[ISSUER] B.V. Monthly Investor Report Dutch National … · 2015-10-12 · Covered Bonds [ ] Asset...

Report Version 1.9- January 2015

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[ISSUER] B.V.

Dutch National Transparency Template

AMOUNTS ARE IN EURO

Monthly Investor Report

Reporting Period: [●] - [●]

Reporting Date: [●]

Page

Covered Bonds [●]

Asset Cover Test [●]

Counterparty Ratings & Triggers [●]

Ledgers & Investments [●]

Regulatory Information [●]

Stratification Tables [●]

Glossary [●]

Contact Information [●]

2/29

Table of Contents

Monthly Investor Report: [●] - [●]

[ISSUER] B.V.

Covered Bonds

Series ISIN Currency Initial Principal

Balance*

Outstanding

Amount*

Coupon Issuance

Date

Maturity

Date

IRS

Counterpar

ty

Redemption

Type

LCR HQLA

Category

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3/29

Covered Bonds

[ISSUER] B.V.


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

The issuer believes that, at the time of issuance and based on transparency data made publicly available by the issuer, the above listed bonds meet the eligibility criteria for classification as a Level 1 or Level 2A asset (as

specified in the column LCR HQLA Category) in accordance with Chapter 2 of the LCR delegated act. It should be noted that whether or not a bond is a liquid asset for the purposes of the Liquidity Coverage Ratio under

Regulation (EU) 575/2013 is ultimately a matter to be determined by the relevant investor or institution and its relevant supervisory authority and the issuer does not accept any responsibility in this regard.

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Parameters

Asset Percentage [●]

Cap LTV Cut-Off indexed valuation % non-NHG [●]

Cap LTV Cut-Off indexed valuation % NHG [●]

% of Index Increases [●]

% of Index Decreases [●]

Reserve Fund [●]

Supplemental Liquidity Reserve Amount [●]

Deduction Set-Off [●]

S&P [●]

Moody's [●]

Fitch [●]

UCITS compliant [●]

CRR compliant [●]

ECBC Label compliant [●]

Legally Required OC [●]

Minimum Documented OC [●]

Available OC [●]

Total: A+B+C+D+E-X-Y-Z

Y=

Z=

E=

X=

D=

C=

[ISSUER] B.V.


Asset Cover Test

Asset Cover Test

Calculation Date

B=

A=

4/29

Other

Outstanding bonds

Pass/Fail

ACT Cover Ratio

Ratings

Overcollateralization

Party Rating

Trigger

Current

Rating

Rating

Trigger

Current

Rating

Rating

Trigger

Current

Rating

Rating

Trigger

Current

Rating

Consequence if breached**

[●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [ACT trigger for savings deposit]

[●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [Asset monitor trigger]

[●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [Reserve fund build up trigger]

[●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [Notification events]

[●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●]

[●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●]

[●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [GIC account trigger]

[●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [Novation Trigger]

[●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●][Total return swap Stand-by first counterparty

trigger (collateral posting)]

[●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [●] / [●] [Interest Rate & Structured Swap Trigger]

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

Administrator

Role

Issuer

Issuer

Issuer

Issuer

Account Bank

Servicer

5/29

[ISSUER] B.V.


Counterparty Credit Ratings & Triggers*

S&P (ST/LT) DBRS (ST/LT)

* Transaction specific counterparties and triggers to be inserted and applicable Credit Rating Agencies to be selected

Fitch (ST/LT) Moody's (ST/LT)

Total Return Swap Provider

Total Return Swap Stand-by Facility Provider

Interest Rate & Structured Swap Counterparty

Ledgers

Revenue Ledger [●]

Principal Ledger [●]

Reserve Fund Ledger [●]

Total [●]

Investments

Substitution Assets Balance [●]

Authorised Investments Balance [●]

Total [●]

Liquidity Buffer

Required Buffer [●]

Available Buffer [●]

Cash [●]

Bonds [●]

[ISSUER] B.V.


