abn amro bank n.v. monthly investor report dutch national ... · daniëlle boerendans / thijs...

Daniëlle Boerendans / Thijs Naeije

[email protected] / [email protected]

ABN AMRO Bank N.V.

Monthly Investor Report

Dutch National Transparency TemplateCovered Bond

Reporting period: 1 November 2015 - 30 November 2015

Reporting Date: 14 December 2015

AMOUNTS ARE IN EURO

www.abnamro.com/nl/investor-relations/debt-investors/covered-bonds Report Version 1.9 - January 2015

Table of Contents

Page

Covered Bonds 3

Asset Cover Test 8

Counterparty Credit Ratings & Triggers 9

Ledgers & Investments 10

Regulatory Information 11

Stratifications 12

Glossary 30

Contact Information 32

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ABN AMRO Bank N.V.

Investor Report: 1 November 2015 - 30 November 2015

Covered Bonds

Series ISIN Currency Initial Principal Balance*

Outstanding Amount* Coupon Issuance

DateMaturity

Date IRS Counterparty Redemption Type

LCR HQLA Category

CB04 CH0024683077 CHF 1,000,000,000 1,000,000,000 2.5000% 30/03/06 30/12/15 ABN AMRO Bank N.V. Hard Bullet 1

EUR* 632,976,947 632,976,947

CB06 XS0250945226 NOK 750,000,000 750,000,000 4.2067% 17/04/06 18/04/16 ABN AMRO Bank N.V. Hard Bullet No

EUR* 93,984,962 93,984,962

CB07 XS0252108674 EUR 20,000,000 20,000,000 Zero-coupon 04/05/06 04/05/36 ABN AMRO Bank N.V. Hard Bullet No


EUR* 63,856,960 63,856,960

CB09 CH0026302304 CHF 350,000,000 350,000,000 3.3750% 15/08/06 15/08/31 ABN AMRO Bank N.V. Hard Bullet No

EUR* 223,092,145 223,092,145

CB12 EUR 10,000,000 10,000,000 4.6000% 04/10/06 04/10/36 ABN AMRO Bank N.V. Hard Bullet No


















CB36 XS0284651493 EUR 200,000,000 50,000,000 Euribor-3M + 0.0000%

20/02/07 20/03/17 ABN AMRO Bank N.V. Hard Bullet No

CB41 XS0289334368 EUR 1,500,000,000 1,500,000,000 4.2500% 01/03/07 01/03/17 ABN AMRO Bank N.V. Soft Bullet 1



CB42 XS0290939460 EUR 100,000,000 100,000,000 Euribor-3M -0.0100%


CB44 XS0292285664 EUR 150,000,000 50,000,000 Euribor-3M -0.0100%










CBB6 XS0519053184 EUR 2,000,000,000 2,000,000,000 3.6250% 22/06/10 22/06/20 ABN AMRO Bank N.V. Soft Bullet 1







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ABN AMRO Bank N.V.




DateMaturity


LCR HQLA Category







CB66 EUR 47,000,000 47,000,000 Other 18/08/10 15/08/25 ABN AMRO Bank N.V. Hard Bullet No






EUR* 80,059,121 80,059,121

CB70 CH0118768743 CHF 350,000,000 350,000,000 1.6250% 28/10/10 28/10/16 ABN AMRO Bank N.V. Hard Bullet 2A

EUR* 266,065,580 266,065,580

CB72 XS0553043786 EUR 10,000,000 10,000,000 4.0000% 28/10/10 28/10/30 ABN AMRO Bank N.V. Hard Bullet No






CB77 XS0563506590 EUR 20,000,000 0 2.6000% 30/11/10 30/11/15 ABN AMRO Bank N.V. Hard Bullet No


EUR* 61,199,510 61,199,510









EUR* 116,731,518 116,731,518


EUR* 63,613,232 63,613,232





CB91 EUR 100,000,000 100,000,000 Other 04/04/11 04/04/31 ABN AMRO Bank N.V. Hard Bullet No






CB97 XS0618836497 EUR 15,000,000 15,000,000 Other 18/04/11 18/04/31 ABN AMRO Bank N.V. Hard Bullet No



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ABN AMRO Bank N.V.




DateMaturity


LCR HQLA Category


EUR* 77,208,153 77,208,153







EUR* 102,629,891 102,629,891





















CB123 XS0737138205 NOK 1,000,000,000 1,000,000,000 4.6700% 02/02/12 02/02/22 ABN AMRO Bank N.V. Hard Bullet No

EUR* 130,565,348 130,565,348




CB127 EUR 10,000,000 10,000,000 Euribor-6M + 0.1900%



EUR* 124,515,820 124,515,820







CB135 XS0804198488 SEK 300,000,000 300,000,000 Euribor-3M + 0.8450%


EUR* 34,782,609 34,782,609


EUR* 166,597,265 166,597,265




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ABN AMRO Bank N.V.




DateMaturity


LCR HQLA Category








































CB171 XS1218969746 EUR 20,000,000 20,000,000 1.4250% 17/04/15 17/04/45 ABN AMRO Bank N.V. Soft Bullet No

CB172 EUR 25,000,000 25,000,000 1.1300% 22/04/15 22/04/35 ABN AMRO Bank N.V. Soft Bullet No












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ABN AMRO Bank N.V.




DateMaturity


LCR HQLA Category



* Amounts to be reported in the relevant currency, and also the euro-equivalent amounts

The issuer believes that, at the time of issuance and based on transparency data made publicly available by the issuer, the above listed bonds meet the eligibility criteria for classification as a Level 1 or Level 2A asset (as specified in the column LCR HQLA Category) in accordance with Chapter 2 of the LCR delegated act. It should be noted that whether or not a bond is a liquid asset for the purposes of the Liquidity Coverage Ratio under Regulation (EU) 575/2013 is ultimately a matter to be determined by the relevant investor or institution and its relevant supervisory authority and the issuer does not accept any responsibility in this regard.

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ABN AMRO Bank N.V.


Asset Cover Test

Asset Cover Test

A 24,216,115,697.81

B 0.00

C 0.00

D 0.00

E 1,100,000,000.00

X 0.00

Y 0.00

Z 0.00

Total: A+B+C+D+E-X-Y-Z 25,316,115,697.81

Outstanding bonds 23,360,079,061.00

Pass/Fail Pass

ACT Cover Ratio 108.37 %

Parameters

Asset percentage 79.00 %

Cap LTV Cut-Off indexed valuation % non-NHG 80.00 %

Cap LTV Cut-Off indexed valuation % NHG 0.00 %

% of Index Increases 85.00 %

% of Index Decreases 100.00 %

Reserve Fund 0.00

Supplemental Liquidity Reserve Amount 0.00

Deduction Set-Off 0.00

Ratings

S&P AAA

Moody's Aaa

Fitch AAA

Other

UCITS compliant True

CRR compliant True

ECBC Label compliant True

Overcollateralisation

Legally required minimum OC 5.00 %

Documented minimum OC 30.60 %

Nominal OC 32.58 %

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ABN AMRO Bank N.V.


