Value of mortgage Loan pool Real Estate Assets in Millions Euro Mortgage Pfandbriefe in Circulation in Millions Euro Over- collateralisation in Millions Euro Nominal 7,383 6,098 1,286 NVP 7,946 6,628 1,318 rising yields *) 7,458 6,229 1,229 falling yields *) 7,838 6,732 1,106 *) dynamic simulation according to German Pfandbrief Act Date: 06/30/2010