Quarterly Information Report Report period: 22 June 2015-21 September 2015 AMOUNTS ARE IN EURO This report is in compliance with the European Securitisation Forum RMBS Issuer Principles for Transparency and Disclosure, Version 1.0 december 2008 Intertrust Management B.V. Prins Bernhardplein 200, 1097 JB Amsterdam, T +31 (0)20 577 1177 F +31 (0)20 577 1188 E securitisation@intertrustgroup.com W cm.intertrustgroup.com
Bond Report (1) Tranche Class Name General information ISIN Code Senior Class A XS0336465348 Subordinated Class B XS0336471742 Common code 033646534 033647174 Security code Stock Exchange Listing(s) Currency Irish Stock Exch. EUR Not Listed EUR Number of Notes 7120 107 Interest Payment Date Principal Payment Date 21/Sep/2015 21/Sep/2015 21/Sep/2015 21/Sep/2015 Principal information Original Principal Balance 356,000,000.00 Balance before Payment (BBP) 117,743,440.00 Principal Payments 7,127,120.00 Balance after Payment 110,616,320.00 Bal. before Payment (BBP) Per Note 16,537.00 Previous Factor 0.33074000 Principal Payments Per Note 1,001.00 Balance after Payment Per Note 15,536.00 Current Factor 0.31072000 5,350,000.00 5,350,000.00 0.00 5,350,000.00 50,000.00 1.00000000 0.00 50,000.00 1.00000000 Interest information Accrual Start Date Accrual End/Report/Record Date 22/Jun/2015 21/Sep/2015 22/Jun/2015 21/Sep/2015 Accrual Period 91 91 Fixing Date Reference Rate Reference Rate 18/Jun/2015 Euribor_3M 18/Jun/2015 Euribor_3M Coupon Reference Rate (in %) -0.014 Relevant Margin * (in bps) 14 Current Coupon (in bps) 12.6-0.014 185 183.6 Convention act/360 act/360 Interest Payments 37,522.40 Interest Payments Per Note 5.27 24,829.35 232.05 Other information Expected / Scheduled Maturity Original Life 21/Dec/2015 21/Dec/2015 Principal + Interest Payments 7,164,642.40 Scheduled Interest Payment 37,522.40 Current Interest Shortfall 0.00 Cumulative Interest Shortfall 0.00 Original Rating(s) (S&P/Moody's/Fitch/DBRS) n.r. (sf) / Aaa (sf) / n.r. (sf) / n.r. (sf) Current Rating(s) (S&P/Moody's/Fitch/DBRS) n.r. (sf) / Aa2 (sf) / n.r. (sf) / n.r. (sf) PDL Balance Previous Payment Date 0.00 PDL Balance Current Payment Date 0.00 Principal Shortfall 0.00 Cumulative Principal Shortfalls 0.00 24,829.35 24,829.35 0.00 0.00 n.r. (sf) / n.r. (sf) / n.r. (sf) / n.r. (sf) n.r. (sf) / n.r. (sf) / n.r. (sf) / n.r. (sf) 0.00 0.00 0.00 0.00 Legal Maturity 18/Dec/2047 18/Dec/2047 * up to FORD: 21/Dec/2015 User - Date / Time: DBU - 15 September 2015 12:26:37
The Mortgage Portfolio Overview Previous reporting period end date Mortgage Loans 6/1/2015 Current reporting period end date Mortgage Loans 9/1/2015 Number of Loans Number of Loans at the beginning of the period 778 Number of Matured Loans / Prepaid Loans 10 Number of Defaulted Loans 0 Number of Substituted or Replenished Loans 0 Number of Repurchased Loans by the seller 35 Number of other Loans 0 Number of Loans at the end of the period 733 Amounts Net Outstanding balance at the beginning of the quarter 117,736,902.24 Scheduled Principal Mortgage Loans Received 152,278.24 Prepayments of Mortgage Loans 328,294.59 Defaulted Mortgage Loans (net of Recoveries) 0.00 Substituted or Replenished Mortgage Loans 0.00 Repurchased Mortgage Loans by the seller 6,650,328.68 Other amounts 0.00 Net Outstanding balance at the end of the quarter 110,606,000.73 Losses Cumulative balance of losses since Closing (net of recoveries) at the beginning of the period 124,468.77 Change balance of losses (net of recoveries) during the period -250.02 Cumulative balance of losses since Closing (net of recoveries) at the end of the period 124,218.75 Amount of Construction Deposit Obligations Construction Deposit Obligations at the beginning of the period 0.00 Changes in Construction Deposit Obligations 0.00 Construction Deposit Obligations at the End of the period 0.00 User - Date / Time: DBU - 15 September 2015 12:26:37
