Albion No2 plc - Investor Report

Albion No2 plc - Investor Report Investors (or other appropriate third parties) can register at www.bankofengland.co.uk/markets to download further disclosures in accordance with the Bank of England Market Notice Detailed eligibility requirements for residential mortgage backed securities and covered bonds backed by residential mortgages dated 30th November 2010. The timing of publication of further disclosures will be as referenced in the Market Notice Report Date Reporting Period Payment Date Next Interest Date Accrual End Date: Notes Accrual Start Date: Notes Accrual Days: Notes Calculation Date Reporting Information 16-Nov-15 01-Oct-15-31-Oct-15 17-Dec-15 17-Dec-15 30-Nov-15 01-Sep-15 91 days 12-Nov-15 Contact Details Contact Name Telephone Number E-mail Mailing Address Back-up Service Facilitator, Corporate Services Provider 02073986327 Dagmar.Moravkova@sfmeurope.com SFM Ltd 35 Great Helens, London, EC3A 6AP Account Bank, Interest Rate Swap Provider 02079913755 james.hayden.smith@hsbc.com HSBC 8 Canada Square London E14 5HQ Seller, Cash Manager, Servicer, Class Z VFN Holder 01132257789 structuredfunding@leedsbuildingsociety.co.uk Leeds Building Society 105 Albion Street Leeds LS1 5AS Security Trustee, Note Trustee 02075476411 raman.subberwal@db.com Deutsche Bank AG, Filiale London Global Transaction Banking 10 Bishops Square, E1 6EG London, United Kingdom http://www.leedsbuildingsociety.co.uk/treasury/wholesale/securitisation-terms/ Assets Previous Number of mortgage accounts in Pool 1,976 1,976 True Balance of mortgage accounts in Pool 136,989,416 139,971,946 Cash and Other Substitution Assets 0 0 Borrower deposits as a % of true balance of mortgage accounts in the pool 1.21 1.17 Pool Changes Reason Number Value( ) Further Advances 1 25,000 Unscheduled Principal Payments 42 2,863,246 Repurchases 0 0 - Breaches to Warran es 0 0 - Product Switches 0 0 - Further Advances 0 0 - Term Extensions 0 0 Sum of unscheduled Principal received during period 2,838,246

Properties in Possession Number Balance ( ) Arrears Balance ( ) Properties in Possession (current) 0 0 0 Repossessed (current period) 0 0 0 Properties returned to borrower (current period) 0 0 0 Sold (current period) 0 0 0 Repossessed (programme to date) 0 0 0 Properties returned to borrower (programme to date) 0 0 0 Sold (programme to date) 0 0 0 Net Losses Number Value of Losses Percentage of original pool balance Losses - current month 0 0 0 Losses - to date 0 0 0 Arrears Capitalisation Arrears Number Percentage of original pool balance Arrears capitalisation - current month 0 0 0 Arrears capitalisation - to date 2,247 1 0 Collections Previous Unscheduled Principal Payments 2,863,246 4,843,992 Scheduled Principal Payments 158,403 193,857 Interest 485,770 494,960 Summary Statistics Seasoning Remaining Loan Size Indexed Original Arrears (months) Term Whole Interest Repayment Part & LTV (%) LTV (%) LTV(%) Balance (years) Pool Only Part Weighted Average 41.73 20.57 165,039 162,201 164,467 185,038 64.48 53.34 71.48 18 Minimum 31.52 0.58 0 0 0 28,829 0.01 0.01 5.42 1 Maximum 131.39 37.33 575,814 451,082 575,814 339,948 83.47 76.61 90 3,783 Performance