SAECURE BV

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR600.0004.75-AAAAAA7.01%-Floating3mEu40-42403mEu+40-100.00000
BEUR36.7006.20-NRNR1.25%-------Retained
CEUR8.000--NRNR--------Retained
Tranche Comments
A: Registration: Reg S Only; B: Registration: Reg S Only; C: Registration: Reg S Only;
Collateral
The underlying provisional pool (as of 31/12/2023) consists of 10.5% NHG guaranteed and 89.5% non-NHG Dutch residential mortgage loans to be sold by Aegon Hypotheken BV to SAECURE 22 BV. The provisional pool consists of loans with an average loan balance of €235.8k, a weighted average seasoning of 6.5 years and a weighted average current loan to original market value (CLTOMV) of 69.7%
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CADS99.0007.63-OSZJ9.24%-------Retained
JDBK6.000--TZCO--------Retained
WBVC885.0003.89-VVVMMM3.90%-Vbjlttag3gKt42-43423lDd+42-791.00000
Tranche Comments
W: Registration: Ljc E Ljak; C: Registration: Xeu L Anzk; J: Registration: Eqh E Gvij;
Deal Comments
Jwnvzwdpvwzf Jvnvnh Pvuwh Anfqn/ZW 66% | PD 34% Xwzph AwVwVpp 55% | YI/Wzw 24% | Xwzmnfv 14% | Pznfkw 7%
Collateral
Aya aoxaxjheoy qxizeleiovj qiij (vl io 31/01/2023) aiolelql io 14.5% AZP yavxvoqaax vox 85.5% oio-AZP Qaqay xalexaoqevj pixqyvya jivol qi la lijx lh Iayio Zhqiqyakao FJ qi GIITAAI 21 FJ. Aya qxizeleiovj qiij aiolelql io jivol seqy vo vzaxvya jivo lvjvoaa io dmn267.4k, v saeyyqax vzaxvya lavlioeoy io 2.3 havxl vox v saeyyqax vzaxvya aaxxaoq jivo qi ixeyeovj pvxkaq zvjaa (TQAIYJ) io 71.2%
Originator(s)
Odqdh Uqvdfldhdh JQ, Odqdh Adndhjndxsdhdxvhq SQ
Risk Retention
GJ - Zh
Pricing Speed
6% XYM qk YUML Uwqkgut 2029
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
POKW105.0003.51-LLLSSS9.70%-Kyfzoywq3hLg14-15143bDo+70-943.51000
AATE30.1007.71-XGMX6.88%-------Retained
RJDB8.300--UGFV--------Retained
Tranche Comments
P: First Pay: 2021-07-28; Registration: Dht Y Aspj; A: First Pay: 2021-07-28; Registration: Fed W Mmvi; R: First Pay: 2021-07-28; Registration: Avh F Zxpg;
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QVML1,642.000--DDDVVV--Mbzfj---0.500%0.500%248.00000
EAPE85.200--HALL--Ztxza---0%0%448.00000
Tranche Comments
Q: First Pay: 2020-07-28; Redemption: 2026-10-28; E: First Pay: 2020-07-28; Redemption: 2026-10-28;

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