# EDGAR Filing Document

**Accession Number:** 0001773422
**File Stem:** 0001999371-26-005815
**Filing Date:** 2026-3
**Character Count:** 201070
**Document Hash:** 15d06b7980900822dc44ed31b1cde522
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001999371-26-005815.hdr.sgml**: 20260313

**ACCESSION NUMBER**: 0001999371-26-005815

**CONFORMED SUBMISSION TYPE**: ABS-15G

**PUBLIC DOCUMENT COUNT**: 6

**CONFORMED PERIOD OF REPORT**: 20260313

**ITEM INFORMATION**: Findings and Conclusions of the Third Party Due Diligence Provider Obtained by the Issuer

**FILED AS OF DATE**: 20260313

**DATE AS OF CHANGE**: 20260313

**ABS RULE**: RULE-15GA2

**REGISTERED ENTITY**: N

**ABS ASSET CLASS**: Residential mortgages - Other/Combined

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Citibank, N.A., London Branch EMEA International Residential Finance
- **CENTRAL INDEX KEY:** 0001773422

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** X0
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** ABS-15G
- **SEC ACT:** Dodd Frank Act
- **SEC FILE NUMBER:** 025-04500
- **FILM NUMBER:** 26753284

**BUSINESS ADDRESS:**
- **STREET 1:** CITIGROUP CENTRE, 33 CANADA SQUARE
- **STREET 2:** CANARY WHARF
- **CITY:** LONDON
- **STATE:** X0
- **ZIP:** E145LB
- **BUSINESS PHONE:** 00442079864000

**MAIL ADDRESS:**
- **STREET 1:** CITIGROUP CENTRE, 33 CANADA SQUARE
- **STREET 2:** CANARY WHARF
- **CITY:** LONDON
- **STATE:** X0
- **ZIP:** E145LB
**DEPOSITOR**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Citibank, N.A., London Branch EMEA International Residential Finance
- **CENTRAL INDEX KEY:** 0001773422

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** X0
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** ABS-15G
- **SEC ACT:** Dodd Frank Act

**BUSINESS ADDRESS:**
- **STREET 1:** CITIGROUP CENTRE, 33 CANADA SQUARE
- **STREET 2:** CANARY WHARF
- **CITY:** LONDON
- **STATE:** X0
- **ZIP:** E145LB
- **BUSINESS PHONE:** 00442079864000

**MAIL ADDRESS:**
- **STREET 1:** CITIGROUP CENTRE, 33 CANADA SQUARE
- **STREET 2:** CANARY WHARF
- **CITY:** LONDON
- **STATE:** X0
- **ZIP:** E145LB

**UNITED STATES<br> SECURITIES AND EXCHANGE COMMISSION<br> Washington, D.C. 20549**

<br> **FORM ABS-15G**

**ASSET-BACKED SECURITIZER<br> REPORT PURSUANT TO SECTION 15G OF<br> THE SECURITIES EXCHANGE ACT OF 1934**

Check the appropriate box to indicate the filing obligation to which this form is intended to satisfy:

☐ Rule 15Ga-1 under the Exchange Act (17 CFR 240.15Ga-1) for the reporting period______________ to _________________

Date of Report (Date of filing) __________________

Commission File Number of securitizer: __________________

Central Index Key Number of securitizer:__________________

Name and telephone number, including area code, of the person<br> to contact in connection with this filing.

Indicate by check mark whether the securitizer has no activity to report for the initial period pursuant to Rule 15Ga-1(c)(l) ☐

Indicate by check mark whether the securitizer has no activity to report for the quarterly period pursuant to Rule 15Ga-1(c)(2)(i) ☐

Indicate by check mark whether the securitizer has no activity to report for the annual period pursuant to Rule 15Ga-1(c)(2)(ii) ☐

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;☒ Rule 15Ga-2 under the Exchange Act (17 CFR 240.15Ga-2)

Central Index Key Number of depositor: <u>Not applicable</u>

**Lura Funding Designated Activity Company**

(Exact name of issuing entity as specified in its charter)

Central Index Key Number of sponsor: <u>0001773422</u>

Central Index Key Number of issuing entity (if applicable): <u>Not applicable</u>

Central Index Key Number of underwriter (if applicable): <u>Not applicable</u>

Rohit Verma, +44 (20) 7508 6779

Name and telephone number, including area code, of the person<br> to contact in connection with this filing.

**INFORMATION TO BE INCLUDED IN THE REPORT**

**FINDINGS AND CONCLUSIONS OF THIRD-PARTY DUE DILIGENCE REPORTS**

**Item 2.01 Findings and Conclusions of a Third Party Due Diligence Report Obtained by the Issuer**

The disclosures required by Rule 15Ga-2 (17 CFR 240.15Ga-2) are attached as an Exhibit to this Form ABS-15G. Please see the Exhibit Index for the related information.

**SIGNATURES**

Pursuant to the requirements of the Securities Exchange Act of 1934, the reporting entity has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

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| | |
|:---|:---|
| **Citibank, N.A., London Branch EMEA <br> International Residential Finance** | **Citibank, N.A., London Branch EMEA <br> International Residential Finance** |
| By: | /s/ Rohit Verma |
| Name: | Rohit Verma |
| Title: | Managing Director |

---

Date: March 13, 2026

**EXHIBIT INDEX**

<u>Exhibit Number</u>

[99.1](ex99-1.htm) – [Independent Accountant's Report on Applying Asset Agreed-Upon Procedures, dated March 11, 2026 of KPMG LLP](ex99-1.htm)

## Exhibit 99.1

[Citibank, N.A., London Branch EMEA International Residential Finance ABS 15G](citi-abs15g.htm)

**Exhibit 99.1**

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|:---|:---|:---|
| ![](ex991001.jpg) | **KPMG LLP**<br> 1 Sovereign Square<br> Sovereign Street<br> Leeds LS1 4DA<br> United Kingdom | Tel [Redacted]<br> Fax [Redacted]<br> Mobile [Redacted] |

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| **Private & confidential** <br> The Directors <br> Lura Funding Designated Activity Company <br> 3rd Floor Fleming Court <br> Fleming's Place <br> Dublin 4, D04 N4X9 <br> DUBLIN <br> Ireland <br>Vigo 1 Funding Designated Activity Company <br> 3rd Floor Fleming Court <br> Fleming's Place <br> Dublin 4, D04 N4X9 <br> DUBLIN <br> Ireland<br>Citibank, N.A., London Branch <br> Citigroup Centre <br> Canada Square <br> Canary Wharf <br> London E14 5LB <br> United Kingdom<br>Citibank Europe PLC <br> 1 North Wall Quay <br> Dublin 1 <br> Ireland<br>|
| 11 March 2026 |

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|:---|:---|
| &nbsp;&nbsp;Our ref |  |
| &nbsp;&nbsp;Contact |  |
|  | &nbsp;&nbsp;[Redacted] |

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Dear All

**Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish residential mortgage loans proposed to be the subject of a securitisation**

In accordance with the terms of our engagement letter dated 4 March 2026 (the "**Engagement Letter**"), we have performed certain agreed-upon procedures in relation to the portfolio of loans referred to above proposed to be the subject of a securitisation (the "**Securitisation**"). This letter reports on our performance of those agreed-upon procedures (the "**Data AUP Letter**"). This Data AUP Letter is confidential and agreed disclosure restrictions apply.

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|:---|:---|
| KPMG LLP, a UK limited liability partnership and a member firm of the KPMG global organisation of independent member firms affiliated with KPMG International Limited, a private English company limited by guarantee. | Registered in England No OC301540 <br> Registered office: 15 Canada Square, London, E14 5GL <br> For full details of our professional regulation please refer to <br> 'Regulatory information' under 'About' at www.kpmg.com/uk<br>|

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**Document Classification - KPMG Confidential**

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|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

This Data AUP Letter is addressed to the directors of Lura Funding Designated Activity Company (the "**Issuer**"), Vigo 1 Funding Designated Activity Company (the "**Seller**"), Citibank, N.A., London Branch (the "**Retention Holder and VRR Lender**") and Citibank Europe PLC (the "**Arranger and Sole Lead Manager**") and collectively all addressees of this Data AUP Letter are referred to as the "Data AUP Letter Recipients".

The procedures that we will perform are solely for the purpose of assisting you in determining the accuracy of data that you are preparing in connection with the Securitisation and so may not be suitable for any other purpose. We will not accept any responsibility to any other party to whom our Data AUP Letter is shown or into whose hands it may come.

**Responsibilities of the Data AUP Letter Recipients** 

It is the responsibility of the Data AUP Letter Recipients to determine the sufficiency of these procedures agreed with them for their own purposes. Consequently, we make no representation regarding the sufficiency of the procedures described below either for the purposes for which this report has been requested or for any other purpose.

The Data AUP Letter Recipients have acknowledged that the agreed-upon procedures are appropriate for the purpose of the engagement. The Seller is responsible for the subject matter on which the agreed-upon procedures are performed and they have informed us they will be able to provide all relevant information and documentation directly to us, or via the Caixabank S.A. (the "**Originator**") prior to the completion of the portfolio purchase, to facilitate the performance of the agreed-upon procedures in relation to the Securitisation.

**Our Responsibilities**

Our engagement was undertaken in accordance with International Standard on Related Services 4400 (Revised), *Agreed-Upon Procedures Engagements* issued by the International Auditing and Assurance Standards Board. An agreed-upon procedures engagement involves our performing the procedures that have been agreed with the Data AUP Letter Recipients, and reporting the factual findings, which are the factual results of the agreed-upon procedures performed. We make no representation regarding the appropriateness of the agreed-upon procedures.

This agreed-upon procedures engagement is not an assurance engagement. Accordingly, we do not express an opinion or an assurance conclusion.

Had we performed additional procedures, other matters might have come to our attention that would have been reported.

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|  | &nbsp;&nbsp;2 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

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| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

**Professional Ethics and Quality Control**

We have complied with the ethical requirements in the ICAEW Code of Ethics issued by the Institute of Chartered Accountants in England and Wales. For the purpose of this engagement, there are no independence requirements with which we are obliged to comply.

We apply International Standard on Quality Control (UK) 1 *Quality Control for Firms that Perform Audits and Reviews of Financial Statements, and Other Assurance and Related Services Engagements*. Accordingly, we maintain a comprehensive system of quality control including documented policies and procedures regarding compliance with ethical requirements and professional standards as well as applicable legal and regulatory requirements.

**Procedures and Findings**

The procedures performed were not intended to satisfy any criteria for due diligence published by any nationally recognised statistical rating organisation ("**NRSRO**").

*Service A – Pool Agreed-Upon Procedures relating to the March 2025 portfolio*

We have been provided with a data file entitled "Project Falkor - AUP Data-tape.xlsx" containing details relating to a portfolio of Spanish residential mortgage loans as at 31 March 2025 (the "**Preliminary Portfolio Date**") (the "**Preliminary Date File**") (the "**Preliminary Portfolio**"). A sample of 440 loan-level items was drawn at random from the Preliminary Portfolio (the "**Preliminary Sample**"). The number of items in the Preliminary Sample was determined on the basis described in the scope of services (the "**Scope of Services**") attached as Appendix A. There are 482 loan collateral associated with the Preliminary Sample.

In addition to the Preliminary Data File, the Originator has subsequently provided to us additional information relating to the Preliminary Portfolio entitled "Project Falkor - Historical Collections and OPB reconciliation as at the cut-off date.xlsx" (together with the Preliminary Data File, the "**Preliminary Extraction File**"), alongside source documentation relating to the Spanish residential mortgage loans in the Preliminary Sample.

The procedures were performed between 8 July 2025 and 4 September 2025 on the Preliminary Extraction File and the source documentation (the "**Preliminary Sources**") provided to us by the Originator. We have not verified or evaluated such Preliminary Sources and therefore we express no opinion or any other form of assurance regarding the reliability, accuracy or adequacy of the Preliminary Sources, or as to whether any of the Preliminary Sources omit any material facts. Furthermore, we express no opinion or any other form of assurance regarding the reliability, accuracy or adequacy of the disclosures in the Preliminary Extraction File, or any legal matters relating to the Preliminary Portfolio or the physical existence of the mortgaged properties.

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|:---|:---|
|  | &nbsp;&nbsp;3 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

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| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

The procedures performed did not address, without limitation: (i) the conformity of the origination of the Preliminary Portfolio to stated underwriting or credit extension guidelines, standards, criteria or other requirements, (ii) the value of any collateral securing the Preliminary Portfolio, (iii) the compliance of the originator of the Preliminary Portfolio with applicable laws and regulations, or (iv) any other factor or characteristic of the Preliminary Portfolio that would be material to the likelihood that the issuer or the asset-backed security will pay interest and principal in accordance with applicable terms and conditions.

