ING GROEP N.V. Leone Arancio 2023-1
Monthly Investor Report
08 July 2024
Leone Arancio 2023-1 | Monthly IR as of | 08-Jul-24 | |||||||||
Description | |||||||||||
Issue Date | 12-Sep-23 | ||||||||||
Final Maturity Date | 06-Oct-83 | ||||||||||
Next Payment Date | 07-Oct-24 | ||||||||||
Notes | ISIN | Ratings | Current Principal Balance | Initial Principal Balance | Rate of Interest | ||||||
Fitch | DBRS | ||||||||||
Class A1 Notes | IT0005559478 | AAsf | AAA (sf) | 389,400,000.00 € | 389,400,000.00 € | 3-M EURIBOR + 0.8% | |||||
Class A2 Notes | IT0005559486 | AAsf | AAA (sf) | 5,354,200,000.00 € | 5,354,200,000.00 € | 3-M EURIBOR + 0.9% | |||||
Class J Notes | IT0005559494 | NR | NR | 746,400,000.00 € | 746,400,000.00 € | No Interest | |||||
100% retained by ING Bank N.V., Milan Branch | 6,490,000,000.00 € | 6,490,000,000.00 € | |||||||||
1. Summary | |||||||||||
All amounts in EURO | Current | At Issue | |||||||||
Reporting Date | 08-Jul-24 | 12-Sep-23 | |||||||||
Portfolio Cut off date | 31-May-24 | 31-May-23 | |||||||||
Initial Principal Balance | 6,490,000,000.00 | 6,490,000,000.00 | |||||||||
Of which Provision to the Expense Account | 50,000.00 | 50,000.00 | |||||||||
Of which Cash Available for Replenishment | 15,098,703.63 | 1,874,493.55 | |||||||||
Of which Realised Loss | 0.00 | 0.00 | |||||||||
Of which Active Outstanding Notional Amount | 6,474,851,296.37 | 6,488,075,506.45 | |||||||||
Number of Loans | 68,763 | 68,598 | |||||||||
Number of Borrowers | 68,763 | 68,598 | |||||||||
Principal in Arrears | 272,479.26 | 0.00 | |||||||||
Average Principal Balance (Loanparts) | 94,161.85 | 94,581.12 | |||||||||
Average Principal Balance (Borrowers) | 94,161.85 | 94,581.12 | |||||||||
Coupon: Weighted Average | 4.38% | 3.97% | |||||||||
Minimum | 0.00% | 0.00% | |||||||||
Maximum | 8.75% | 7.75% | |||||||||
Weighted Average Original Loan to Market Value | 67.70% | 66.93% | |||||||||
Weighted Average Loan to Market Value | 54.43% | 53.29% | |||||||||
Seasoning (months): Weighted Average | 67.55 | 72.85 | |||||||||
Remaining Tenor (months): Weighted Average | 249.19 | 242.42 | |||||||||
Weighted Average Interest Rate on Fixed Interest Rate Loans | 3.82% | 3.13% | |||||||||
Weighted Average LGD | 52.49% | 21.95% | |||||||||
Weighted Average Spread on Floating Rate Loans | 5.40% | 4.81% | |||||||||
Total Set-off Risk | 774,774,381.78 | 878,205,420.61 |
Stop Replenishment Criteria
1. Balance of the Principal Deficiency Ledger is higher than the Principal Amount Outstanding of the Junior Notes
- The Cumulative Gross Default Ratio exceed 2.00%
- The Quarterly Delinquency Ratio exceed 1.25%