Ratios Monthly 3 Month Average Monthly Figure Annualised Constant Prepayment Rate (CPR) 2.09% 2.80% 22.39% Principal Payment Rate (PPR) 2.21% 3.03% 23.52% Constant Default Rate (CDR) 0.00% 0.00% 0.00% Previous Constant Prepayment Rate (CPR) 3.46% 3.79% 34.46% Previous Principal Payment Rate (PPR) 3.60% 3.99% 35.59% Previous Constant Default Rate (CDR) 0.00% 0.00% 0.00% Mortgage Interest Rate LBS Existing Borrower With Effect From Standard Variable Rate - 5.69% 01-Jun-10 Standard Variable Rate - Previous 5.49% 12-Jan-09 Base Mortgage Rate - 0.50% 06-Mar-09 Base Mortgage Rate - Previous 1.00% 06-Feb-09

Key Events & Rating Agency Triggers Event Summary Reference Breached Consequence if Trigger Breached Asset Conditions Accs in Arrears > 3% of pool, WA OLTV > 75%, accs with OLTV>85% > 4%, accs with IO part > 35%, OLTV of any loan > 90% Prospectus p108 N Repurchase any loans subject to further advances or product switches Seller Insolvency Event Seller enters into insolvency Prospectus p60 N Perfection of title on the loans Cash Manager Trigger Seller Trigger (a) and (b) Cash Manager's long term ratings fall below Baa3 (Moody's) Prospectus p85 N Seller's ST Rating falls below P-2 (Moody's) or F-2 (Fitch) Prospectus p85 N Issuer shall require the Cash Manager to appoint a back up Cash Manager within 60 days Seller to provide a Solvency Certificate to Issuer and Security Trustee in accordance with terms of the MSA, and continue to provide one every 3 months Seller Trigger (c) and (d) Seller's LT rating falls below Baa3 (Moody's) or BBB- (Fitch) Prospectus p86 N Seller to deliver names and addresses of borrowers to the Issuer and Security Trustee along with a draft Notice of Assignment within 20 business days and an update monthly thereafter Seller Trigger (d), (e) and (f) Seller's LT rating falls below Baa2 (Moody's), BBB+ (Fitch) or ST rating falls below F2 (Fitch) Prospectus p86 N The Issuer will establish the Liquidity Reserve Fund Interest Rate Swap Provider Trigger Provider's ratings fall below P-1, A2 (or A1 if LT only) (Moody's), or below F1, A (Fitch) Prospectus p87 N Conduct action deemed necessary by the rating agencies to maintain current note rating, could include posting collateral, replacing the interest rate swap provider or procuring a guarantee from the provider Servicer Trigger (a) and (b) Account Bank Trigger (a) and (b) Servicer's LT rating falls below Baa3 (Moody's) or BBB- (Fitch) Prospectus p87 N Account Bank's ratings fall below P-1 (Moody's) or F1 and A (Fitch) Prospectus p88 N Back-up servicer facilitator along with Servicer to appoint a back-up servicer within 60 days Account Bank's appointment may be terminated and the accounts closed within 30 days by the Issuer, with the termination being effective on appointment of replacement Account Bank with written consent of Security Trustee Servicer Termination Event (a) and (b) Servicer Termination Event (c) Servicer defaults in the payment on the due date, or defaults in the performance or observance of any of its other covenants and obligations under the Servicing Agreement and it remains unremedied for 30 business days. Prospectus p89 N An insolvency event occurs in relation to the Servicer Prospectus p89 N Issuer may terminate the appointment of the Servicer Issuer may terminate the appointment of the Servicer