*Service B – Pool Agreed-Upon Procedures relating to the December 2025 portfolio*

We have been provided with a data file entitled "Project Falkor - Interim Data-Tape - December_v2.xlsx" containing details relating to a portfolio of Spanish residential mortgage loans as at 31 December 2025 (the "**Final Portfolio Date**") (the "**Final Extraction File**") proposed to be the subject of a securitisation (the "**Final Portfolio**"). A sample of 440 loan-level items was drawn at random from the Final Portfolio (the "**Final Sample**"). The number of items in the Final Sample was determined on the basis described in the scope of services (the "**Scope of Services**") attached as Appendix A. There are 493 loan collateral associated with the Final Sample.

The Seller and/or the Originator have subsequently provided to us source documentation relating to the loans in the Final Sample.

The procedures were performed between 4 March 2026 and 11 March 2026 on the Final Extraction File and the source documentation (the "**Final Sources**") provided to us by the Seller and the Originator. We have not verified or evaluated such Final Sources and therefore we express no opinion or any other form of assurance regarding the reliability, accuracy or adequacy of the Final Sources, or as to whether any of the Final Sources omit any material facts. Furthermore, we express no opinion or any other form of assurance regarding the reliability, accuracy or adequacy of the disclosures in the Final Extraction File, or any legal matters relating to the Final Portfolio or the physical existence of the mortgaged properties.

The procedures performed did not address, without limitation: (i) the conformity of the origination of the Final Portfolio to stated underwriting or credit extension guidelines, standards, criteria or other requirements, (ii) the value of any collateral securing the Final Portfolio, (iii) the compliance of the originator of the Final Portfolio with applicable laws and regulations, or (iv) any other factor or characteristic of the Final Portfolio that would be material to the likelihood that the issuer or the asset-backed security will pay interest and principal in accordance with applicable terms and conditions.

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|  | &nbsp;&nbsp;4 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

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| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

*Findings*

*Service A – Pool Agreed-Upon Procedures relating to the March 2025 portfolio*

The findings from the agreed-upon procedures are set out in Appendix B.

Based on the instructions provided to us and the assumptions set out in the Scope of Services, the following statistical interpretation can be applied to the findings set out in Appendix B – Loan Level Procedures: on the basis of the number of differences between the Preliminary Extraction File and the Preliminary Sources identified in the Preliminary Sample (as reported on the 'Differences' lines of Appendix B – Loan Level Procedures) and the number of missing sources relating to the Preliminary Sample (as reported on the 'Missing Sources' line of Appendix B – Loan Level Procedures) it can be calculated that there is a 99% level of confidence that not more than X% of the population contains such findings relating to the specified procedure, where X is the relevant percentage reported on the 'Statistical extrapolation' lines of Appendix B – Loan Level Procedures.

In Appendix B – Collateral Level Procedures, absolute percentage differences have been presented.

Details of the differences and missing sources found as a result of the agreed-upon procedures, and listed in Appendix B, are set out in Appendix C.

*Service B – Pool Agreed-Upon Procedures relating to the December 2025 portfolio*

The findings from the agreed-upon procedures are set out in Appendix D.

Based on the instructions provided to us and the assumptions set out in the Scope of Services, the following statistical interpretation can be applied to the findings set out in Appendix D – Loan Level Procedures: on the basis of the number of differences between the Final Extraction File and the Final Sources identified in the Final Sample (as reported on the 'Differences' lines of Appendix D – Loan Level Procedures) and the number of missing sources relating to the Final Sample (as reported on the 'Missing Sources' line of Appendix D – Loan Level Procedures) it can be calculated that there is a 99% level of confidence that not more than X% of the population contains such findings relating to the specified procedure, where X is the relevant percentage reported on the 'Statistical extrapolation' lines of Appendix D – Loan Level Procedures.

In Appendix D – Collateral Level Procedures, absolute percentage differences have been presented.

Details of the differences and missing sources found as a result of the agreed-upon procedures, and listed in Appendix D, are set out in Appendix E.

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|  | &nbsp;&nbsp;5 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

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| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

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**General**

This Data AUP Letter may only be relied upon in respect of the matters to which it refers and as of its date. In relying upon this Data AUP Letter, you agree (save as may otherwise have been expressly agreed in writing) that we have no responsibility to, and we will not, perform any work subsequent to the date of this Data AUP Letter nor to consider, monitor, communicate or report the impact of any events or circumstances which may occur or may come to light subsequent to the date of this Data AUP Letter.

This Data AUP Letter is not issued in accordance with the professional standards of the American Institute of Certified Public Accountants or the US Public Company Accounting Oversight Board. We will provide separately an executed Form ABS Due Diligence-15E, *Certification of Provider of Third-Party Due Diligence Services for Asset-Backed Securities* ("**Form ABS Due Diligence-15E**"), using the form made available by the US Securities and Exchange Commission ("**SEC**"), to which this Data AUP Letter will be appended. The executed Form ABS Due Diligence-15E will be provided, without in any way or on any basis affecting or adding to or extending our duties and responsibilities to you or giving rise to any duty or responsibility being accepted or assumed by or imposed on KPMG to any party except you, to facilitate your compliance with SEC Release No. 34-72936, *Nationally Recognized Statistical Rating Organizations* (the "**SEC Release**")*,* pursuant to which you are required to make publicly available the findings and conclusions of any third-party due diligence report obtained. This Data AUP Letter alone is not to be relied on in the United States and we accept no responsibility for any use that you may make of this Data AUP Letter alone in the United States.

The requirement to make publicly available findings and conclusions includes disclosure of the criteria against which loans were evaluated, and how the evaluated loans compared to those criteria, along with the basis for including any loans not meeting those criteria. This is accomplished by including such information, which will include this Data AUP Letter, in Form ABS-15G, *Asset-Backed Securitizer Report Pursuant to Section 15G of the Securities Exchange Act of 1934* ("**Form ABS 15G**"), which is required to be furnished by the Issuer or underwriter to the SEC through the Electronic Data Gathering, Analysis, and Retrieval ("**EDGAR**") system.

The Issuer, sponsor or underwriter of an asset–backed securitisation is required to maintain a website (the "**Rule 17g-5 website**") pursuant to paragraph (a)(3) of Rule 17g-5 of the US Code of Federal Regulations (17 CFR 240.17g-5). The SEC Release requires any NRSRO producing a credit rating to which "third party due diligence services" relate, to publish with its rating any executed Form ABS Due Diligence-15E containing information about the relevant security or money market instrument that the NRSRO receives or obtains through a Rule 17g-5 website. The agreed-upon procedures performed by KPMG on which this Data AUP Letter reports amount to "third party due diligence services" as defined in the SEC Release.

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| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

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|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

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To facilitate a relevant NRSRO meeting this publication obligation, we are required to furnish any executed Form ABS Due Diligence-15E to any such NRSRO. As envisaged by the SEC Release, we will do so by providing the prescribed form to the Issuer, sponsor, or underwriter of the securitisation that maintains the Rule 17g-5 website, or to any NRSRO that requests it. In addition, the SEC Release requires that an NRSRO producing a credit rating publicly disclose each prescribed form that was posted to the Rule 17g-5 website. Such information may therefore be posted on the website of any relevant NRSRO.

Any such publicity shall take place, without in any way or on any basis affecting or adding to or extending our duties and responsibilities to you or giving rise to any duty or responsibility being accepted or assumed by or imposed on KPMG to any party except you, to facilitate your compliance with the SEC Release. Accordingly, any party (including rating agencies and investors) obtaining access to this Data AUP Letter as appended to the executed Form ABS Due Diligence-15E or separately is not authorised by KPMG to use or rely upon the Data AUP Letter, any such use or reliance shall take place at the relevant party's own risk and, to the fullest extent permitted by law, we will have no responsibility and will deny any liability to any such party.

Yours faithfully

![](ex991003.jpg)

<br> KPMG LLP

***Attached:***

*Appendix A Scope of the Services*

*Appendix B Findings in relation to Service A*

*Appendix C Details of Findings in relation to Service A* 

*Appendix D Findings in relation to Service B*

*Appendix E Details of Findings in relation to Service B* 

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| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

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|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

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**Appendix A: Scope of the Services**

This Appendix sets out the procedures that the Data AUP Letter Recipients have instructed us, and that we have agreed, to perform.

**Service A – Pool Agreed-Upon Procedures to be carried out on a sample basis relating to the March 2025 portfolio**

*Provision of a data file*

The Data AUP Letter Recipients have informed us that the Originator will provide a data file to us containing details of a portfolio of Spanish residential mortgage loans (the "**Preliminary Portfolio**") (the "**Preliminary Data File**") as at 31 March 2025 (the "**Preliminary Portfolio Date**"). We will draw a sample of items at random from the Preliminary Data File (the "**Preliminary Sample**") and will notify the items selected to the Originator. The number of items in the Preliminary Sample will be determined on the basis described under "Sampling" below.

In addition to the Preliminary Data File, the Originator will also provide additional information relating to the Preliminary Portfolio (together with the Preliminary Data File, the "**Preliminary Extraction File**"), alongside source documentation relating to the Spanish residential mortgage loans in the Preliminary Sample that the Data AUP Letter Recipients wish us to use for the purposes of the agreed-upon procedures.

As instructed by the Data AUP Letter Recipients, where an item in the Preliminary Sample is linked to multiple collaterals, all collaterals associated with such item are to be tested. See 'Notes in relation to the manner of reporting certain findings' below regarding the percentage differences reported for 'Collateral' level procedures.

*Sampling* 

Sampling is a process of examining less than the total number of items in a population in order to calculate a statistical interpretation about that population. Sampling techniques inherently assume that the sample is representative of the population as a whole. The Data AUP Letter Recipients have requested that we calculate the sample size based on the total number of items in the Preliminary Portfolio using the following parameters:

Expected deviation rate: 0%

Tolerable deviation rate: 1%

Confidence level: 99%

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|  | &nbsp;&nbsp;8 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

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|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

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on the basis that differences between the data attributes and their respective sources are hypergeometrically distributed. We make no representations regarding the use of, or assumptions underlying the sampling techniques.

*Procedures*

The procedures that the Data AUP Letter Recipients have instructed us, and that we have agreed, to perform in relation to the information contained in the Preliminary Extraction File are set out in the table below.

In these procedures, "Extract from IT System" means the output from an SQL query ran by KPMG to extract the relevant data attributes from the underlying mortgage system as at the Preliminary Portfolio Date.

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|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |
| &nbsp;&nbsp;***1*** | &nbsp;&nbsp;Origination Bank | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Mortgage Deeds or any loan modification or private restructure deeds, where relevant or Nota Simple / Land Registry Excerpt | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the source is part of the Caixabank Group.<br>As instructed by the Data AUP Letter Recipients, a list of Caixabank Group entities contained in a data file entitled "Project Falkor - Beneficiarios OCR (CaixaBank).xlsx" should be used for this procedure.<br>|  |
| &nbsp;&nbsp;***2*** | &nbsp;&nbsp;Borrower Name | &nbsp;&nbsp;Participant | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source. |  |
| &nbsp;&nbsp;***3*** | &nbsp;&nbsp;Lien (Priority Ranking) | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Nota Simple / Land Registry Excerpt | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, this procedure should be performed with regards to the highest lien held by the Originator linked to the relevant Collateral ID.<br>As instructed by the Data AUP Letter Recipients, where there is a difference between the Preliminary Extraction File and the source relating to the economic cancellation of previous mortgages, check the data attribute agrees to the Mortgage Deeds or other supporting evidence.  |  |

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|  | &nbsp;&nbsp;9 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

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| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***4*** | &nbsp;&nbsp;Registry Plot Number | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Nota Simple / Land Registry Excerpt or Mortgage Deeds or any loan modification or private restructure deeds, where relevant | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>|  |
| &nbsp;&nbsp;***5*** | &nbsp;&nbsp;Occupancy Type at Origination | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source. |  |
| &nbsp;&nbsp;***6*** | &nbsp;&nbsp;Property Type (Collateral type) | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, this procedure does not check whether the Preliminary Extraction File / source is the original appraisal report used for underwriting purposes.<br>|  |
| &nbsp;&nbsp;***7*** | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the Appraisal Report/Certificate or Mortgage Deeds.<br>For 122 loan collateral, the Appraisal Report / Certificate or Mortgage Deeds were missing and therefore this procedure was performed to the Extract from IT System.<br>As instructed by the Data AUP Letter Recipients, this procedure does not check whether the Preliminary Extraction File / source is the original appraisal report used for underwriting purposes.<br>As instructed by the Data AUP Letter Recipients, if a source is dated either (i) after the valuation date specified in the Preliminary Extraction File or (ii) more than 6 months prior to the loan origination date in the Preliminary Extraction File or (iii) after the loan origination date specified in the Preliminary Extraction File and both the original valuation amount and original valuation date do not agree to the source, this procedure has been marked as a missing source.<br>As instructed by the Data AUP Letter Recipients, where the source states a property is under construction but provides a valuation amount based on completion which agrees to the Preliminary Extraction File, this procedure has not been marked as a difference.<br>| &nbsp;&nbsp;+/- 1% |