Counterparty Credit Ratings & Triggers

S&P (ST/LT) Moody's (ST/LT) Fitch (ST/LT) DBRS (ST/LT)

Role Party Rating trigger

Current rating

Rating trigger

Current rating

Rating trigger

Current rating

Rating trigger

Current rating

Consequence if breached*

Account Bank ABN AMRO Bank N.V. A-1 / A A-1 / A P1 / A2 P1 / A2 F1 / A F1 / A / / Replace

IRS Counterparty ABN AMRO Bank N.V. A-1 / A A-1 / A P1 / A2 P1 / A2 F1 / A F1 / A / / Post Collateral

Servicer ABN AMRO Bank N.V. A-2 / BBB A-1 / A NR / Baa3 P1 / A2 NR / BBB- F1 / A / / Replace

TRS Counterparty ABN AMRO Bank N.V. A-1 / A A-1 / A P1 / A2 P1 / A2 F1 / A F1 / A / / Post Collateral

* Event is triggered if credit rating is below the rating as mentioned in the table

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ABN AMRO Bank N.V.


Revenue Ledger 0.00

Principal Ledger 0.00

Reserve Fund Ledger 0.00

Total 0.00

Ledgers & Investments

Ledgers

Substitution Assets Balance 0.00

Authorised Investments Balance 0.00

Total 0.00

Investments

Required Buffer N/A

Available Buffer N/A

Expected Net Receipts N/A

Cash N/A

Bonds N/A

Liquidity Buffer

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ABN AMRO Bank N.V.


Regulatory Information

CRR Article 129

Article 129 CRR "Exposures in the form of covered bonds"(7) Exposures in the form of covered bonds are eligible for preferential treatment, provided that the institution investing in the covered bonds can demonstrate to the competent authorities that:(a) it receives portfolio information at least on:

(i) the value of the covered pool and outstanding covered bonds;

value of the cover pool table Portfolio characteristics

value of the outstanding covered bonds table Covered Bonds

(ii) the geographical distribution and type of cover assets, loan size, interest rate and currency risks;

geographical distribution of cover assets tabel 14 Geographical Distribution

type of cover assets table Portfolio Characteristics

loan size table 3 Outstanding Loan Amount

interest rate risk and currency risk table Covered Bonds for coupon and currency information of the covered bonds

table 10 Coupon for coupons of mortgages

table Counterparty Ratings & Triggers for IRS/TRS information

See base prospectus for information about hedging

Only EUR denominated mortgages: see BP

(iii) the maturity structure of cover assets and covered bonds; and

maturity structure of cover assets table 6 Legal Maturity

maturity structure of covered bonds table Covered Bonds

(iv) the percentage of loans more than ninety days past due;

table 1 Delinquencies

(b) the issuer makes the information referred to in point (a) available to the institution at least semi annually.

table Portfolio Characteristics

Overcollateralisation

Legally required minimum OC table Asset Cover Test

Documented minimum OC table Asset Cover Test

Nominal OC table Asset Cover Test

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ABN AMRO Bank N.V.


Stratifications

Portfolio Characteristics

Principal amount 32,418,489,782.95

Value of saving deposits 1,447,974,851.72

Net principal balance 30,970,514,931.23

Construction Deposits 7,501,978.78

Net principal balance excl. Construction and Saving Deposits 30,963,012,952.45

Number of loans 164,861

Number of loanparts 334,981

Average principal balance (borrower) 187,858.35

Average principal balance (loanpart) 92,454.54

Weighted average current interest rate 4.24 %

Weighted average maturity (in years) 19.57

Weighted average remaining time to interest reset (in years) 4.33

Weighted average seasoning (in years) 7.17

Weighted average CLTOMV 72.46 %

Weighted average CLTIMV 77.41 %

Maximum current interest rate 8.50 %

Minimum current interest rate 0.26 %

Type of cover assets: Dutch Residential Mortgages

Currency Portfolio: EUR

Frequency of publication National Transparancy Template: Monthly

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ABN AMRO Bank N.V.


1. Delinquencies

Arrears Amount Aggregate Outstanding Amount

% of Total Nr of Loans % of Total Weighted Average Coupon

Weighted Average Maturity (year)

Weighted Average CLTIMV

Performing 463.33 30,319,507,379.77 97.90 % 328,600 97.81 % 4.24 % 19.57 77.11 %

< 30 days 868,815.11 367,657,102.77 1.19 % 3,708 1.24 % 4.50 % 19.65 90.92 %

30 days - 60 days 1,110,010.87 237,213,111.73 0.77 % 2,222 0.79 % 4.31 % 19.76 91.70 %

60 days - 90 days 400,400.74 46,137,336.96 0.15 % 451 0.16 % 4.38 % 19.73 93.96 %

90 days - 120 days

120 days - 150 days

150 days - 180 days

180 days >

Total 2,379,690.05 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

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ABN AMRO Bank N.V.


2. Redemption Type

Description Aggregate Outstanding Amount % of Total Nr of Loanparts % of Total Weighted Average Coupon



Annuity 1,713,006,788.83 5.53 % 26,546 7.92 % 3.96 % 23.40 81.85 %

Bank Savings 1,908,317,791.68 6.16 % 25,983 7.76 % 4.90 % 21.23 86.78 %

Interest only 20,686,656,835.36 66.79 % 209,363 62.50 % 4.13 % 19.83 73.79 %

Investment 842,202,428.71 2.72 % 7,032 2.10 % 4.54 % 19.96 99.72 %

Universal life 1,630,705,638.75 5.27 % 17,967 5.36 % 4.32 % 15.44 88.74 %

Linear 226,892,225.89 0.73 % 3,215 0.96 % 3.68 % 22.08 71.19 %

Savings 1,329,157,975.64 4.29 % 23,739 7.09 % 4.90 % 16.78 74.26 %

Hybrid 1,679,002,364.77 5.42 % 17,892 5.34 % 4.63 % 16.20 79.76 %

Other 954,572,881.60 3.08 % 3,244 0.97 % 3.97 % 19.84 91.72 %

Total 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

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ABN AMRO Bank N.V.