Key Party Ratings Party Long Term Rating Short Term Rating Role (S & P / Moodys / Fitch) (S & P / Moodys / Fitch) Deutsche Trustee Company Limited n/a/n/a/n/a n/a/n/a/n/a Security Trustee, Note Trustee HSBC Bank plc AA-/Aa2/AA- A-1+/P-1/F1+ Account Bank, Interest Rate Swap Provider Leeds Building Society n/a/a2/a- n/a/p-1/f1 Cash Manager, Service, Seller Structured Finance Management n/a/n/a/n/a n/a/n/a/n/a Back-up Servicer Facilitator Issuer ISIN (International Securities Number) Stock Exchange Listing Original Rating(s) Rating(s) Step-Up Date Legal Final Maturity Date Currency Reference Index Day Count Convention Coupon Reference Rate % Coupon % Margin above Coupon % Issuance Details Class A Notes Class Z Notes Albion No2 PLC Albion No2 PLC XS0942259143 ISE AAA/Aaa / AAA/Aaa / 17-Dec-17 17-Mar-56 17-Mar-56 GBP GBP 3 mnth GBP LIBOR 3 mnth GBP LIBOR Modified Following Modified Following 0.559 0.559 1.409 0.559 0 0 Previous Factor Factor 0.392882 0.392882 1 1 Previous Original Previous Original Principal Amount Outstanding 117,864,683 117,864,683 300,000,000 35,869,700 35,869,700 35,869,700 Subordination % 26,086,878 26,086,878 26,086,878 0 0 0 Reserve Fund % 9,782,822 9,782,822 9,782,822 0 0 0 Total Credit Enhancement % 35,869,700 35,869,700 35,869,700 0 0 0 Latest Distribution 17-Sep-15 Total 17-Sep-15 Total Principal Payment 18,055,789 182,135,317 0 0 Interest Payment 487,556 6,110,706 51,817 389,330 Excess Spread % 2.79 0 Retention Undertaking 5% 5% 5% 5% 5% 5%

Cashflows at last distribution Ledgers Principal Ledger Balance 8,123,550 Revenue Ledger Balance 1,127,404 General Reserve Required Amount 9,782,700 General Reserve Fund 9,782,700 Class A Principal Deficiency Ledger Balance 0 Class Z Principal Deficiency Ledger Balance 0 Liquidity Reserve Fund Required Amount 0 Liquidity Reserve Fund 0 Issuer Profit Ledger Balance 0 Revenue Receipts Principal Receipts (a) Interest 1,076,292 (a) Repayments 8,059,498 ERC Payments 42,944 (b) Enforcement Recoveries 0 (b) Enforcement Recoveries 0 (c) Insurance Proceeds 0 (c) Post-enforcement recoveries 0 (d) Repurchases 64,052 1,119,236 8,123,550 Available Revenue Receipts Available Principal Receipts (a) Revenue Receipts 1,119,236 (a)(i) Principal Receipts (excl. repurchases) 8,059,498 (b) GIC income 8,168 Less (c) Swap Receipts (A) Further Advances in period, excl IPD 0 (d) General Reserve Ledger 0 (B) Further Advances to be purchased 85,000 (e) Other Income 0 Plus (f)(d) from Principal PoP 0 (a)(ii) Repurchases 64,052 (g)(n) from Revenue PoP 0 (b) Liquidity Reserve Fund 0 (h) Reconciliation Amounts 0 (c) Excess Proceeds 0 Less (d) PDL reduction - A Notes 0 (i)(i) Insurance Premiums 17,594 (e) Z note drawing for Further Advances 0 (i)(ii) Repaid DDs 16,796 (f) Reconciliation Amounts 0 (i)(iii) Fee payments 38,828 Less ERC payments 42,944 (g) APR to cover Revenue Deficiency 0 (i)(iv) Third party payments 48 8,038,550 Plus (j) APR to cover Revenue Deficiency 0 (k) LRF drawings to cover Revenue Deficiency 0 1,011,194 Revenue Priority of Payments (Pre-Enforcement) Principal