Dutch Property Finance BV (DPF) 2022-2

ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR211.8753.00-AAA-AAA17.25%-Floating3mEu1451453mEu+90-98.46900
BEUR15.0004.82-AA-AA11.25%-Floating3mEu1851853mEu+140-98.06200
CEUR8.1254.82-A+-A8.00%-Floating3mEu2652653mEu+190-96.83100
DEUR7.5004.82-BBB-BBB (H)5.00%-Floating3mEu4004003mEu+250-93.86300
EEUR7.500--NR-NR--Floating3mEu--3mEu+350-Retained
FEUR5.000--NR-NR--Floating3mEu--3mEu+450-Retained
XEUR6.250--NR-NR--Floating3mEu--3mEu+450-Retained
REUR0.000--NR-NR--------Retained
Tranche Comments
A: First Pay: 2023-01-30; Registration: Reg S Only; B: First Pay: 2023-01-30; Registration: Reg S Only; C: First Pay: 2023-01-30; Registration: Reg S Only; D: First Pay: 2023-01-30; Registration: Reg S Only; E: First Pay: 2023-01-30; Registration: Reg S Only; F: First Pay: 2023-01-30; Registration: Reg S Only; X: First Pay: 2023-01-30; Registration: Reg S Only; R: First Pay: 2023-01-30; Registration: Reg S Only;
Deal Comments
Non Call Period: 5.00
Collateral
A highly granular Dutch mortgage loan portfolio primarily comprised of investment/BTL mortgages and secured on residential, mixed-use and commercial properties either originated or acquired by RNHB
Risk Retention
EU/UK - Yes
Pricing Speed
15% CPR to call date July 2027
# of Loans
1886
# of Properties
2803
WA Seasoning (Months)
3.7