Interest Waterfall Notes Interest Available Amount (i) interest, including, penalty interest, but excluding Prepayment Penalties received on the Mortgage Receivables; 1,201,918.65 (ii) interest credited to the Issuer Collection Account, the Reserve Account and the Construction account; 0.00 (iii) Net Proceeds on any Mortgage Receivables; 0.00 (iv) amounts to be drawn under the Liquidity Facility; 0.00 (v) amounts to be drawn from the Reserve Amount; 0.00 (vi) amounts to be received from the Swap Counterparty under the Swap Agreement; 688,748.25 (vii) amounts received in connection with a repurchase of Mortgage Receivables; 0.00 (viii) amounts received in connection with a sale of Mortgage Receivables; 0.00 (ix) amounts received as post-foreclosure proceeds on the Mortgage Receivables; and 250.02 (x) any (remaining) amounts standing to the credit of the Issuer Collection Account (final QPD). 0.00 (xi) less (i) the amount of return or transfer of any Excess Swap Collateral (ii) Other Collateral, or (iii) Tax Credits; 0.00 (xii) less on the first Quarterly Payment Date of each calendar year a minimum of 2,500,- 0.00 Notes Interest Available Amount (NIAA) 1,890,916.92 Interest Priority of Payment (a) first, the fees or other remuneration due and payable to the Directors; 0.00 (b) second, fees and expenses due and payable to the Issuer Administrator and the MPT Provider; 34,242.11 (c) third, any amounts due and payable to third parties; 41,328.51 (d) fourth, amounts, if any, due or accrued but unpaid under the Swap Agreement to the Swap Counterparty; 1,232,494.49 (e) fifth, all amounts of interest due or interest accrued but unpaid in respect of the Senior Class A Notes; 37,522.40 (f) sixth, making good any shortfall reflected in the Class A Principal deficiency Ledger; 0.00 (g) seventh, any sums required to be deposited on the Reserve Account; 0.00 (h) eighth, interest due or interest accrued but unpaid on the Subordinated Class B Notes; 24,829.35 (i) ninth, in or towards satisfaction of a Liquidity Facility Subordinated Amount due; 0.00 (j) tenth, in or towards satisfaction to the Swap Counterparty of any Swap Subordinated Amount due; 0.00 (k) eleventh, in or towards satisfaction of principal amounts due under the Subordinated Class B Notes (final QPD); 0.00 (l) twelfth, in or towards interest due or interest accrued but unpaid and principal on the Subordinated Loan; and 5,733.12 (m) thirteenth, in or towards satisfaction of a Deferred Purchase Price Installment to the Seller. 514,766.93 Interest Amounts Applied 1,890,916.92 User - Date / Time: DBU - 15 September 2015 12:26:37
Principal Waterfall Notes Redemption Available Amount (i) as repayment and prepayment in full of principal under the Mortgage Receivables; 343,015.42 (ii) as Net Proceeds, to the extent such proceeds relate to principal less; 0.00 (iii) as amounts received in connection with a repurchase of Mortgage Receivables; 0 (iv) as amounts received in connection with a sale of Mortgage Receivables; 6,650,328.68 (v) as amounts of interest received to be credited to the Principal Deficiency Ledger; 0.00 (vi) as Savings Participation Increase pursuant to the Savings Mortgage Sub-Participation Agreement; and 138,047.62 (vii) as amounts received on the Issuer Collection Account from the credit of the Construction Account. 0.00 Unapplied principal amounts previous periods 1,206.73 Notes Redemption Available Amount 7,132,598.46 Notes Principal Priority of Payments (a) The Senior Class A Notes, until fully redeemed. 7,127,120.00 Unapplied principal amounts current period 5,478.46 Principal Priority of Payments 7,132,598.46 User - Date / Time: DBU - 15 September 2015 12:26:37