- On any three consecutive Calculation Dates the balance of the main transaction account is higher than 5% of the aggregate Principal Amount Outstanding of all the Notes
CurrentInitial
0.000.00
0.00% | 0.00% |
0.58% | 0.00% |
0 | 0 |
Repurchase Rights
1. The total amount of Receivables repurchased during each calendar year does not exceed 5% of the aggregate Outstanding principal Due of all the Mortgage loans included in the Master portfolio
CurrentInitial
2.67%0.00%
Page 1 / 15
Leone Arancio 2023-1
Monthly IR as of 08-Jul-24
2. Product Type
Current Period | Issue Date | |||||||||
Aggregate | % of | Nr of | % of | Weighted | Aggregate | % of | Nr of | % of | Weighted | |
Outstanding | Average | Outstanding | Average | |||||||
Product Type | Not. Amount | Total | Loans | Total | Coupon | Not. Amount | Total | Loans | Total | Coupon |
Adjustable Rate | 2,385,258,199 | 36.84% | 22,501 | 32.72% | 3.66% | 1,979,644,662 | 30.51% | 18,967 | 27.65% | 2.82% |
Fixed | 1,901,632,554 | 29.37% | 21,269 | 30.93% | 4.10% | 1,326,578,978 | 20.45% | 16,190 | 23.60% | 3.66% |
Floating (BCE) | 68,937,621 | 1.06% | 1,029 | 1.50% | 5.87% | 107,640,790 | 1.66% | 1,418 | 2.07% | 4.88% |
Floating (EURIBOR) | 2,119,022,922 | 32.73% | 23,964 | 34.85% | 5.39% | 3,074,211,076 | 47.38% | 32,023 | 46.68% | 4.80% |
6,474,851,296 | 100.00% | 68,763 | 100.00% | 4.38% | 6,488,075,506 | 100.00% | 68,598 | 100.00% | 3.97% |
3. Loan Coupon
average: 4.38% | Current Period | Issue Date | |||||||||
Aggregate | % of | Nr of | % of | Weighted | Aggregate | % of | Nr of | % of | Weighted | ||
Outstanding | Average | Outstanding | Average | ||||||||
Coupon Loan Part (%) | Not. Amount | Total | Loans | Total | Coupon | Not. Amount | Total | Loans | Total | Coupon | |
0.00% | - 0.00% | 330,108 | 0.01% | 2 | 0.00% | 0.00% | 205,920 | 0.00% | 1 | 0.00% | 0.00% |
0.01% | - 0.50% | 125,297 | 0.00% | 1 | 0.00% | 0.23% | 130,717 | 0.00% | 1 | 0.00% | 0.23% |
0.51% | - 1.00% | 3,411,102 | 0.05% | 24 | 0.03% | 0.95% | 3,892,879 | 0.06% | 26 | 0.04% | 0.94% |
1.00% | - 1.50% | 68,079,852 | 1.05% | 732 | 1.06% | 1.36% | 74,417,664 | 1.15% | 752 | 1.10% | 1.36% |
1.51% | - 2.00% | 304,063,149 | 4.70% | 3,128 | 4.55% | 1.82% | 371,945,303 | 5.73% | 3,628 | 5.29% | 1.83% |
2.01% | - 2.50% | 535,596,632 | 8.27% | 6,056 | 8.81% | 2.28% | 679,092,710 | 10.47% | 7,302 | 10.64% | 2.28% |
2.51% | - 3.00% | 450,052,140 | 6.95% | 5,697 | 8.28% | 2.75% | 682,080,381 | 10.51% | 7,879 | 11.49% | 2.74% |
3.01% | - 3.25% | 148,356,844 | 2.29% | 1,912 | 2.78% | 3.13% | 216,906,261 | 3.34% | 2,547 | 3.71% | 3.12% |
3.26% | - 3.50% | 161,937,916 | 2.50% | 1,754 | 2.55% | 3.35% | 172,494,576 | 2.66% | 1,814 | 2.64% | 3.35% |
3.51% | - 3.75% | 124,459,877 | 1.92% | 1,355 | 1.97% | 3.63% | 279,674,616 | 4.31% | 2,398 | 3.50% | 3.64% |