Priority of Payments (Pre-Enforcement) (a)(i) Fees - Note Trustee 0 (a) Credit Liquidity Reserve Fund 0 (a)(ii) Fees - Security Trustee 0 (b) Principal Repayment - A Notes 0 (b) Fees - Agent Bank 0 (c) Principal Repayment - Z Notes 0 (c)(i) Fees - Corporate Service Provider 0 (d) Excess to APR 0 (c)(ii) Fees - VFN Registrar 0 0 (c)(iii) Fees - Account Bank 0 (d) Third Party amounts 0 (e)(i) Fees - Servicer 0 (e)(ii) Fees - Cash Manager 0 (e)(iii) Fees - Back-up Servicer Facilitator 0 (f) Swap payments 0 (g) Interest - A Notes 0 (h) PDL A Notes 0 (i) Credit General Reserve Ledger 0 (j) PDL - Z Notes 0 (k) Interest 0 (l) Issuer Profit Amount 0 (m) Swap Excluded Amounts 0 (n) Excess following Determination Period 0 (o) Z Repayment Amount 0 (p) Deferred Consideration 0 (q) Excess to Issuer 0 0

Swap Details Notional Receive Receive Margin (%) Receive Rate (%) Received Pay Reference Pay Margin (%) Pay Rate (%) Paid Foreign Collateral Reference Rate Rate Exchange Posting Rate Interest Rate (Fixed) Swap 97,733,825 3M Libor 0.5 1.070 GBP Fixed 0 1.31 GBP n/a n/a Glossary of Terms Arrears General Reserve Required Amount Geographical Distribution Indexed Interest Payments Mortgage Account True Balance Leeds BS identifies a loan as being in arrears where an amount equal to or greater than a full month's contractual payment is past its due date. Arrears include fees and insurance premiums that are included in the arrears balance on which interest is charged. Months in Arrears is a simple multiplier of Arrears balance/normal instalment. If the Months in Arrears is less than one, zero is reported. Leeds BS recognise that arrears are typically caused by temporary changes in consumer circumstances, and therefore offer a range of forbearance and account management options to customers. Options include payment holidays, temporary conversion to interest only, term extension and arrears capitalisation. All account management / forbearance options are low in materiality. An amount equal to 9,782,700 (being an amount at least equal to 3% of the true balance of the portfolio as at the closing date) Mapped to Leeds BS internally derived geographic regions which may differ to the Nomenclature of Units for Territorial Statistics (NUTS) regions used in other reporting Indexation is applied quarterly on a regional basis to property valuations each January, April, July, October. Refer to payments made during the specified reporting period A mortgage account consists of one or more underlying loans all secured with equal priority by a first charge of the same property and thereby forming a single mortgage account As at the given date, the aggregate of: (a) the original principal amount advanced to the borrower and any further amount advanced, (b) any interest, fees or charges which has been capitalised and (c) any other amount (including accrued interest and arrears of interest) which is due or accrued (whether or not due) and which has not been paid and has not been capitalised.