Ledgers & Investments

6/29

CRR Article 129

Article 129 CRR "Exposures in the form of covered bonds"

(a) it receives portfolio information at least on:

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

value of the cover pool table Portfolio characteristics

value of the outstanding covered bonds table Covered Bonds

(ii) the geographical distribution and type of cover assets, loan size, interest

rate and currency risks;

geographical distribution of cover assets table 14 Geographical Distribution

type of cover assets table Portfolio characteristics

loan size table 3 Outstanding Loan Amount

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

table 10 Coupon for coupons of mortgages

table Counterparty Ratings & Triggers for IRS/TRS information

See base prospectus for information about hedging

Only EUR denominated mortgages: see BP

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

maturity structure of cover assets table 6 Legal Maturity

maturity structure of covered bonds table Covered Bonds

(iv) the percentage of loans more than ninety days past due; table 1 Delinquencies

(b) the issuer makes the information referred to in point (a) available to the

institution at least semi annually. table Portfolio Characteristics

Overcollateralization

Legally required minimum OC table Asset Cover Test

Documented minimum OC table Asset Cover Test

Nominal OC table Asset Cover Test

7/29

[ISSUER] B.V.


Regulatory Information

(7) Exposures in the form of covered bonds are eligible for preferential treatment,

provided that the institution investing in the covered bonds can demonstrate to the

competent authorities that:

[ISSUER] B.V.

Stratification Tables

<Last day of month of reporting

period>

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Portfolio Characteristics


Principal balance

Value of Saving Deposits

Net principal balance

Construction Deposits

Net principal balance excl. Construction and Saving Deposits

Number of loans

Number of loanparts

Average principal balance (borrower)

Weighted average current interest rate

Weighted average maturity (in years)

Weighted average remaining time to interest reset (in years)

Average principal balance (loanpart)

Weighted average seasoning (in years)

Maximum current interest rate

Weighted average CLTOMV

Weighted average CLTIMV

Minimum current interest rate

8/29

Type of cover assets: Dutch Residential Mortgages

Currency Portfolio: EUR

Frequency of publication National Transparancy Template: Monthly

Until ( <= ) Arrears Amount

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Mortgage

Loans

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

30 days [●] [●] [●]% [●] [●]% [●] [●] [●]%

60 days [●] [●] [●]% [●] [●]% [●] [●] [●]%

90 days [●] [●] [●]% [●] [●]% [●] [●] [●]%

120 days [●] [●] [●]% [●] [●]% [●] [●] [●]%

150 days [●] [●] [●]% [●] [●]% [●] [●] [●]%

180 days [●] [●] [●]% [●] [●]% [●] [●] [●]%

> [●] [●] [●]% [●] [●]% [●] [●] [●]%

Total [●] [●] [●]% [●] [●]% [●] [●] [●]%

30 days

9/29

[ISSUER] B.V.

From ( > )


1. Delinquencies

Performing

<

120 days

150 days

180 days

60 days

90 days

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loanparts

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

Hybrid [●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

Bank Savings

Interest Only

Annuity

Description

Linear

Other *

Investments

Savings

Total

Life Insurance

* Other Mortgage Loan products to be added if applicable

10/29

[ISSUER] B.V.

2. Redemption Type


Until ( <= )

