report period: 24 august 2015 - 23 november 2015 · interest payment date 23-nov-2015 principal...

Candide Financing 2011-I B.V.

Quarterly Information Report

Report period: 24 August 2015 - 23 November 2015

AMOUNTS ARE IN EURO

This report is in compliance with the European Securitisation Forum

RMBS Issuer Principles for Transparency and Disclosure, Version 1.0 december 2008

Intertrust Management B.V.

Prins Bernhardplein 200, 1097 JB Amsterdam, The Netherlands

T +31 (0)20 577 1177 F +31 (0)20 577 1188

E [email protected]

W cm.intertrustgroup.com

Class B Class C

XS0625071526 XS0625074389

062507152 062507438

Irish Stock Exch. Not Listed

EUR EUR

1500 340

23-Nov-2015 23-Nov-2015

23-Nov-2015 23-Nov-2015

150.000.000,00 34.000.000,00

150.000.000,00 34.000.000,00

0,00 0,00

150.000.000,00 34.000.000,00

100.000,00 100.000,00

1,00000000 1,00000000

0,00 0,00

100.000,00 100.000,00

1,00000000 1,00000000

24-Aug-2015 24-Aug-2015

23-Nov-2015 23-Nov-2015

91 91

20-Aug-2015 20-Aug-2015

Euribor_3M Euribor_3M

-0,03 -0,03

1 1

-2,0 -2,0

act/360 act/360

0,00 0,00

0,00 0,00

23-Aug-2014 23-Aug-2014

0,00 0,00

0,00 0,00

0,00 0,00

0,00 0,00

n.r. (sf) / Ba1 (sf) / BB

(sf) / n.r. (sf)

n.r. (sf) / n.r. (sf) / n.r.

(sf) / n.r. (sf)

n.r. (sf) / Ba1 (sf) / BB

(sf) / n.r. (sf)

n.r. (sf) / n.r. (sf) / n.r.

(sf) / n.r. (sf)

0,00 0,00

0,00 0,00

0,00 0,00

0,00 0,00

23-Aug-2051 23-Aug-2051

* up to FORD: 23-Aug-2014

Principal Shortfall 0,00

Cumulative Principal Shortfalls 0,00

Legal Maturity 23-Aug-2051

Current Rating(s) (S&P/Moody's/Fitch/DBRS) n.r. (sf) / Aaa (sf) / AAA

(sf) / n.r. (sf)

PDL Balance Previous Payment Date 0,00

PDL Balance Current Payment Date 0,00

Current Interest Shortfall 0,00

Cumulative Interest Shortfall 0,00

Original Rating(s) (S&P/Moody's/Fitch/DBRS) n.r. (sf) / Aaa (sf) / AAA

(sf) / n.r. (sf)

Original Weighted Average Life

Total Principal + Interest Payments 32.795.529,61

Scheduled Interest Payment 214.029,61

Other information

Expected / Scheduled Maturity 23-Aug-2014

Convention act/360

Total Interest Payments 214.029,61

Interest Payments Per Note 20,38

Coupon Reference Rate (in %) -0,03

Relevant Margin * (in bps) 12

Current Coupon (in bps) 9,0

Accrual Period 91

Fixing Date Reference Rate 20-Aug-2015

Reference Rate Euribor_3M

Interest information

Accrual Start Date 24-Aug-2015

Accrual End/Report/Record Date 23-Nov-2015

Balance after Payment Per Note 86.496,00

Current Factor 0,86496000

Bal. before Payment (BBP) Per Note 89.599,00

Previous Factor 0,89599000

Principal Payments Per Note 3.103,00

Balance before Payment (BBP) 940.789.500,00

Total Principal Payments 32.581.500,00

Balance after Payment 908.208.000,00

Principal information

Original Principal Balance 1.050.000.000,00

Number of Notes 10500

Interest Payment Date 23-Nov-2015

Principal Payment Date 23-Nov-2015

Security code

Stock Exchange Listing(s) Irish Stock Exch.

