 % ,81 2,29% ,27% 6,22% 6,50 % - 7,00 % ,29 0,37% ,58% 6,72% 7,00 % > ,95 0,05% 490 0,13% 7,34% ,29 100,00% ,00% 4,54% 23,81 17,47 22,23 19,80 19,56 19,79 20,48 20,62 21,25 21,49 20,21 17,75 14,75 11,79 page 17 of 27

18 15. Remaining Fixed Interest From ( > ) Until (<=) < ,61 19,46% ,6% 3,66% ,39 13,40% ,4% 4,14% ,36 12,27% ,7% 4,62% ,11 15,03% ,5% 4,83% ,66 10,99% ,8% 4,95% ,80 3,47% ,0% 5,32% ,48 4,90% ,9% 4,62% ,64 6,68% ,0% 4,98% ,87 2,85% ,9% 5,14% ,83 1,96% ,4% 4,72% ,36 0,47% ,5% 5,15% ,61 2,44% ,1% 4,49% ,21 2,47% ,0% 4,93% ,65 1,01% ,9% 5,31% ,07 0,48% ,5% 5,68% ,69 0,04% 205 0,1% 6,07% ,84 0,17% 567 0,1% 5,32% ,47 0,30% ,3% 5,70% ,63 0,13% 453 0,1% 5,80% ,10 0,15% 492 0,1% 5,44% ,58 0,20% 652 0,2% 4,97% ,88 0,588% ,5% 4,65% ,48 0,202% 619 0,2% 5,11% ,05 0,141% 430 0,1% 5,46% ,81 0,121% 407 0,1% 6,01% ,56 0,009% 37 0,0% 6,23% ,20 0,015% 45 0,0% 5,79% ,33 0,046% 147 0,0% 5,59% ,75 0,009% 39 0,0% 6,12% ,27 0,00% 1 0,0% 5,90% 30 >= ,29 100,00% ,00% 4,54% 19,64 19,37 20,91 21,89 20,87 20,07 20,41 22,05 22,73 19,20 19,41 20,56 21,59 21,58 20,01 19,03 21,11 21,70 21,00 20,10 20,76 21,38 22,73 23,39 24,54 25,26 26,47 27,56 28,36 29,17 page 18 of 27

19 16. Interest Payment Type Description Fixed ,80 90,14% ,47% 4,71% 20,74 Floating ,49 9,86% ,53% 2,90% 19, ,29 100,00% ,00% 4,54% page 19 of 27

20 17. Property Description Description House ,05 88,04% ,48% 4,52% 20,52 Appartment ,69 11,85% ,37% 4,64% 21,67 House / Business ( < 50% ) Business Other ,55 0,11% 268 0,14% 5,33% 23, ,29 100,00% ,00% 4,54% page 20 of 27

21 18. Geographical Distribution Description Drenthe ,11 2,41% ,85% 4,43% 20,15 Flevoland ,93 2,32% ,51% 4,62% 20,54 Friesland ,68 2,55% ,20% 4,45% 20,28 Gelderland ,30 10,99% ,09% 4,46% 20,49 Groningen ,02 2,81% ,84% 4,56% 20,35 Limburg ,33 4,96% ,90% 4,61% 19,97 Noord-Brabant ,66 15,06% ,19% 4,53% Noord-Holland ,70 21,47% ,35% 4,52% 21,20 Overijssel ,49 5,03% ,91% 4,48% 20,44 Utrecht ,91 8,87% ,78% 4,54% 20,80 Zeeland ,86 1,66% ,07% 4,60% 20,06 Zuid-Holland ,30 21,87% ,31% 4,59% 20,57 Unspecified ,29 100,00% ,00% 4,54% page 21 of 27

22 19. Construction Deposits (as percentage of net principal amount) From ( > ) Until (<=) < ,07 99,90% ,95% 4,54% ,96 0,05% 55 0,03% 4,24% 25, ,23 0,02% 22 0,01% 4,28% 25, ,47 0,01% 10 0,01% 3,92% 25, ,20 0,01% 6 0,00% 4,02% 25, ,84 0,01% 4 0,00% 3,73% 27, ,52 0,00% 1 0,00% 3,96% 26, ,00 0,00% 1 0,00% 3,05% 28, ,00 0,00% 1 0,00% 4,90% 28, >= Unknown ,29 100,00% ,00% 4,54% page 22 of 27

23 20. Occupancy Description Owner Occupied ,29 100,00% ,00% 4,54% Buy-to-let Unknown ,29 100,00% ,00% 4,54% page 23 of 27

24 21. Loanpart Payment Frequency Description Monthly ,29 100,00% ,00% 4,54% Quarterly Half-yearly Yearly ,29 100,00% ,00% 4,54% page 24 of 27

25 22. NHG Description NHG Non-NHG ,29 100,00% ,00% 4,54% ,29 100,00% ,00% 4,54% page 25 of 27

26 23. Glossary Term Definition / Calculation Constant Default Rate (CDR) Constant Prepayment Rate (CPR) Construction Deposits Current Loan to Foreclosure Value Current Loan to Indexed Foreclosure Value Current Loan to Indexed Market Value Current Loan to Market Value Debt Serivce to Income Delinquencies Foreclosure Loan to Income Loss Loss severity Original Loan to Foreclosure Value Original Loan to Market Value Payment Ratio Post-foreclosure recovery Principal Deficiency Ledger (PDL) Principal Payment Rate (PPR) Remaining Tenor Repossession Sales recovery Saving Deposits Seasoning Weighter Life page 26 of 27

27 24. Contact Information Issuer Arranger ABN AMRO Bank N.V. ABN AMRO Bank N.V. Gustav Mahlerlaan 10 Gustav Mahlerlaan PP Amsterdam 1082 PP Amsterdam The Netherlands The Netherlands Listing Agent Registrar ABN AMRO Bank N.V. ABN AMRO Bank N.V. Gustav Mahlerlaan 10 Gustav Mahlerlaan PP Amsterdam 1082 PP Amsterdam The Netherlands The Netherlands Principal Paying Agent Legal Advisor ABN AMRO Bank N.V. Clifford Chance LLP Kemelstede 2 Droogbak 1A 4817 ST Breda 1013 GE Amsterdam The Netherlands The Netherlands CBC Security Trustee ABN AMRO Covered Bond Company B.V. Stichting Trustee ABN AMRO Covered Bond Company Frederik Roeskestraat 123 Claude Debussylaan EE Amsterdam 1082 MD Amsterdam The Netherlands The Netherlands page 27 of 27