3.76% | - 4.00% | 171,753,372 | 2.65% | 1,530 | 2.23% | 3.89% | 433,056,503 | 6.67% | 5,640 | 8.22% | 3.86% |
4.01% | - 4.25% | 279,906,348 | 4.32% | 2,431 | 3.54% | 4.13% | 511,430,134 | 7.88% | 4,779 | 6.97% | 4.15% |
4.26% | - 4.50% | 492,436,998 | 7.61% | 4,055 | 5.90% | 4.41% | 617,337,084 | 9.51% | 6,951 | 10.13% | 4.39% |
4.51% | - 4.75% | 727,071,239 | 11.23% | 7,182 | 10.44% | 4.64% | 402,276,225 | 6.20% | 3,876 | 5.65% | 4.63% |
4.76% | - 5.00% | 625,955,271 | 9.67% | 6,367 | 9.26% | 4.87% | 495,927,894 | 7.64% | 4,647 | 6.77% | 4.86% |
5.01% | - 5.25% | 699,952,108 | 10.81% | 6,838 | 9.94% | 5.12% | 562,749,370 | 8.67% | 5,654 | 8.24% | 5.10% |
5.26% | - 5.50% | 536,066,063 | 8.28% | 6,338 | 9.22% | 5.37% | 414,577,141 | 6.39% | 4,246 | 6.19% | 5.39% |
5.51% | - 5.75% | 364,179,052 | 5.62% | 4,080 | 5.93% | 5.63% | 275,939,220 | 4.25% | 2,897 | 4.22% | 5.61% |
5.76% | - 6.00% | 259,224,824 | 4.00% | 2,906 | 4.23% | 5.87% | 142,560,497 | 2.20% | 1,617 | 2.36% | 5.88% |
6.01% | - 6.25% | 286,941,042 | 4.43% | 3,329 | 4.84% | 6.11% | 40,150,026 | 0.62% | 494 | 0.72% | 6.11% |
6.26% | - 6.50% | 114,361,020 | 1.77% | 1,366 | 1.99% | 6.41% | 29,129,914 | 0.45% | 286 | 0.42% | 6.38% |
6.51% | - 6.75% | 34,623,350 | 0.53% | 446 | 0.65% | 6.61% | 40,962,363 | 0.63% | 500 | 0.73% | 6.62% |
6.76% | - 7.00% | 24,506,144 | 0.38% | 305 | 0.44% | 6.89% | 23,817,166 | 0.37% | 381 | 0.56% | 6.86% |
7.01% | - 7.25% | 26,605,669 | 0.41% | 332 | 0.48% | 7.15% | 12,942,219 | 0.20% | 207 | 0.30% | 7.11% |
7.26% | - 7.50% | 18,396,111 | 0.28% | 321 | 0.47% | 7.37% | 3,297,277 | 0.05% | 52 | 0.08% | 7.34% |
7.51% | - > | 16,459,770 | 0.25% | 276 | 0.40% | 7.71% | 1,081,445 | 0.02% | 23 | 0.03% | 7.60% |
6,474,851,296 | 100.00% | 68,763 | 100.00% | 4.38% | 6,488,075,506 | 100.00% | 68,598 | 100.00% | 3.97% |
Page 2 / 15
Leone Arancio 2023-1
Monthly IR as of 08-Jul-24
4. Origination Year
Current Period | Issue Date | ||||||||||
Aggregate | % of | Nr of | % of | Weighted | Aggregate | % of | Nr of | % of | Weighted | ||
Outstanding | Average | Outstanding | Average | ||||||||
Origination Year | Not. Amount | Total | Loans | Total | Coupon | Not. Amount | Total | Loans | Total | Coupon | |
2004 | 6,238,080 | 0.10% | 132 | 0.19% | 4.70% | 8,284,694 | 0.13% | 263 | 0.38% | 3.88% | |
2005 | 29,653,663 | 0.47% | 844 | 1.24% | 4.74% | 42,703,844 | 0.66% | 1,119 | 1.63% | 3.92% | |
2006 | 90,356,051 | 1.42% | 1,723 | 2.54% | 4.57% | 114,666,348 | 1.77% | 1,973 | 2.88% | 3.83% | |
2007 | 158,239,009 | 2.49% | 2,303 | 3.39% | 4.26% | 193,309,966 | 2.98% | 2,574 | 3.75% | 3.63% | |
2008 | 132,598,469 | 2.08% | 1,946 | 2.87% | 4.19% | 163,457,740 | 2.52% | 2,414 | 3.52% | 3.65% | |