Currency EUR

General information

ISIN Code XS0625067680

Common code 062506768


Quarterly Information Report: 24 August 2015 - 23 November 2015

Bond Report (1)Tranche Class Name Class A

User - Date / Time: DBU - 18 November 2015 14:50:39

Change balance of losses (net of recoveries) during the period 109.991,93

Cumulative balance of losses since Closing (net of recoveries) at the end of the period 2.268.310,99

Losses

Cumulative balance of losses since Closing (net of recoveries) at the beginning of the period 2.158.319,06

Repurchased Mortgage Loans by the seller 2.250.114,54

Other amounts 0.00

Net Outstanding balance at the end of the quarter 1.058.120.324,65

Prepayments of Mortgage Loans 29.413.500,55

Defaulted Mortgage Loans (net of Recoveries) 189.012,55

Substituted or Replenished Mortgage Loans 0.00

Amounts

Net Outstanding balance at the beginning of the quarter 1,090,714,208.40

Scheduled Principal Mortgage Loans Received 741.256,11

Number of other Loans 0

Number of Loans at the end of the period 4.932

Number of Defaulted Loans 5

Number of Substituted or Replenished Loans 0

Number of Repurchased Loans by the seller 8

Number of Loans

Number of Loans at the beginning of the period 5,063

Number of Matured Loans / Prepaid Loans 118

Previous reporting period end date Mortgage Loans 1-8-2015

Current reporting period end date Mortgage Loans 1-11-2015



The Mortgage Portfolio Overview


Total Interest Amounts Applied 14.218.118,84

(o) fifteenth, towards principal due under but unpaid on the Subordinated Loan (final QPD); and 0,00

(p) sixteenth, in or towards satisfaction of a Deferred Purchase Price Instalment to the Seller. 1.689.398,99

(l) twelfth, in or towards satisfaction to the Swap Counterparty of any Swap Subordinated Amount; 0,00

(m) thirteenth, in or towards satisfaction of principal amounts due under the Subordinated Class C Notes (final QPD); 0,00

(n) fourteenth, in or towards interest due or interest accrued but unpaid on the Subordinated Loan; 9.852,93

(i) ninth, in or towards making good any shortfall reflected in the Class B Principal Deficiency Ledger; 189.012,55

(j) tenth, in or towards satisfaction of any sums required to be deposited on the Reserve Amount; 0,00

(k) eleventh, all amounts of interest due or interest accrued but unpaid in respect of the Subordinated Class C Notes; 0,00

(f) sixth, all amounts of interest due or interest accrued but unpaid in respect of the Senior Class A Notes; 214.029,61

(g) seventh, in or towards making good any shortfall reflected in the Class A Principal Deficiency Ledger; 0,00

(h) eighth, all amounts of interest due or interest accrued but unpaid in respect of the Mezzanine Class B Notes; 0,00

(c) third, any amounts due and payable to third parties; 482,36

(d) fourth, any sums required to be deposited on the Liquidity Reserve; 0,00

(e) fifth, amounts, if any, due or accrued but unpaid under the Swap Agreement; 11.916.768,77

Interest Priority of Payment

(a) first, the fees or other remuneration due and payable to the Directors; 0,00

(b) second, fees and expenses due and payable to the Issuer Administrator and the MPT Provider; 198.573,62

Total Notes Interest Available Amount (NIAA) 14.218.118,84

(ix) amounts received as post-foreclosure proceeds on the Mortgage Receivables; and 79,020.62

(x) any (remaining) amounts standing to the credit of the Issuer Collection Account (final QPD). 0.00

(xi) less on the first Quarterly Payment Date of each calendar year a minimum of 2,500,- 0.00

(vi) amounts to be received from the Swap Counterparty under the Swap Agreement; 2,703,853.98

(vii) amounts received in connection with a repurchase of Mortgage Receivables; 0.00

(viii) amounts received in connection with a sale of Mortgage Receivables; 0.00

(iii) Net Proceeds on any Mortgage Receivables; 0.00

(iv) amounts to be drawn under the Liquidity Reserve; 0.00

(v) amounts to be drawn from the Reserve Amount; 0.00

Notes Interest Available Amount

(i) interest, including, penalty interest, but excluding Prepayment Penalties received on the Mortgage Receivables; 11,435,244.24

(ii) interest credited to the Transaction Accounts; 0.00



Interest Waterfall


Total Principal Priority of Payments 32.590.262,95

(a) first, the Senior Class A Notes, until fully redeemed, and, thereafter 32.581.500,00

(b) second, the Mezzanine Class B Notes, until fully redeemed, and, thereafter 0,00

(c) third, the excess (if any) to be applied as Notes Interest Available Amount. 8.762,95

Notes Redemption Available Amount 32.590.262,95

Notes Principal Priority of Payments

(ix) (1) the Applied Replenishment Amount 0.00

(ix) (2) the Replenishment Reserved Amount 0,00

Replenishment Available Amount 32.590.262,95

Less:

(vii) amounts of interest received to be credited to the Principal Deficiency Ledger; and 189,012.55

(viii) any part of the Notes Redemption Available Amount previously unapplied. 4,571.53

(iv) amounts received as repayment and prepayment in full of principal under the Mortgage Receivables; 28.994.655,22

(v) amounts received as Savings Participation Increase; 213.383,58

(vi) the Replenishment Reserved Amount; 0.00

(i) Net Proceeds, to the extent such proceeds relate to principal less; 938.525,53

(ii) amounts received in connection with a repurchase of Mortgage Receivables; 2.250.114,54

(iii) amounts received in connection with a sale of Mortgage Receivables; 0,00

First Optional Redemption Date (FORD) 23-8-2014

Notes Redemption Available Amount



Principal Waterfall


Available for DPP installment 1.689.398,99

Excess Spread Percentage (%) 0,1580

Change in arrears (interest) -16,535.20

Interest Subordinated Loan (paid) -9.852,93

Corrections to DPP 0,00

Swap Margin 1,825,779.06

Losses in period -189,012.55

Recoveries in period 79,020.62

Interest paid 9,852.93

Deferred Purchase Price (DPP) Specification

Repayment principal 0,00

Subordinated Loan, ending balance 1.600.000,00

Interest payable 9,852.93

Subordinated Loan

Subordinated Loan, starting balance 1.600.000,00

Repayment Payment Date 0.00

Liquidity Reserve ending balance 18.000.000,00

Target Level Liquidity Reserve at end of reporting period 18.000.000,00

Liquidity Reserve

Liquidity Reserve starting balance 18.000.000,00

Drawing current Payment Date 0,00

Reserve Account ending balance 16.000.000,00

Target Reserve Account Balance at end of reporting period 16,000,000.00

Deposit current Payment Date 0.00

Received interest 0.00

Payments from Reserve Fund 0,00

Reserve Account

Reserve Account starting balance 16.000.000,00

Received interest 0.00

Paid from bank account -46.799.998,95

Collection Account ending balance 1.011.465,12

Collection Account

Collection Account starting balance 1.007.273,70

Received on bank account 46.804.190,37



Additional Information


Definition Defaults: Mortgage loans of which the foreclosure is completed (mortgage property is publicly or privately

sold)1) As a percentage of outstanding balance of all defaulted loans at the defaulted date

Losses minus Recoveries (Net Losses) since Closing 2.268.310,99

Average Loss Severity (Cumulative Net Loss divided by Total Principal Amount of Cumulative Defaults) 16,33

Total amount of losses since Closing at Defaulted Date 3.167.252,89

Recoveries since Closing on Defaulted Loans 898.941,90

Recoveries as a Percentage of Losses on Defaulted Loans (1) % 28,38

Percentage of Number of Loans at Closing (%) 1,2

Principal Balance of Loans Defaulted since Closing at Defaulted Date 13.889.282,71

Percentage of Scheduled Balance at Closing (%) 1,15

Since Closing

Number of Loans Defaulted since Closing 62

Recoveries during Period on Defaulted Loans 79,020.62

Recoveries as a percentage of Losses on the Defaulted Loans during the period (%) 41,81

Losses minus Recoveries (Net Losses) during period 109.991,93

Principal Balance of Loans Defaulted during the period 1,127,538.08

Percentage of Scheduled Balance of Performing Loans at the beginning of the period (%) 0,10

Total Losses on loans during period 189,012.55

This period

Number of Loans Defaulted during the Period 5

Percentage of Number of Performing Loans Outstanding at the beginning of the period (%) 0,10



Default Statistics


ACPR 12M, this quarter 10.21

ACPR 12M, current quarter 9.06

ACPR 3M, previous quarter 10.54

Rolling average CPR last 12 months

Rolling average CPR last 3 months

ACPR 3M, this quarter 11.19

Life CPR

Life CPR, this quarter 8.33

Life CPR, previous quarter 7.96



Constant Prepayment Rate Statistics


# loans Arrears Amount Mortgage amount % of # loans % of Mortgage

Amount

4.853 0,00 1.042.776.359,17 98,40% 98,55%

53 121.683,38 9.514.725,71 1,07% 0,90%

8 9.473,54 1.451.812,84 0,16% 0,14%

1 5.643,94 384.714,00 0,02% 0,04%

4 13.130,08 816.312,46 0,08% 0,08%

4 13.629,93 800.150,00 0,08% 0,08%

3 22.841,34 1.283.973,19 0,06% 0,12%

6 45.429,89 1.092.277,28 0,12% 0,10%

4.932 231.832,10 1.058.120.324,65 100,00% 100,00%

1,2E+09

> 6

Total

Definition Delinquencies: All amounts in Arrear (scheduled principal; scheduled interest; arrears penalties on scheduled amounts in arrear).