3. Outstanding Loan Amount

From (>) - Until (<=) Aggregate Outstanding Amount % of Total Nr of Loans % of Total Weighted Average Coupon



<= 25,000 86,329,424.35 0.28 % 5,445 3.30 % 4.26 % 11.75 10.73 %

25,000 - 50,000 487,905,150.73 1.58 % 12,466 7.56 % 4.22 % 13.59 21.69 %

50,000 - 75,000 906,552,440.73 2.93 % 14,284 8.66 % 4.24 % 14.95 33.34 %

75,000 - 100,000 1,418,316,724.22 4.58 % 15,984 9.70 % 4.17 % 16.37 44.58 %

100,000 - 150,000 3,786,669,474.43 12.23 % 30,044 18.22 % 4.21 % 17.87 62.29 %

150,000 - 200,000 4,954,216,449.32 16.00 % 28,276 17.15 % 4.32 % 19.35 78.34 %

200,000 - 250,000 4,417,902,867.59 14.26 % 19,657 11.92 % 4.35 % 19.86 84.15 %

250,000 - 300,000 3,837,259,174.57 12.39 % 13,984 8.48 % 4.35 % 20.35 86.94 %

300,000 - 350,000 2,667,954,480.14 8.61 % 8,225 4.99 % 4.30 % 20.71 86.87 %

350,000 - 400,000 1,982,512,320.59 6.40 % 5,289 3.21 % 4.24 % 20.96 86.56 %

400,000 - 450,000 1,376,367,478.86 4.44 % 3,242 1.97 % 4.15 % 20.97 86.79 %

450,000 - 500,000 1,036,306,969.43 3.35 % 2,177 1.32 % 4.13 % 21.03 86.05 %

500,000 - 550,000 773,440,523.81 2.50 % 1,471 0.89 % 4.15 % 21.04 86.80 %

550,000 - 600,000 608,123,444.45 1.96 % 1,054 0.64 % 4.04 % 21.00 86.08 %

600,000 - 650,000 444,741,160.75 1.44 % 709 0.43 % 4.08 % 21.33 87.93 %

650,000 - 700,000 399,897,778.17 1.29 % 591 0.36 % 4.04 % 21.00 87.75 %

700,000 - 750,000 295,095,742.17 0.95 % 406 0.25 % 4.11 % 21.42 89.55 %

750,000 - 800,000 257,532,991.96 0.83 % 331 0.20 % 3.93 % 20.64 86.04 %

800,000 - 850,000 185,251,742.97 0.60 % 224 0.14 % 3.99 % 21.75 88.98 %

850,000 - 900,000 179,959,806.84 0.58 % 205 0.12 % 3.92 % 21.23 89.58 %

900,000 - 950,000 131,534,440.60 0.42 % 142 0.09 % 3.94 % 21.07 84.11 %

950,000 - 1,000,000 149,955,072.80 0.48 % 153 0.09 % 3.92 % 21.11 87.90 %

1,000,000 > 586,689,271.75 1.89 % 502 0.30 % 3.83 % 21.48 88.54 %

Total 30,970,514,931.23 100.00 % 164,861 100.00 % 4.24 % 19.57 77.41 %

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4. Origination Year

From (>=) - Until (<) Aggregate Outstanding Amount % of Total Nr of Loanparts % of Total Weighted Average Coupon