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;10 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***8*** | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the Appraisal Report/Certificate or Mortgage Deeds.<br>For 122 loan collateral, the Appraisal Report / Certificate or Mortgage Deeds were missing and therefore this procedure was performed to the Extract from IT System.<br>As instructed by the Data AUP Letter Recipients, if a source is dated either (i) after the valuation date specified in the Preliminary Extraction File or (ii) more than 6 months prior to the loan origination date in the Preliminary Extraction File or (iii) after the loan origination date specified in the Preliminary Extraction File and both the original valuation amount and original valuation date do not agree to the source, this procedure has been marked as a missing source.<br>| &nbsp;&nbsp;+/- 30 days |
| &nbsp;&nbsp;***9*** | &nbsp;&nbsp;Loan Origination Date | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the Mortgage Deeds or any loan modification or private restructure deeds.<br>As instructed by the Data AUP Letter Recipients, check whether the data attribute is either as of (1) the origination of the mortgage loan (either pre or post subrogation) or (2) post-restructure, only if the Loan Origination Date (see Procedure 9) and Contract Loan Advance Amount (Original Balance) (see Procedure 10) is prepared at a consistent point in time.<br>In 27 cases the Mortgage Deeds or any loan modification or private restructure deeds were missing and therefore this procedure was performed to the Extract from IT System.<br>| &nbsp;&nbsp;+/- 30 days |

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;11 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***10*** | &nbsp;&nbsp;Contract Loan Advance Amount (Original loan balance) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the Mortgage Deeds or any loan modification or private restructure deeds.<br>As instructed by the Data AUP Letter Recipients, check whether the data attribute is either as of (1) the origination of the mortgage loan (either pre or post subrogation) or (2) post-restructure, only if the Loan Origination Date (see Procedure 9) and Contract Loan Advance Amount (Original Balance) (see Procedure 10) is prepared at a consistent point in time.<br>In 27 cases the Mortgage Deeds or any loan modification or private restructure deeds were missing and therefore this procedure was performed to the Extract from IT System.<br>As instructed by the Data AUP Letter Recipients, for certain items in the Preliminary Sample, the Contract Loan Advance Amount (Original loan balance) per the Preliminary Extraction File relates to a principal increase that occurred after origination or at a different novation (and is presented at a different point in time than the Origination Date per the Preliminary Extraction File). In relation to these items, the procedure should be performed as follows:<br>- for 33 items in the Preliminary Sample where documentary evidence of the data attribute is available, this procedure has not been marked as a difference.<br>- for 19 items in the Preliminary Sample where documentary evidence of the data attribute is not available, this procedure has been performed to the Extract from IT System.<br>|

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;12 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***11*** | &nbsp;&nbsp;Loan Currency | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source. |  |
| &nbsp;&nbsp;***12*** | &nbsp;&nbsp;Repayment Method (Amortization type) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Extraction File agrees to the source. | &nbsp;&nbsp;Differences attributable contractions are to be treated as matching the source. |
| &nbsp;&nbsp;***13*** | &nbsp;&nbsp;Payment Frequency (Amortization frequency) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source. |  |
| &nbsp;&nbsp;***14*** | &nbsp;&nbsp;Interest Rate Index (Interest rate of reference) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source. |  |
| &nbsp;&nbsp;***15*** | &nbsp;&nbsp;Maturity Date | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, for items in the Preliminary Sample with a Maturity Date prior to 01/01/2000 per the source, check that the Preliminary Extraction File is equal to the data attribute per the source plus 100 years.<br>|  |
| &nbsp;&nbsp;***16*** | &nbsp;&nbsp;Interest Rate Type (Fixed / Variable interest) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source. |  |
| &nbsp;&nbsp;***17*** | &nbsp;&nbsp;Current Interest Rate | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source. |  |

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;13 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***18*** | &nbsp;&nbsp;Current Interest Rate Margin | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, the Current Interest Rate Margin for 'Fixed Rate' loans (as per Procedure 16) has been marked as N/A.<br>|
| &nbsp;&nbsp;***19*** | &nbsp;&nbsp;Date of Next Interest Rate Review | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, where the Date of Next Interest Review is populated with '01/01/00' per the source and 'n.a.' in the Preliminary Extraction File, this procedure has not been marked as a difference.<br>|
| &nbsp;&nbsp;***20*** | &nbsp;&nbsp;Current Balance (Total outstanding debt) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, Total outstanding debt is the sum of Outstanding principal, Unpaid principal, Suspended assets (principal), Unpaid equity interests, Ordinary interests on off-balance sheet items, Accumulated default amounts on off-balance sheet items and Unpaid equity commissions per the Preliminary Extraction File.<br>|
| &nbsp;&nbsp;***21*** | &nbsp;&nbsp;Payment Due (March 2025) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, this field represents the sum of Instalment Principal and Instalment Ordinary Interest only in March 2025 per the Preliminary Extraction File.<br>|
| &nbsp;&nbsp;***22.1*** | &nbsp;&nbsp;Payment Made (Jan 2025) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, Payment Made is the Total Payment amount with classification "Debtor payment" per the Preliminary Extraction File.<br>|

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;14 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***22.2*** | &nbsp;&nbsp;Payment Made (Feb 2025) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, Payment Made is the Total Payment amount with classification "Debtor payment" per the Preliminary Extraction File.<br>|
| &nbsp;&nbsp;***22.3*** | &nbsp;&nbsp;Payment Made (March 2025) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, Payment Made is the Total Payment amount with classification "Debtor payment" per the Preliminary Extraction File.<br>|
| &nbsp;&nbsp;***23*** | &nbsp;&nbsp;Current Arrears Balance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, the Current Arrears Balance is the sum of Unpaid principal and Ordinary interests on off-balance sheet items per the Preliminary Extraction File.<br>|
| &nbsp;&nbsp;***24*** | &nbsp;&nbsp;Latest Restructuring Date (Date of last refinance) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients:<br>- This data attribute relates to restructures that are active as at the Preliminary Portfolio Date only. Any historic restructures that have been cancelled or rehabilitated prior to the Preliminary Portfolio Date are stated in the Preliminary Extraction File as 'n.a.'.<br>- Latest Restructuring Date refers to items with an active restructure type of 'Refinanciación' or 'Reestructurada' as per the source only. Where the restructure type per the source refers to "Renovación" or "Renegociación", and the Preliminary Extraction File states 'n.a.', this procedure has not been marked as a difference.<br>|

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;15 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***25*** | &nbsp;&nbsp;Grace Period End Date | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, if the data attribute in the Preliminary Extraction File is 'n.a.' and the source is not populated, this procedure has not been marked as a difference.<br>|
| &nbsp;&nbsp;***26*** | &nbsp;&nbsp;Interest Rate Cap | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source. |
| &nbsp;&nbsp;***27*** | &nbsp;&nbsp;Interest Rate Floor | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source. |
| &nbsp;&nbsp;***28*** | &nbsp;&nbsp;Mortgage Deed | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Nota Simple / Land Registry Excerpt, where relevant or Mortgage Deeds or any loan modification or private restructure deeds | &nbsp;&nbsp;For each item in the Preliminary Sample check if the mortgage loan has been granted through a duly signed mortgage deed or that the mortgage is registered in the Land Registry Excerpt/Nota Simple. |
| &nbsp;&nbsp;***29*** | &nbsp;&nbsp;Municipality/town | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt, Mortgage Deeds or Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>|

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;16 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***30*** | &nbsp;&nbsp;Latest Appraisal Value (Gross Appraisal Value) | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Appraisal Report / Certificate or where not available, Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample with a latest valuation type of 'ECO' or 'Provisions Team', check if the data attribute per the Preliminary Extraction File agrees to the Appraisal Report/Certificate.<br>As instructed by the Data AUP Letter Recipients, for each item in the Sample with a latest valuation type of 'Statistical', no Appraisal Report / Certificate is available and therefore the procedure will be performed with reference to the Extract from IT System only.<br>|
| &nbsp;&nbsp;***31*** | &nbsp;&nbsp;Date of Latest Appraisal Value | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Appraisal Report / Certificate or where not available, Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample with a 'Latest Valuation Type' of 'ECO' or 'Provisions Team', check if the data attribute per the Preliminary Extraction File agrees to the Appraisal Report/Certificate.<br>As instructed by the Data AUP Letter Recipients, for each item in the Sample with a 'Latest Valuation Type' of 'Statistical', no Appraisal Report / Certificate is available and therefore the procedure has been performed with reference to the Extract from IT System only.<br>|
| &nbsp;&nbsp;***32*** | &nbsp;&nbsp;Latest Valuation Type (Latest valuation methodology) | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Appraisal Report / Certificate or where not available, Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample with a 'Latest Valuation Type' of 'ECO' or 'Provisions Team', check if the data attribute per the Preliminary Extraction File agrees to the Appraisal Report/Certificate.<br>As instructed by the Data AUP Letter Recipients, for each item in the Sample with a 'Latest Valuation Type' of 'Statistical', no Appraisal Report / Certificate is available and therefore the procedure has been performed with reference to the Extract from IT System only.<br>|
| &nbsp;&nbsp;***33*** | &nbsp;&nbsp;Customer Year of Birth | &nbsp;&nbsp;Participant | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, where the Participant is a company, the data attribute reflects the year of incorporation.<br>|

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;17 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***34*** | &nbsp;&nbsp;Debtor Nationality | &nbsp;&nbsp;Participant | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source. |
| &nbsp;&nbsp;***35*** | &nbsp;&nbsp;Current bonification applied | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source. |
| &nbsp;&nbsp;***36*** | &nbsp;&nbsp;Maximum bonification | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Preliminary Sample check if the data attribute per the Preliminary Extraction File agrees to the source. |

---

**Service B – Pool Agreed-Upon Procedures to be carried out on a sample basis relating to the December 2025 portfolio**

*Provision of a data file*

The Data AUP Letter Recipients have informed us that the Seller will provide a data file to us containing details of a portfolio of Spanish residential mortgage loans proposed to be the subject of a securitisation (the "**Final Portfolio**") as at 31 December 2025 (the "**Final Portfolio Date**"). We will draw a sample of items at random from the data file (the "**Final Sample**") and will notify the items selected to the Seller. The number of items in the Final Sample will be determined on the basis described under "Sampling" below.

The Seller will then provide a data file to us containing details relating to items in the Final Sample as at the Final Portfolio Date (the "**Final Extraction File**").

The Seller and/or the Originator will also provide source documentation to us that the Data AUP Letter Recipients wish us to use for the purposes of the agreed-upon procedures.

As instructed by the Data AUP Letter Recipients, where an item in the Final Sample is linked to multiple collaterals, all collaterals associated with such item are to be tested. See 'Notes in relation to the manner of reporting certain findings' below regarding the percentage differences reported for 'Collateral' level procedures.

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;18 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

*Sampling* 

Sampling is a process of examining less than the total number of items in a population in order to calculate a statistical interpretation about that population. Sampling techniques inherently assume that the sample is representative of the population as a whole. The Data AUP Letter Recipients have requested that we calculate the sample size based on the total number of items in the Final Portfolio using the following parameters:

Expected deviation rate: 0%

Tolerable deviation rate: 1%

Confidence level: 99%

on the basis that differences between the data attributes and their respective sources are hypergeometrically distributed. We make no representations regarding the use of, or assumptions underlying the sampling techniques.

*Procedures*

The procedures that the Data AUP Letter Recipients have instructed us, and that we have agreed, to perform in relation to the information contained in the Final Extraction File are set out in the table below.