0 =< 1

1 =< 2

2 =< 3

3 =< 4

4 =< 5

5 =< 6



Delinquencies

Months

0


Party Current

rating

Rating

trigger

Rating

trigger

Current

rating

Bank of Scotland Plc.,

Amsterdam Branch

P1 / A1 F1 / A / /


Amsterdam Branch

P1 / A1 F1 / A / /


Amsterdam Branch

P1 / A1 F1 / BBB- / /

Rabobank Nederland P1 / Aa2 F1 / A / /

Originator P1 / Baa3 F1 / A / /

Seller Collection Account

Provider

P1 / A2 F1+ / AA- / /

Account Bank P1 / A2 F1 / A / /

Interest Rate Swap

Counterparty

P1 / A2 F1 / A / /

Counterparty Ratings Moody's (ST/LT) Fitch (ST/LT) S&P (ST/LT) DBRS (ST/LT)

Role Rating

trigger

Current

rating

Current

rating

Rating

trigger

Liquidity Facility Amount (Maximum: 18000000.00) 18.000.000,00 18.000.000,00

Triggers Realised as per Closing Date Realised as per 31/10/2015

Reserve Account Balance(Target: 16000000) 16.000.000,00 16.000.000,00

Principal Balance of Arrears > 90 days (maximum) (%) 1,50 0,38

New Mortgage Receivables original LTFV-ratio < 125% unless it is 125,00 0,00

New Mortgage Receivables with original LTFV-ratio > 100% (%) 55,00 0,00

Substitution Triggers Criteria Realised as per 31/10/2015

Maximum Realised Losses as percentage of Mortgage Receivables at 0,30 0,26

- Weighted Average Seasoning (months) 44,73 72,75

- Number of Loans 5.183,00 4.932,00

- Weighted Average Maturity (months) 72,43 51,40

- Mortgage Loan, Maximum Loan Value 950.000,00 859.945,56

- Number of Loanparts 10.747,00 9.929,00

- Mortgage Loan, 4 Net Balance 1.200.033.933,19 1.058.120.324,65

- Mortgage Loan, Average balance by Borrower 232.598,88 216.829,33

- Mortgage Loan, 2 Outstanding Principal Balance 1.205.471.525,86 1.069.402.259,00

- Mortgage Loan, 3 Savings Participation 5.437.592,67 11.281.934,72

- Current Loan-to-Value 4 (Indexed Estimated Fair Market Value) 86,50 93,00

- Mortgage Loan, 1 Original Balance 1.200.033.933,19 1.200.033.933,19

- Current Loan-to-Value 2 (Indexed Recorded Foreclosure Value) 97,54 104,00

- Current Loan-to-Value 3 (Estimated Fair Market Value) 86,82 83,00

- Coupon Weighted Average 4,75 4,28

- Current Loan-to-Value 1 (Recorded Foreclosure Value) 97,89 94,00

- Coupon Maximum 6,65 6,60

- Coupon Minimum 3,20 1,90

Other information in relation to closing Realised as per Closing Date Realised as per 31/10/2015

Notification Events None

Mortgage Payment Frequency 1



Triggers And Key Characteristics


(*) WAM based on weighted interest period

(1) The average loan to indexed foreclosure value is 110.37%, whereby LTiFV of guaranteed mortgages is stated at nil percent.

Weighted average seasoning (in years) 8,87

Weighted average LTFV * 98,33%

Weighted average LTFV (indexed) * (1) 110,37%

Average principal balance (borrower) 214.541,83

Weighted average current interest rate 4,27%

Weighted average maturity (in years) 4,27

Number loans 4.932

Number loanparts 9.929

Outstanding principal balance 1.058.120.324,65

Building deposits 0,00

Outstanding principal balance excl. building and saving deposits 1.058.120.324,65