Additional Information Collection Account Collection Account starting balance 9,208.09 Received on bank account 9,018,357.66 Received interest 0.00 Paid from bank account 9,014,087.29 Collection Account ending balance 13,478.46 Reserve Account Reserve Account starting balance 5,350,000.00 Deposit current Payment Date 0.00 Received interest 0.00 Payments from Reserve Fund 0.00 Reserve Account ending balance 5,350,000.00 Target Reserve Account Balance at end of reporting period 5,340,000.00 Construction Account Construction Account starting balance 0.00 Received interest 0.00 Amounts paid 0.00 Construction Account ending balance 0.00 Liquidity Facility Liquidity Facility Maximum Amount, next period 2,136,000.00 Liquidity Facility drawn amount previous period 0.00 Liquidity Facility drawn amount current period 0.00 Liquidity Facility repaid amount current period 0.00 Liquidity Facility Available Amount, next period 2,136,000.00 Interest due on drawn amounts 0.00 Interest paid on drawn amounts 0.00 Subordinated Loan Subordinated Loan, starting balance 925,000.00 Repayment principal 0.00 Subordinated Loan, ending balance 925,000.00 Interest payable 5,733.12 Interest paid 5,733.12 Deferred Purchase Price (DPP) Specification Swap Margin 521,956.96 Losses in period 0.00 Recoveries in period 250.02 Change in arrears (interest) -1,706.92 Interest Subordinated Loan (paid) -5,733.12 Tax Amount 0.00 Corrections to DPP 0.00 Available for DPP installment 514,766.93 User - Date / Time: DBU - 15 September 2015 12:26:37
Default Statistics This period Number of Loans Defaulted during the Period 0 Percentage of Number of Performing Loans Outstanding at the beginning of the period (%) 0.00 Principal Balance of Loans Defaulted during the period 0.00 Percentage of Scheduled Balance of Performing Loans at the beginning of the period (%) 0.00 Losses on loans during period 0.00 Recoveries during Period on Defaulted Loans 250.02 Recoveries as a percentage of Losses on the Defaulted Loans during the period (%) 0.00 Losses minus Recoveries (Net Losses) during period -250.02 Since Closing Number of Loans Defaulted since Closing 22 Percentage of Number of Loans at Closing (%) 0.95 Principal Balance of Loans Defaulted since Closing at Defaulted Date 3,779,441.54 Percentage of Scheduled Balance at Closing (%) 1.04 amount of losses since Closing at Defaulted Date 761,230.62 Recoveries since Closing on Defaulted Loans 637,011.87 Recoveries as a Percentage of Losses on Defaulted Loans (1) % 83.68 Losses minus Recoveries (Net Losses) since Closing 124,218.75 Loss Severity (Cumulative Net Loss divided by Principal Amount of Cumulative Defaults) 3.29 Definition Defaults: Mortgage loans of which the foreclosure is completed (mortgage property is publicly or privately sold) 1) As a percentage of outstanding balance of all defaulted loans at the defaulted date User - Date / Time: DBU - 15 September 2015 12:26:37