In these procedures, "Extract from IT System" means the output from an SQL query ran by KPMG to extract the relevant data attributes from the underlying mortgage system as at the Final Portfolio Date.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |
| &nbsp;&nbsp;***1*** | &nbsp;&nbsp;Borrower reference | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source. |  |
| &nbsp;&nbsp;***2*** | &nbsp;&nbsp;Loan reference | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source. |  |
| &nbsp;&nbsp;***3*** | &nbsp;&nbsp;Loan Maturity Date | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, for items in the Final Sample with a Loan Maturity Date prior to 01/01/2000 per the source, check that the Final Extraction File is equal to the data attribute per the source plus 100 years.<br>|  |

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;19 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***4*** | &nbsp;&nbsp;Earliest unpayment | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample that is not flagged as "performing" (by reference to a value of more than 0 in the account status field of the source), check if the data attribute per the Final Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, for items in the Final Sample flagged as 'performing' (by reference to a value of 0 in the account status field of the source), where the Final Extraction File states 'n/a', this has not been marked as a difference. | &nbsp;&nbsp;For each item in the Final Sample that is not flagged as "performing" (by reference to a value of more than 0 in the account status field of the source), check if the data attribute per the Final Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, for items in the Final Sample flagged as 'performing' (by reference to a value of 0 in the account status field of the source), where the Final Extraction File states 'n/a', this has not been marked as a difference. |
| &nbsp;&nbsp;***5*** | &nbsp;&nbsp;Fixed / Variable interest | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source (translated from Spanish to English). | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source (translated from Spanish to English). |
| &nbsp;&nbsp;***6*** | &nbsp;&nbsp;Interest rate of reference | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System or where missing, the IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, the following mapping table should be used for the purpose of this procedure: | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, the following mapping table should be used for the purpose of this procedure: |
|  |  |  |  | &nbsp;&nbsp;**Per Final <br> Extraction File** | **Per Source (Extract <br> from IT System)** |
|  |  |  |  | &nbsp;&nbsp;Euribor | - EURIBOR A 1 AÑO<br>- EURIBOR – A LAS 11 HORAS<br>- BB-EURIBOR A 1 AÑO – M.MENSUAL – INDICE OFICIAL-DIARI<br>|
|  |  |  |  | &nbsp;&nbsp;Fixed-Rate | - I.R.P.H. CAJAS<br>- 'Blank' i.e. No Rate of Reference<br>|
|  |  |  |  | &nbsp;&nbsp;IRPH | - I.R.P.H. CONJUNTO DE ENTIDADES |
|  |  |  |  | &nbsp;&nbsp;Other | - V.P.O. MINISTERIO DE FOMENTO 2002-2005<br>- MENOR EURIBOR OF+1 \* IRPH ENTIDADES<br>- MENOR EURIBOR OF+0,75 \* IRPH ENTIDADES<br>|

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;20 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***7*** | &nbsp;&nbsp;Interest Rate (%) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source. |  |
| &nbsp;&nbsp;***8*** | &nbsp;&nbsp;Interest Rate Margin (%) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, the Interest Rate Margin for 'Fixed Rate' loans (as per Procedure 5) has been marked as N/A.<br>|  |
| &nbsp;&nbsp;***9*** | &nbsp;&nbsp;Amortization type | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source (translated from Spanish to English). | &nbsp;&nbsp;Differences attributable contractions are to be treated as matching the source. |
| &nbsp;&nbsp;***10*** | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients:<br>- This data attribute relates to refinance arrangements that are active as at the Final Portfolio Date only. Any historic refinances that have been cancelled or rehabilitated prior to the Final Portfolio Date are stated in the Final Extraction File as 'n.a.'.<br>- Date of last refinance refers to items with a refinance type of 'Refinanciación' or 'Reestructurada' as per the source only. Where the refinance type per the source is blank or refers to "Renovación" or "Renegociación", and the Final Extraction File states 'n.a.', this procedure has not been marked as a difference.<br>|  |

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;21 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***11*** | &nbsp;&nbsp;End of latest grace period | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, if the data attribute in the Final Extraction File is 'n.a.' and the source is not populated, this procedure has not been marked as a difference.<br>|
| &nbsp;&nbsp;***12*** | &nbsp;&nbsp;Outstanding principal balance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, Outstanding principal balance is the sum of Outstanding principal, Past due principal, Unpaid equity interests and Suspended assets (principal) per the Final Extraction File.<br>|
| &nbsp;&nbsp;***13*** | &nbsp;&nbsp;Total outstanding debt | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, Total outstanding debt is the sum of Outstanding principal, Past due principal, Suspended assets (principal), Unpaid equity interests, Ordinary interests on off-balance sheet items, Accumulated default amounts on off-balance sheet items and Unpaid equity commissions per the Final Extraction File.<br>|
| &nbsp;&nbsp;***14*** | &nbsp;&nbsp;Past due principal | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source. |

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;22 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***No*** | &nbsp;&nbsp;***Data <br> Attribute*** | &nbsp;&nbsp;***Level*** | &nbsp;&nbsp;***Source*** | &nbsp;&nbsp;***Procedure*** | &nbsp;&nbsp;***Tolerance*** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;***15*** | &nbsp;&nbsp;Suspended assets (principal) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source. |
| &nbsp;&nbsp;***16*** | &nbsp;&nbsp;Unpaid equity interests | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source. |
| &nbsp;&nbsp;***17*** | &nbsp;&nbsp;Applied bonification (interest rate) | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source. |
| &nbsp;&nbsp;***18*** | &nbsp;&nbsp;Next interest rate review date | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source.<br>As instructed by the Data AUP Letter Recipients, where the Date of Next Interest Review is populated with '01/01/1900' or '01/01/2000' per the source and 'Fixed-rate' in the Final Extraction File, this procedure has not been marked as a difference.<br>As instructed by the Data AUP Letter Recipients, for 'IRPH Cajas' loans only (identified per the source), where the 'Next interest rate review date' is populated but the Final Extraction File states 'Fixed-rate', this procedure has not been marked as a difference.<br>|
| &nbsp;&nbsp;***19*** | &nbsp;&nbsp;Gross Appraisal Value | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source. |
| &nbsp;&nbsp;***20*** | &nbsp;&nbsp;Date of last valuation | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source. |
| &nbsp;&nbsp;***21*** | &nbsp;&nbsp;Latest valuation methodology | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;For each item in the Final Sample check if the data attribute per the Final Extraction File agrees to the source. |

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;23 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

*Notes in relation to the manner of reporting certain findings*

*1)* *Reporting the findings*

Where a data attribute contained in the Preliminary Extraction File and/or Final Extraction File for an individual loan does not match the source, this is to be reported as a 'difference' or 'D'.

Where the Data AUP Letter Recipients have instructed us not to perform a procedure in relation to certain items within the Preliminary Sample and/or Final Sample, this is to be reported as 'not applicable' or 'N/A'.

Where a source document has not been provided, or the data attribute is missing from the source document, this is to be reported as 'missing source', 'missing from source' or 'MS'.

*2)* *Statistical interpretation for 'Loan' level procedures*

For the purposes of the statistical interpretation, the Data AUP Letter Recipients require us to present the statistical extrapolation for each procedure as follows:

**Primary calculation:**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) Calculation
 to be based on the total number of items in the Preliminary Sample and/or Final Sample.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(ii) Calculation
 to be performed treating as errors both differences and missing sources.

**Secondary calculation:** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(iii) Calculation
 to be based on the total number of items in the Preliminary Sample and/or Final Sample
 after subtracting the number of items with missing sources.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(iv) Calculation
 to be performed treating as errors differences only.

For 'Collateral' level procedures, an absolute percentage difference has been reported in accordance with the primary and secondary calculations noted above. No statistical extrapolation has been presented for these procedures.

Where a procedure specifies agreement to specific documentation, and the Seller and/or the Originator has provided as part of the source documentation written evidence of amendments or additions to an original document or documents, the instruction of the Data AUP Letter Recipients to us is to conduct the relevant procedure on the basis of the information contained in the amendments or additions to the original documentation and not the information contained in the original documentation.

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;24 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | |
|:---|:---|
| ![](ex991002.jpg) |  |
|  | ***KPMG LLP*** |
|  | *Engagement to perform agreed-upon procedures in relation to a portfolio of Spanish <br> residential mortgage loans proposed to be the subject of a securitisation* |
|  | *11 March 2026* |

---

In reporting findings on the basis of the procedures to be undertaken, the Data AUP Letter Recipients have specified that results are to be reported as being in agreement if any difference found is below the tolerance level, if any, set out above.

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;25 |
| &nbsp;&nbsp;**Document Classification - KPMG Confidential** | &nbsp;&nbsp;**Document Classification - KPMG Confidential** |

