DELTA LLOYD : Bank priced Arena 2014-II securitisation

Delta Lloyd Bank N.V. (Delta Lloyd Bank) confirms the pricing of the Arena NHG 2014-II B.V. (Arena 2014-II) transaction, a € 787 million securitisation of Dutch residential mortgages. There was a strong demand from investors for the notes. The Arena NHG floating Class A1 Notes have been priced at 27 basis points over three-month Euribor, the floating Class A2 notes have been priced at 40 basis points over three-month Euribor and the fixed Class A3 notes with a coupon of 0.791% (47 basis points over mid-swap). These tranches will be rated AAA (sf) by Fitch and Aaa (sf) by Moody's.

Delta Lloyd Bank is a 100% owned subsidiary of Delta Lloyd. The notes will be placed by ABN AMRO, Barclays and Rabobank.