Arrears Details Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio 1,934 97.87% 133,059,637 97.13% 2,434 100.00% 326,086,878 100.00% >0 - <= 1 month arrears 33 1.67% 3,190,162 2.33% 0 0.00% 0 0.00% >1 - <= 2 month arrears 3 0.15% 192,194 0.14% 0 0.00% 0 0.00% >2 - <= 3 month arrears 1 0.05% 64,570 0.05% 0 0.00% 0 0.00% >3 month arrears 5 0.25% 482,853 0.35% 0 0.00% 0 0.00% Arrears Breakdown (By Indexed LTV) Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio <= 75% 1,933 97.82% 132,896,106 97.01% 1,574 64.67% 197,945,544 60.70% >0 - <= 1 month arrears <= 75% 33 1.67% 3,190,162 2.33% 0 0.00% 0 0.00% >1 - <= 2 month arrears <= 75% 3 0.15% 192,194 0.14% 0 0.00% 0 0.00% >2 - <= 3 month arrears <= 75% 1 0.05% 64,570 0.05% 0 0.00% 0 0.00% >3 month arrears <= 75% 5 0.25% 482,853 0.35% 0 0.00% 0 0.00% > 75% 1 0.05% 163,531 0.12% 860 35.33% 128,141,334 39.30% >0 - <= 1 month arrears > 75% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >1 - <= 2 month arrears > 75% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >2 - <= 3 month arrears > 75% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >3 month arrears > 75% 0 0.00% 0 0.00% 0 0.00% 0 0.00% Total 1,976 100% 136,989,416 100% 2,434 100% 326,086,878 100% LTV (Indexed) Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio >0 - <=30% 978 49.49% 10,109,460 7.38% 215 8.83% 10,411,175 3.19% >30 - <=35% 54 2.73% 4,437,384 3.24% 64 2.63% 5,731,657 1.76% >35 - <=40% 49 2.48% 5,070,827 3.70% 70 2.88% 7,372,125 2.26% >40 - <=45% 55 2.78% 5,558,349 4.06% 92 3.78% 9,364,454 2.87% >45 - <=50% 83 4.20% 9,251,620 6.75% 72 2.96% 8,027,662 2.46% >50 - <=55% 153 7.74% 24,330,138 17.76% 78 3.20% 10,328,028 3.17% >55 - <=60% 227 11.49% 28,692,182 20.94% 86 3.53% 11,522,574 3.53% >60 - <=65% 284 14.37% 37,990,831 27.73% 143 5.88% 19,853,910 6.09% >65 - <=70% 86 4.35% 10,574,743 7.72% 222 9.12% 34,043,647 10.44% >70 - <=75% 6 0.30% 810,351 0.59% 532 21.86% 81,290,311 24.93% >75 - <=80% 1 0.05% 163,531 0.12% 788 32.37% 118,769,609 36.42% >80 - <=85% 0 0.00% 0 0.00% 72 2.96% 9,371,724 2.87% >85 - <=90% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >90 - <=95% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >95 - <=100% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >100% 0 0.00% 0 0.00% 0 0.00% 0 0.00% Minimum 0.01 3.7 Maximum 76.61 83.51 Weighted Average 53.34 67.72 LTV Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio >0 - <=30% 931 47.12% 6,359,441 4.64% 214 8.79% 10,183,795 3.12% >30 - <=35% 41 2.07% 2,895,383 2.11% 62 2.55% 5,405,490 1.66% >35 - <=40% 46 2.33% 3,548,961 2.59% 66 2.71% 6,545,574 2.01% >40 - <=45% 42 2.13% 3,964,588 2.89% 93 3.82% 9,839,409 3.02% >45 - <=50% 40 2.02% 3,186,110 2.33% 76 3.12% 8,087,210 2.48% >50 - <=55% 51 2.58% 5,832,989 4.26% 73 3.00% 9,572,595 2.94% >55 - <=60% 69 3.49% 7,266,668 5.30% 81 3.33% 11,309,086 3.47% >60 - <=65% 89 4.50% 10,620,637 7.75% 134 5.51% 16,902,540 5.18% >65 - <=70% 174 8.81% 23,161,350 16.91% 189 7.76% 27,798,295 8.52% >70 - <=75% 330 16.70% 46,028,722 33.60% 446 18.32% 64,926,953 19.91% >75 - <=80% 151 7.64% 22,109,183 16.14% 905 37.18% 141,765,927 43.47% >80 - <=85% 12 0.61% 2,015,383 1.47% 95 3.90% 13,750,004 4.22% >85 - <=90% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >90 - <=95% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >95 - <=100% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >100% 0 0.00% 0 0.00% 0 0.00% 0 0.00% Minimum 0.01 3.78 Maximum 83.47 84.31 Weighted Average 64.48 68.71