< 1995 197,417,812.33 0.64 % 4,760 1.42 % 4.27 % 7.80 0.30

1995 - 1996 121,398,162.66 0.39 % 2,826 0.84 % 4.11 % 9.10 0.34

1996 - 1997 268,164,739.54 0.87 % 5,611 1.68 % 4.37 % 9.94 0.37

1997 - 1998 414,115,272.92 1.34 % 7,785 2.32 % 4.55 % 10.92 0.43

1998 - 1999 564,720,696.67 1.82 % 8,864 2.65 % 4.82 % 11.86 0.50

1999 - 2000 471,826,790.91 1.52 % 7,153 2.14 % 4.82 % 12.72 0.52

2000 - 2001 344,688,290.89 1.11 % 4,881 1.46 % 4.24 % 13.97 0.57

2001 - 2002 408,381,661.21 1.32 % 5,632 1.68 % 4.93 % 15.09 0.62

2002 - 2003 408,324,620.69 1.32 % 5,622 1.68 % 4.80 % 16.04 0.65

2003 - 2004 547,564,390.38 1.77 % 7,072 2.11 % 4.38 % 17.05 0.67

2004 - 2005 572,708,718.16 1.85 % 7,164 2.14 % 4.10 % 18.08 0.70

2005 - 2006 2,430,924,104.74 7.85 % 24,133 7.20 % 3.94 % 19.20 0.76

2006 - 2007 3,991,054,958.03 12.89 % 35,474 10.59 % 4.45 % 20.09 0.82

2007 - 2008 3,741,650,133.84 12.08 % 33,489 10.00 % 4.88 % 21.02 0.90

2008 - 2009 2,571,087,999.71 8.30 % 25,134 7.50 % 5.14 % 21.79 0.95

2009 - 2010 1,957,520,571.18 6.32 % 20,833 6.22 % 3.62 % 19.25 0.79

2010 - 2011 1,260,054,362.75 4.07 % 13,959 4.17 % 3.92 % 19.66 0.75

2011 - 2012 1,763,359,573.01 5.69 % 18,958 5.66 % 4.46 % 20.86 0.79

2012 - 2013 2,121,524,154.58 6.85 % 22,233 6.64 % 4.38 % 21.81 0.80

2013 - 2014 2,164,312,270.94 6.99 % 24,480 7.31 % 4.06 % 20.84 0.78

2014 - 2015 1,854,289,589.18 5.99 % 20,694 6.18 % 3.56 % 20.65 0.72

2015 >= 2,795,426,056.91 9.03 % 28,224 8.43 % 3.03 % 20.06 0.72

Unknown

Total 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 0.77

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5. Seasoning




< 1 year 2,795,426,056.91 9.03 % 28,224 8.43 % 3.03 % 20.06 72.00 %

1 year - 2 years 1,854,289,589.18 5.99 % 20,694 6.18 % 3.56 % 20.65 72.48 %

2 years - 3 years 2,164,312,270.94 6.99 % 24,480 7.31 % 4.06 % 20.84 77.77 %

3 years - 4 years 2,121,524,154.58 6.85 % 22,233 6.64 % 4.38 % 21.81 80.39 %

4 years - 5 years 1,763,359,573.01 5.69 % 18,958 5.66 % 4.46 % 20.86 78.97 %

5 years - 6 years 1,260,054,362.75 4.07 % 13,959 4.17 % 3.92 % 19.66 75.13 %

6 years - 7 years 1,957,520,571.18 6.32 % 20,833 6.22 % 3.62 % 19.25 79.27 %

7 years - 8 years 2,571,087,999.71 8.30 % 25,134 7.50 % 5.14 % 21.79 95.20 %

8 years - 9 years 3,741,650,133.84 12.08 % 33,489 10.00 % 4.88 % 21.02 89.96 %

9 years - 10 years 3,991,054,958.03 12.89 % 35,474 10.59 % 4.45 % 20.09 81.99 %

10 years - 11 years 2,430,924,104.74 7.85 % 24,133 7.20 % 3.94 % 19.20 76.40 %

11 years - 12 years 572,708,718.16 1.85 % 7,164 2.14 % 4.10 % 18.08 70.36 %

12 years - 13 years 547,564,390.38 1.77 % 7,072 2.11 % 4.38 % 17.05 67.10 %

13 years - 14 years 408,324,620.69 1.32 % 5,622 1.68 % 4.80 % 16.04 65.14 %

14 years - 15 years 408,381,661.21 1.32 % 5,632 1.68 % 4.93 % 15.09 61.77 %

15 years - 16 years 344,688,290.89 1.11 % 4,881 1.46 % 4.24 % 13.97 57.16 %

16 years - 17 years 471,826,790.91 1.52 % 7,153 2.14 % 4.82 % 12.72 52.34 %

17 years - 18 years 564,720,696.67 1.82 % 8,864 2.65 % 4.82 % 11.86 50.20 %

18 years - 19 years 414,115,272.92 1.34 % 7,785 2.32 % 4.55 % 10.92 42.89 %

19 years - 20 years 268,164,739.54 0.87 % 5,611 1.68 % 4.37 % 9.94 36.95 %

20 years - 21 years 121,398,162.66 0.39 % 2,826 0.84 % 4.11 % 9.10 34.16 %

21 years - 22 years 111,812,100.35 0.36 % 2,568 0.77 % 4.18 % 8.28 31.47 %

22 years - 23 years 66,830,323.86 0.22 % 1,691 0.50 % 4.38 % 7.34 29.11 %

23 years - 24 years 18,775,388.12 0.06 % 501 0.15 % 4.37 % 6.52 26.43 %

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 >

Unknown

Total 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

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6. Legal Maturity




< 2015

2015 - 2020 280,569,172.43 0.91 % 7,033 2.10 % 3.97 % 2.42 52.94 %

2020 - 2025 799,319,242.36 2.58 % 16,452 4.91 % 4.14 % 7.26 48.36 %

2025 - 2030 3,661,085,709.97 11.82 % 56,513 16.87 % 4.07 % 12.24 53.35 %

2030 - 2035 5,566,258,225.78 17.97 % 65,490 19.55 % 4.10 % 16.68 70.39 %

2035 - 2040 16,331,069,122.20 52.73 % 149,281 44.56 % 4.37 % 21.18 85.92 %

2040 - 2045 3,772,496,076.53 12.18 % 35,001 10.45 % 4.23 % 26.46 81.91 %

2045 - 2050 559,717,381.96 1.81 % 5,211 1.56 % 3.36 % 29.30 79.51 %

2050 - 2055

2055 - 2060

2060 - 2065

2065 - 2070

2070 - 2075

2075 - 2080

2080 - 2085

2085 - 2090

2090 - 2095

2095 >=

Unknown

Total 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

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7. Remaining Tenor

Aggregate Outstanding Amount % of Total Nr of Loanparts % of Total Weighted Average Coupon



