| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A Loan | EUR | 327.422 | 3.15 | - | AAA | - | AAA | 15.75% | - | Floating | 3mEu | - | - | 3mEu+90 | - | Retained |
| B | EUR | 21.375 | 4.25 | - | AA | - | AA | 10.25% | - | Floating | 3mEu | - | 325 | 3mEu+140 | - | 93.10800 |
| C | EUR | 10.687 | 4.25 | - | A | - | A | 7.50% | - | Floating | 3mEu | - | 425 | 3mEu+190 | - | 91.42900 |
| D | EUR | 6.219 | 4.25 | - | BBB+ | - | BBB (H) | 5.90% | - | Floating | 3mEu | - | 603 | 3mEu+250 | - | 87.59000 |
| E | EUR | 4.469 | 4.25 | - | BBB- | - | BB (H) | 4.75% | - | Floating | 3mEu | - | 880 | 3mEu+275 | - | 79.91000 |
| F | EUR | 3.886 | 4.25 | - | BB- | - | BB (L) | 3.75% | - | Floating | 3mEu | - | 1518 | 3mEu+300 | - | 64.33400 |
| G | EUR | 14.574 | 4.25 | - | NR | - | NR | - | - | Fixed | - | - | - | - | - | 44.60000 |
Tranche Comments
A Loan: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Reg S Only;
B: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Reg S Only; Comments: Pre-placed;
C: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Reg S Only; Comments: Pre-placed;
D: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Reg S Only; Comments: Pre-placed;
E: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Reg S Only; Comments: Pre-placed;
F: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Reg S Only; Comments: Pre-placed;
G: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Reg S Only; Comments: Pre-placed;
Deal Comments
Non Call Period: 5.00
Originator(s)
Dutch Mortgage Services BV, DNL 1 BV and Community Hypotheken BV
Risk Retention
EU/UK - Yes
WA Seasoning (Months)
2.65
WA Term to Maturity (Months)
34.18