Regional Distribution Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio East Anglia 66 3.34% 4,393,606 3.21% 86 3.53% 9,677,112 2.97% East Midlands 122 6.17% 7,556,354 5.52% 153 6.29% 18,134,914 5.56% Greater London 173 8.76% 20,932,458 15.28% 253 10.39% 57,506,457 17.64% Northern Ireland 0 0.00% 0 0.00% 0 0.00% 0 0.00% North East 104 5.26% 6,871,651 5.02% 131 5.38% 12,679,282 3.89% North West 181 9.16% 10,366,443 7.57% 209 8.59% 23,513,650 7.21% Scotland 254 12.85% 15,213,227 11.11% 310 12.74% 34,971,584 10.72% South East 277 14.02% 23,101,700 16.86% 336 13.80% 59,805,741 18.34% South West 164 8.30% 10,690,437 7.80% 199 8.18% 27,125,919 8.32% Wales 76 3.85% 4,286,889 3.13% 90 3.70% 9,461,739 2.90% West Midlands 213 10.78% 15,074,881 11.00% 247 10.15% 30,383,636 9.32% Yorkshire and Humber 346 17.51% 18,501,770 13.51% 420 17.26% 42,826,845 13.13% Other 0 0.00% 0 0.00% 0 0.00% 0 0.00% Occupancy Status Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Owner Occupied 1,975 99.95% 136,933,314 99.96% 2,434 100.00% 326,086,878 100.00% Buy to let 1 0.05% 56,103 0.04% 0 0.00% 0 0.00% Other 0 0.00% 0 0.00% 0 0.00% 0 0.00% Property Type (Residential) Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Flat 205 10.37% 12,421,816 9.07% 271 11.13% 37,777,908 11.59% Semi-detached house 615 31.12% 39,130,576 28.56% 727 29.87% 89,032,982 27.30% Detached house 421 21.31% 39,264,643 28.66% 534 21.94% 96,894,333 29.71% Detached bungalow 89 4.50% 6,055,163 4.42% 112 4.60% 14,145,037 4.34% Semi-detached bungalow 45 2.28% 2,434,055 1.78% 58 2.38% 5,561,089 1.71% Terraced house 566 28.64% 35,507,783 25.92% 688 28.27% 76,698,131 23.52% Maisonette 35 1.77% 2,175,379 1.59% 44 1.81% 5,977,397 1.83% Other 0 0.00% 0 0.00% 0 0.00% 0 0.00% Repayment Type Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Repayment 1,647 83.35% 112,184,910 81.89% 1,970 80.94% 261,809,396 80.29% Interest Only 277 14.02% 18,910,518 13.80% 384 15.78% 50,630,542 15.53% Part & Part 52 2.63% 5,893,987 4.30% 80 3.29% 13,646,939 4.19% Loan Purpose Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Purchase 1,343 67.97% 101,630,596 74.19% 1,612 66.23% 223,608,754 68.57% Remortgage 633 32.03% 35,358,820 25.81% 822 33.77% 102,478,123 31.43% Employment Status Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Employed 1,727 87.40% 119,368,416 87.14% 2,130 87.51% 280,137,122 85.91% Self Employed 247 12.50% 17,621,000 12.86% 304 12.49% 45,949,756 14.09% Other 2 0.10% 0 0.00% 0 0.00% 0 0.00% Seasoning in Months Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio >0 - <=12 0 0.00% 0 0.00% 1,297 53.29% 180,637,916 55.40% >12 - <=18 0 0.00% 0 0.00% 669 27.49% 84,958,718 26.05% >18 - <=24 0 0.00% 0 0.00% 271 11.13% 37,002,212 11.35% >24 - <=30 0 0.00% 0 0.00% 46 1.89% 5,218,563 1.60% >30 - <=36 728 36.84% 54,611,197 39.87% 49 2.01% 7,389,946 2.27% >36 - <=42 658 33.30% 40,837,415 29.81% 20 0.82% 2,669,865 0.82% >42 - <=48 348 17.61% 23,183,104 16.92% 10 0.41% 906,850 0.28% >48 - <=54 82 4.15% 6,313,814 4.61% 9 0.37% 1,430,831 0.44% >54 160 8.10% 12,043,886 8.79% 63 2.59% 5,871,976 1.80% Minimum 31.52 3.58 Maximum 131.39 103.45 Weighted Average 41.73 13.66

