ANNEX XI

Underlying exposures information section

IVAL1

Unique Identifier -€” ABCP Programme

{ALPHANUM-28}

IVAL2

Unique Identifier -€” ABCP Transaction

{ALPHANUM-36}

IVAL3

Original Underlying Exposure Identifier

{ALPHANUM-1000}

IVAL4

New Underlying Exposure Identifier

{ALPHANUM-1000}

IVAL5

Underlying Exposure Type

{LIST}

IVAL6

Data Cut-Off Date

{DATEFORMAT}

IVAL7

Geographic Region -€” Largest Exposure Concentration 1

{NUTS}

IVAL8

Geographic Region -€” Largest Exposure Concentration 2

{NUTS}

IVAL9

Geographic Region -€” Largest Exposure Concentration 3

{NUTS}

IVAL10

Geographic Region Classification

{YEAR}

IVAL11

Current Principal Balance

{MONETARY}

IVAL12

Number Of Underlying Exposures

{INTEGER-999999999}

IVAL13

EUR Exposures

{MONETARY}

IVAL14

GBP Exposures

{MONETARY}

IVAL15

USD Exposures

{MONETARY}

IVAL16

Other Exposures

{MONETARY}

IVAL17

Maximum Residual Maturity

{INTEGER-9999}

IVAL18

Average Residual Maturity

{INTEGER-9999}

IVAL19

Current Loan-To-Value

{PERCENTAGE}

IVAL20

Debt To Income Ratio

{PERCENTAGE}

IVAL21

Amortisation Type

{MONETARY}

IVAL22

Scheduled Principal Payment Frequency Above One Month

{MONETARY}

IVAL23

Scheduled Interest Payment Frequency Above One Month

{MONETARY}

IVAL24

Floating Rate Receivables

{MONETARY}

IVAL25

Financed Amount

{MONETARY}

IVAL26

Dilutions

{MONETARY}

IVAL27

Repurchased Exposures

{MONETARY}

IVAL28

Defaulted Or Credit-Impaired Exposures At Securitisation

{MONETARY}

IVAL29

Defaulted Exposures

{MONETARY}

IVAL30

Defaulted Exposures CRR

{MONETARY}

IVAL31

Gross Charge Offs In The Period

{MONETARY}

IVAL32

Arrears 1-29 Days

{PERCENTAGE}

IVAL33

Arrears 30-59 Days

{PERCENTAGE}

IVAL34

Arrears 60-89 Days

{PERCENTAGE}

IVAL35

Arrears 90-119 Days

{PERCENTAGE}

IVAL36

Arrears 120-149 Days

{PERCENTAGE}

IVAL37

Arrears 150-179 Days

{PERCENTAGE}

IVAL38

Arrears 180+ Days

{PERCENTAGE}

IVAL39

Restructured Exposures

{PERCENTAGE}

IVAL40

Restructured Exposures (0-1 years before transfer)

{MONETARY}

IVAL41

Restructured Exposures (1-3 years before transfer)

{MONETARY}

IVAL42

Restructured Exposures (> 3 years before transfer)

{MONETARY}

IVAL43

Restructured Exposures (Interest Rate)

{MONETARY}

IVAL44

Restructured Exposures (Repayment Schedule)

{MONETARY}

IVAL45

Restructured Exposures (Maturity)

{MONETARY}

IVAL46

Restructured Exposures (0-1 years before transfer and No New Arrears)

{MONETARY}

IVAL47

Restructured Exposures (No New Arrears)

{MONETARY}

IVAL48

Restructured Exposures (New Arrears)

{MONETARY}

IVAL49

Restructured Exposures (Other)

{MONETARY}