Principal amount 1.069.402.259,37

Value of savings deposits 11.281.934,72



Stratification

1. Key characteristics


Aggregate

Outstanding

Not. Amount

Nr of

Loanparts

% of

Total

34.298.222,03 659 6,64%

792.112.772,72 6.681 67,29%

1.719.734,03 22 0,22%

47.422.401,12 567 5,71%

13.680.881,01 153 1,54%

168.886.313,74 1.847 18,60%

1.058.120.324,65 9.929 100,00%


Vrij Vermogen Hypotheek

Total 100,00% 4,27% 51,19

Unknown

Vermogens Hypotheek

Unit Linked 15,96% 4,10% 40,58

Universal Life

STAR Aflossingsvrij

Switch

Spaar Hypotheek

Spaar Hypotheek Avéro

Savings 4,48% 5,02% 74,47

Savings/ Life 1,29% 4,38% 61,98

Royal Bridge

Royal Future Hypotheek

Other

Other

Nationale Nederlanden

Opmaat Hypotheek

Linear

Mixed Annuity

Lineair

Lineaire Hypotheek

Life 0,16% 4,56% 44,47

Life (external policy)

Investment

Leven Hypotheek

Hybride

Interest only 74,86% 4,28% 51,09

Fixed Mortgage Type

Hybrid

Bridge loan

Debt Agreement

Beurs Hypotheek

Bridge Loan

Bank Savings

Beschermd Vermogen Hypotheek

Annuity 3,24% 3,80% 69,61

Automatische Continuatie

Alternative Savings

Annuitaire Hypotheek

Description

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Aflossingsvrije Hypotheek



2. Redemption Type


Until ( <= )

Aggregate

Outstanding

Not. Amount

Nr of

Loanparts

% of

Total

Weighted

Average

Maturity

2016 169.804.740,78 1.644 16,56% 0,20

2017 144.824.453,52 1.280 12,89% 8,60

2018 155.306.984,27 1.336 13,46% 20,95

2019 119.354.514,86 1.248 12,57% 32,15

2020 95.896.083,70 984 9,91% 45,52

2021 101.851.865,27 1.077 10,85% 54,28

2022 31.210.371,86 255 2,57% 69,67

2023 37.076.814,89 309 3,11% 80,27

2024 12.900.685,51 144 1,45% 91,55

2025 15.760.934,79 161 1,62% 106,25

2026 78.194.109,73 741 7,46% 116,28

2027 12.800.543,16 91 0,92% 129,87

2028 27.282.931,26 199 2,00% 140,30

2029 3.335.135,84 33 0,33% 150,40

2030 2.973.531,46 32 0,32% 163,90

2031 4.718.581,79 48 0,48% 177,30

2032 595.125,09 6 0,06% 188,27

2033 622.692,02 9 0,09% 202,61

2034 1.005.634,50 9 0,09% 213,45

2035 1.481.011,66 15 0,15% 225,43

2036 5.188.717,18 42 0,42% 237,03

2037 6.464.409,75 43 0,43% 250,33

2038 20.066.599,11 136 1,37% 260,58

2039 4.699.687,56 39 0,39% 273,16

2040 3.769.158,39 36 0,36% 282,75

2041 935.006,70 12 0,12% 291,93

2042

2043

2044

2045

>

Total 1.058.120.324,65 9.929 100,00% 51,19


Unknown

100,00% 4,27%

2044

2045

2042

2043

2040 0,09% 5,61%

2041

2038 0,44% 5,84%

2039 0,36% 5,93%

2036 0,61% 4,96%

2037 1,90% 5,24%

2034 0,14% 4,61%

2035 0,49% 3,76%

2032 0,06% 5,14%

2033 0,10% 5,10%

2030 0,45% 3,77%

2031 0,06% 4,46%

2028 0,32% 5,42%

2029 0,28% 5,51%

2026 1,21% 4,78%

2027 2,58% 5,17%

2024 1,49% 4,40%

2025 7,39% 3,33%

2022 3,50% 4,99%

2023 1,22% 5,24%

2020 9,63% 3,87%

2021 2,95% 4,60%

2018 11,28% 4,97%

2019 9,06% 4,02%

2016 13,69% 4,30%

2017 14,68% 4,92%

From ( > )