Constant Prepayment Rate Statistics Life CPR Life CPR, this quarter 15.18 Life CPR, previous quarter 14.91 Rolling average CPR last 3 months ACPR 3M, this quarter 21.71 ACPR 3M, previous quarter 14.02 Rolling average CPR last 12 months ACPR 12M, this quarter 19.37 ACPR 12M, current quarter 16.58 User - Date / Time: DBU - 15 September 2015 12:26:37
Delinquencies Months 0 0 =< 1 1 =< 2 2 =< 3 3 =< 4 4 =< 5 5 =< 6 > 6 # loans Arrears Amount Mortgage amount # loans Mortgage Amount 705 0.00 106,815,674.12 96.18% 96.57% 15.00 5,616.79 2,008,996.49 2.05% 1.82% 2.00 930.21 201,543.22 0.27% 0.18% 2.00 3,386.44 339,754.00 0.27% 0.31% 2.00 3,003.27 234,414.44 0.27% 0.21% 0.00 0.00 0.00 0.00% 0.00% 1.00 3,433.98 163,740.00 0.14% 0.15% 6.00 45,023.65 841,878.46 0.82% 0.76% 733 61,394.34 110,606,000.73 100.00% 100.00% Definition Delinquencies: All amounts in Arrear (scheduled principal; scheduled interest; arrears penalties on scheduled amounts in arrear). User - Date / Time: DBU - 15 September 2015 12:26:37
Triggers And Key Characteristics Notification Events None Mortgage Payment Frequency 1 Other information in relation to closing Realised as per Closing Date Realised as per 31/8/2015 - Coupon Maximum 6.20 5.90 - Coupon Minimum 3.05 2.20 - Coupon 4.08 4.25 - Current Loan-to-Value 1 (Recorded Foreclosure Value) 111.22 106.00 - Current Loan-to-Value 2 (Indexed Recorded Foreclosure Value) 101.16 110.00 - Current Loan-to-Value 3 (Estimated Fair Market Value) 99.10 94.00 - Current Loan-to-Value 4 (Indexed Estimated Fair Market Value) 90.14 98.00 - Mortgage Loan, 1 Original Balance 379,244,987.00 118,083,945.90 - Mortgage Loan, 2 Outstanding Principal Balance 357,614,194.00 110,606,000.70 - Mortgage Loan, 3 Savings Participation 1,614,194.00 4,345,963.88 - Mortgage Loan, 4 Net Balance 356,000,000.00 110,606,000.70 - Mortgage Loan, balance by Borrower 161,676.00 150,894.95 - Mortgage Loan, Maximum Loan Value 249,999.00 255,700.00 - Number of Loanparts 4,560.00 1,404.00 - Number of Loans 2,328.00 733.00 - Maturity (months) 70.13 37.48 - Seasoning (months) 26.98 119.13 Triggers Realised as per Closing Date Realised as per 31/8/2015 Reserve Account Balance(Target: 5340000) 5,350,000.00 5,350,000.00 Liquidity Facility Amount (Maximum: 2136000.00) 4,984,000.00 2,136,000.00 Counterparty Ratings Moody's (ST/LT) Fitch (ST/LT) S&P (ST/LT) DBRS (ST/LT) Role Party Rating trigger Current rating Rating trigger Current rating Rating trigger Current rating Rating trigger Current rating Floating Rate GIC Provider Bank Nederlandse Gemeenten P1 / P1 / / / / / R-1 L / / N.V. BBB(h) Interest Rate Swap Bank of Scotland Plc., P1 / A1 P1 / A1 / / / / / / Counterparty Amsterdam Branch Liquidity Facility Provider Bank of Scotland Plc., P1 / P1 / / / / / / BBB(h) / AA(l) Amsterdam Branch Seller Collection Account Provider Rabobank Nederland P1 / P1 / / / / / R-1 L / BBB (h) R-1 H / AA(h) User - Date / Time: DBU - 15 September 2015 12:26:37
Stratification 1. Key characteristics Principal amount 114,951,964.61 Value of savings deposits 4,345,963.88 Outstanding principal balance 110,606,000.73 Building deposits Outstanding principal balance excl. building and saving deposits 110,606,000.73 Number loans 733 Number loanparts 1,404 principal balance (borrower) 150,894.95 average current interest rate 4.25% average maturity (in years) 3.12 average seasoning (in years) 10.08 average LTFV * 105.52% average LTFV (indexed) * (1) 113.20% (*) WAM based on weighted interest period (1) The average loan to indexed foreclosure value is 113.20%, whereby LTiFV of guaranteed mortgages is stated at nil percent.