< 1 year 37,636,566.18 0.12 % 1,229 0.37 % 3.67 % 0.48 51.58 %

1 year - 2 years 57,292,779.73 0.18 % 1,603 0.48 % 3.81 % 1.46 52.65 %

2 years - 3 years 74,451,235.51 0.24 % 1,801 0.54 % 4.14 % 2.48 52.13 %

3 years - 4 years 103,203,884.16 0.33 % 2,218 0.66 % 4.04 % 3.48 54.03 %

4 years - 5 years 85,098,123.31 0.27 % 1,997 0.60 % 4.06 % 4.46 54.17 %

5 years - 6 years 91,030,903.02 0.29 % 1,981 0.59 % 4.30 % 5.46 56.52 %

6 years - 7 years 115,070,018.16 0.37 % 2,374 0.71 % 4.28 % 6.51 50.62 %

7 years - 8 years 186,929,981.44 0.60 % 3,812 1.14 % 4.18 % 7.51 46.62 %

8 years - 9 years 305,868,692.41 0.99 % 6,002 1.79 % 4.03 % 8.48 44.58 %

9 years - 10 years 283,258,628.87 0.91 % 5,523 1.65 % 3.96 % 9.46 48.44 %

10 years - 11 years 434,028,521.30 1.40 % 7,898 2.36 % 4.12 % 10.49 46.64 %

11 years - 12 years 705,893,040.75 2.28 % 11,743 3.51 % 4.10 % 11.49 48.56 %

12 years - 13 years 876,485,192.90 2.83 % 12,912 3.85 % 4.22 % 12.50 54.66 %

13 years - 14 years 1,294,391,654.62 4.18 % 17,609 5.26 % 3.98 % 13.48 57.95 %

14 years - 15 years 903,909,628.72 2.92 % 11,632 3.47 % 3.89 % 14.44 62.71 %

15 years - 16 years 1,153,387,635.78 3.72 % 13,874 4.14 % 4.35 % 15.48 68.35 %

16 years - 17 years 1,088,821,806.77 3.52 % 12,868 3.84 % 4.37 % 16.41 71.59 %

17 years - 18 years 1,118,937,353.47 3.61 % 13,118 3.92 % 4.16 % 17.48 72.51 %

18 years - 19 years 1,254,077,210.98 4.05 % 13,779 4.11 % 3.78 % 18.47 73.39 %

19 years - 20 years 3,002,900,005.76 9.70 % 29,956 8.94 % 3.71 % 19.55 77.28 %

20 years - 21 years 4,849,695,482.65 15.66 % 42,560 12.71 % 4.20 % 20.46 81.17 %

21 years - 22 years 4,223,546,634.78 13.64 % 36,873 11.01 % 4.65 % 21.46 88.92 %

22 years - 23 years 2,774,675,794.86 8.96 % 25,852 7.72 % 4.95 % 22.43 95.09 %

23 years - 24 years 1,581,205,927.42 5.11 % 15,111 4.51 % 4.38 % 23.30 92.03 %

24 years - 25 years 572,056,683.15 1.85 % 5,928 1.77 % 4.24 % 24.47 83.11 %

25 years - 26 years 821,225,250.39 2.65 % 7,665 2.29 % 4.47 % 25.51 84.14 %

26 years - 27 years 1,047,814,011.09 3.38 % 9,271 2.77 % 4.46 % 26.42 83.33 %

27 years - 28 years 839,813,998.74 2.71 % 7,351 2.19 % 4.08 % 27.31 80.47 %

28 years - 29 years 391,590,096.25 1.26 % 4,122 1.23 % 3.67 % 28.50 76.04 %

29 years - 30 years 692,904,433.85 2.24 % 6,244 1.86 % 3.39 % 29.23 79.52 %

30 years >= 3,313,754.21 0.01 % 75 0.02 % 2.62 % 30.00 63.58 %

Unknown

Total 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

19 of 32

ABN AMRO Bank N.V.


8. Current Loan to Original Market Value




<= 10 % 58,555,064.53 0.19 % 3,082 1.87 % 3.96 % 14.46 6.94 %

10 % - 20 % 375,030,395.06 1.21 % 7,881 4.78 % 3.93 % 15.81 15.64 %

20 % - 30 % 965,126,680.70 3.12 % 12,475 7.57 % 3.95 % 16.43 25.33 %

30 % - 40 % 1,797,369,545.12 5.80 % 16,531 10.03 % 3.95 % 17.05 35.53 %

40 % - 50 % 2,821,454,775.00 9.11 % 19,944 12.10 % 3.96 % 17.54 46.31 %

50 % - 60 % 3,625,198,904.66 11.71 % 20,542 12.46 % 3.96 % 18.06 57.25 %

60 % - 70 % 3,890,279,212.48 12.56 % 18,616 11.29 % 4.04 % 18.76 67.72 %

70 % - 80 % 3,875,375,611.31 12.51 % 15,587 9.45 % 4.26 % 20.05 81.17 %

80 % - 90 % 4,504,917,854.04 14.55 % 16,505 10.01 % 4.36 % 20.61 91.59 %

90 % - 100 % 4,872,761,688.34 15.73 % 17,859 10.83 % 4.59 % 21.54 103.58 %

100 % - 110 % 4,184,445,199.99 13.51 % 15,839 9.61 % 4.57 % 21.40 112.14 %

110 % - 120 %

120 % - 130 %

130 % - 140 %

140 % - 150 %

150 % >

Total 30,970,514,931.23 100.00 % 164,861 100.00 % 4.24 % 19.57 77.41 %

20 of 32

ABN AMRO Bank N.V.


9. Current Loan to Indexed Market Value




<= 10 % 111,214,005.69 0.36 % 5,115 3.10 % 4.04 % 11.88 7.29 %

10 % - 20 % 565,701,003.51 1.83 % 11,057 6.71 % 3.98 % 13.48 15.82 %

20 % - 30 % 1,144,367,814.73 3.70 % 14,008 8.50 % 3.94 % 15.11 25.40 %

30 % - 40 % 1,678,436,013.56 5.42 % 14,974 9.08 % 3.94 % 16.56 35.28 %

40 % - 50 % 2,331,486,129.92 7.53 % 16,095 9.76 % 3.97 % 17.44 45.20 %

50 % - 60 % 3,004,362,287.52 9.70 % 16,868 10.23 % 3.93 % 18.22 55.18 %

60 % - 70 % 3,316,268,871.33 10.71 % 15,867 9.62 % 3.99 % 18.88 65.01 %

70 % - 80 % 3,281,823,410.44 10.60 % 13,606 8.25 % 4.14 % 19.89 75.04 %

80 % - 90 % 3,562,715,822.87 11.50 % 13,320 8.08 % 4.27 % 20.42 85.11 %

90 % - 100 % 4,442,187,466.00 14.34 % 15,483 9.39 % 4.37 % 21.65 95.12 %

100 % - 110 % 3,437,413,475.58 11.10 % 12,475 7.57 % 4.55 % 21.21 104.75 %

110 % - 120 % 2,922,678,586.56 9.44 % 11,334 6.87 % 4.73 % 21.20 114.77 %

120 % - 130 % 1,121,572,348.59 3.62 % 4,464 2.71 % 4.83 % 21.42 123.46 %

130 % - 140 % 50,287,694.93 0.16 % 195 0.12 % 4.89 % 21.59 130.98 %

140 % - 150 %

150 % >

Total 30,970,514,931.23 100.00 % 164,861 100.00 % 4.24 % 19.57 77.41 %

21 of 32

ABN AMRO Bank N.V.


10. Loanpart Coupon (interest rate bucket)

From (>) - Until (<=) Aggregate Outstanding Amount % of Total Nr of Loanparts % of Total Weighted Average Coupon



<= 0.50 % 417,024.85 0.00 % 5 0.00 % 0.34 % 19.25 54.97 %

0.50 % - 1.00 % 286,134.06 0.00 % 2 0.00 % 0.80 % 19.40 83.52 %

1.00 % - 1.50 % 8,164,180.98 0.03 % 89 0.03 % 1.38 % 16.08 54.14 %

1.50 % - 2.00 % 408,083,831.63 1.32 % 3,254 0.97 % 1.90 % 18.43 55.09 %

2.00 % - 2.50 % 2,417,834,353.59 7.81 % 27,564 8.23 % 2.26 % 18.24 61.86 %

2.50 % - 3.00 % 3,194,355,337.44 10.31 % 35,659 10.65 % 2.78 % 18.56 68.75 %

3.00 % - 3.50 % 2,465,478,706.38 7.96 % 27,237 8.13 % 3.26 % 19.67 76.81 %

3.50 % - 4.00 % 2,521,738,505.41 8.14 % 25,742 7.68 % 3.81 % 19.89 73.15 %

4.00 % - 4.50 % 5,071,525,509.81 16.38 % 50,255 15.00 % 4.30 % 19.67 75.36 %

4.50 % - 5.00 % 6,790,024,256.84 21.92 % 67,893 20.27 % 4.77 % 20.17 82.80 %

5.00 % - 5.50 % 4,933,661,851.06 15.93 % 53,678 16.02 % 5.25 % 20.59 87.75 %

5.50 % - 6.00 % 2,431,300,105.24 7.85 % 31,874 9.52 % 5.75 % 19.14 82.74 %

6.00 % - 6.50 % 630,349,226.37 2.04 % 9,915 2.96 % 6.22 % 16.59 74.64 %

6.50 % - 7.00 % 88,066,273.54 0.28 % 1,556 0.46 % 6.70 % 13.69 61.93 %

7.00 % > 9,229,634.03 0.03 % 258 0.08 % 7.40 % 10.55 43.25 %

Unknown

Total 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

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ABN AMRO Bank N.V.