% of

Total

Weighted

Average

Coupon

< 16,05% 3,24%



3. Interest Reset Dates


Aggregate

Outstanding

Not. Amount

Nr of

Loans

% of

Total

36.474.228,56 181 3,67%

105.472.948,32 438 8,88%

19.002.166,38 96 1,95%

197.679.062,83 931 18,88%

4.867.970,59 23 0,47%

39.858.124,24 202 4,10%

36.635.007,41 197 3,99%

122.983.192,43 579 11,74%

38.907.442,55 216 4,38%

52.751.521,86 262 5,31%

156.183.165,47 690 13,99%

173.489.540,61 745 15,11%

73.815.953,40 372 7,54%

1.058.120.324,65 4.932 100,00%Total 100,00% 4,27% 51,19


Noord-Holland 16,40% 4,17% 53,27

Overijssel 6,98% 4,25% 46,10

Limburg 4,99% 4,34% 60,15

Noord-Brabant 14,76% 4,33% 58,17

Gelderland 11,62% 4,30% 52,72

Groningen 3,68% 4,22% 39,21

Flevoland 3,77% 4,17% 47,28

Friesland 3,46% 4,22% 38,44

Zuid-Holland 18,68% 4,33% 48,83

Unspecified 0,46% 4,75% 24,91

Utrecht 9,97% 4,22% 49,09

Zeeland 1,80% 4,32% 68,10

Province

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Drenthe 3,45% 4,27% 46,98



4. Geographical Distribution


Until ( <= )

Aggregate

Outstanding

Not. Amount

Nr of

Loans

% of

Total

10% 55.797,72 6 0,12%

20% 924.175,81 21 0,43%

30% 3.420.148,65 44 0,89%

40% 7.368.664,26 67 1,36%

50% 12.527.696,42 92 1,87%

60% 23.692.612,08 152 3,08%

70% 43.037.559,94 237 4,81%

80% 58.679.652,33 318 6,45%

90% 122.842.411,76 554 11,23%

100% 348.653.525,05 1.548 31,39%

110% 118.992.370,84 491 9,96%

120% 192.539.423,91 835 16,93%

130% 124.369.814,60 561 11,37%

140% 534.242,14 3 0,06%

150%

> 482.229,14 3 0,06%

Total 1.058.120.324,65 4.932 100,00%100,00% 4,27% 51,19


140%

150% 0,05% 4,99% 61,47

120% 11,75% 4,24% 38,64

130% 0,05% 4,90% 95,92

100% 11,25% 4,26% 51,06

110% 18,20% 4,52% 48,09

80% 11,61% 4,04% 50,72

90% 32,95% 4,38% 55,15

60% 4,07% 3,95% 59,09

70% 5,55% 4,02% 54,06

40% 1,18% 3,71% 62,95

50% 2,24% 3,80% 57,16

20% 0,32% 3,75% 47,35

30% 0,70% 3,53% 57,54

< 0,01% 5,25% 120,23

10% 0,09% 3,69% 37,48

From ( > )

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

NHG Garantie



5. Loan To Original Foreclosure Value ( based on notional / collateral value


Until ( <= )

Aggregate

Outstanding

Not. Amount

Nr of

Loans

% of

Total

10% 57.689,41 5 0,10%

20% 832.777,46 20 0,41%

30% 2.682.709,05 38 0,77%

40% 4.942.838,32 44 0,89%

50% 9.704.425,72 75 1,52%

60% 13.504.474,99 100 2,03%

70% 26.924.600,41 159 3,22%

80% 40.594.713,42 222 4,50%

90% 61.651.160,05 314 6,37%

100% 106.718.239,15 490 9,94%

110% 187.370.609,51 831 16,85%

120% 247.568.674,68 1.088 22,06%

130% 155.365.507,28 688 13,95%

140% 143.589.864,45 616 12,49%

150% 52.459.821,73 226 4,58%

> 4.152.219,02 16 0,32%

Total 1.058.120.324,65 4.932 100,00%100,00% 4,27% 51,19


140% 4,96% 4,51% 45,93

150% 0,39% 4,73% 68,98

120% 14,68% 4,38% 46,93

130% 13,57% 4,51% 47,08

100% 17,71% 4,25% 53,23

110% 23,40% 4,39% 53,51

80% 5,83% 4,01% 52,70

90% 10,09% 4,02% 48,67

60% 2,54% 3,66% 50,69

70% 3,84% 3,99% 63,18

40% 0,92% 3,50% 47,05

50% 1,28% 3,89% 66,01

20% 0,25% 3,72% 47,21

30% 0,47% 3,42% 62,54

< 0,01% 3,54% 19,13

10% 0,08% 3,72% 46,39

From ( > )

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

NHG Garantie



6. Loan To Indexed Foreclosure Value ( based on notional / collateral value


Until ( <= )