2. Redemption Type Description Aflossingsvrije Hypotheek Aggregate Outstanding Not. Amount Nr of Loanparts Coupon Maturity Alternative Savings Annuitaire Hypotheek Annuity 1,491,518.11 1.35% 23 1.64% 4.05% 32.32 Automatische Continuatie Bank Savings Beschermd Vermogen Hypotheek Beurs Hypotheek Bridge Loan Bridge loan Debt Agreement Fixed Mortgage Type Hybrid Hybride Interest only 46,882,780.85 42.39% 694 49.43% 4.23% 37.96 Investment 900,760.93 0.81% 8 0.57% 4.53% 43.21 Leven Hypotheek Life 748,286.20 0.68% 6 0.43% 4.40% 27.39 Life (external policy) Lineair Lineaire Hypotheek Linear Mixed Annuity Nationale Nederlanden Opmaat Hypotheek Other Other Royal Bridge Royal Future Hypotheek Savings 2,573,554.68 2.33% 32 2.28% 4.83% 97.25 Savings/ Life 14,524,837.14 13.13% 174 12.39% 4.12% 50.68 Spaar Hypotheek Spaar Hypotheek Avéro STAR Aflossingsvrij Switch Unit Linked 43,484,262.82 39.31% 467 33.26% 4.28% 29.17 Universal Life Unknown Vermogens Hypotheek Vrij Vermogen Hypotheek 110,606,000.73 100.00% 1,404 100.00% 4.25% 37.45 (*) WAM based on weighted interest period
3. Interest Reset Dates From ( > ) Until ( <= ) Aggregate Outstanding Not. Amount Nr of Loanparts Coupon Maturity < 2016 19,635,813.49 17.75% 254 18.09% 3.52% 1.41 2016 2017 38,884,609.52 35.16% 493 35.11% 4.47% 10.19 2017 2018 17,582,787.82 15.90% 235 16.74% 4.88% 21.29 2018 2019 4,689,957.59 4.24% 56 3.99% 4.33% 37.22 2019 2020 4,262,987.09 3.85% 54 3.85% 3.82% 43.92 2020 2021 4,648,031.78 4.20% 59 4.20% 3.81% 61.10 2021 2022 3,016,390.11 2.73% 37 2.64% 4.38% 74.02 2022 2023 2,507,773.18 2.27% 28 1.99% 4.69% 79.63 2023 2024 967,544.88 0.87% 14 1.00% 4.72% 95.86 2024 2025 2,269,881.18 2.05% 25 1.78% 4.04% 105.07 2025 2026 4,986,934.97 4.51% 65 4.63% 2.90% 118.13 2026 2027 2,510,893.24 2.27% 31 2.21% 4.56% 134.18 2027 2028 1,370,016.35 1.24% 15 1.07% 4.85% 140.91 2028 2029 2030 2029 2030 2031 2031 2032 175,290.85 0.16% 2 0.14% 4.75% 193.00 2032 2033 2033 2034 2034 2035 104,108.17 0.09% 1 0.07% 4.70% 231.00 2035 2036 363,761.86 0.33% 4 0.28% 4.80% 239.90 2036 2037 724,130.86 0.65% 8 0.57% 4.70% 253.96 2037 2038 1,905,087.79 1.72% 23 1.64% 4.87% 260.12 2038 2039 2040 2041 2042 2043 2044 2045 2039 2040 2041 2042 2043 2044 2045 > Unknown 110,606,000.73 100.00% 1,404 100.00% 4.25% 37.45 (*) WAM based on weighted interest period
