Portfolio Characteristics

Transcription

1 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Portfolio Characteristics Type of loan #Loans #Loanparts Gross Net Ultimo , ,27 Repurchased , , , ,61 Details Cut-Off Date Principal amount Value of savings deposits principal balance Building deposits principal balance excl. building and savings deposits Number of loans Number of loanparts principal balance (loan) principal balance (loanpart) Remaining interest Period (in years) First interest reset date Last interest reset date Maximum current interest Minimum current interest average current coupon (WACC) average maturity (in years) (WAM) average seasoning (in years) average LTFV * average LTFV (indexed) * average LTMV * average LTMV (indexed) * % Owner occupied * LTV based on: notional / collateral value Amounts in euro , , , , , , ,16 8, ,20% 0,00% 4,85% 22,53 7,13 87,70% 85,55% 74,54% 72,72% 100,00% Page 1 of 18

2 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Redemption Type Description Loanparts Annuity ,39 0,19% 467 0,41% 5,00% 21,25 Bank Savings Bridge loan Flexible loan Hybrid ,93 10,83% ,44% 4,52% 23,14 Interest only ,57 36,00% ,56% 4,81% 26,51 Investment ,74 16,43% ,08% 4,94% 20,75 Investment Insurance Life investment ,81 18,46% ,81% 4,81% 19,06 Linear ,11 0,05% 171 0,15% 4,82% 19,07 Not pledged collateral Other Private Banking / Personal Business Private loan Savings ,53 13,48% ,69% 5,27% 20,49 Savings (external) Universal life ,53 4,57% ,84% 4,69% 16, ,61 100,00% ,00% 4,85% 22,53 Page 2 of 18

3 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Interest Reset Interval From Years ( > ) Until Years ( <= ) Loanparts < ,01 15,60% ,45% 4,79% 21, ,79 9,99% ,60% 4,77% 21, ,52 5,25% ,54% 4,96% 21, ,16 4,94% ,93% 4,55% 21, ,60 4,18% ,75% 4,88% 22, ,61 3,77% ,52% 5,15% 22, ,18 6,44% ,60% 5,39% 22, ,12 3,55% ,40% 5,43% 20, ,81 2,25% ,42% 4,78% 22, ,78 2,57% ,80% 5,31% 21, ,87 1,90% ,15% 5,38% 21, ,14 1,70% ,75% 5,30% 20, ,44 1,12% ,09% 5,22% 22, ,97 7,99% ,30% 4,31% 22, ,57 16,32% ,16% 4,50% 23, ,91 6,42% ,24% 4,86% 24, ,73 2,78% ,54% 5,28% 25, ,96 0,25% 281 0,25% 5,71% 25, ,75 0,35% 396 0,35% 5,40% 24, ,31 0,05% 63 0,06% 6,25% 21, ,78 0,03% 37 0,03% 5,45% 24, ,77 0,24% 243 0,22% 5,48% 23, ,99 0,03% 32 0,03% 6,01% 27, ,12 0,03% 37 0,03% 5,36% 25, ,05 0,01% 6 0,01% 5,24% 24, ,91 0,05% 46 0,04% 5,26% 26, ,48 1,68% ,33% 5,31% 26, ,60 0,20% 188 0,17% 5,80% 27, ,17 0,31% 269 0,24% 5,30% 28, ,51 0,00% 7 0,01% 6,40% 29,37 30 > 0,00% 0 0,00% 0,00% 0,00 Unknown 0,00% 0 0,00% 0,00% 0, ,61 100,00% ,00% 4,85% 22,53 Page 3 of 18

