Dutch Mortgage Finance 2026-1 B.V.: 01 May 2026

A stand-alone transaction, where the Issuer will make payments on the Notes and the VRR Loan from payments of principal and interest received from (i) a portfolio solely comprising mortgage loans originated by the Relevant Originators and secured over residential, commercial and mixed-use real estate properties located in the Netherlands, and (ii) the Reserve Fund.

At the cut-off date (31 January 2026) the portfolio consisted of 1,154 loans advanced on 1,518 properties, where the average loan balance is Eur354,117 and the largest is for Eur13.250mln. Loan purpose (by current balances): investment finance – 97.27%, own use – 0.05%, other – 2.68%. Borrower type: individual – 56.49%, corporate – 43.51%. Repayment type (by current balances): amortising – 50.38%, balloon – 49.62%. Interest rate type: fixed – 99.40%, floating – 0.60%. The WA current LTV is 61.15% and the WA seasoning is 3.81 years. Regional distribution: Zuid-Holland – 28.71%, Noord-Holland – 25.05% and Noord-Brabant – 11.52%.

EU & UK Risk Retention: The Retention Holder (Citibank NA London Branch) has undertaken to retain on an ongoing basis a material net economic interest of not less than 5% of the nominal value in the securitised exposures relating to the securitisation transaction as required by Article 6 of Regulation (EU) 2017/2402 (the Securitisation Regulation) and Article 6 of the UK Securitisation Regulation, for as long as the Notes are outstanding. As at the Closing Date, such material net economic interest will be held by the Retention Holder in accordance with the EU Retention Regulations and UK Risk Retention Rules by providing the VRR Loan representing not less than 5%.

US Risk Retention: The Retention Holder intends to satisfy its obligations under the US Credit Risk Retention Requirements by acquiring and retaining (directly or through a majority-owned affiliate) on the Closing Date a “single vertical security” that is an “eligible vertical interest” in the Issuer in the form of the VRR Loan. The VRR Loan will represent at least 5% of all ABS interests.

Compare/contrast: Dutch Mortgage Finance 2025-1, Fairbridge 2025-1 BV, Jubilee Place 9 BV