4. Geographical Distribution Province Aggregate Outstanding Not. Amount Drenthe 3,316,419.81 3.00% 23 3.14% 4.35% 33.51 Utrecht 7,360,694.08 6.65% 43 5.87% 4.15% 36.97 Zeeland 1,718,526.59 1.55% 13 1.77% 3.92% 64.27 Zuid-Holland 33,072,924.43 29.90% 232 31.65% 4.26% 35.36 Unspecified 509,382.04 0.46% 3 0.41% 4.55% 11.01 Flevoland 4,130,434.94 3.73% 25 3.41% 4.22% 32.07 Friesland 4,518,762.08 4.09% 35 4.77% 4.17% 26.89 Gelderland 11,404,736.11 10.31% 71 9.69% 4.11% 39.48 Groningen 3,574,923.72 3.23% 26 3.55% 4.18% 54.41 Limburg 5,281,772.08 4.78% 37 5.05% 4.23% 37.56 Nr of Loans Coupon Maturity Noord-Brabant 11,577,039.00 10.47% 71 9.69% 4.21% 42.81 Noord-Holland 16,661,639.67 15.06% 105 14.32% 4.34% 31.05 Overijssel 7,478,746.18 6.76% 49 6.68% 4.53% 48.54 110,606,000.73 100.00% 733 100.00% 4.25% 37.45 (*) WAM based on weighted interest period
5. Loan To Original Foreclosure Value ( based on notional / collateral value From ( > ) NHG Garantie Until ( <= ) Aggregate Outstanding Not. Amount Nr of Loans Coupon Maturity < 10% 2,771.80 0.00% 1 0.14% 5.90% 71.00 10% 20% 361,079.22 0.33% 5 0.68% 3.56% 60.55 20% 30% 425,809.09 0.38% 6 0.82% 4.07% 40.56 30% 40% 831,252.05 0.75% 11 1.50% 4.09% 49.56 40% 50% 1,762,220.57 1.59% 15 2.05% 4.17% 30.87 50% 60% 3,417,485.16 3.09% 29 3.96% 3.90% 42.83 60% 70% 2,837,170.72 2.57% 25 3.41% 4.18% 45.02 70% 80% 4,601,020.69 4.16% 33 4.50% 4.17% 47.53 80% 90% 6,290,002.47 5.69% 45 6.14% 3.87% 38.27 90% 100% 13,125,674.69 11.87% 88 12.01% 4.13% 42.06 100% 110% 18,451,233.34 16.68% 119 16.23% 4.19% 42.02 110% 120% 22,154,257.59 20.03% 135 18.42% 4.31% 42.56 120% 130% 33,426,507.34 30.22% 201 27.42% 4.40% 28.26 130% 140% 2,619,316.00 2.37% 18 2.46% 4.61% 20.43 140% 150% 179,200.00 0.16% 1 0.14% 5.30% 22.00 150% > 121,000.00 0.11% 1 0.14% 4.50% 10.00 (*) WAM based on weighted interest period 110,606,000.73 100.00% 733 100.00% 4.25% 37.45
6. Loan To Indexed Foreclosure Value ( based on notional / collateral value From ( > ) NHG Garantie Until ( <= ) Aggregate Outstanding Not. Amount Nr of Loans Coupon Maturity < 10% 2,771.80 0.00% 1 0.14% 5.90% 71.00 10% 20% 183,597.94 0.17% 3 0.41% 3.69% 82.80 20% 30% 332,454.10 0.30% 5 0.68% 3.80% 25.99 30% 40% 811,641.53 0.73% 10 1.36% 4.05% 58.68 40% 50% 1,039,077.11 0.94% 11 1.50% 4.07% 16.29 50% 60% 2,799,104.87 2.53% 24 3.27% 4.00% 36.03 60% 70% 3,092,866.32 2.80% 27 3.68% 4.11% 54.41 70% 80% 2,732,115.35 2.47% 22 3.00% 4.00% 35.66 80% 90% 5,617,819.07 5.08% 41 5.59% 4.00% 51.60 90% 100% 9,636,272.85 8.71% 67 9.14% 4.03% 30.25 100% 110% 11,877,989.20 10.74% 77 10.50% 4.25% 35.02 110% 120% 20,590,814.45 18.62% 131 17.87% 4.20% 33.66 120% 130% 25,279,941.76 22.86% 160 21.83% 4.29% 32.58 130% 140% 17,715,816.55 16.02% 99 13.51% 4.41% 46.20 140% 150% 8,006,335.42 7.24% 50 6.82% 4.59% 41.68 150% > 887,382.41 0.80% 5 0.68% 4.79% 23.26 110,606,000.73 100.00% 733 100.00% 4.25% 37.45 (*) WAM based on weighted interest period