---

---

| | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** |
| &nbsp;&nbsp;&nbsp;**Project Falkor** | &nbsp;&nbsp;&nbsp;**Origination Bank - Mortgage Deeds or any loan modification or private restructure deeds, where relevant or Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Borrower Name - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Origination Date - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Contract Loan Advance Amount (Original loan balance) - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Currency - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Repayment Method (Amortization type) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Frequency (Amortization frequency) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Index (Interest rate of reference) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maturity Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Type (Fixed/Variable interest) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate Margin - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Next Interest Rate Review - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Balance (Total outstanding debt) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Due (March 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Jan 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Feb 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (March 2025) - IT System** |
| &nbsp;&nbsp;&nbsp;Sample Size : 440 | &nbsp;&nbsp;&nbsp;**Origination Bank - Mortgage Deeds or any loan modification or private restructure deeds, where relevant or Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Borrower Name - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Origination Date - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Contract Loan Advance Amount (Original loan balance) - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Currency - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Repayment Method (Amortization type) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Frequency (Amortization frequency) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Index (Interest rate of reference) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maturity Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Type (Fixed/Variable interest) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate Margin - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Next Interest Rate Review - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Balance (Total outstanding debt) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Due (March 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Jan 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Feb 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (March 2025) - IT System** |
| &nbsp;&nbsp;&nbsp;Preliminary Portfolio Date : 31-Mar-25 | &nbsp;&nbsp;&nbsp;**Origination Bank - Mortgage Deeds or any loan modification or private restructure deeds, where relevant or Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Borrower Name - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Origination Date - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Contract Loan Advance Amount (Original loan balance) - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Currency - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Repayment Method (Amortization type) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Frequency (Amortization frequency) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Index (Interest rate of reference) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maturity Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Type (Fixed/Variable interest) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate Margin - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Next Interest Rate Review - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Balance (Total outstanding debt) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Due (March 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Jan 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Feb 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (March 2025) - IT System** |
|  | &nbsp;&nbsp;&nbsp;**Origination Bank - Mortgage Deeds or any loan modification or private restructure deeds, where relevant or Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Borrower Name - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Origination Date - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Contract Loan Advance Amount (Original loan balance) - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Currency - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Repayment Method (Amortization type) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Frequency (Amortization frequency) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Index (Interest rate of reference) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maturity Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Type (Fixed/Variable interest) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate Margin - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Next Interest Rate Review - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Balance (Total outstanding debt) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Due (March 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Jan 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Feb 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (March 2025) - IT System** |
|  | &nbsp;&nbsp;&nbsp;**Origination Bank - Mortgage Deeds or any loan modification or private restructure deeds, where relevant or Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Borrower Name - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Origination Date - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Contract Loan Advance Amount (Original loan balance) - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Currency - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Repayment Method (Amortization type) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Frequency (Amortization frequency) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Index (Interest rate of reference) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maturity Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Type (Fixed/Variable interest) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate Margin - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Next Interest Rate Review - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Balance (Total outstanding debt) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Due (March 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Jan 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Feb 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (March 2025) - IT System** |
|  | &nbsp;&nbsp;&nbsp;**Origination Bank - Mortgage Deeds or any loan modification or private restructure deeds, where relevant or Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Borrower Name - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Origination Date - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Contract Loan Advance Amount (Original loan balance) - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Currency - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Repayment Method (Amortization type) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Frequency (Amortization frequency) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Index (Interest rate of reference) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maturity Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Type (Fixed/Variable interest) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate Margin - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Next Interest Rate Review - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Balance (Total outstanding debt) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Due (March 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Jan 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Feb 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (March 2025) - IT System** |
|  | &nbsp;&nbsp;&nbsp;**Origination Bank - Mortgage Deeds or any loan modification or private restructure deeds, where relevant or Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Borrower Name - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Origination Date - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Contract Loan Advance Amount (Original loan balance) - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Currency - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Repayment Method (Amortization type) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Frequency (Amortization frequency) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Index (Interest rate of reference) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maturity Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Type (Fixed/Variable interest) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate Margin - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Next Interest Rate Review - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Balance (Total outstanding debt) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Due (March 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Jan 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Feb 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (March 2025) - IT System** |
|  | &nbsp;&nbsp;&nbsp;**Origination Bank - Mortgage Deeds or any loan modification or private restructure deeds, where relevant or Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Borrower Name - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Origination Date - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Contract Loan Advance Amount (Original loan balance) - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Currency - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Repayment Method (Amortization type) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Frequency (Amortization frequency) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Index (Interest rate of reference) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maturity Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Type (Fixed/Variable interest) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate Margin - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Next Interest Rate Review - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Balance (Total outstanding debt) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Due (March 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Jan 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Feb 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (March 2025) - IT System** |
|  | &nbsp;&nbsp;&nbsp;**Origination Bank - Mortgage Deeds or any loan modification or private restructure deeds, where relevant or Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Borrower Name - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Origination Date - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Contract Loan Advance Amount (Original loan balance) - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Currency - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Repayment Method (Amortization type) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Frequency (Amortization frequency) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Index (Interest rate of reference) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maturity Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Type (Fixed/Variable interest) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate Margin - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Next Interest Rate Review - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Balance (Total outstanding debt) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Due (March 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Jan 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Feb 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (March 2025) - IT System** |
|  | &nbsp;&nbsp;&nbsp;**Origination Bank - Mortgage Deeds or any loan modification or private restructure deeds, where relevant or Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Borrower Name - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Origination Date - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Contract Loan Advance Amount (Original loan balance) - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Currency - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Repayment Method (Amortization type) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Frequency (Amortization frequency) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Index (Interest rate of reference) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maturity Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Type (Fixed/Variable interest) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate Margin - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Next Interest Rate Review - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Balance (Total outstanding debt) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Due (March 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Jan 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Feb 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (March 2025) - IT System** |
|  | &nbsp;&nbsp;&nbsp;**Origination Bank - Mortgage Deeds or any loan modification or private restructure deeds, where relevant or Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Borrower Name - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Origination Date - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Contract Loan Advance Amount (Original loan balance) - Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan Currency - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Repayment Method (Amortization type) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Frequency (Amortization frequency) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Index (Interest rate of reference) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maturity Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Type (Fixed/Variable interest) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Interest Rate Margin - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Next Interest Rate Review - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current Balance (Total outstanding debt) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Payment Due (March 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Jan 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (Feb 2025) - IT System** | &nbsp;&nbsp;&nbsp;**Payment Made (March 2025) - IT System** |
| &nbsp;&nbsp;&nbsp;Procedure Number | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;22.1 | &nbsp;&nbsp;&nbsp;22.2 | &nbsp;&nbsp;&nbsp;22.3 |
|  |  |  | &nbsp;&nbsp;&nbsp;9a | &nbsp;&nbsp;&nbsp;10a |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Not Applicable (N/A) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;Primary Calculation: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(i) Sample | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 |
| &nbsp;&nbsp;&nbsp;- Differences (D) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;- Missing Sources (MS) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;(ii) Sum of Differences and Missing Sources | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;Statistical extrapolation | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.45%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** |
| &nbsp;&nbsp;&nbsp;Secondary Calculation: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(iii) Sample excluding MS | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 |
| &nbsp;&nbsp;&nbsp;(iv) Differences (D) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;Statistical extrapolation | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.45%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** |
| &nbsp;&nbsp;&nbsp;KPMG Ref |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Loan Level Procedures** |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;**Project Falkor** | &nbsp;&nbsp;&nbsp;**Current Arrears Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Restructuring Date (Date of last refinance) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Grace Period End Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Cap - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Floor - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Mortgage Deed - Nota Simple / Land Registry Excerpt, where relevant or Mortgage Deeds or any loan modification or private restructure deeds** | &nbsp;&nbsp;&nbsp;**Customer Year of Birth - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Debtor Nationality - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current bonification applied - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maximum bonification - Extract from IT System** |  |
| &nbsp;&nbsp;&nbsp;Sample Size : 440 | &nbsp;&nbsp;&nbsp;**Current Arrears Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Restructuring Date (Date of last refinance) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Grace Period End Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Cap - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Floor - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Mortgage Deed - Nota Simple / Land Registry Excerpt, where relevant or Mortgage Deeds or any loan modification or private restructure deeds** | &nbsp;&nbsp;&nbsp;**Customer Year of Birth - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Debtor Nationality - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current bonification applied - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maximum bonification - Extract from IT System** |  |
| &nbsp;&nbsp;&nbsp;Preliminary Portfolio Date : 31-Mar-25 | &nbsp;&nbsp;&nbsp;**Current Arrears Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Restructuring Date (Date of last refinance) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Grace Period End Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Cap - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Floor - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Mortgage Deed - Nota Simple / Land Registry Excerpt, where relevant or Mortgage Deeds or any loan modification or private restructure deeds** | &nbsp;&nbsp;&nbsp;**Customer Year of Birth - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Debtor Nationality - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current bonification applied - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maximum bonification - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Current Arrears Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Restructuring Date (Date of last refinance) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Grace Period End Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Cap - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Floor - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Mortgage Deed - Nota Simple / Land Registry Excerpt, where relevant or Mortgage Deeds or any loan modification or private restructure deeds** | &nbsp;&nbsp;&nbsp;**Customer Year of Birth - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Debtor Nationality - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current bonification applied - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maximum bonification - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Current Arrears Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Restructuring Date (Date of last refinance) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Grace Period End Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Cap - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Floor - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Mortgage Deed - Nota Simple / Land Registry Excerpt, where relevant or Mortgage Deeds or any loan modification or private restructure deeds** | &nbsp;&nbsp;&nbsp;**Customer Year of Birth - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Debtor Nationality - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current bonification applied - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maximum bonification - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Current Arrears Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Restructuring Date (Date of last refinance) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Grace Period End Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Cap - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Floor - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Mortgage Deed - Nota Simple / Land Registry Excerpt, where relevant or Mortgage Deeds or any loan modification or private restructure deeds** | &nbsp;&nbsp;&nbsp;**Customer Year of Birth - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Debtor Nationality - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current bonification applied - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maximum bonification - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Current Arrears Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Restructuring Date (Date of last refinance) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Grace Period End Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Cap - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Floor - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Mortgage Deed - Nota Simple / Land Registry Excerpt, where relevant or Mortgage Deeds or any loan modification or private restructure deeds** | &nbsp;&nbsp;&nbsp;**Customer Year of Birth - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Debtor Nationality - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current bonification applied - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maximum bonification - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Current Arrears Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Restructuring Date (Date of last refinance) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Grace Period End Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Cap - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Floor - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Mortgage Deed - Nota Simple / Land Registry Excerpt, where relevant or Mortgage Deeds or any loan modification or private restructure deeds** | &nbsp;&nbsp;&nbsp;**Customer Year of Birth - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Debtor Nationality - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current bonification applied - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maximum bonification - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Current Arrears Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Restructuring Date (Date of last refinance) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Grace Period End Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Cap - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Floor - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Mortgage Deed - Nota Simple / Land Registry Excerpt, where relevant or Mortgage Deeds or any loan modification or private restructure deeds** | &nbsp;&nbsp;&nbsp;**Customer Year of Birth - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Debtor Nationality - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current bonification applied - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maximum bonification - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Current Arrears Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Restructuring Date (Date of last refinance) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Grace Period End Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Cap - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Floor - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Mortgage Deed - Nota Simple / Land Registry Excerpt, where relevant or Mortgage Deeds or any loan modification or private restructure deeds** | &nbsp;&nbsp;&nbsp;**Customer Year of Birth - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Debtor Nationality - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current bonification applied - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maximum bonification - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Current Arrears Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Restructuring Date (Date of last refinance) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Grace Period End Date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Cap - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest Rate Floor - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Mortgage Deed - Nota Simple / Land Registry Excerpt, where relevant or Mortgage Deeds or any loan modification or private restructure deeds** | &nbsp;&nbsp;&nbsp;**Customer Year of Birth - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Debtor Nationality - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Current bonification applied - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Maximum bonification - Extract from IT System** |  |
| &nbsp;&nbsp;&nbsp;Procedure Number | &nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;36 |  |
| &nbsp;&nbsp;&nbsp;Not Applicable (N/A) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**71** |
| &nbsp;&nbsp;&nbsp;Primary Calculation: |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(i) Sample | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 |  |
| &nbsp;&nbsp;&nbsp;- Differences (D) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**1** |
| &nbsp;&nbsp;&nbsp;- Missing Sources (MS) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**0** |
| &nbsp;&nbsp;&nbsp;(ii) Sum of Differences and Missing Sources | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**1** |
| &nbsp;&nbsp;&nbsp;Statistical extrapolation | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** |  |
| &nbsp;&nbsp;&nbsp;Secondary Calculation: |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(iii) Sample excluding MS | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 |  |
| &nbsp;&nbsp;&nbsp;(iv) Differences (D) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**1** |
| &nbsp;&nbsp;&nbsp;Statistical extrapolation | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** |  |
| &nbsp;&nbsp;&nbsp;KPMG Ref |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |

---

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| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Collateral Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Collateral Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix B: Findings - Collateral Level Procedures** |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;**Project Falkor** | &nbsp;&nbsp;&nbsp;**Project Falkor** | &nbsp;&nbsp;&nbsp;**Lien (Priority Ranking) - Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Registry Plot Number - Nota Simple / Land Registry Excerpt or Mortgage Deeds or any loan modification or private restructure deeds, where relevant** | &nbsp;&nbsp;&nbsp;**Occupancy Type at Origination - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Property Type (Collateral type) - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds** | &nbsp;&nbsp;&nbsp;**Original Valuation Amount - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Original Valuation Date - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Municipality/town - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt, Mortgage Deeds or Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Appraisal Value (Gross Appraisal Value) - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Latest Appraisal Value - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Valuation Type (Latest valuation methodology) - Appraisal Report / Certificate or where not available, Extract from IT System** |  |
| &nbsp;&nbsp;&nbsp;Sample Size : 482 | &nbsp;&nbsp;&nbsp;Sample Size : 482 | &nbsp;&nbsp;&nbsp;**Lien (Priority Ranking) - Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Registry Plot Number - Nota Simple / Land Registry Excerpt or Mortgage Deeds or any loan modification or private restructure deeds, where relevant** | &nbsp;&nbsp;&nbsp;**Occupancy Type at Origination - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Property Type (Collateral type) - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds** | &nbsp;&nbsp;&nbsp;**Original Valuation Amount - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Original Valuation Date - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Municipality/town - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt, Mortgage Deeds or Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Appraisal Value (Gross Appraisal Value) - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Latest Appraisal Value - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Valuation Type (Latest valuation methodology) - Appraisal Report / Certificate or where not available, Extract from IT System** |  |
| &nbsp;&nbsp;&nbsp;Preliminary Portfolio Date : 31-Mar-25 | &nbsp;&nbsp;&nbsp;Preliminary Portfolio Date : 31-Mar-25 | &nbsp;&nbsp;&nbsp;**Lien (Priority Ranking) - Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Registry Plot Number - Nota Simple / Land Registry Excerpt or Mortgage Deeds or any loan modification or private restructure deeds, where relevant** | &nbsp;&nbsp;&nbsp;**Occupancy Type at Origination - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Property Type (Collateral type) - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds** | &nbsp;&nbsp;&nbsp;**Original Valuation Amount - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Original Valuation Date - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Municipality/town - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt, Mortgage Deeds or Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Appraisal Value (Gross Appraisal Value) - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Latest Appraisal Value - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Valuation Type (Latest valuation methodology) - Appraisal Report / Certificate or where not available, Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Lien (Priority Ranking) - Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Registry Plot Number - Nota Simple / Land Registry Excerpt or Mortgage Deeds or any loan modification or private restructure deeds, where relevant** | &nbsp;&nbsp;&nbsp;**Occupancy Type at Origination - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Property Type (Collateral type) - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds** | &nbsp;&nbsp;&nbsp;**Original Valuation Amount - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Original Valuation Date - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Municipality/town - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt, Mortgage Deeds or Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Appraisal Value (Gross Appraisal Value) - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Latest Appraisal Value - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Valuation Type (Latest valuation methodology) - Appraisal Report / Certificate or where not available, Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Lien (Priority Ranking) - Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Registry Plot Number - Nota Simple / Land Registry Excerpt or Mortgage Deeds or any loan modification or private restructure deeds, where relevant** | &nbsp;&nbsp;&nbsp;**Occupancy Type at Origination - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Property Type (Collateral type) - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds** | &nbsp;&nbsp;&nbsp;**Original Valuation Amount - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Original Valuation Date - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Municipality/town - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt, Mortgage Deeds or Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Appraisal Value (Gross Appraisal Value) - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Latest Appraisal Value - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Valuation Type (Latest valuation methodology) - Appraisal Report / Certificate or where not available, Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Lien (Priority Ranking) - Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Registry Plot Number - Nota Simple / Land Registry Excerpt or Mortgage Deeds or any loan modification or private restructure deeds, where relevant** | &nbsp;&nbsp;&nbsp;**Occupancy Type at Origination - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Property Type (Collateral type) - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds** | &nbsp;&nbsp;&nbsp;**Original Valuation Amount - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Original Valuation Date - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Municipality/town - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt, Mortgage Deeds or Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Appraisal Value (Gross Appraisal Value) - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Latest Appraisal Value - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Valuation Type (Latest valuation methodology) - Appraisal Report / Certificate or where not available, Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Lien (Priority Ranking) - Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Registry Plot Number - Nota Simple / Land Registry Excerpt or Mortgage Deeds or any loan modification or private restructure deeds, where relevant** | &nbsp;&nbsp;&nbsp;**Occupancy Type at Origination - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Property Type (Collateral type) - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds** | &nbsp;&nbsp;&nbsp;**Original Valuation Amount - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Original Valuation Date - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Municipality/town - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt, Mortgage Deeds or Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Appraisal Value (Gross Appraisal Value) - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Latest Appraisal Value - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Valuation Type (Latest valuation methodology) - Appraisal Report / Certificate or where not available, Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Lien (Priority Ranking) - Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Registry Plot Number - Nota Simple / Land Registry Excerpt or Mortgage Deeds or any loan modification or private restructure deeds, where relevant** | &nbsp;&nbsp;&nbsp;**Occupancy Type at Origination - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Property Type (Collateral type) - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds** | &nbsp;&nbsp;&nbsp;**Original Valuation Amount - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Original Valuation Date - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Municipality/town - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt, Mortgage Deeds or Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Appraisal Value (Gross Appraisal Value) - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Latest Appraisal Value - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Valuation Type (Latest valuation methodology) - Appraisal Report / Certificate or where not available, Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Lien (Priority Ranking) - Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Registry Plot Number - Nota Simple / Land Registry Excerpt or Mortgage Deeds or any loan modification or private restructure deeds, where relevant** | &nbsp;&nbsp;&nbsp;**Occupancy Type at Origination - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Property Type (Collateral type) - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds** | &nbsp;&nbsp;&nbsp;**Original Valuation Amount - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Original Valuation Date - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Municipality/town - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt, Mortgage Deeds or Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Appraisal Value (Gross Appraisal Value) - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Latest Appraisal Value - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Valuation Type (Latest valuation methodology) - Appraisal Report / Certificate or where not available, Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Lien (Priority Ranking) - Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Registry Plot Number - Nota Simple / Land Registry Excerpt or Mortgage Deeds or any loan modification or private restructure deeds, where relevant** | &nbsp;&nbsp;&nbsp;**Occupancy Type at Origination - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Property Type (Collateral type) - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds** | &nbsp;&nbsp;&nbsp;**Original Valuation Amount - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Original Valuation Date - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Municipality/town - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt, Mortgage Deeds or Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Appraisal Value (Gross Appraisal Value) - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Latest Appraisal Value - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Valuation Type (Latest valuation methodology) - Appraisal Report / Certificate or where not available, Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Lien (Priority Ranking) - Nota Simple / Land Registry Excerpt** | &nbsp;&nbsp;&nbsp;**Registry Plot Number - Nota Simple / Land Registry Excerpt or Mortgage Deeds or any loan modification or private restructure deeds, where relevant** | &nbsp;&nbsp;&nbsp;**Occupancy Type at Origination - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Property Type (Collateral type) - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds** | &nbsp;&nbsp;&nbsp;**Original Valuation Amount - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Original Valuation Date - Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Municipality/town - Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt, Mortgage Deeds or Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Appraisal Value (Gross Appraisal Value) - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of Latest Appraisal Value - Appraisal Report / Certificate or where not available, Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest Valuation Type (Latest valuation methodology) - Appraisal Report / Certificate or where not available, Extract from IT System** |  |