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loans

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

< 25.000 [●] [●]% [●] [●]% [●] [●] [●]%

25.000 50.000 [●] [●]% [●] [●]% [●] [●] [●]%

50.000 75.000 [●] [●]% [●] [●]% [●] [●] [●]%

75.000 100.000 [●] [●]% [●] [●]% [●] [●] [●]%

100.000 150.000 [●] [●]% [●] [●]% [●] [●] [●]%

150.000 200.000 [●] [●]% [●] [●]% [●] [●] [●]%

200.000 250.000 [●] [●]% [●] [●]% [●] [●] [●]%

250.000 300.000 [●] [●]% [●] [●]% [●] [●] [●]%

300.000 350.000 [●] [●]% [●] [●]% [●] [●] [●]%

350.000 400.000 [●] [●]% [●] [●]% [●] [●] [●]%

400.000 450.000 [●] [●]% [●] [●]% [●] [●] [●]%

450.000 500.000 [●] [●]% [●] [●]% [●] [●] [●]%

500.000 550.000 [●] [●]% [●] [●]% [●] [●] [●]%

550.000 600.000 [●] [●]% [●] [●]% [●] [●] [●]%

600.000 650.000 [●] [●]% [●] [●]% [●] [●] [●]%

650.000 700.000 [●] [●]% [●] [●]% [●] [●] [●]%

700.000 750.000 [●] [●]% [●] [●]% [●] [●] [●]%

750.000 800.000 [●] [●]% [●] [●]% [●] [●] [●]%

800.000 850.000 [●] [●]% [●] [●]% [●] [●] [●]%

850.000 900.000 [●] [●]% [●] [●]% [●] [●] [●]%

900.000 950.000 [●] [●]% [●] [●]% [●] [●] [●]%

950.000 1.000.000 [●] [●]% [●] [●]% [●] [●] [●]%

> 1.000.000 [●] [●]% [●] [●]% [●] [●] [●]%

Total [●] [●]% [●] [●]% [●] [●] [●]%

11/29

[ISSUER] B.V.

3. Outstanding Loan Amount


From ( > )

Until ( < )

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loanparts

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

1995 [●] [●]% [●] [●]% [●] [●] [●]%

1996 [●] [●]% [●] [●]% [●] [●] [●]%

1997 [●] [●]% [●] [●]% [●] [●] [●]%

1998 [●] [●]% [●] [●]% [●] [●] [●]%

1999 [●] [●]% [●] [●]% [●] [●] [●]%

2000 [●] [●]% [●] [●]% [●] [●] [●]%

2001 [●] [●]% [●] [●]% [●] [●] [●]%

2002 [●] [●]% [●] [●]% [●] [●] [●]%

2003 [●] [●]% [●] [●]% [●] [●] [●]%

2004 [●] [●]% [●] [●]% [●] [●] [●]%

2005 [●] [●]% [●] [●]% [●] [●] [●]%

2006 [●] [●]% [●] [●]% [●] [●] [●]%

2007 [●] [●]% [●] [●]% [●] [●] [●]%

2008 [●] [●]% [●] [●]% [●] [●] [●]%

2009 [●] [●]% [●] [●]% [●] [●] [●]%

2010 [●] [●]% [●] [●]% [●] [●] [●]%

2011 [●] [●]% [●] [●]% [●] [●] [●]%

2012 [●] [●]% [●] [●]% [●] [●] [●]%

> [●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

Total [●] [●]% [●] [●]% [●] [●] [●]%

2012

1996

From ( >= )

<

2001

1999

2000

[ISSUER] B.V.

4. Origination Year


1995

1997

1998

2003

2004

12/29

2002

2009

2010

2007

2008

2005

2006

2011

Unknown

Until ( < )