7. Mortgage Loan Size From ( > ) Until ( <= ) Aggregate Outstanding Not. Amount < 25.000 2,771.80 0.00% 1 0.14% 5.90% 71.00 25.000 50.000 223,034.36 0.20% 5 0.68% 4.10% 29.25 50.000 75.000 1,462,014.58 1.32% 22 3.00% 4.06% 29.81 75.000 100.000 6,603,293.05 5.97% 74 10.10% 4.21% 37.66 100.000 150.000 33,598,864.77 30.38% 266 36.29% 4.28% 34.45 150.000 200.000 45,235,325.83 40.90% 258 35.20% 4.26% 36.94 200.000 250.000 22,971,297.61 20.77% 105 14.32% 4.21% 43.70 250.000 300.000 509,398.73 0.46% 2 0.27% 4.62% 20.51 Nr of Loans Coupon Maturity 300.000 350.000 400.000 450.000 500.000 350.000 400.000 450.000 500.000 > Unknown 110,606,000.73 100.00% 733 100.00% 4.25% 37.45 (*) WAM based on weighted interest period
8. Interest Rate Group From ( > ) < Until ( <= ) 0,5% Aggregate Outstanding Not. Amount Nr of Loanparts Coupon Maturity 0,5% 1,0% 1,0% 1,5% 1,5% 2,0% 2,0% 2,5% 763,170.33 0.69% 12 0.85% 2.44% 16.00 2,5% 3,0% 10,006,709.13 9.05% 131 9.33% 2.69% 57.09 3,0% 3,5% 2,587,516.48 2.34% 32 2.28% 3.22% 59.46 3,5% 4,0% 16,096,013.05 14.55% 212 15.10% 3.76% 8.60 4,0% 4,5% 36,383,120.78 32.89% 437 31.13% 4.31% 36.18 4,5% 5,0% 36,069,028.26 32.61% 454 32.34% 4.70% 44.84 5,0% 5,5% 8,471,232.61 7.66% 121 8.62% 5.25% 37.99 5,5% 6,0% 229,210.09 0.21% 5 0.36% 5.67% 47.04 6,0% 6,5% 7,0% 6,5% 7,0% > Unknown 110,606,000.73 100.00% 1,404 100.00% 4.25% 37.45 (*) WAM based on weighted interest period
9. Origination Date From ( >= ) < Until ( < ) 1995 Aggregate Outstanding Not. Amount Nr of Loanparts Coupon Maturity 1995 1996 1996 1997 1997 1998 1998 1999 1999 2000 2000 2001 478,677.49 0.43% 8 0.57% 3.96% 21.40 2001 2002 374,283.80 0.34% 9 0.64% 5.05% 12.07 2002 2003 1,038,995.11 0.94% 14 1.00% 3.58% 10.58 2003 2004 2,930,460.37 2.65% 35 2.49% 4.19% 38.82 2004 2005 36,612,055.66 33.10% 457 32.55% 4.32% 20.20 2005 2006 31,212,876.27 28.22% 413 29.42% 3.99% 35.34 2006 2007 16,889,978.69 15.27% 212 15.10% 4.25% 45.93 2007 2008 21,068,673.34 19.05% 256 18.23% 4.55% 65.70 2008 2009 2010 2011 2012 2013 2014 2015 2009 2010 2011 2012 2013 2014 2015 > Unknown 110,606,000.73 100.00% 1,404 100.00% 4.25% 37.45 (*) WAM based on weighted interest period
10. Underlying Property Property Caravan Aggregate Outstanding Not. Amount Nr of Loans Coupon Maturity Condominium 30,540,098.87 27.61% 238 32.47% 4.27% 27.46 Condominium with garage 122,300.00 0.11% 1 0.14% 4.50% 13.00 Conversion Farm house 175,506.55 0.16% 1 0.14% 4.80% 140.86 Flat/appartment Flat/appartment with garage Garage House/Practice Houseboat MVE / MGE property NRF Property Office space