Hermes XVII (AFTER RESTRUCTURING)

Type Residential Mortgage Backed Securities
Issue date December 15, 2010
Legal Final April 2042
1st call date 18th January 2013
Class A - D Step-up date 18th January 2042
Class E Step-up date 18th January 2013
Substitution No substitution
Portfolio - First ranking mortgages
- Dutch residential properties
- Payments collected monthly by direct debit
Regulatory call No
Clean-up call Yes (10%)
Payment dates Quarterly (18th of every Jan, Apr, Jul, Oct)
BLOOMBERG <HERME 17><MTGE>


Since the closing of the Hermes XVII transaction on 14 May 2009 the transaction has been amended and restructured several times to cater for developments of the rating of SNS Bank and for newly published rating criteria. Below follows a short overview of the amendments.

(A) on 4 February 2010, SNS Bank transferred its position as initial floating rate gic provider under the Floating Rate GIC to Coöperatieve Centrale Raiffeisen-Boerenleenbank B.A. as Floating Rate GIC Provider by way of contract transfer ("contractsoverneming");

(B) on 28 April 2010, SNS Bank transferred its position as initial liquidity facility provider under the Liquidity Facility Agreement to BNP Paribas as Liquidity Facility Provider by way of contract transfer ("contractsoverneming") and BNP Paribas acceded to inter alia the Master Definitions Agreement;

(C) on 8 October 2010, in order for the Senior Class A notes to meet the requirements to be recognised as eligible collateral for Eurosystem monetary policy and intra-day operations by the Eurosystem, the Parties entered into a restructuring of the Hermes XVI transaction pursuant to which Moodys was added as a rating agency to the transaction;

(D) On 11 October 2010, SNS Bank N.V. and BLG Hypotheekbank N.V., each a seller under the original mortgage receivables purchase agreement dated 26 March 2007, merged (“juridische fusie”) with BLG Hyptheekbank N.V. as disappearing entity;

(E) On 15 December 2010, in connection with the sale by the Subordinated Class E noteholder of the Subordinated Class E notes and at the request of the Noteholders, which was sanctioned by an Extraordinary Resolution of each Class of Noteholders, the Master Definition Agreement, the Mortgage Receivables Purchase Agreement, the Administration Agreement, the Trust Deed, the Conditions and the Swap Agreement were amended;

(F) on 18 May 2011 a new clause was added to the Administration Agreement, this clause stipulates that if at any time the rating of the long-term unsecured, unsubordinated and unguaranteed debt obligations of SNS Bank, in its capacity as Administrator, falls below Baa3 by Moody's or such rating is withdrawn, the Issuer shall use its reasonable efforts (i) to replace SNS Bank in its capacity as Administrator in relation to the services provided as issuer administrator and (ii) to appoint a back-up administrator in relation to the services provided as mortgage administrator for the Mortgage Loans and Mortgage Receivables within forty (40) business days;

(G) on 6 March 2012 some additional amendments have been made (i) the Issuer entered into a financial collateral agreement to secure the Seller's obligation to reimburse the Issuer for set-off claims by Borrowers and (ii) the implementation of a collection foundation structure is included in the documents, with these changes the Notification Trigger for Fitch has been lowered from A- to BBB.