Aggregate

Outstanding

Not. Amount

Nr of

Loans

% of

Total

25.000 112.650,84 9 0,18%

50.000 1.112.737,94 28 0,57%

75.000 3.315.619,44 52 1,05%

100.000 10.658.216,79 118 2,39%

150.000 139.272.731,41 1.064 21,57%

200.000 238.812.491,93 1.361 27,60%

250.000 239.858.018,18 1.071 21,72%

300.000 149.390.943,82 546 11,07%

350.000 94.064.777,93 290 5,88%

400.000 53.665.756,94 144 2,92%

450.000 32.948.823,19 78 1,58%

500.000 19.889.160,61 42 0,85%

> 75.018.395,63 129 2,62%

Total 1.058.120.324,65 4.932 100,00%


Unknown

100,00% 4,27% 51,19

450.000 1,88% 4,03% 49,81

500.000 7,09% 3,96% 50,86

350.000 5,07% 4,11% 52,53

400.000 3,11% 4,22% 51,62

250.000 14,12% 4,33% 54,53

300.000 8,89% 4,24% 49,30

150.000 22,57% 4,29% 49,48

200.000 22,67% 4,37% 51,95

75.000 1,01% 4,17% 67,54

100.000 13,16% 4,31% 49,37

25.000 0,11% 4,10% 32,55

50.000 0,31% 3,93% 40,74

From ( > )

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

< 0,01% 3,99% 78,19



7. Mortgage Loan Size


Until ( <= )

Aggregate

Outstanding

Not. Amount

Nr of

Loanparts

% of

Total

0,5%

1,0%

1,5%

2,0% 719.957,34 4 0,04%

2,5% 20.162.809,47 228 2,30%

3,0% 105.071.705,19 1.046 10,53%

3,5% 146.994.592,58 1.290 12,99%

4,0% 131.547.141,11 1.282 12,91%

4,5% 132.552.133,42 1.172 11,80%

5,0% 260.619.529,41 2.304 23,20%

5,5% 195.135.990,28 1.786 17,99%

6,0% 58.008.741,80 694 6,99%

6,5% 7.083.837,39 120 1,21%

7,0% 223.886,66 3 0,03%

>

Total 1.058.120.324,65 9.929 100,00%


Unknown

100,00% 4,27% 51,19

6,5% 0,02% 6,60% 182,04

7,0%

5,5% 5,48% 5,73% 91,99

6,0% 0,67% 6,20% 113,15

4,5% 24,63% 4,76% 52,71

5,0% 18,44% 5,25% 65,86

3,5% 12,43% 3,75% 42,03

4,0% 12,53% 4,30% 30,54

2,5% 9,93% 2,78% 44,19

3,0% 13,89% 3,21% 45,50

1,5% 0,07% 1,99% 102,43

2,0% 1,91% 2,41% 20,60

0,5%

1,0%

From ( > )

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

<



8. Interest Rate Group


Until ( < )

Aggregate

Outstanding

Not. Amount

Nr of

Loanparts

% of

Total

1995

1996

1997

1998

1999

2000 414.201,10 4 0,04%

2001 6.491.755,43 70 0,71%

2002 12.037.239,73 170 1,71%

2003 33.898.092,49 418 4,21%

2004 59.374.053,67 755 7,60%

2005 63.850.539,77 811 8,17%

2006 109.686.066,98 1.175 11,83%

2007 200.978.602,16 1.682 16,94%

2008 268.587.744,48 2.062 20,77%

2009 123.335.192,83 1.051 10,59%

2010 62.939.233,10 580 5,84%

2011 106.892.196,52 1.071 10,79%

2012 8.917.721,68 72 0,73%

2013 135.000,00 1 0,01%

2014 166.536,87 3 0,03%

2015 416.147,84 4 0,04%

>

Total 1.058.120.324,65 9.929 100,00%100,00% 4,27% 51,19


2015

Unknown

2013 0,02% 5,21% 87,81

2014 0,04% 2,98% 27,72

2011 0,84% 3,71% 34,15

2012 0,01% 3,85% 237,00

2009 5,95% 4,19% 71,41

2010 10,10% 3,70% 52,69

2007 25,38% 4,65% 63,05

2008 11,66% 4,87% 55,68

2005 10,37% 3,81% 44,65

2006 18,99% 4,27% 43,31

2003 5,61% 4,08% 34,47

2004 6,03% 3,67% 39,66

2001 1,14% 4,32% 29,42

2002 3,20% 4,27% 33,76

1999 0,04% 2,95% 55,00

2000 0,61% 3,68% 26,39

1997

1998

1995

1996

From ( >= )