| &nbsp;&nbsp;&nbsp;Procedure Number |  | &nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;32 |  |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;7a | &nbsp;&nbsp;&nbsp;8a | &nbsp;&nbsp;&nbsp;29a | &nbsp;&nbsp;&nbsp;30a | &nbsp;&nbsp;&nbsp;31a | &nbsp;&nbsp;&nbsp;32a |  |
| &nbsp;&nbsp;&nbsp;Not Applicable (N/A) |  | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**0** |
| &nbsp;&nbsp;&nbsp;Primary Calculation: |  |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(i) Sample |  | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 |  |
| &nbsp;&nbsp;&nbsp;- Differences (D) |  | &nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**37** |
| &nbsp;&nbsp;&nbsp;- Missing Sources (MS) | &nbsp;&nbsp;&nbsp;- Missing Sources (MS) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**0** |
| &nbsp;&nbsp;&nbsp;(ii) Sum of Differences and Missing Sources | &nbsp;&nbsp;&nbsp;(ii) Sum of Differences and Missing Sources | &nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**37** |
| &nbsp;&nbsp;&nbsp;Absolute percentage difference | &nbsp;&nbsp;&nbsp;Absolute percentage difference | &nbsp;&nbsp;&nbsp;**0.62%** | &nbsp;&nbsp;&nbsp;**0.21%** | &nbsp;&nbsp;&nbsp;**0.00%** | &nbsp;&nbsp;&nbsp;**0.83%** | &nbsp;&nbsp;&nbsp;**2.90%** | &nbsp;&nbsp;&nbsp;**2.90%** | &nbsp;&nbsp;&nbsp;**0.21%** | &nbsp;&nbsp;&nbsp;**0.00%** | &nbsp;&nbsp;&nbsp;**0.00%** | &nbsp;&nbsp;&nbsp;**0.00%** |  |
| &nbsp;&nbsp;&nbsp;Secondary Calculation: |  |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(iii) Sample excluding MS | &nbsp;&nbsp;&nbsp;(iii) Sample excluding MS | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;482 |  |
| &nbsp;&nbsp;&nbsp;(iv) Differences (D) |  | &nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**37** |
| &nbsp;&nbsp;&nbsp;Absolute percentage difference | &nbsp;&nbsp;&nbsp;Absolute percentage difference | &nbsp;&nbsp;&nbsp;**0.62%** | &nbsp;&nbsp;&nbsp;**0.21%** | &nbsp;&nbsp;&nbsp;**0.00%** | &nbsp;&nbsp;&nbsp;**0.83%** | &nbsp;&nbsp;&nbsp;**2.90%** | &nbsp;&nbsp;&nbsp;**2.90%** | &nbsp;&nbsp;&nbsp;**0.21%** | &nbsp;&nbsp;&nbsp;**0.00%** | &nbsp;&nbsp;&nbsp;**0.00%** | &nbsp;&nbsp;&nbsp;**0.00%** |  |
| &nbsp;&nbsp;&nbsp;KPMG Ref | &nbsp;&nbsp;&nbsp;Collateral Sample Ref |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| &nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Appendix C: Details of Findings - Loan Level Procedures** | &nbsp;&nbsp;**Appendix C: Details of Findings - Loan Level Procedures** | &nbsp;&nbsp;**Appendix C: Details of Findings - Loan Level Procedures** | &nbsp;&nbsp;**Appendix C: Details of Findings - Loan Level Procedures** |  |  |  |
| &nbsp;&nbsp;**KPMG Ref.** | &nbsp;&nbsp;**Collateral Sample Ref.** | &nbsp;&nbsp;**Procedure Nbr.** | &nbsp;&nbsp;**Data Attribute** | &nbsp;&nbsp;**Source** | &nbsp;&nbsp;**Preliminary Extraction File Value** &nbsp;&nbsp;**Finding** | &nbsp;&nbsp;**Source Value** |
| &nbsp;&nbsp;69 | &nbsp;&nbsp;73 | &nbsp;&nbsp;Procedure 9 | &nbsp;&nbsp;Loan Origination Date | &nbsp;&nbsp;Mortgage Deeds or any loan modification or private restructure deeds or where not available, Extract from IT System | &nbsp;&nbsp;11/15/2017 &nbsp;&nbsp;D | &nbsp;&nbsp;12/18/2017 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Appendix C: Details of Findings - Collateral Level Procedures** | &nbsp;&nbsp;**Appendix C: Details of Findings - Collateral Level Procedures** | &nbsp;&nbsp;**Appendix C: Details of Findings - Collateral Level Procedures** | &nbsp;&nbsp;**Appendix C: Details of Findings - Collateral Level Procedures** |  |  |  |
| &nbsp;&nbsp;**KPMG Ref.** | &nbsp;&nbsp;**Collateral Sample Ref.** | &nbsp;&nbsp;**Procedure Nbr.** | &nbsp;&nbsp;**Data Attribute** | &nbsp;&nbsp;**Source** | &nbsp;&nbsp;**Preliminary Extraction File Value** &nbsp;&nbsp;**Finding** | &nbsp;&nbsp;**Source Value** |
| &nbsp;&nbsp;154 | &nbsp;&nbsp;172 | &nbsp;&nbsp;Procedure 3 | &nbsp;&nbsp;Lien (Priority Ranking) | &nbsp;&nbsp;Nota Simple / Land Registry Excerpt | &nbsp;&nbsp;Lien 1 &nbsp;&nbsp;D | &nbsp;&nbsp;Lien >1 |
| &nbsp;&nbsp;360 | &nbsp;&nbsp;393 | &nbsp;&nbsp;Procedure 3 | &nbsp;&nbsp;Lien (Priority Ranking) | &nbsp;&nbsp;Nota Simple / Land Registry Excerpt | &nbsp;&nbsp;Lien 1 &nbsp;&nbsp;D | &nbsp;&nbsp;Lien >1 |
| &nbsp;&nbsp;435 | &nbsp;&nbsp;477 | &nbsp;&nbsp;Procedure 3 | &nbsp;&nbsp;Lien (Priority Ranking) | &nbsp;&nbsp;Nota Simple / Land Registry Excerpt | &nbsp;&nbsp;Lien 1 &nbsp;&nbsp;D | &nbsp;&nbsp;Lien >1 |
| &nbsp;&nbsp;331 | &nbsp;&nbsp;362 | &nbsp;&nbsp;Procedure 4 | &nbsp;&nbsp;Registry Plot Number | &nbsp;&nbsp;Nota Simple / Land Registry Excerpt or Mortgage Deeds or any loan modification or private restructure deeds, where relevant | &nbsp;&nbsp;n.a. &nbsp;&nbsp;D | &nbsp;&nbsp;31041 |
| &nbsp;&nbsp;246 | &nbsp;&nbsp;271 | &nbsp;&nbsp;Procedure 6 | &nbsp;&nbsp;Property Type (Collateral type) | &nbsp;&nbsp;Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds | &nbsp;&nbsp;Torre/Vivienda Unifamiliar &nbsp;&nbsp;D | &nbsp;&nbsp;Solar |
| &nbsp;&nbsp;246 | &nbsp;&nbsp;272 | &nbsp;&nbsp;Procedure 6 | &nbsp;&nbsp;Property Type (Collateral type) | &nbsp;&nbsp;Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds | &nbsp;&nbsp;Torre/Vivienda Unifamiliar &nbsp;&nbsp;D | &nbsp;&nbsp;Solar |
| &nbsp;&nbsp;246 | &nbsp;&nbsp;273 | &nbsp;&nbsp;Procedure 6 | &nbsp;&nbsp;Property Type (Collateral type) | &nbsp;&nbsp;Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds | &nbsp;&nbsp;Torre/Vivienda Unifamiliar &nbsp;&nbsp;D | &nbsp;&nbsp;Solar |
| &nbsp;&nbsp;382 | &nbsp;&nbsp;416 | &nbsp;&nbsp;Procedure 6 | &nbsp;&nbsp;Property Type (Collateral type) | &nbsp;&nbsp;Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt or Mortgage Deeds | &nbsp;&nbsp;Finca Rustica &nbsp;&nbsp;D | &nbsp;&nbsp;Vivienda |
| &nbsp;&nbsp;75 | &nbsp;&nbsp;80 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;212170.00 &nbsp;&nbsp;D | &nbsp;&nbsp;129825.00 |
| &nbsp;&nbsp;117 | &nbsp;&nbsp;128 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;101185.00 &nbsp;&nbsp;D | &nbsp;&nbsp;94185.00 |
| &nbsp;&nbsp;136 | &nbsp;&nbsp;150 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;240000.00 &nbsp;&nbsp;D | &nbsp;&nbsp;265092.28 |
| &nbsp;&nbsp;163 | &nbsp;&nbsp;181 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;181104.16 &nbsp;&nbsp;D | &nbsp;&nbsp;169579.16 |
| &nbsp;&nbsp;180 | &nbsp;&nbsp;200 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;95000.00 &nbsp;&nbsp;D | &nbsp;&nbsp;104198.02 |
| &nbsp;&nbsp;248 | &nbsp;&nbsp;275 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;163003.50 &nbsp;&nbsp;D | &nbsp;&nbsp;125206.44 |
| &nbsp;&nbsp;275 | &nbsp;&nbsp;305 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;459867.00 &nbsp;&nbsp;D | &nbsp;&nbsp;262281.10 |
| &nbsp;&nbsp;282 | &nbsp;&nbsp;312 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;186400.00 &nbsp;&nbsp;D | &nbsp;&nbsp;102128.83 |
| &nbsp;&nbsp;283 | &nbsp;&nbsp;313 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;180000.00 &nbsp;&nbsp;D | &nbsp;&nbsp;171394.88 |
| &nbsp;&nbsp;316 | &nbsp;&nbsp;347 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;252875.00 &nbsp;&nbsp;D | &nbsp;&nbsp;202300.00 |
| &nbsp;&nbsp;320 | &nbsp;&nbsp;351 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;180000.00 &nbsp;&nbsp;D | &nbsp;&nbsp;172856.70 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Appendix C: Details of Findings - Collateral Level Procedures** | &nbsp;&nbsp;**Appendix C: Details of Findings - Collateral Level Procedures** | &nbsp;&nbsp;**Appendix C: Details of Findings - Collateral Level Procedures** | &nbsp;&nbsp;**Appendix C: Details of Findings - Collateral Level Procedures** |  |  |  |
| &nbsp;&nbsp;**KPMG Ref.** | &nbsp;&nbsp;**Collateral Sample Ref.** | &nbsp;&nbsp;**Procedure Nbr.** | &nbsp;&nbsp;**Data Attribute** | &nbsp;&nbsp;**Source** | &nbsp;&nbsp;**Preliminary Extraction File Value** &nbsp;&nbsp;**Finding** | &nbsp;&nbsp;**Source Value** |
| &nbsp;&nbsp;332 | &nbsp;&nbsp;363 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;120731.52 &nbsp;&nbsp;D | &nbsp;&nbsp;75750.60 |
| &nbsp;&nbsp;340 | &nbsp;&nbsp;372 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;240000.00 &nbsp;&nbsp;D | &nbsp;&nbsp;226444.71 |
| &nbsp;&nbsp;369 | &nbsp;&nbsp;403 | &nbsp;&nbsp;Procedure 7 | &nbsp;&nbsp;Original Valuation Amount | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;167735.43 &nbsp;&nbsp;D | &nbsp;&nbsp;181221.85 |
| &nbsp;&nbsp;17 | &nbsp;&nbsp;17 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;11/1/2008 &nbsp;&nbsp;D | &nbsp;&nbsp;5/6/2002 |
| &nbsp;&nbsp;31 | &nbsp;&nbsp;32 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;3/31/2015 &nbsp;&nbsp;D | &nbsp;&nbsp;2/4/2015 |
| &nbsp;&nbsp;64 | &nbsp;&nbsp;68 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;9/24/2004 &nbsp;&nbsp;D | &nbsp;&nbsp;6/16/2004 |
| &nbsp;&nbsp;99 | &nbsp;&nbsp;110 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;8/10/2010 &nbsp;&nbsp;D | &nbsp;&nbsp;7/30/2007 |
| &nbsp;&nbsp;244 | &nbsp;&nbsp;269 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;7/5/2013 &nbsp;&nbsp;D | &nbsp;&nbsp;8/20/2013 |
| &nbsp;&nbsp;259 | &nbsp;&nbsp;286 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;6/28/2004 &nbsp;&nbsp;D | &nbsp;&nbsp;4/13/2004 |
| &nbsp;&nbsp;260 | &nbsp;&nbsp;287 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;3/5/2007 &nbsp;&nbsp;D | &nbsp;&nbsp;4/16/2007 |
| &nbsp;&nbsp;275 | &nbsp;&nbsp;305 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;8/14/2007 &nbsp;&nbsp;D | &nbsp;&nbsp;3/14/2005 |
| &nbsp;&nbsp;357 | &nbsp;&nbsp;390 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;7/18/2005 &nbsp;&nbsp;D | &nbsp;&nbsp;9/12/2005 |
| &nbsp;&nbsp;383 | &nbsp;&nbsp;417 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;4/27/2015 &nbsp;&nbsp;D | &nbsp;&nbsp;3/3/2015 |
| &nbsp;&nbsp;404 | &nbsp;&nbsp;442 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;6/16/2006 &nbsp;&nbsp;D | &nbsp;&nbsp;3/22/2006 |
| &nbsp;&nbsp;410 | &nbsp;&nbsp;448 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;1/7/2010 &nbsp;&nbsp;D | &nbsp;&nbsp;8/21/2009 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Appendix C: Details of Findings - Collateral Level Procedures** | &nbsp;&nbsp;**Appendix C: Details of Findings - Collateral Level Procedures** | &nbsp;&nbsp;**Appendix C: Details of Findings - Collateral Level Procedures** | &nbsp;&nbsp;**Appendix C: Details of Findings - Collateral Level Procedures** |  |  |  |  |
| &nbsp;&nbsp;**KPMG Ref.** | &nbsp;&nbsp;**Collateral Sample Ref.** | &nbsp;&nbsp;**Procedure Nbr.** | &nbsp;&nbsp;**Data Attribute** | &nbsp;&nbsp;**Source** | &nbsp;&nbsp;**Preliminary Extraction File Value** | &nbsp;&nbsp;**Finding** | &nbsp;&nbsp;**Source Value** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;415 | &nbsp;&nbsp;456 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;7/24/2008&nbsp;&nbsp;D | &nbsp;&nbsp;8/29/2008 |
| &nbsp;&nbsp;419 | &nbsp;&nbsp;460 | &nbsp;&nbsp;Procedure 8 | &nbsp;&nbsp;Original Valuation Date | &nbsp;&nbsp;Appraisal Report / Certificate or Mortgage Deeds or where not available, Extract from IT System | &nbsp;&nbsp;9/27/2006 &nbsp;&nbsp;D | &nbsp;&nbsp;8/21/2006 |
| &nbsp;&nbsp;379 | &nbsp;&nbsp;413 | &nbsp;&nbsp;Procedure 29 | &nbsp;&nbsp;Municipality/town | &nbsp;&nbsp;Appraisal Report / Certificate, Nota Simple / Land Registry Excerpt, Mortgage Deeds or Extract from IT System | &nbsp;&nbsp;El Valle &nbsp;&nbsp;D | &nbsp;&nbsp;Melegis |