Balance Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio <=30k 863 43.67% 2,029,065 1.48% 82 3.37% 1,732,275 0.53% >30 - <=40k 56 2.83% 1,965,328 1.43% 94 3.86% 3,358,141 1.03% >40 - <=50k 76 3.85% 3,420,990 2.50% 90 3.70% 4,083,782 1.25% >50 - <=75k 187 9.46% 11,763,842 8.59% 345 14.17% 21,821,646 6.69% >75 - <=100k 206 10.43% 17,939,731 13.10% 425 17.46% 37,757,839 11.58% >100 - <=150k 308 15.59% 37,494,752 27.37% 658 27.03% 81,519,006 25.00% >150 - <=200k 134 6.78% 22,575,953 16.48% 338 13.89% 58,396,682 17.91% >200 - <=300k 113 5.72% 27,219,885 19.87% 266 10.93% 64,307,054 19.72% >300 - <=500k 31 1.57% 11,498,250 8.39% 124 5.09% 46,298,776 14.20% >500k 2 0.10% 1,081,619 0.79% 12 0.49% 6,811,677 2.09% Minimum 0 7,122 Maximum 575,814 646,388 Weighted Average 165,039 192,641 Interest Payment Type Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Fixed 1,155 58.45% 105,705,261 77.16% 1,626 66.80% 221,484,226 67.92% Variable 675 34.16% 22,564,849 16.47% 42 1.73% 4,012,205 1.23% Discount 133 6.73% 6,828,519 4.98% 766 31.47% 100,590,446 30.85% Tracker 13 0.66% 1,890,787 1.38% 0 0.00% 0 0.00% Tracker with Collar 0 0.00% 0 0.00% 0 0.00% 0 0.00% Capped 0 0.00% 0 0.00% 0 0.00% 0 0.00% Other 0 0.00% 0 0.00% 0 0.00% 0 0.00% *counted at largest part Certification Status Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Self-Certification 0 0.00% 0 0.00% 0 0.00% 0 0.00% Income Verified 1,976 100.00% 136,989,416 100.00% 2,434 100.00% 326,086,878 100.00% Remaining Term (Years) Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio <=5 791 40.03% 3,698,485 2.70% 68 2.79% 5,067,862 1.55% >5 - <=10 126 6.38% 8,676,190 6.33% 199 8.18% 17,563,048 5.39% >10 - <=15 193 9.77% 15,842,491 11.56% 272 11.18% 29,228,290 8.96% >15 - <=20 241 12.20% 26,019,882 18.99% 454 18.65% 52,331,115 16.05% >20 - <=25 354 17.91% 44,804,709 32.71% 831 34.14% 127,439,897 39.08% >25 271 13.71% 37,947,660 27.70% 610 25.06% 94,456,665 28.97% Minimum 0.58 2.67 Maximum 37.33 39.5 Weighted Average 20.57 22.55 Original Balances Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio <=30k 65 3.29% 950,671 0.69% 71 2.92% 1,470,124 0.45% >30 - <=40k 57 2.88% 1,151,882 0.84% 62 2.55% 2,153,189 0.66% >40 - <=50k 83 4.20% 2,297,386 1.68% 91 3.74% 3,864,018 1.18% >50 - <=75k 269 13.61% 10,222,445 7.46% 336 13.80% 20,397,011 6.26% >75 - <=100k 330 16.70% 16,059,896 11.72% 405 16.64% 34,474,630 10.57% >100 - <=150k 565 28.59% 36,674,880 26.77% 686 28.18% 82,360,710 25.26% >150 - <=200k 287 14.52% 23,915,975 17.46% 349 14.34% 58,254,841 17.86% >200 - <=300k 229 11.59% 29,420,816 21.48% 286 11.75% 66,695,061 20.45% >300 - <=500k 86 4.35% 15,213,846 11.11% 134 5.51% 48,628,018 14.91% >500k 5 0.25% 1,081,619 0.79% 14 0.58% 7,789,276 2.39% Minimum 9,000 9,000 Maximum 599,150 666,600 Weighted Average 179,719 198,349