11. Remaining Interest Rate Fixed Period




< 1 year 7,258,603,621.61 23.44 % 77,730 23.20 % 3.43 % 18.84 74.76 %

1 year - 2 years 4,257,101,172.65 13.75 % 45,013 13.44 % 4.66 % 20.06 84.36 %

2 years - 3 years 4,387,689,878.42 14.17 % 48,183 14.38 % 4.77 % 20.02 83.38 %

3 years - 4 years 2,365,881,023.59 7.64 % 29,649 8.85 % 4.71 % 19.09 77.37 %

4 years - 5 years 1,909,008,694.05 6.16 % 22,444 6.70 % 4.06 % 18.93 72.27 %

5 years - 6 years 2,168,246,205.61 7.00 % 22,034 6.58 % 4.71 % 19.73 77.81 %

6 years - 7 years 1,426,863,345.73 4.61 % 15,277 4.56 % 4.84 % 20.64 78.19 %

7 years - 8 years 811,269,016.95 2.62 % 9,671 2.89 % 4.90 % 20.36 72.57 %

8 years - 9 years 809,182,530.77 2.61 % 10,103 3.02 % 4.21 % 19.49 66.84 %

9 years - 10 years 2,718,695,167.00 8.78 % 27,039 8.07 % 3.28 % 19.60 71.78 %

10 years - 11 years 676,573,422.84 2.18 % 6,423 1.92 % 4.74 % 19.56 76.88 %

11 years - 12 years 843,243,997.95 2.72 % 7,822 2.34 % 4.66 % 19.98 78.63 %

12 years - 13 years 138,902,381.85 0.45 % 1,661 0.50 % 5.62 % 19.15 77.41 %

13 years - 14 years 129,203,125.60 0.42 % 1,803 0.54 % 5.20 % 16.89 64.21 %

14 years - 15 years 177,457,997.69 0.57 % 1,851 0.55 % 3.65 % 19.40 71.28 %

15 years - 16 years 76,297,817.48 0.25 % 771 0.23 % 5.50 % 19.73 75.71 %

16 years - 17 years 106,377,089.49 0.34 % 1,075 0.32 % 5.00 % 20.06 76.82 %

17 years - 18 years 48,696,124.28 0.16 % 465 0.14 % 5.55 % 18.73 77.75 %

18 years - 19 years 49,430,126.76 0.16 % 477 0.14 % 4.89 % 22.33 76.10 %

19 years - 20 years 402,787,539.95 1.30 % 3,566 1.06 % 4.08 % 21.15 76.96 %

20 years - 21 years 69,891,916.41 0.23 % 644 0.19 % 4.94 % 20.54 79.35 %

21 years - 22 years 65,704,246.97 0.21 % 553 0.17 % 5.25 % 21.82 88.28 %

22 years - 23 years 26,065,419.27 0.08 % 277 0.08 % 5.93 % 22.69 94.46 %

23 years - 24 years 22,064,542.29 0.07 % 199 0.06 % 5.96 % 23.31 92.72 %

24 years - 25 years 3,999,782.83 0.01 % 41 0.01 % 5.63 % 24.60 71.91 %

25 years - 26 years 9,061,518.85 0.03 % 82 0.02 % 5.70 % 25.64 82.02 %

26 years - 27 years 10,050,529.75 0.03 % 100 0.03 % 5.67 % 26.33 79.88 %

27 years - 28 years 539,064.91 0.00 % 9 0.00 % 6.22 % 27.26 59.81 %

28 years - 29 years 293,269.47 0.00 % 5 0.00 % 5.52 % 28.16 68.47 %

29 years - 30 years 1,334,360.21 0.00 % 14 0.00 % 4.13 % 28.17 65.11 %

30 years >=

Unknown

Total 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

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ABN AMRO Bank N.V.


12. Interest Payment Type




Fixed 28,159,693,257.13 90.92 % 305,576 91.22 % 4.43 % 19.66 77.96 %

Floating 2,810,821,674.10 9.08 % 29,405 8.78 % 2.35 % 18.71 71.86 %

Unknown

Total 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

24 of 32

ABN AMRO Bank N.V.


13. Property Description

Description Aggregate Outstanding Amount % of Total Nr of Loans % of Total Weighted Average Coupon



House 27,292,412,210.67 88.12 % 142,833 86.64 % 4.23 % 19.42 76.65 %

Appartment 3,645,782,783.00 11.77 % 21,814 13.23 % 4.36 % 20.69 82.90 %

Business

Other 32,319,937.56 0.10 % 214 0.13 % 5.23 % 21.44 95.16 %

Total 30,970,514,931.23 100.00 % 164,861 100.00 % 4.24 % 19.57 77.41 %

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ABN AMRO Bank N.V.


14. Geographical Distribution (by Province)

Description Aggregate Outstanding Amount % of Total Nr of Loans % of Total Weighted Average Coupon



Drenthe 743,510,563.36 2.40 % 4,700 2.85 % 4.12 % 18.98 76.74 %

Flevoland 717,419,720.66 2.32 % 4,173 2.53 % 4.37 % 19.25 86.63 %

Friesland 801,035,624.89 2.59 % 5,350 3.25 % 4.16 % 19.13 79.88 %

Gelderland 3,423,143,149.28 11.05 % 18,379 11.15 % 4.16 % 19.36 78.41 %

Groningen 870,399,358.00 2.81 % 6,366 3.86 % 4.27 % 19.21 77.56 %

Limburg 1,537,331,826.66 4.96 % 9,761 5.92 % 4.32 % 18.81 80.63 %

Noord-Brabant 4,677,605,612.98 15.10 % 24,983 15.15 % 4.25 % 19.58 78.10 %

Noord-Holland 6,648,434,161.36 21.47 % 30,161 18.29 % 4.22 % 20.18 75.16 %

Overijssel 1,551,912,348.08 5.01 % 9,787 5.94 % 4.17 % 19.26 77.29 %

Utrecht 2,710,764,802.90 8.75 % 12,717 7.71 % 4.26 % 19.70 73.92 %

Zeeland 507,473,848.40 1.64 % 3,369 2.04 % 4.33 % 18.98 72.47 %

Zuid-Holland 6,781,483,914.66 21.90 % 35,115 21.30 % 4.30 % 19.52 78.47 %

Unknown

Total 30,970,514,931.23 100.00 % 164,861 100.00 % 4.24 % 19.57 77.41 %

26 of 32

ABN AMRO Bank N.V.