2009 | 98,583,537 | 1.55% | 1,520 | 2.24% | 5.16% | 135,050,422 | 2.08% | 2,002 | 2.92% | 4.41% | |
2010 | 146,728,692 | 2.31% | 2,075 | 3.06% | 5.18% | 204,679,912 | 3.15% | 2,574 | 3.75% | 4.39% | |
2011 | 362,141,403 | 5.69% | 4,506 | 6.64% | 5.01% | 494,427,607 | 7.62% | 5,519 | 8.05% | 4.30% | |
2012 | 144,846,744 | 2.28% | 1,858 | 2.74% | 5.54% | 203,362,435 | 3.13% | 2,336 | 3.41% | 5.23% | |
2013 | 111,687,007 | 1.75% | 1,438 | 2.12% | 6.06% | 161,782,239 | 2.49% | 1,896 | 2.76% | 5.40% | |
2014 | 119,782,208 | 1.88% | 1,653 | 2.44% | 5.39% | 167,081,280 | 2.58% | 2,089 | 3.05% | 5.06% | |
2015 | 175,896,727 | 2.76% | 2,554 | 3.76% | 4.39% | 239,429,382 | 3.69% | 3,093 | 4.51% | 4.34% | |
2016 | 417,103,254 | 6.55% | 5,592 | 8.24% | 3.25% | 522,255,902 | 8.05% | 6,380 | 9.30% | 3.38% | |
2017 | 394,316,113 | 6.20% | 4,834 | 7.12% | 4.04% | 488,974,400 | 7.54% | 5,510 | 8.03% | 4.03% | |
2018 | 473,928,574 | 7.45% | 5,239 | 7.72% | 5.30% | 616,412,122 | 9.50% | 6,274 | 9.15% | 4.04% | |
2019 | 337,444,715 | 5.30% | 3,538 | 5.21% | 4.17% | 422,895,636 | 6.52% | 4,099 | 5.98% | 3.41% | |
2020 | 81,555,684 | 1.28% | 810 | 1.19% | 2.67% | 95,731,236 | 1.48% | 885 | 1.29% | 2.79% | |
2021 | 513,890,365 | 8.08% | 4,422 | 6.51% | 2.61% | 568,175,979 | 8.76% | 4,683 | 6.83% | 2.68% | |
2022 | 880,336,110 | 13.83% | 7,379 | 10.87% | 4.07% | 1,025,221,104 | 15.80% | 8,113 | 11.83% | 4.06% | |
2023 | 1,688,630,830 | 26.53% | 13,517 | 19.91% | 4.79% | 620,173,260 | 9.56% | 4,802 | 7.00% | 4.41% | |
6,363,957,235 | 100.00% | 67,883 | 100.00% | 4.38% | 6,488,075,506 | 100.00% | 68,598 | 100.00% | 3.97% |
Page 3 / 15
Leone Arancio 2023-1
Monthly IR as of 08-Jul-24
5. Maturity Year
Current Period | Issue Date | ||||||||||
Aggregate | % of | Nr of | % of | Weighted | Aggregate | % of | Nr of | % of | Weighted | ||
Outstanding | Average | Outstanding | Average | ||||||||
Maturity Year | Not. Amount | Total | Loans | Total | Coupon | Not. Amount | Total | Loans | Total | Coupon | |
2023 | 1,568,506 | 0.02% | 386 | 0.56% | 4.13% | ||||||
2024 | 557,354 | 0.01% | 204 | 0.30% | 5.13% | 5,693,570 | 0.09% | 636 | 0.93% | 4.28% | |
2025 | 8,766,259 | 0.14% | 857 | 1.25% | 4.72% | 18,696,764 | 0.29% | 1,026 | 1.50% | 4.08% | |
2026 | 30,799,019 | 0.48% | 1,791 | 2.60% | 4.20% | 52,289,097 | 0.81% | 2,090 | 3.05% | 3.78% | |
2027 | 35,221,248 | 0.54% | 1,470 | 2.14% | 4.15% | 53,366,236 | 0.82% | 1,687 | 2.46% | 3.85% | |
2028 | 43,166,488 | 0.67% | 1,337 | 1.94% | 4.58% | 61,234,434 | 0.94% | 1,529 | 2.23% | 4.01% | |
2029 | 39,735,780 | 0.61% | 1,077 | 1.57% | 4.84% | 56,705,186 | 0.87% | 1,264 | 1.84% | 4.24% | |
2030 | 53,544,825 | 0.83% | 1,235 | 1.80% | 4.71% | 72,847,413 | 1.12% | 1,444 | 2.11% | 4.19% | |