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loanparts

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

1 year [●] [●]% [●] [●]% [●] [●] [●]%

2 years [●] [●]% [●] [●]% [●] [●] [●]%

3 years [●] [●]% [●] [●]% [●] [●] [●]%

4 years [●] [●]% [●] [●]% [●] [●] [●]%

5 years [●] [●]% [●] [●]% [●] [●] [●]%

6 years [●] [●]% [●] [●]% [●] [●] [●]%

7 years [●] [●]% [●] [●]% [●] [●] [●]%

8 years [●] [●]% [●] [●]% [●] [●] [●]%

9 years [●] [●]% [●] [●]% [●] [●] [●]%

10 years [●] [●]% [●] [●]% [●] [●] [●]%

11 years [●] [●]% [●] [●]% [●] [●] [●]%

12 years [●] [●]% [●] [●]% [●] [●] [●]%

13 years [●] [●]% [●] [●]% [●] [●] [●]%

14 years [●] [●]% [●] [●]% [●] [●] [●]%

15 years [●] [●]% [●] [●]% [●] [●] [●]%

16 years [●] [●]% [●] [●]% [●] [●] [●]%

17 years [●] [●]% [●] [●]% [●] [●] [●]%

18 years [●] [●]% [●] [●]% [●] [●] [●]%

19 years [●] [●]% [●] [●]% [●] [●] [●]%

20 years [●] [●]% [●] [●]% [●] [●] [●]%

21 years [●] [●]% [●] [●]% [●] [●] [●]%

22 years [●] [●]% [●] [●]% [●] [●] [●]%

23 years [●] [●]% [●] [●]% [●] [●] [●]%

24 years [●] [●]% [●] [●]% [●] [●] [●]%

25 years [●] [●]% [●] [●]% [●] [●] [●]%

26 years [●] [●]% [●] [●]% [●] [●] [●]%

27 years [●] [●]% [●] [●]% [●] [●] [●]%

28 years [●] [●]% [●] [●]% [●] [●] [●]%

29 years [●] [●]% [●] [●]% [●] [●] [●]%

30 years [●] [●]% [●] [●]% [●] [●] [●]%

> [●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

Total [●] [●]% [●] [●]% [●] [●] [●]%

Unknown

17 years

28 years

21 years

22 years

29 years

30 years

27 years

23 years

3 years

24 years

25 years

26 years

4 years

10 years

13 years

9 years

5 years

7 years

8 years

6 years

18 years

15 years

16 years

13/29

[ISSUER] B.V.

5. Seasoning

2 years

From ( >= )

<


1 year

14 years

11 years

12 years

19 years

20 years

Until ( < )

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loanparts

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

2015 [●] [●]% [●] [●]% [●] [●] [●]%

2020 [●] [●]% [●] [●]% [●] [●] [●]%

2025 [●] [●]% [●] [●]% [●] [●] [●]%

2030 [●] [●]% [●] [●]% [●] [●] [●]%

2035 [●] [●]% [●] [●]% [●] [●] [●]%

2040 [●] [●]% [●] [●]% [●] [●] [●]%

2045 [●] [●]% [●] [●]% [●] [●] [●]%

2050 [●] [●]% [●] [●]% [●] [●] [●]%

2055 [●] [●]% [●] [●]% [●] [●] [●]%

2060 [●] [●]% [●] [●]% [●] [●] [●]%

2065 [●] [●]% [●] [●]% [●] [●] [●]%

2070 [●] [●]% [●] [●]% [●] [●] [●]%

2075 [●] [●]% [●] [●]% [●] [●] [●]%

2080 [●] [●]% [●] [●]% [●] [●] [●]%

2085 [●] [●]% [●] [●]% [●] [●] [●]%

2090 [●] [●]% [●] [●]% [●] [●] [●]%

2095 [●] [●]% [●] [●]% [●] [●] [●]%

> [●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

Total [●] [●]% [●] [●]% [●] [●] [●]%

2055

2060

2045

2050

2085

2090

2075

2080

2095

Unknown

14/29

From ( >= )

2011

[ISSUER] B.V.

6. Legal Maturity


2035

2040

2025

2030

2015

2020

2065

2070

Until ( < )