15. Occupancy




Owner Occupied 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

Buy-to-let

Unknown

Total 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

27 of 32

ABN AMRO Bank N.V.


16. Loanpart Payment Frequency




Monthly 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

Quarterly

Semi-annually

Annually

Total 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

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ABN AMRO Bank N.V.


17. Guarantee Type (NHG / Non NHG)




NHG Loans

Non NHG Loans 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

Total 30,970,514,931.23 100.00 % 334,981 100.00 % 4.24 % 19.57 77.41 %

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ABN AMRO Bank N.V.


Glossary

Term Definition / Calculation

Account Bank The bank at which the AIC Account is maintained from time to time being, as at the Programme Date, ABN AMRO Bank and following termination of the AIC Account Agreement, such other replacement account bank as may be appointed in accordance with the AIC Account Agreement (unless the context otherwise requires).

ACT Asset Cover Test. Asset Cover Test has the meaning ascribed to such term in the Asset Monitor Agreement.

ACT A The lower of: (a) the sum of all Adjusted Current Balances of all Transferred Receivables. The "Adjusted Current Balance" of a Transferred Receivable is the lower of:(a) the Current Balance of such Transferred Receivable minus α; and(b) the LTV Cut-Off Percentage of the Indexed Valuation relating to such Transferred Receivable, minus β; and (b) the Asset Percentage of: the sum of the Current Balance minus α of all Transferred Receivables.

ACT B The aggregate amount of all Principal Receipts on the Transferred Receivables up to the end of the immediately preceding Calculation Period which have not been applied in accordance with the Trust Deed.

ACT C The aggregate amount of all Transferred Collateral in cash which has not been applied in accordance with the Trust Deed.

ACT D The aggregate outstanding principal balance of all Transferred Collateral in Substitution Assets and accrued interest thereon which has not been applied in accordance with the Trust Deed. Substitution Assets will be valued on a monthly basis and be taken into account for their mark-to-market value at a discount based on a methodology proposed to the Rating Agencies.

ACT E The aggregate amount standing to the credit of the Pre-Maturity Liquidity Ledger.

ACT Y If any of the Issuer's credit ratings from any Rating Agency falls below any relevant minimum credit rating as determined to be applicable or agreed by the relevant Rating Agency from time to time, being as at the 2014 Programme Update 'A-1' (short-term) and 'A' (long-term) by S&P, 'P-1' (short-term) by Moody's and 'A' (long-term) and 'F1' (short-term) by Fitch, an additional amount calculated on the basis of a method notified to the Rating Agencies in connection with the possible set-off risk pertaining to deposits, other than deposits relating to Bank Savings Loans, maintained by Borrowers with ABN AMRO Bank or any other Originator that engages in the business of, amongst other things, attracting or accepting deposits (the "Deposit Amount"). The Deposit Amount will be adjusted as follows. If the outcome of A(a) is lower than A(b) as described above, the Deposit Amount will be reduced with an amount equal to A(b) minus A(a) provided that the Deposit Amount will always be at least zero. If the outcome of A(a) is higher than A(b) as described above, the Deposit Amount will be reduced with the amount of the Excess Credit Enhancement. "Excess Credit Enhancement" means the amount (if any) by which the outcome of A(b) above undercuts the outcome that would have resulted from A(b) above if an Asset Percentage as notified to the Rating Agencies had been used.

ACT Z Zero as long as the Total Return Swap is in place and, if a Portfolio Test is implemented or an alternative hedging methodology is put in place, is equal to the weighted average maturity in years of all outstanding Covered Bonds multiplied by the euro equivalent of the aggregate Principal Amount Outstanding of such Covered Bonds (and in respect of those Covered Bonds not denominated in Euro, converted into Euro at the respective Structured Swap Rate) multiplied by P%, where "P" means the weighted average margin of all outstanding Covered Bonds taken into consideration the remaining life of the relevant Series minus the AIC Rate agreed in the AIC Account Agreement.

ACT α (alfa) For each Transferred Receivable the lower of its Current Balance and the sum of the following elements, to the extent applicable to it:(i) if it is a Category 4 Receivable: an amount calculated on the basis of a method notified to the Rating Agencies related to the Savings and Accrued Savings Interest in connection with such Transferred Receivable, provided that no amount will be deducted if and to the extent that a Master Sub-Participation Agreement is effective in relation to the relevant Transferred Receivable;(ii) if it is a Category 5 Receivable: an amount calculated on the basis of a method notified to the Rating Agencies in connection with the possible Deduction Risk;(iii) if it was used to fund a Construction Deposit: the amount of the Construction Deposit;(iv) if it was in breach of the Receivable Warranties as of the relevant Transfer Date: such amount as is necessary to reduce its Adjusted Current Balance or Current Balance, as the case may be, to zero;(v) if it is a Defaulted Receivable: such amount as is necessary to reduce its Current Balance to zero; and/or(vi) if it is a Bank Savings Receivable: the amount standing to the credit of the related Bank Savings Account, unless it concerns a Participation Receivable, in which case an amount equal to the relevant Participation is already deducted as part of the definition of Net Outstanding Principal Balance.

ACT β (bèta) For each Transferred Receivable the lower of (i) the LTV Cut-Off Percentage of its Indexed Valuation and (ii) α minus L. "L" means for each Transferred Receivable its Current Balance minus the LTV Cut-Off Percentage of its Indexed Valuation provided that if the result is negative, L shall be zero and if the result exceeds α, L shall equal α.

Asset Percentage 92.5% or such lower percentage figure as is determined from time to time in accordance with the Asset Monitoring Agreement.

Calculation Date The date falling two business days before each CBC Payment Date. The "relevant" Calculation Date in respect of any Calculation Period will be the first Calculation Date falling after the end of that period and the "relevant" Calculation Date in respect of any CBC Payment Date will be the last Calculation Date prior to that CBC Payment Date.

CLTIMV Current Loan to Indexed Market Value means the ratio calculated by dividing the current outstanding loan amount by the Indexed Valuation.

CLTOMV Current Loan to Original Market Value means the ratio calculated by dividing the current outstanding loan amount by the Original Market Value.