2031 | 116,389,146 | 1.80% | 2,348 | 3.41% | 4.19% | 154,330,875 | 2.38% | 2,702 | 3.94% | 3.80% | |
2032 | 104,369,725 | 1.61% | 1,917 | 2.79% | 4.25% | 131,003,598 | 2.02% | 2,137 | 3.12% | 3.97% | |
2033 | 109,151,658 | 1.69% | 1,769 | 2.57% | 4.82% | 124,649,420 | 1.92% | 1,830 | 2.67% | 4.18% | |
2034 | 90,125,337 | 1.39% | 1,379 | 2.01% | 4.94% | 110,738,145 | 1.71% | 1,544 | 2.25% | 4.30% | |
2035 | 98,579,240 | 1.52% | 1,383 | 2.01% | 4.69% | 124,336,745 | 1.92% | 1,588 | 2.31% | 4.21% | |
2036 | 249,392,668 | 3.85% | 3,333 | 4.85% | 3.96% | 308,421,646 | 4.75% | 3,765 | 5.49% | 3.65% | |
2037 | 256,357,555 | 3.96% | 3,144 | 4.57% | 4.19% | 304,869,425 | 4.70% | 3,468 | 5.06% | 3.91% | |
2038 | 219,966,043 | 3.40% | 2,694 | 3.92% | 4.89% | 221,590,464 | 3.42% | 2,556 | 3.73% | 4.25% | |
2039 | 156,304,839 | 2.41% | 1,819 | 2.65% | 4.81% | 176,134,508 | 2.71% | 1,908 | 2.78% | 4.27% | |
2040 | 135,395,672 | 2.09% | 1,464 | 2.13% | 4.66% | 176,647,869 | 2.72% | 1,759 | 2.56% | 4.28% | |
2041 | 287,499,216 | 4.44% | 2,851 | 4.15% | 4.10% | 357,991,306 | 5.52% | 3,272 | 4.77% | 3.83% | |
2042 | 284,616,294 | 4.40% | 2,911 | 4.23% | 4.29% | 343,325,867 | 5.29% | 3,280 | 4.78% | 4.22% | |
2043 | 334,970,682 | 5.17% | 3,266 | 4.75% | 5.21% | 294,814,368 | 4.54% | 2,722 | 3.97% | 4.65% | |
2044 | 182,288,417 | 2.82% | 1,754 | 2.55% | 4.90% | 196,587,098 | 3.03% | 1,780 | 2.59% | 4.38% | |
2045 | 121,557,062 | 1.88% | 1,143 | 1.66% | 4.54% | 153,594,758 | 2.37% | 1,359 | 1.98% | 4.41% | |
2046 | 318,151,333 | 4.91% | 2,821 | 4.10% | 3.34% | 378,220,619 | 5.83% | 3,175 | 4.63% | 3.39% | |
2047 | 417,861,784 | 6.45% | 3,649 | 5.31% | 3.87% | 485,345,392 | 7.48% | 4,029 | 5.87% | 3.88% | |
2048 | 515,345,297 | 7.96% | 4,450 | 6.47% | 5.09% | 443,266,096 | 6.83% | 3,652 | 5.32% | 4.23% | |
2049 | 308,495,251 | 4.76% | 2,629 | 3.82% | 4.35% | 315,352,322 | 4.86% | 2,541 | 3.70% | 3.39% | |
2050 | 70,194,438 | 1.08% | 533 | 0.78% | 3.73% | 79,556,603 | 1.23% | 566 | 0.83% | 3.55% | |
2051 | 300,487,101 | 4.64% | 2,192 | 3.19% | 2.96% | 329,637,555 | 5.08% | 2,314 | 3.37% | 2.93% | |
2052 | 489,865,718 | 7.57% | 3,526 | 5.13% | 3.94% | 549,138,590 | 8.46% | 3,789 | 5.52% | 3.95% | |
2053 | 927,441,415 | 14.32% | 6,613 | 9.62% | 4.77% | 405,989,136 | 6.26% | 2,799 | 4.08% | 4.40% | |
2054 | 168,254,433 | 2.60% | 1,204 | 1.75% | 4.49% | 131,894 | 0.00% | 1 | 0.00% | 5.31% | |
6,474,851,296 | 100.00% | 68,763 | 100.00% | 4.38% | 6,488,075,506 | 100.00% | 68,598 | 100.00% | 3.97% |
Page 4 / 15
Leone Arancio 2023-1
Monthly IR as of | 08-Jul-24 |
6. Seasoning
average: 5.63 | Current Period | Issue Date | |||||||||
Aggregate | % of | Nr of | % of | Weighted | Aggregate | % of | Nr of | % of | Weighted | ||