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loanparts

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

1 year [●] [●]% [●] [●]% [●] [●] [●]%

2 years[●] [●]% [●] [●]% [●] [●] [●]%

3 years [●] [●]% [●] [●]% [●] [●] [●]%

4 years[●] [●]% [●] [●]% [●] [●] [●]%

5 years [●] [●]% [●] [●]% [●] [●] [●]%

6 years [●] [●]% [●] [●]% [●] [●] [●]%

7 years[●] [●]% [●] [●]% [●] [●] [●]%

8 years [●] [●]% [●] [●]% [●] [●] [●]%

9 years[●] [●]% [●] [●]% [●] [●] [●]%

10 years [●] [●]% [●] [●]% [●] [●] [●]%

11 years[●] [●]% [●] [●]% [●] [●] [●]%

12 years [●] [●]% [●] [●]% [●] [●] [●]%

13 years[●] [●]% [●] [●]% [●] [●] [●]%

14 years [●] [●]% [●] [●]% [●] [●] [●]%

15 years[●] [●]% [●] [●]% [●] [●] [●]%

16 years [●] [●]% [●] [●]% [●] [●] [●]%

17 years[●] [●]% [●] [●]% [●] [●] [●]%

18 years [●] [●]% [●] [●]% [●] [●] [●]%

19 years [●] [●]% [●] [●]% [●] [●] [●]%

20 years[●] [●]% [●] [●]% [●] [●] [●]%

21 years [●] [●]% [●] [●]% [●] [●] [●]%

22 years[●] [●]% [●] [●]% [●] [●] [●]%

23 years [●] [●]% [●] [●]% [●] [●] [●]%

24 years[●] [●]% [●] [●]% [●] [●] [●]%

25 years [●] [●]% [●] [●]% [●] [●] [●]%

26 years[●] [●]% [●] [●]% [●] [●] [●]%

27 years [●] [●]% [●] [●]% [●] [●] [●]%

28 years[●] [●]% [●] [●]% [●] [●] [●]%

29 years [●] [●]% [●] [●]% [●] [●] [●]%

30 years [●] [●]% [●] [●]% [●] [●] [●]%

>[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

Total [●] [●]% [●] [●]% [●] [●] [●]%

Unknown

17 years

19 years

20 years

21 years

22 years

23 years

26 years

27 years

18 years

24 years

25 years

13 years

9 years

5 years

1 year


10 years

7 years

8 years

6 years

3 years

4 years

15/29

30 years

28 years

29 years

[ISSUER] B.V.

7. Remaining Tenor

2 years

From ( >= )

<

15 years

16 years

14 years

11 years

12 years

Until ( <= )

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loans

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

[●] [●]% [●] [●]% [●] [●] [●]%

10% [●] [●]% [●] [●]% [●] [●] [●]%

20% [●] [●]% [●] [●]% [●] [●] [●]%

30% [●] [●]% [●] [●]% [●] [●] [●]%

40% [●] [●]% [●] [●]% [●] [●] [●]%

50% [●] [●]% [●] [●]% [●] [●] [●]%

60% [●] [●]% [●] [●]% [●] [●] [●]%

70% [●] [●]% [●] [●]% [●] [●] [●]%

80% [●] [●]% [●] [●]% [●] [●] [●]%

90% [●] [●]% [●] [●]% [●] [●] [●]%

100% [●] [●]% [●] [●]% [●] [●] [●]%

110% [●] [●]% [●] [●]% [●] [●] [●]%

120% [●] [●]% [●] [●]% [●] [●] [●]%

130% [●] [●]% [●] [●]% [●] [●] [●]%

140% [●] [●]% [●] [●]% [●] [●] [●]%

150% [●] [●]% [●] [●]% [●] [●] [●]%

> [●] [●]% [●] [●]% [●] [●] [●]%

Total [●] [●]% [●] [●]% [●] [●] [●]%

40%

50%

140%

150%

120%

130%

100%

110%

16/29

[ISSUER] B.V.

8. Current Loan to Original Market Value


20%

30%

<

10%

From ( > )

NHG Guarantee

80%

90%

60%

70%

Until ( <= )

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loans

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

[●] [●]% [●] [●]% [●] [●] [●]%

10% [●] [●]% [●] [●]% [●] [●] [●]%

20% [●] [●]% [●] [●]% [●] [●] [●]%

30% [●] [●]% [●] [●]% [●] [●] [●]%

40% [●] [●]% [●] [●]% [●] [●] [●]%

50% [●] [●]% [●] [●]% [●] [●] [●]%

60% [●] [●]% [●] [●]% [●] [●] [●]%

70% [●] [●]% [●] [●]% [●] [●] [●]%

80% [●] [●]% [●] [●]% [●] [●] [●]%

90% [●] [●]% [●] [●]% [●] [●] [●]%

100% [●] [●]% [●] [●]% [●] [●] [●]%

110% [●] [●]% [●] [●]% [●] [●] [●]%

120% [●] [●]% [●] [●]% [●] [●] [●]%

130% [●] [●]% [●] [●]% [●] [●] [●]%

140% [●] [●]% [●] [●]% [●] [●] [●]%

150% [●] [●]% [●] [●]% [●] [●] [●]%

> [●] [●]% [●] [●]% [●] [●] [●]%

Total [●] [●]% [●] [●]% [●] [●] [●]%

70%

40%

50%

140%

150%

120%

130%

100%

110%

17/29

[ISSUER] B.V.