Construction Deposit In relation to a mortgage loan, that part of the Mortgage Loan which the relevant Borrower requested to be disbursed into a blocked deposit account specifically opened in his name for such purpose, in anticipation of construction or improvement costs to be incurred by him at a later stage in connection with the Property.

Credit Rating An assessment of the credit worthiness of the notes assigned by the credit rating agencies.

Current Balance In relation to an Eligible Receivable at any date, the aggregate (without double counting) of the Net Outstanding Principal Balance, Accrued Interest (unless it concerns calculations for either the Asset Cover Test or the Amortisation Test Aggregate Receivable Amount, in which case Accrued Interest will not be included) and Arrears of Interest as at that date.

Index The index of increases of house prices issued by the Land Registry in relation to residential properties in The Netherlands.

Indexed Valuation At any date in relation to any Transferred Receivable secured over any Property:(a) where the Original Market Value of that Property is equal to or greater than the Price Indexed Valuation as at that date, the Price Indexed Valuation; or(b) where the Original Market Value of that Property is less than the Price Indexed Valuation as at that date, the Original Market Value plus 85% (or, if a different percentage is required or sufficient from time to time for the Covered Bonds to comply with Article 129 CRR and the Issuer wishes to apply such different percentage, then such different percentage) of the difference between the Original Market Value and the Price Indexed Valuation.

IRS Interest Rate Swap. "Interest Rate Swap" means an interest rate swap transaction that forms part of a Swap Agreement.

Loan Any loan (including the Initial Advance and any Further Advance) or loan part (leningdeel) granted by the relevant Originator to a Borrower pursuant to the terms of a Loan Agreement

Loanpart(s) One or more of the loan parts (leningdelen) of which a Mortgage Loan consists.

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ABN AMRO Bank N.V.


Term Definition / Calculation

LTV Cut-Off Percentage Such percentage as is required from time to time for the Covered Bonds to comply with Article 129 CRR, currently being 80% for all Transferred Receivables.

Maturity Date (Bonds) In respect of a Series of Covered Bonds, the Interest Payment Date which falls no more than 30 years after the Issue Date of such Series and on which the Covered Bonds of such Series are expected to be redeemed at their Outstanding Principal Balance in accordance with these Conditions, as specified in the relevant Final Terms.

Minimum Overcollateralization The minimum overcollateralization required by either law, the programme documentation or rating agencies.

Net Outstanding Principal Balance In relation to a Transferred Receivable, at any date, the Gross Outstanding Principal Balance of such Mortgage Receivable less, if it is a Savings Mortgage Receivable subject to a Participation, an amount equal to the Participation on such date.

NHG Guarantee A guarantees (borgtochten) issued by Stichting WEW under the terms and conditions of NHG .

Nominal OC The actual overcollateralization which is calculated by dividing (i) the total outstanding balance of the cover assets included in the cover pool by (ii) the total amount of outstanding covered bonds (both excluding accrued interest).

Occupancy The way the mortgaged property is used (e.g. owner occupied).

Original Market Value In relation to any Property means the market value (marktwaarde) given to that Property by the most recent valuation addressed to the Originator that transferred the relevant Transferred Receivable to the CBC.

Originators ABN AMRO Bank, ABN AMRO Hypotheken Groep B.V., MoneYou B.V. and WoonNexxt Hypotheken B.V., and "Initial Originator" means each of them.

Outstanding Principal Balance In respect of a Transferred Receivable, the aggregate principal sum (hoofdsom) due by the relevant Borrower under the relevant Transferred Receivable.

Pre-Maturity Liquidity Ledger Has the meaning ascribed to such term in Schedule 2 (Administration and Maintenance of Ledgers) to the Administration Agreement.

Remaining Tenor The time in years from the reporting date to the maturity date of a loan.

Reserve Fund Pursuant to the Trust Deed, if the Issuer's credit rating falls below A (long-term) or A-1 (short-term) by S&P, below P-1 (short-term) by Moody's or F1 (short-term) and A (long-term) by Fitch, the CBC will be required to establish a reserve fund (the "Reserve Fund") on the AIC Account which will be credited by the Issuer with an amount equal to the Reserve Fund Required Amount and such further amounts as are necessary from time to time to ensure that an amount up to the Reserve Fund Required Amount is credited to the Reserve Fund for as long as the above rating trigger is breached.

Savings With respect to (i) a Category 4 Receivable, the savings part of all premiums received by the Participant from the relevant Borrower under or pursuant to the relevant insurance policy, and (ii) a Bank Savings Receivable, all payments made by the relevant Borrower to the related Bank Savings Account.

Seasoning The time between the origination of the relevant loan the respective reporting period.

Series A Tranche of Covered Bonds together with any further Tranche or Tranches of Covered Bonds which are (i) expressed to be consolidated and form a single series with the Covered Bonds of the original Tranche and the terms of which are identical and (ii) identical in all respects (including as to listing) except for their respective Issue Dates, Interest Commencement Dates and/or Issue Prices.

Servicer ABN AMRO Bank.

Set-Off The right of a debtor to set-off a claim that corresponds to its debt owed to the same counterparty.

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ABN AMRO Bank N.V.


Contact Information

Account Bank ABN AMRO Bank N.V.

Gustav Mahlerlaan 10

1082 PP Amsterdam

the Netherlands

Covered Bond Company ABN AMRO Covered Bond Company B.V.

Prins Bernhardplein 200

1097 JB Amsterdam

the Netherlands

Issuer ABN AMRO Bank N.V.


1082 PP Amsterdam

the Netherlands

Listing Agent ABN AMRO Bank N.V.


1082 PP Amsterdam

the Netherlands

Registrar ABN AMRO Bank N.V.


1082 PP Amsterdam

the Netherlands

Servicer ABN AMRO Bank N.V.


1082 PP Amsterdam

the Netherlands

Arranger ABN AMRO Bank N.V.


1082 PP Amsterdam

the Netherlands

IRS Counterparty ABN AMRO Bank N.V.


1082 PP Amsterdam

the Netherlands

Legal Advisor Clifford Change LLP

Droogbak 1A

1013 GE Amsterdam

the Netherlands

Principal Paying Agent ABN AMRO Bank N.V. (Paying Agent)

Kemelstede 2

4817 ST Breda

the Netherlands

Security Trustee Stichting Trustee ABN AMRO Covered Bond CompanyHoogoorddreef 15

1101 BA Amsterdam

the Netherlands

TRS Counterparty ABN AMRO Bank N.V.


1082 PP Amsterdam

the Netherlands

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ABN AMRO Bank N.V.


abn amro bank n.v. monthly investor report dutch national ... · daniëlle boerendans / thijs...

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