4 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Geographical Distribution Province Loans Unspecified Drenthe ,14 1,61% ,80% 4,84% 22,34 Flevoland ,27 2,41% ,40% 4,91% 22,47 Friesland ,66 1,75% ,03% 4,81% 22,45 Gelderland ,99 10,87% ,97% 4,83% 22,64 Groningen ,99 1,31% ,67% 4,87% 22,45 Limburg ,71 3,86% ,78% 4,94% 22,09 Noord-Brabant ,92 17,55% ,37% 4,86% 22,51 Noord-Holland ,98 14,49% ,22% 4,86% 22,42 Overijssel ,34 5,05% ,44% 4,75% 22,88 Utrecht ,72 9,28% ,21% 4,81% 22,55 Zeeland ,32 2,43% ,85% 4,88% 22,54 Zuid-Holland ,57 29,40% ,25% 4,88% 22, ,61 100,00% ,00% 4,85% 22,53 Page 4 of 18

5 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Loan To Original Foreclosure Value ( based on notional / collateral value From ( > ) Until ( <= ) NHG Garantie Loans < 40% ,02 7,36% ,83% 4,95% 21,29 40% 50% ,47 4,66% ,55% 4,83% 21,38 50% 55% ,33 2,94% ,58% 4,82% 22,02 55% 60% ,20 3,85% ,21% 4,77% 21,81 60% 65% ,75 3,81% ,78% 4,81% 22,51 65% 70% ,86 4,08% ,85% 4,81% 22,64 70% 75% ,38 5,15% ,52% 4,78% 22,85 75% 80% ,81 4,09% ,31% 4,84% 22,46 80% 85% ,52 4,64% ,52% 4,82% 22,77 85% 90% ,40 5,89% ,24% 4,83% 23,22 90% 95% ,00 6,50% ,46% 4,76% 22,75 95% 100% ,07 9,42% ,25% 4,73% 22,48 100% 105% ,17 5,95% ,85% 4,84% 22,53 105% 110% ,76 5,03% ,35% 4,89% 22,62 110% 115% ,75 4,68% ,24% 4,98% 23,03 115% 120% ,82 6,97% ,68% 4,97% 23,29 120% 125% ,99 8,92% ,22% 4,96% 22,77 125% 130% ,31 6,06% ,56% 4,92% 22,72 130% 135% 135% 140% 140% 145% 145% 150% 150% > Unknown ,61 100,00% ,00% 4,85% 22,53 Page 5 of 18

6 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Loan To Indexed Foreclosure Value ( based on notional / collateral value From ( > ) Until ( <= ) NHG Garantie Loans < 40% ,01 9,73% ,77% 5,02% 19,79 40% 50% ,82 5,09% ,62% 4,90% 20,68 50% 55% ,48 3,16% ,42% 4,85% 21,52 55% 60% ,58 3,42% ,48% 4,82% 22,09 60% 65% ,48 3,91% ,60% 4,79% 22,27 65% 70% ,54 4,20% ,65% 4,81% 22,66 70% 75% ,65 4,48% ,64% 4,82% 22,65 75% 80% ,97 4,99% ,80% 4,83% 22,52 80% 85% ,62 5,42% ,96% 4,83% 22,76 85% 90% ,53 5,96% ,07% 4,78% 22,64 90% 95% ,01 6,34% ,27% 4,75% 22,64 95% 100% ,22 6,33% ,22% 4,79% 22,86 100% 105% ,38 6,73% ,40% 4,81% 22,77 105% 110% ,90 6,65% ,37% 4,88% 22,80 110% 115% ,16 5,36% ,57% 4,85% 23,19 115% 120% ,26 4,43% ,95% 4,82% 23,27 120% 125% ,77 4,39% ,92% 4,80% 23,89 125% 130% ,30 4,11% ,70% 4,88% 24,45 130% 135% ,47 3,09% ,06% 4,99% 24,74 135% 140% ,69 1,67% 795 1,17% 5,09% 24,89 140% 145% ,06 0,50% 230 0,34% 5,25% 25,58 145% 150% ,71 0,04% 21 0,03% 5,23% 26,22 150% > Unknown ,61 100,00% ,00% 4,85% 22,53 Page 6 of 18