Outstanding | Average | Outstanding | Average | ||||||||
Seasoning (years) | Not. Amount | Total | Loans | Total | Coupon | Not. Amount | Total | Loans | Total | Coupon | |
< 0.5 | 271,362,642 | 4.19% | 2,156 | 3.14% | 4.50% | 793,740,439 | 12.23% | 6,119 | 8.92% | 4.43% | |
0.5 - 1 | 553,805,131 | 8.55% | 4,385 | 6.38% | 5.00% | 481,699,806 | 7.42% | 3,821 | 5.57% | 4.51% | |
1 | - 2 | 1,508,983,675 | 23.31% | 12,338 | 17.94% | 4.65% | 775,282,989 | 11.95% | 6,296 | 9.18% | 2.96% |
2 | - 3 | 709,447,927 | 10.96% | 6,015 | 8.75% | 2.91% | 221,655,155 | 3.42% | 1,893 | 2.76% | 2.67% |
3 | - 4 | 200,892,694 | 3.10% | 1,798 | 2.61% | 2.58% | 163,393,214 | 2.52% | 1,557 | 2.27% | 3.21% |
4 | - 5 | 133,288,349 | 2.06% | 1,383 | 2.01% | 3.07% | 695,834,875 | 10.72% | 6,882 | 10.03% | 3.60% |
5 | - 6 | 536,668,150 | 8.29% | 5,747 | 8.36% | 5.03% | 506,068,022 | 7.80% | 5,482 | 7.99% | 4.54% |
6 | - 7 | 399,095,462 | 6.16% | 4,685 | 6.81% | 4.83% | 569,417,291 | 8.78% | 6,807 | 9.92% | 3.33% |
7 | - 8 | 464,389,240 | 7.17% | 6,067 | 8.82% | 3.21% | 302,149,305 | 4.66% | 3,834 | 5.59% | 3.91% |
8 | - 9 | 231,239,879 | 3.57% | 3,259 | 4.74% | 3.87% | 202,863,989 | 3.13% | 2,540 | 3.70% | 4.77% |
9 | - 10 | 146,362,744 | 2.26% | 2,057 | 2.99% | 4.92% | 140,928,412 | 2.17% | 1,725 | 2.51% | 5.26% |
10 - more | 1,319,315,403 | 20.38% | 18,873 | 27.45% | 5.01% | 1,635,042,010 | 25.20% | 21,642 | 31.55% | 4.31% | |
6,474,851,296 | 100.00% | 68,763 | 100.00% | 4.38% | 6,488,075,506 | 100.00% | 68,598 | 100.00% | 3.97% |
Page 5 / 15
Leone Arancio 2023-1
Monthly IR as of 08-Jul-24
7. Remaining Tenor
average: 20.77 | Current Period | Issue Date | |||||||||
Aggregate | Weighted | Aggregate | Weighted | ||||||||
Remaining Tenor | % of | Nr of | % of | % of | Nr of | % of | |||||
Outstanding | Average | Outstanding | Average | ||||||||
(years) | Not. Amount | Total | Loans | Total | Coupon | Not. Amount | Total | Loans | Total | Coupon | |
< 1 | 1,990,596 | 0.03% | 405 | 0.59% | 5.01% | 4,450,143 | 0.07% | 777 | 1.13% | 4.13% | |
1 | - 2 | 15,672,293 | 0.24% | 1,231 | 1.79% | 4.53% | 6,628,987 | 0.10% | 491 | 0.72% | 4.35% |
2 | - 3 | 35,892,394 | 0.55% | 1,856 | 2.70% | 4.09% | 30,342,398 | 0.47% | 1,466 | 2.14% | 3.97% |
3 | - 4 | 38,801,975 | 0.60% | 1,372 | 2.00% | 4.32% | 57,674,229 | 0.89% | 2,137 | 3.12% | 3.75% |
4 | - 5 | 45,624,020 | 0.70% | 1,354 | 1.97% | 4.70% | 56,788,782 | 0.88% | 1,571 | 2.29% | 3.99% |
5 | - 6 | 36,598,709 | 0.57% | 928 | 1.35% | 4.83% | 64,942,184 | 1.00% | 1,565 | 2.28% | 4.00% |
6 | - 7 | 69,127,688 | 1.07% | 1,491 | 2.17% | 4.58% | 50,900,717 | 0.78% | 1,083 | 1.58% | 4.33% |