Other property / unknown 217,000.00 0.20% 1 0.14% 4.50% 10.00 Recreational home Residential / business property Residential farm Retail property Rural estate Shop / House Shop/private house Single family house 65,871,396.16 59.55% 409 55.80% 4.25% 39.96 Single family house with garage 13,679,699.15 12.37% 83 11.32% 4.17% 46.96 Single garage for flat/appartment Single garage for house Unknown Unspecified Utility building 110,606,000.73 100.00% 733 100.00% 4.25% 37.45 (*) WAM based on weighted interest period
11. Seasoning From ( >= ) < Until ( < ) 1 Aggregate Outstanding Not. Amount Nr of Loanparts Coupon Maturity 1 2 2 3 3 4 4 5 5 6 6 7 7 8 487,033.37 0.44% 6 0.43% 4.86% 24.00 8 9 31,217,078.65 28.22% 382 27.21% 4.49% 63.76 9 10 25,224,248.39 22.81% 327 23.29% 4.05% 21.37 10 11 17,676,263.56 15.98% 227 16.17% 3.95% 46.94 11 12 32,814,048.35 29.67% 418 29.77% 4.35% 20.77 12 13 1,452,303.83 1.31% 15 1.07% 4.01% 44.51 13 14 1,089,020.53 0.98% 16 1.14% 3.79% 12.07 14 15 519,853.15 0.47% 11 0.78% 4.63% 22.75 15 16 126,150.90 0.11% 2 0.14% 2.60% 0.00 16 17 18 19 20 17 18 19 20 > Unknown 110,606,000.73 100.00% 1,404 100.00% 4.25% 37.45
Contact Information Auditors PricewaterhouseCoopers Accountants N.V. Company Administrator Intertrust Administrative Services B.V. Thomas R. Malthusstraat 5 Prins Bernhardplein 200 1066 JR Amsterdam 1097 JB Amsterdam Floating Rate GIC Provider Bank Nederlandse Gemeenten N.V. Interest Rate Swap Counterparty Bank of Scotland Plc., Amsterdam Branch Koninginnegracht 2 De Entrée 254 2514 AA The Hague 1101 EE Amsterdam Issuer Candide Financing 2007 NHG B.V. Legal Advisor to the Manager NautaDutilh N.V. Prins Bernhardplein 200 Strawinksylaan 1999 1097 JB Amsterdam 1077 XV Amsterdam Legal Advisor to the Seller and the Issuer Allen & Overy LLP Liquidity Facility Provider Bank of Scotland Plc., Amsterdam Branch Apollolaan 15 De Entrée 254 1077 AB Amsterdam 1101 EE Amsterdam Listing Agent ABN AMRO Bank N.V. MPT Provider Bank of Scotland Plc., Amsterdam Branch Gustav Mahlerlaan 10 De Entrée 254 1082 PP Amsterdam 1101 EE Amsterdam Paying Agent Rating Agency 3 Royal Bank of Scotland N.V. Kemelstede 2 DBRS Ratings Limited 1 Minster Court, 10th Floor Mincing Lane 4817 ST Breda EC3R 7AA London United Kingdom
Reference Agent Royal Bank of Scotland N.V. Security Trustee Stichting Security Trustee Candide Financing 2007 NHG Kemelstede 2 Prins Bernhardplein 200 4817 ST Breda 1097 JB Amsterdam Seller Bank of Scotland Plc., Amsterdam Branch Seller Collection Account Provider Rabobank Nederland De Entrée 254 Croeselaan 18 1101 EE Amsterdam 3500 HG Utrecht