Original LTV Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio >0 - <=30% 151 7.64% 4,090,949 2.99% 179 7.35% 8,597,357 2.64% >30 - <=35% 46 2.33% 2,183,155 1.59% 55 2.26% 4,698,956 1.44% >35 - <=40% 53 2.68% 2,678,738 1.96% 63 2.59% 6,545,391 2.01% >40 - <=45% 48 2.43% 2,534,044 1.85% 69 2.83% 7,008,471 2.15% >45 - <=50% 78 3.95% 4,796,076 3.50% 99 4.07% 10,425,637 3.20% >50 - <=55% 47 2.38% 2,739,721 2.00% 59 2.42% 6,806,657 2.09% >55 - <=60% 61 3.09% 3,863,090 2.82% 78 3.20% 10,312,150 3.16% >60 - <=65% 75 3.80% 3,871,201 2.83% 92 3.78% 11,212,842 3.44% >65 - <=70% 99 5.01% 6,733,884 4.92% 143 5.88% 21,458,544 6.58% >70 - <=75% 350 17.71% 25,234,550 18.42% 421 17.30% 66,023,019 20.25% >75 - <=80% 806 40.79% 68,224,933 49.80% 971 39.89% 148,413,403 45.51% >80 - <=85% 154 7.79% 9,397,121 6.86% 197 8.09% 23,836,841 7.31% >85 - <=90% 8 0.40% 641,955 0.47% 8 0.33% 747,610 0.23% >90 - <=95% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >95 - <=100% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >100% 0 0.00% 0 0.00% 0 0.00% 0 0.00% Minimum 5.42 5.42 Maximum 90 90 Weighted Average 71.48 71.24 Interest Rate Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio >0 - <=1% 728 36.84% 1 0.00% 0 0.00% 0 0.00% >1 - <=2% 6 0.30% 1,208,803 0.88% 35 1.44% 10,090,328 3.09% >2 - <=3% 128 6.48% 16,449,014 12.01% 274 11.26% 42,053,394 12.90% >3 - <=4% 519 26.27% 65,463,445 47.79% 1,599 65.69% 214,260,675 65.71% >4 - <=5% 253 12.80% 28,828,483 21.04% 436 17.91% 50,639,985 15.53% >5 - <=6% 339 17.16% 24,833,822 18.13% 88 3.62% 8,888,319 2.73% >6 - <=7% 3 0.15% 205,848 0.15% 2 0.08% 154,176 0.05% >7 - <=8% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >8 - <=9% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >9% 0 0.00% 0 0.00% 0 0.00% 0 0.00% Minimum 1.25 1.99 Maximum 6.69 6.69 Weighted Average 4.03 3.6 Distribution of Fixed Rate Loans Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio >0.00 - <=3.00% 95 10.97% 11,343,104 10.73% 113 6.95% 25,247,077 11.40% >3.00 - <=4.00% 494 57.04% 64,671,165 61.15% 1,049 64.51% 142,502,895 64.34% >4.00 - <=5.00% 249 28.75% 27,393,709 25.90% 421 25.89% 49,388,340 22.30% >5.00 - <=6.00% 27 3.12% 2,285,536 2.16% 42 2.58% 4,254,753 1.92% >6.00 - <=7.00% 1 0.12% 65,409 0.06% 1 0.06% 91,160 0.04% >7.00 - <=8.00% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >8.00% 0 0.00% 0 0.00% 0 0.00% 0 0.00% Total 866 100.00% 105,758,922 100.00% 1,626 100.00% 221,484,226 100.00% Minimum 2.05 1.99 Maximum 6.29 6.29 Weighted Average 3.79 3.68 Year Fixed Rate Ends Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio 2015 40 4.62% 5,037,688 4.76% 1,076 66.17% 144,218,868 65.11% 2016 181 20.90% 21,268,667 20.11% 94 5.78% 12,479,612 5.63% 2017 346 39.95% 43,663,137 41.29% 252 15.50% 34,757,366 15.69% 2018 204 23.56% 26,181,378 24.76% 163 10.02% 24,695,815 11.15% 2019 35 4.04% 2,720,027 2.57% 2 0.12% 136,644 0.06% 2020 17 1.96% 2,047,259 1.94% 0 0.00% 0 0.00% >2020 43 4.97% 4,840,766 4.58% 39 2.40% 5,195,920 2.35% Total 866 100% 105,758,922 100% 1,626 100% 221,484,226 100% Minimum 2015 2013 Maximum 2025 2023 Weighted Average 2017 2015 Origination Channel Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Office / Branch Network 349 17.66% 22,005,573 16.06% 405 16.64% 47,503,503 14.57% Central / Direct 84 4.25% 8,503,283 6.21% 102 4.19% 16,406,508 5.03% Broker 1,442 72.98% 98,889,673 72.19% 1,787 73.42% 234,676,114 71.97% Internet 101 5.11% 7,590,887 5.54% 140 5.75% 27,500,754 8.43% Packager 0 0.00% 0 0.00% 0 0.00% 0 0.00%