9. Current Loan to Indexed Market Value


20%

30%

<

10%

From ( > )

NHG Guarantee

80%

90%

60%

Until ( <= )

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loanparts

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

0.5% [●] [●]% [●] [●]% [●] [●] [●]%

1.0% [●] [●]% [●] [●]% [●] [●] [●]%

1.5% [●] [●]% [●] [●]% [●] [●] [●]%

2.0% [●] [●]% [●] [●]% [●] [●] [●]%

2.5% [●] [●]% [●] [●]% [●] [●] [●]%

3.0% [●] [●]% [●] [●]% [●] [●] [●]%

3.5% [●] [●]% [●] [●]% [●] [●] [●]%

4.0% [●] [●]% [●] [●]% [●] [●] [●]%

4.5% [●] [●]% [●] [●]% [●] [●] [●]%

5.0% [●] [●]% [●] [●]% [●] [●] [●]%

5.5% [●] [●]% [●] [●]% [●] [●] [●]%

6.0% [●] [●]% [●] [●]% [●] [●] [●]%

6.5% [●] [●]% [●] [●]% [●] [●] [●]%

7.0% [●] [●]% [●] [●]% [●] [●] [●]%

> [●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

Total [●] [●]% [●] [●]% [●] [●] [●]%

5.5%

6.0%

4.5%

5.0%

18/29

Unknown

6.5%

7.0%

[ISSUER] B.V.

10. Loanpart Coupon (interest rate bucket)


0.5%

1.0%

From ( > )

<

3.5%

4.0%

2.5%

3.0%

1.5%

2.0%

Until ( < )

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loanparts

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

1 year [●] [●]% [●] [●]% [●] [●] [●]%

2 years [●] [●]% [●] [●]% [●] [●] [●]%

3 years [●] [●]% [●] [●]% [●] [●] [●]%

4 years [●] [●]% [●] [●]% [●] [●] [●]%

5 years [●] [●]% [●] [●]% [●] [●] [●]%

6 years [●] [●]% [●] [●]% [●] [●] [●]%

7 years [●] [●]% [●] [●]% [●] [●] [●]%

8 years [●] [●]% [●] [●]% [●] [●] [●]%

9 years [●] [●]% [●] [●]% [●] [●] [●]%

10 years [●] [●]% [●] [●]% [●] [●] [●]%

11 years [●] [●]% [●] [●]% [●] [●] [●]%

12 years [●] [●]% [●] [●]% [●] [●] [●]%

13 years [●] [●]% [●] [●]% [●] [●] [●]%

14 years [●] [●]% [●] [●]% [●] [●] [●]%

15 years [●] [●]% [●] [●]% [●] [●] [●]%

16 years [●] [●]% [●] [●]% [●] [●] [●]%

17 years [●] [●]% [●] [●]% [●] [●] [●]%

18 years [●] [●]% [●] [●]% [●] [●] [●]%

19 years [●] [●]% [●] [●]% [●] [●] [●]%

20 years [●] [●]% [●] [●]% [●] [●] [●]%

21 years [●] [●]% [●] [●]% [●] [●] [●]%

22 years [●] [●]% [●] [●]% [●] [●] [●]%

23 years [●] [●]% [●] [●]% [●] [●] [●]%

24 years [●] [●]% [●] [●]% [●] [●] [●]%

25 years [●] [●]% [●] [●]% [●] [●] [●]%

26 years [●] [●]% [●] [●]% [●] [●] [●]%

27 years [●] [●]% [●] [●]% [●] [●] [●]%

28 years [●] [●]% [●] [●]% [●] [●] [●]%

29 years [●] [●]% [●] [●]% [●] [●] [●]%

30 years [●] [●]% [●] [●]% [●] [●] [●]%

> [●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

Total [●] [●]% [●] [●]% [●] [●] [●]%

[ISSUER] B.V.