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

<



9. Origination Date


Aggregate

Outstanding

Not. Amount

Nr of

Loans

% of

Total

112.622.721,17 683 13,85%

5.981.850,78 31 0,63%

155.617,48 1 0,02%

646.429.913,82 3.010 61,03%

292.930.221,40 1.207 24,47%

1.058.120.324,65 4.932 100,00%


Utility building

Total 100,00% 4,27% 51,19

Unknown

Unspecified

Single garage for flat/appartment

Single garage for house

Single family house 61,09% 4,29% 51,13

Single family house with garage 27,68% 4,23% 53,67

Shop / House

Shop/private house

Retail property

Rural estate

Residential / business property

Residential farm

Other property / unknown 0,01% 2,65% 52,00

Recreational home

NRF Property

Office space

Houseboat

MVE / MGE property

Garage

House/Practice

Flat/appartment

Flat/appartment with garage

Conversion

Farm house

Condominium 10,64% 4,32% 45,26

Condominium with garage 0,57% 3,72% 47,50

Property

% of

Total

Weighted

Average

Coupon

Weighted

Average

Maturity

Caravan



10. Underlying Property


Until ( < )

Aggregate

Outstanding

Not. Amount

% of

Total

Nr of

Loanparts

% of

Total

1

2 582.684,71 0,06% 7 0,07%

3 135.000,00 0,01% 1 0,01%

4 188.234,71 0,02% 2 0,02%

5 10.540.019,29 1,00% 87 0,88%

6 123.228.556,00 11,65% 1.238 12,47%

7 54.982.032,06 5,20% 488 4,91%

8 171.276.583,17 16,19% 1.475 14,86%

9 283.420.588,68 26,79% 2.103 21,18%

10 157.595.337,06 14,89% 1.427 14,37%

11 96.264.394,50 9,10% 1.052 10,60%

12 56.135.703,31 5,31% 743 7,48%

13 62.650.529,75 5,92% 797 8,03%

14 25.335.388,40 2,39% 311 3,13%

15 10.978.132,61 1,04% 145 1,46%

16 4.807.140,40 0,45% 53 0,53%

17

18

19

20

>

Total 1.058.120.324,65 100,00% 9.929 100,00%

Unknown

4,27% 51,19

19

20

17

18

15 3,56% 33,98

16

13 4,17% 32,26

14 4,27% 28,47

11 3,69% 39,40

12 4,18% 35,60

9 4,18% 37,06

10 3,76% 47,21

7 4,88% 58,87

8 4,51% 59,21

5 3,74% 52,53

6 4,43% 77,56

3 4,53% 176,07

4 3,64% 33,16

1 3,62% 44,90

2 3,85% 237,00

From ( >= )

Weighted

Average

Coupon

Weighted

Average

Maturity

<



11. Seasoning


The Netherlands The Netherlands

Transaction Council

Allen & Overy LLP

Bank of Scotland Plc., Amsterdam Branch Rabobank Nederland

De Entrée 254 Croeselaan 18

1101 EE Amsterdam 3500 HG Utrecht

United Kingdom The Netherlands

Seller Seller Collection Account Provider

CITI Bank N.A. Stichting Security Trustee Candide Financing 2011-I

Canada Square 21st Floor Paying Agency Prins Bernhardplein 200

E14 5LB London 1097 JB Amsterdam


Principal Paying and Reference Agent Security Trustee

Bank of Scotland Plc., Amsterdam Branch Bank of Scotland Plc., Amsterdam Branch

De Entrée 254 De Entrée 254

1101 EE Amsterdam 1101 EE Amsterdam

The Netherlands Ireland

MPT Provider Originator

Candide Financing 2011-I B.V. Arthur Cox Listing Services Limited

Prins Bernhardplein 200 Earlsfort Centre

1097 JB Amsterdam Earlsfort Terrace, Dublin 2


Issuer Listing Agent

Intertrust Administrative Services B.V. Bank of Scotland Plc., Amsterdam Branch

Prins Bernhardplein 200 De Entrée 254

1097 JB Amsterdam 1101 EE Amsterdam


Company Administrator Interest Rate Swap Counterparty

Bank of Scotland Plc., Amsterdam Branch PricewaterhouseCoopers N.V.

De Entrée 254 P.O. Box 90357

1101 EE Amsterdam 1006 BJ Amsterdam



Contact Information

Account Bank Auditors




Apollolaan 15

1077 AB Amsterdam

The Netherlands


report period: 24 august 2015 - 23 november 2015 · interest payment date 23-nov-2015 principal...

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