7 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Loan To Original Market Value ( based on notional / collateral value From ( > ) Until ( <= ) NHG Garantie Loans < 40% ,68 10,43% ,32% 4,91% 21,30 40% 50% ,11 7,21% ,62% 4,80% 21,77 50% 55% ,02 4,75% ,78% 4,79% 22,45 55% 60% ,22 4,79% ,52% 4,81% 22,62 60% 65% ,97 5,82% ,01% 4,79% 22,81 65% 70% ,72 5,00% ,96% 4,83% 22,72 70% 75% ,94 6,14% ,51% 4,83% 22,69 75% 80% ,75 7,58% ,25% 4,77% 23,09 80% 85% ,40 10,67% ,12% 4,74% 22,48 85% 90% ,87 6,97% ,51% 4,84% 22,53 90% 95% ,83 5,63% ,80% 4,94% 22,67 95% 100% ,17 6,38% ,34% 4,97% 23,32 100% 105% ,32 9,71% ,68% 4,98% 22,97 105% 110% ,95 6,81% ,95% 4,93% 22,67 110% 115% ,66 2,10% ,63% 4,88% 22,70 115% 120% 120% 125% 125% 130% 130% 135% 135% 140% 140% 145% 145% 150% 150% > Unknown ,61 100,00% ,00% 4,85% 22,53 Page 7 of 18

8 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Loan To Indexed Market Value ( based on notional / collateral value From ( > ) Until ( <= ) NHG Garantie Loans < 40% ,45 13,21% ,48% 5,00% 19,97 40% 50% ,61 7,34% ,96% 4,84% 21,59 50% 55% ,55 4,52% ,23% 4,79% 22,31 55% 60% ,53 4,92% ,27% 4,81% 22,67 60% 65% ,43 5,43% ,34% 4,80% 22,67 65% 70% ,23 6,11% ,61% 4,85% 22,78 70% 75% ,95 6,68% ,67% 4,81% 22,41 75% 80% ,73 7,21% ,86% 4,75% 22,68 80% 85% ,43 7,62% ,07% 4,79% 22,84 85% 90% ,94 7,96% ,21% 4,82% 22,75 90% 95% ,32 7,56% ,98% 4,88% 22,96 95% 100% ,23 5,77% ,86% 4,85% 23,14 100% 105% ,82 4,99% ,31% 4,80% 23,65 105% 110% ,16 4,89% ,22% 4,86% 24,39 110% 115% ,33 3,76% ,50% 4,98% 24,71 115% 120% ,31 1,68% 802 1,18% 5,11% 24,94 120% 125% ,59 0,36% 168 0,25% 5,25% 25,65 125% 130% ,00 0,00% 1 0,00% 5,83% 26,19 130% 135% 135% 140% 140% 145% 145% 150% 150% > Unknown ,61 100,00% ,00% 4,85% 22,53 Page 8 of 18

9 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Mortgage Loan Size From EUR ( > ) Until EUR ( <= ) Loans < ,83 8,81% ,92% 5,08% 19, ,53 26,48% ,98% 4,94% 22, ,46 36,73% ,65% 4,81% 23, ,58 17,21% ,72% 4,77% 23, ,11 6,28% ,44% 4,78% 23, ,63 2,57% 554 0,81% 4,76% 23, ,42 1,10% 199 0,29% 4,78% 22, ,86 0,46% 74 0,11% 4,73% 21, ,63 0,21% 29 0,04% 4,75% 22, ,56 0,13% 16 0,02% 4,73% 22, > Unknown ,61 100,00% ,00% 4,85% 22,53 Page 9 of 18

10 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Interest Rate Group From ( > ) Until ( <= ) Loanparts < 3,00% ,23 0,04% 72 0,06% 2,34% 20,74 3,00% 3,50% ,62 0,38% 345 0,31% 3,43% 22,78 3,50% 4,00% ,23 7,88% ,47% 3,88% 22,90 4,00% 4,50% ,55 25,49% ,01% 4,32% 22,74 4,50% 5,00% ,51 29,13% ,87% 4,77% 22,89 5,00% 5,50% ,74 22,25% ,00% 5,26% 22,49 5,50% 6,00% ,10 10,56% ,14% 5,73% 21,88 6,00% 6,50% ,28 3,61% ,30% 6,22% 20,46 6,50% 7,00% ,07 0,56% 808 0,72% 6,70% 18,41 7,00% > ,28 0,09% 146 0,13% 7,38% 13,61 Unknown 0,00% 0 0,00% 0,00% 0, ,61 100,00% ,00% 4,85% 22,53 Page 10 of 18