26 years

19 years

15 years

11 years

7 years

28 years

29 years

30 years

Unknown

27 years

20 years

21 years

22 years

25 years

24 years

23 years

6 years

17 years

18 years

16 years

13 years

14 years

19/29

11. Remaining Interest Rate Fixed Period


3 years

4 years

1 year

2 years

From ( >= )

<

12 years

9 years

10 years

8 years

5 years

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loanparts

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

20/29

Floating

Unknown

Total

Fixed

Description


12. Interest Payment Type

[ISSUER] B.V.

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loans

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

21/29

Total

Other

House

House / Business ( >= 50% )

Business

Appartment

House / Business ( < 50% )

Property

13. Property Description

[ISSUER] B.V.


Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loans

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

22/29

Zuid-Holland

Unspecified

Total

Zeeland

Noord-Brabant

Noord-Holland

Overijssel

Utrecht

Groningen

Limburg

Friesland

Gelderland

Flevoland

Drenthe

Province

14. Geographical Distribution (by province)

[ISSUER] B.V.


Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loanparts

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

24/29

Description


15. Occupancy

[ISSUER] B.V.

Buy-to-let

Unknown

Total

Owner Occupied

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loanparts

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

25/29

Monthly

16. Loanpart Payment Frequency

[ISSUER] B.V.

Description


Quarterly

Annually

Total

Semi-annually

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loanparts

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Weighted

Average

CLTIMV

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

[●] [●]% [●] [●]% [●] [●] [●]%

Description


17. Guarantee Type (NHG / Non NHG)

[ISSUER] B.V.

26/29

Non NHG Loans

Total

NHG Loans

Glossary*

Definition / Calculation

Account Bank [●]

ACT [●]

Asset Percentage [●]

Calculation Date [●]

Construction Deposit [●]

Credit Rating [●]

Current Balance [●]

Current Loan to Indexed Market Value (CLTIMV) [●]

Current Loan to Original Market Value (CLTOMV) [●]

Debt Service to Income [●]

Index [●]

Indexed Valuation [●]

IRS [●]

Loan to Income (LTI) [●]

Loanpart(s) [●]

LTV Cut-Off Percentage [●]

Maturity Date (Bonds) [●]

Minimum overcollateralization [●]

Net Outstanding Principal Amount [●]

NHG Guarantee [●]

Nominal OC [●]

Occupancy [●]

Original Loan to Original Market Value (OLTOMV) [●]

Original Market Value [●]

Originators [●]

Outstanding Principal Amount [●]

Prematurity liquidity ledger [●]

Redemption Type [●]

Remaining Tenor [●]

Reserve Fund [●]

Saving Deposits [●]

Seasoning [●]

Series [●]

Servicer [●]

Set-Off [●]

Supplemental Liquidity Reserve Amount [●]

X [●]

[Y1] [●]

[Y2] [●]

Z [●]

α [●]

β [●]

27/29

[ISSUER] B.V.


Term

Contact Information (1)*

[●] [●]

[●] [●]

[●] [●]

[ISSUER] B.V.


Auditors Common Depositary

[●] [●]

[●] [●]

[●] [●]

[●] [●]

Company Administrator Collection Account Bank

[●] [●]

[●] [●]

[●] [●]

[●] [●]

Floating Rate GIC Provider Issuer

[●] [●]

[●] [●]

[●] [●]

[●] [●]

Legal Advisor Liquidity Facility Provider

[●] [●]

[●] [●]

[●] [●]

[●] [●]

Listing Agent Originator(s)

[●] [●]

[●] [●]

[●] [●]

[●] [●]

Paying Agent Principal Paying Agent

[●] [●]

* Relevant Transaction Party information to be inserted and updated

28/29

Contact Information (2)*

[●] [●]

[ISSUER] B.V.


Reference Agent Security Trustee

[●] [●]

[●] [●]

[●] [●]

Seller Servicer

[●] [●]

[●] [●]

[●] [●]

[●] [●]

Swap Counterparty Swap Guarantor

[●] [●]

[●] [●]

[●] [●]

[●] [●]

* Relevant Transaction Party information to be inserted and updated

29/29

[ISSUER] B.V. Monthly Investor Report Dutch National … · 2015-10-12 · Covered Bonds [ ] Asset...

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