---

---

| | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;**Appendix D: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix D: Findings - Loan Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix D: Findings - Loan Level Procedures** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| **Project Falkor** | &nbsp;&nbsp;&nbsp;**Borrower reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan maturity date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Earliest unpayment - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Fixed / Variable interest - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate of reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate margin (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Amortization type - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last refinance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**End of latest grace period - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Outstanding Principal Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Total outstanding debt - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Past due principal - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Suspended assets (principal) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Unpaid equity interests - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Applied bonification (interest rate) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Next interest rate review date - Extract from IT System** |  |
| Sample Size : 440 | &nbsp;&nbsp;&nbsp;**Borrower reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan maturity date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Earliest unpayment - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Fixed / Variable interest - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate of reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate margin (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Amortization type - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last refinance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**End of latest grace period - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Outstanding Principal Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Total outstanding debt - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Past due principal - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Suspended assets (principal) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Unpaid equity interests - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Applied bonification (interest rate) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Next interest rate review date - Extract from IT System** |  |
| Final Portfolio Date : 31-Dec-25 | &nbsp;&nbsp;&nbsp;**Borrower reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan maturity date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Earliest unpayment - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Fixed / Variable interest - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate of reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate margin (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Amortization type - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last refinance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**End of latest grace period - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Outstanding Principal Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Total outstanding debt - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Past due principal - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Suspended assets (principal) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Unpaid equity interests - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Applied bonification (interest rate) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Next interest rate review date - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Borrower reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan maturity date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Earliest unpayment - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Fixed / Variable interest - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate of reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate margin (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Amortization type - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last refinance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**End of latest grace period - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Outstanding Principal Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Total outstanding debt - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Past due principal - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Suspended assets (principal) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Unpaid equity interests - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Applied bonification (interest rate) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Next interest rate review date - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Borrower reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan maturity date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Earliest unpayment - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Fixed / Variable interest - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate of reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate margin (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Amortization type - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last refinance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**End of latest grace period - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Outstanding Principal Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Total outstanding debt - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Past due principal - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Suspended assets (principal) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Unpaid equity interests - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Applied bonification (interest rate) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Next interest rate review date - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Borrower reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan maturity date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Earliest unpayment - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Fixed / Variable interest - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate of reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate margin (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Amortization type - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last refinance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**End of latest grace period - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Outstanding Principal Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Total outstanding debt - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Past due principal - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Suspended assets (principal) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Unpaid equity interests - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Applied bonification (interest rate) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Next interest rate review date - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Borrower reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan maturity date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Earliest unpayment - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Fixed / Variable interest - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate of reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate margin (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Amortization type - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last refinance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**End of latest grace period - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Outstanding Principal Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Total outstanding debt - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Past due principal - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Suspended assets (principal) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Unpaid equity interests - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Applied bonification (interest rate) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Next interest rate review date - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Borrower reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan maturity date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Earliest unpayment - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Fixed / Variable interest - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate of reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate margin (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Amortization type - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last refinance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**End of latest grace period - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Outstanding Principal Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Total outstanding debt - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Past due principal - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Suspended assets (principal) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Unpaid equity interests - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Applied bonification (interest rate) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Next interest rate review date - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Borrower reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan maturity date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Earliest unpayment - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Fixed / Variable interest - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate of reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate margin (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Amortization type - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last refinance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**End of latest grace period - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Outstanding Principal Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Total outstanding debt - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Past due principal - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Suspended assets (principal) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Unpaid equity interests - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Applied bonification (interest rate) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Next interest rate review date - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Borrower reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan maturity date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Earliest unpayment - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Fixed / Variable interest - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate of reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate margin (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Amortization type - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last refinance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**End of latest grace period - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Outstanding Principal Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Total outstanding debt - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Past due principal - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Suspended assets (principal) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Unpaid equity interests - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Applied bonification (interest rate) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Next interest rate review date - Extract from IT System** |  |
|  | &nbsp;&nbsp;&nbsp;**Borrower reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Loan maturity date - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Earliest unpayment - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Fixed / Variable interest - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate of reference - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Interest rate margin (%) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Amortization type - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last refinance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**End of latest grace period - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Outstanding Principal Balance - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Total outstanding debt - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Past due principal - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Suspended assets (principal) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Unpaid equity interests - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Applied bonification (interest rate) - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Next interest rate review date - Extract from IT System** |  |
| Procedure Number | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;18 |  |
| Not Applicable (N/A) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**58** |
| Primary Calculation: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (i) Sample | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 |  |
| - Differences (D) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**0** |
| - Missing Sources (MS) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**16** |
| (ii) Sum of Differences and Missing Sources | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**16** |
| Statistical extrapolation | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**5.61%** | &nbsp;&nbsp;&nbsp;**1.84%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** |  |
| Secondary Calculation: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (iii) Sample excluding MS | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;440 |  |
| (iv) Differences (D) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**0** |
| Statistical extrapolation | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.04%** | &nbsp;&nbsp;&nbsp;**1.01%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** | &nbsp;&nbsp;&nbsp;**1.00%** |  |
| KPMG Ref |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| 8 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 15 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 22 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 106 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 159 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 184 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 198 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 203 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 216 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 253 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 255 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 366 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 388 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 428 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 435 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |
| 438 | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;MS | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;- |  |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;**Appendix D: Findings - Collateral Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix D: Findings - Collateral Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix D: Findings - Collateral Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix D: Findings - Collateral Level Procedures** | &nbsp;&nbsp;&nbsp;**Appendix D: Findings - Collateral Level Procedures** |  |
| &nbsp;&nbsp;&nbsp;**Project Falkor** | &nbsp;&nbsp;&nbsp;**Project Falkor** | &nbsp;&nbsp;&nbsp;**Gross Appraisal Value - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last valuation - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest valuation methodology - Extract from IT System** |  |
| &nbsp;&nbsp;&nbsp;Sample Size : 493 | &nbsp;&nbsp;&nbsp;Sample Size : 493 | &nbsp;&nbsp;&nbsp;**Gross Appraisal Value - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last valuation - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest valuation methodology - Extract from IT System** |  |
| &nbsp;&nbsp;&nbsp;Final Portfolio Date : 31-Dec-25 | &nbsp;&nbsp;&nbsp;Final Portfolio Date : 31-Dec-25 | &nbsp;&nbsp;&nbsp;**Gross Appraisal Value - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last valuation - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest valuation methodology - Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Gross Appraisal Value - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last valuation - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest valuation methodology - Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Gross Appraisal Value - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last valuation - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest valuation methodology - Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Gross Appraisal Value - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last valuation - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest valuation methodology - Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Gross Appraisal Value - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last valuation - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest valuation methodology - Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Gross Appraisal Value - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last valuation - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest valuation methodology - Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Gross Appraisal Value - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last valuation - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest valuation methodology - Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Gross Appraisal Value - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last valuation - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest valuation methodology - Extract from IT System** |  |
|  |  | &nbsp;&nbsp;&nbsp;**Gross Appraisal Value - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Date of last valuation - Extract from IT System** | &nbsp;&nbsp;&nbsp;**Latest valuation methodology - Extract from IT System** |  |
| &nbsp;&nbsp;&nbsp;Procedure Number |  | &nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;21 |  |
| &nbsp;&nbsp;&nbsp;Not Applicable (N/A) |  | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**0** |
| &nbsp;&nbsp;&nbsp;Primary Calculation: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(i) Sample |  | &nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;493 |  |
| &nbsp;&nbsp;&nbsp;- Differences (D) |  | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;**6** |
| &nbsp;&nbsp;&nbsp;- Missing Sources (MS) | &nbsp;&nbsp;&nbsp;- Missing Sources (MS) | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;**0** |
| &nbsp;&nbsp;&nbsp;(ii) Sum of Differences and Missing Sources | &nbsp;&nbsp;&nbsp;(ii) Sum of Differences and Missing Sources | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;**6** |
| &nbsp;&nbsp;&nbsp;Absoloute percentage difference | &nbsp;&nbsp;&nbsp;Absoloute percentage difference | &nbsp;&nbsp;&nbsp;**0.41%** | &nbsp;&nbsp;&nbsp;**0.41%** | &nbsp;&nbsp;&nbsp;**0.41%** |  |
| &nbsp;&nbsp;&nbsp;Secondary Calculation: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(iii) Sample excluding MS | &nbsp;&nbsp;&nbsp;(iii) Sample excluding MS | &nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;493 |  |
| &nbsp;&nbsp;&nbsp;(iv) Differences (D) |  | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;**6** |
| &nbsp;&nbsp;&nbsp;Absoloute percentage difference | &nbsp;&nbsp;&nbsp;Absoloute percentage difference | &nbsp;&nbsp;&nbsp;**0.41%** | &nbsp;&nbsp;&nbsp;**0.41%** | &nbsp;&nbsp;&nbsp;**0.41%** |  |
| &nbsp;&nbsp;&nbsp;KPMG Ref | &nbsp;&nbsp;&nbsp;Collateral Sample Ref |  |  |  |  |
| &nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;D |  |
| &nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;D | &nbsp;&nbsp;&nbsp;D |  |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Appendix E: Details of Findings - Loan Level Procedures** | &nbsp;&nbsp;**Appendix E: Details of Findings - Loan Level Procedures** | &nbsp;&nbsp;**Appendix E: Details of Findings - Loan Level Procedures** |  |  |  |  |  |
| &nbsp;&nbsp;**KPMG Ref.** | &nbsp;&nbsp;**Procedure Nbr.** | &nbsp;&nbsp;**Data Attribute** | &nbsp;&nbsp;**Level** | &nbsp;&nbsp;**Source** | &nbsp;&nbsp;**Final Extraction File Value** | &nbsp;&nbsp;**Finding** | &nbsp;&nbsp;**Source Value** |
| &nbsp;&nbsp;8 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;4/24/2012 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;15 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;5/21/2015 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;159 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;5/11/2016 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;184 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;4/8/2009 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;198 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;3/10/2025 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;203 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;4/12/2013 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;216 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;10/22/2015 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;253 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;2/12/2021 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;255 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;8/24/2015 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;366 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;11/13/2013 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;388 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;9/18/2012 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;428 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;6/16/2015 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;435 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;8/27/2021 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;438 | &nbsp;&nbsp;Procedure 10 | &nbsp;&nbsp;Date of last refinance | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;3/5/2012 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;22 | &nbsp;&nbsp;Procedure 11 | &nbsp;&nbsp;End of latest grace period | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;9/19/2029 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |
| &nbsp;&nbsp;106 | &nbsp;&nbsp;Procedure 11 | &nbsp;&nbsp;End of latest grace period | &nbsp;&nbsp;Loan | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;3/20/2029 | &nbsp;&nbsp;MS | &nbsp;&nbsp;Missing from Source |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Appendix E: Details of Findings - Collateral Level Procedures** | &nbsp;&nbsp;**Appendix E: Details of Findings - Collateral Level Procedures** | &nbsp;&nbsp;**Appendix E: Details of Findings - Collateral Level Procedures** | &nbsp;&nbsp;**Appendix E: Details of Findings - Collateral Level Procedures** |  |  |  |  |
| &nbsp;&nbsp;**KPMG Ref.** | &nbsp;&nbsp;**Collateral Sample Ref.** | &nbsp;&nbsp;**Procedure Nbr.** | &nbsp;&nbsp;**Data Attribute** | &nbsp;&nbsp;**Level** | &nbsp;&nbsp;**Source** | &nbsp;&nbsp;**Final Extraction File Value** &nbsp;&nbsp;**Finding** | &nbsp;&nbsp;**Source Value** |
| &nbsp;&nbsp;6 | &nbsp;&nbsp;6 | &nbsp;&nbsp;Procedure 19 | &nbsp;&nbsp;Gross Appraisal Value | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;243237.00 &nbsp;&nbsp;D | &nbsp;&nbsp;241323.73 |
| &nbsp;&nbsp;89 | &nbsp;&nbsp;93 | &nbsp;&nbsp;Procedure 19 | &nbsp;&nbsp;Gross Appraisal Value | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;129114.68 &nbsp;&nbsp;D | &nbsp;&nbsp;99827.73 |
| &nbsp;&nbsp;6 | &nbsp;&nbsp;6 | &nbsp;&nbsp;Procedure 20 | &nbsp;&nbsp;Date of last valuation | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;12/19/2024 &nbsp;&nbsp;D | &nbsp;&nbsp;3/24/2025 |
| &nbsp;&nbsp;89 | &nbsp;&nbsp;93 | &nbsp;&nbsp;Procedure 20 | &nbsp;&nbsp;Date of last valuation | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;6/13/2025 &nbsp;&nbsp;D | &nbsp;&nbsp;8/21/2025 |
| &nbsp;&nbsp;6 | &nbsp;&nbsp;6 | &nbsp;&nbsp;Procedure 21 | &nbsp;&nbsp;Latest valuation methodology | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;Statistical &nbsp;&nbsp;D | &nbsp;&nbsp;ECO |
| &nbsp;&nbsp;89 | &nbsp;&nbsp;93 | &nbsp;&nbsp;Procedure 21 | &nbsp;&nbsp;Latest valuation methodology | &nbsp;&nbsp;Collateral | &nbsp;&nbsp;Extract from IT System | &nbsp;&nbsp;Statistical &nbsp;&nbsp;D | &nbsp;&nbsp;ECO |

---

**UNITED STATES**

**SECURITIES AND EXCHANGE COMMISSION**

**Washington, D.C. 20549**

**FORM ABS DUE DILIGENCE-15E**

**CERTIFICATION OF PROVIDER OF THIRD-PARTY DUE DILIGENCE SERVICES FOR ASSET-BACKED SECURITIES**

&nbsp;&nbsp;Pursuant to 17 CFR 240.17g-10, this Form must be used by a person providing third-party due diligence services in connection with an asset-backed security to comply with section 15E(s)(4)(B) of the Securities Exchange Act of 1934 (15 U.S.C. 78o-7(s)(4)(B)). Section 15E(s)(4)(B) of the Securities Exchange Act of 1934 requires a person providing the due diligence services to provide a written certification to any nationally recognized statistical rating organization that produces a credit rating to which such due diligence services relate.<br>

**Item 1. Identity of the person providing third-party due diligence services** 

*KPMG LLP*

*1 Sovereign Square*

*Sovereign Street*

*Leeds LS1 4DA*

**Item 2. Identity of the person who paid the person to provide third-party due diligence services** 

*Lura Funding Designated Activity Company* 

*3rd Floor Fleming Court* 

*Fleming's Place* 

*Dublin 4,* 

*D04 N4X9* 

*DUBLIN* 

*Ireland*<br>

**Item 3. Credit rating criteria** 

If the due diligence performed by the third party is intended to satisfy the criteria for due diligence published by a nationally recognized statistical rating organization, identify the nationally recognized statistical rating organization and the title and date of the published criteria (more than one nationally recognized statistical rating organization may be identified).

*KPMG LLP was not engaged to perform due diligence that was intended to satisfy any criteria for due diligence published by a nationally recognised statistical rating organisation.*

**Item 4. Description of the due diligence performed** 

Provide a description of the scope and manner of the due diligence services performed in connection with the review of assets that is sufficiently detailed to provide an understanding of the steps taken in performing the review. Include in the description: (1) the type of assets that were reviewed; (2) the sample size of the assets reviewed; (3) how the sample size was determined and, if applicable, computed; (4) whether the accuracy of information or data about the assets provided, directly or indirectly, by the securitizer or originator of the assets was reviewed and, if so, how the review was conducted; (5) whether the conformity of the origination of the assets to stated underwriting or credit extension guidelines, standards, criteria or other requirements was reviewed and, if so, how the review was conducted; (6) whether the value of collateral securing such assets was reviewed and, if so, how the review was conducted; (7) whether the compliance of the originator of the assets with federal, state, and local laws and regulations was reviewed and, if so, how the review was conducted; and (8) any other type of review that was part of the due diligence services conducted by the person executing this Form. This description should be attached to the Form and contain the heading "Item 4." Provide this description regardless of whether the due diligence performed is intended to satisfy the criteria for due diligence published by a nationally recognized statistical rating organization.

*KPMG LLP performed an agreed-upon procedures engagement performed in accordance with ISRS 4400 (Revised), Agreed-Upon Procedures Engagements, published by the International Auditing and Assurance Standards Board as described in the attached data agreed upon procedures letter dated 11 March 2026 (the "Data AUP Letter").* 

*The Data AUP Letter contains a description of the following (numbers correspond to the requested description items):* 

&nbsp;&nbsp;&nbsp;&nbsp;*(1)* *See attached Data AUP Letter dated 11 March 2026 pertaining to Lura Funding Designated Activity Company.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(2)* *See attached Data AUP Letter dated 11 March 2026 pertaining to Lura Funding Designated Activity Company.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(3)* *See attached Data AUP Letter dated 11 March 2026 pertaining to Lura Funding Designated Activity Company.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(4)* *See attached Data AUP Letter dated 11 March 2026 pertaining to Lura Funding Designated Activity Company.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(5)* *Not applicable* 

&nbsp;&nbsp;&nbsp;&nbsp;*(6)* *Not applicable* 

&nbsp;&nbsp;&nbsp;&nbsp;*(7)* *Not applicable* 

&nbsp;&nbsp;&nbsp;&nbsp;*(8)* *None* 

*KPMG LLP draws attention to the restrictions and disclaimers in the Data AUP Letter. As of the date of this Form, KPMG LLP performed no other procedures that would be considered due diligence services related to Lura Funding Designated Activity Company.* 

**Item 5. Summary of findings and conclusions of review** 

Provide a summary of the findings and conclusions that resulted from the due diligence services that is sufficiently detailed to provide an understanding of the findings and conclusions that were conveyed to the person identified in Item 2. This summary should be attached to the Form and contain the heading "Item 5."

*The findings can be found in the attached Data AUP Letter dated 11 March 2026. Consistent with ISRS 4400 (Revised), there were no conclusions that resulted from the due diligence services. KPMG LLP was not engaged to, and did not conduct an examination or review, the objective of which would be the expression of an opinion or conclusion, respectively, on the Extraction File(s) (as defined in the attached Data AUP Letter dated 11 March 2026).*

**CERTIFICATION** 

The undersigned has executed this Form ABS Due Diligence 15E on behalf of, and on the authority of, the person identified in Item 1 of the Form. The undersigned, on behalf of the person, represents that the person identified in Item 1 of the Form conducted a thorough review in performing the due diligence described in Item 4 attached to this Form and that the information and statements contained in this Form, including Item 4 attached to this Form, which are part of this Form, are accurate in all significant respects on and as of the date hereof.

*For purposes of this certification, consistent with ISRS 4400 (Revised), we were not engaged to, and did not conduct an examination or review, the objectives of which would be the expression of an opinion or conclusion, respectively, on the Extraction File(s) (as defined in the attached Data AUP Letter dated 11 March 2026)*.

Name of Person Identified in Item 1: KPMG LLP

![](ex991004.jpg)

<br> By:

Date: 11 March 2026