11 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Origination Year From Year ( >= ) Until Year ( < ) Loanparts < ,09 0,86% ,71% 5,30% 11, ,47 0,33% 603 0,53% 4,94% 13, ,24 0,46% 801 0,71% 5,05% 14, ,14 0,79% ,23% 5,18% 14, ,59 1,49% ,28% 5,38% 16, ,36 2,65% ,77% 5,21% 17, ,88 2,04% ,27% 5,23% 18, ,00 4,58% ,99% 5,20% 20, ,71 9,42% ,83% 5,31% 21, ,11 11,58% ,17% 4,93% 21, ,22 9,55% ,52% 4,83% 22, ,05 8,30% ,49% 4,27% 22, ,11 19,32% ,02% 4,38% 23, ,79 11,34% ,92% 4,73% 23, ,64 11,20% ,33% 5,19% 25, ,98 3,07% ,66% 5,33% 25, ,25 2,35% ,56% 5,08% 26, ,78 0,58% 980 0,87% 4,91% 26, > ,20 0,08% 152 0,13% 4,68% 24,62 Unknown 0,00% 0 0,00% ,61 100,00% ,00% 4,85% 22,53 Page 11 of 18

12 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Date From Year ( >= ) Until Year ( < ) Loanparts < ,06 0,00% 2 0,00% 4,24% -0, ,15 0,71% ,37% 4,87% 2, ,47 1,99% ,24% 5,07% 7, ,45 5,34% ,23% 5,01% 12, ,35 15,03% ,68% 5,00% 17, ,93 48,83% ,82% 4,71% 22, ,83 25,40% ,30% 4,99% 26, > ,37 2,71% ,37% 4,88% 52,63 Unknown 0,00% 0 0,00% ,61 100,00% ,00% 4,85% 22,53 Page 12 of 18

13 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Underlying Property Property type Building site with residential purpose Borrowers Commercial collateral Commercial property Condominium/apartment ,13 5,60% ,76% 4,80% 24,13 Condominium/apartment with garage Farmhouse Garage House boat Other property Recreational home Residential property with commercial space Residential property with shop Rural estate Shop Single family house ,48 94,40% ,24% 4,86% 22,44 Single family house with garage Unspecified ,61 100,00% ,00% 4,85% 22,53 Page 13 of 18

14 Portfolio: DRB ( - Dolphin Asset Purchaser Direktbank 1 (FVN- Seasoning From Years ( >= ) Until Years ( < ) Loanparts < ,42 0,50% 845 0,75% 4,91% 26, ,38 2,02% ,26% 5,02% 26, ,01 2,55% ,04% 5,30% 25, ,29 10,27% ,34% 5,24% 25, ,12 9,40% ,06% 4,85% 24, ,67 19,56% ,55% 4,46% 23, ,44 10,36% ,54% 4,18% 22, ,69 8,99% ,07% 4,78% 22, ,39 11,36% ,99% 4,89% 21, ,86 9,75% ,26% 5,28% 21, ,83 6,13% ,16% 5,20% 20, ,71 2,10% ,21% 5,22% 19, ,21 2,59% ,56% 5,22% 17, ,88 1,74% ,67% 5,32% 16, ,94 0,91% ,39% 5,24% 15, ,84 0,48% 845 0,75% 5,11% 14, ,08 0,37% 652 0,58% 4,88% 13, ,98 0,34% 699 0,62% 5,12% 12, ,08 0,39% 866 0,77% 5,34% 12, ,93 0,17% 437 0,39% 5,47% 10,66 20 > ,86 0,02% 49 0,04% 5,31% 8,93 Unknown 0,00 0,00% 0 0,00% 0,00% 0, ,61 100,00% ,00% 4,85% 22,53 Page 16 of 18