7 | - 8 | 126,799,012 | 1.96% | 2,484 | 3.61% | 4.08% | 93,187,301 | 1.44% | 1,754 | 2.56% | 4.07% |
8 | - 9 | 106,063,780 | 1.64% | 1,842 | 2.68% | 4.50% | 164,913,340 | 2.54% | 2,821 | 4.11% | 3.74% |
9 | - 10 | 108,236,638 | 1.67% | 1,718 | 2.50% | 4.95% | 131,562,398 | 2.03% | 2,022 | 2.95% | 4.21% |
10 - 11 | 80,419,948 | 1.24% | 1,187 | 1.73% | 4.86% | 123,355,684 | 1.90% | 1,790 | 2.61% | 4.10% | |
11 - 12 | 130,614,883 | 2.02% | 1,760 | 2.56% | 4.44% | 99,715,100 | 1.54% | 1,349 | 1.97% | 4.36% | |
12 - 13 | 295,847,898 | 4.57% | 3,875 | 5.64% | 3.85% | 166,957,407 | 2.57% | 2,036 | 2.97% | 4.02% | |
13 - 14 | 236,006,512 | 3.64% | 2,909 | 4.23% | 4.58% | 354,848,076 | 5.47% | 4,275 | 6.23% | 3.57% | |
14 - 15 | 215,117,597 | 3.32% | 2,529 | 3.68% | 4.95% | 277,257,530 | 4.27% | 3,169 | 4.62% | 4.29% | |
15 - 16 | 115,896,962 | 1.79% | 1,341 | 1.95% | 4.72% | 206,263,914 | 3.18% | 2,300 | 3.35% | 4.06% | |
16 - 17 | 171,591,871 | 2.65% | 1,804 | 2.62% | 4.43% | 151,155,201 | 2.33% | 1,605 | 2.34% | 4.42% | |
17 - 18 | 324,733,148 | 5.02% | 3,204 | 4.66% | 3.93% | 217,106,166 | 3.35% | 2,105 | 3.07% | 4.09% | |
18 - 19 | 302,593,717 | 4.67% | 3,074 | 4.47% | 4.88% | 395,415,316 | 6.10% | 3,623 | 5.28% | 3.74% | |
19 - 20 | 301,539,370 | 4.66% | 2,887 | 4.20% | 5.22% | 354,632,626 | 5.47% | 3,356 | 4.89% | 4.76% | |
20 - 21 | 127,653,531 | 1.97% | 1,217 | 1.77% | 4.69% | 237,651,862 | 3.66% | 2,159 | 3.15% | 4.27% | |
21 - 22 | 149,710,901 | 2.31% | 1,389 | 2.02% | 4.04% | 165,273,387 | 2.55% | 1,478 | 2.15% | 4.57% | |
22 - 23 | 422,050,560 | 6.52% | 3,686 | 5.36% | 3.20% | 188,335,346 | 2.90% | 1,644 | 2.40% | 4.01% | |
23 - 24 | 460,499,643 | 7.11% | 4,006 | 5.83% | 4.63% | 487,494,527 | 7.51% | 4,048 | 5.90% | 3.24% | |
24 - 25 | 494,902,607 | 7.64% | 4,274 | 6.22% | 5.12% | 507,552,891 | 7.82% | 4,201 | 6.12% | 4.54% | |
25 - 26 | 133,650,282 | 2.06% | 1,092 | 1.59% | 3.41% | 406,445,472 | 6.27% | 3,341 | 4.87% | 3.54% | |
26 - 27 | 134,774,015 | 2.08% | 1,047 | 1.52% | 3.18% | 154,932,589 | 2.39% | 1,192 | 1.74% | 3.44% | |
27 - 28 | 402,861,295 | 6.22% | 2,835 | 4.12% | 3.03% | 148,398,074 | 2.29% | 1,106 | 1.61% | 3.09% | |
28 - 29 | 761,029,278 | 11.75% | 5,471 | 7.96% | 4.55% | 441,923,878 | 6.81% | 2,982 | 4.35% | 3.04% | |
29 - 30 | 628,550,173 | 9.71% | 4,495 | 6.54% | 4.83% | 741,344,653 | 11.43% | 5,148 | 7.51% | 4.42% | |
6,474,851,296 | 100.00% | 68,763 | 100.00% | 4.38% | 6,487,450,176 | 100.00% | 68,594 | 100.00% | 3.97% |
Page 6 / 15
Leone Arancio 2023-1
Monthly IR as of 08-Jul-24
8. Interest Type
Current Period | Issue Date | ||||||||||
Aggregate | % of | % of | Weighted | Aggregate | % of | Nr of | % of | Weighted | |||
Outstanding | Nr of | Average | Outstanding | Average | |||||||
Interest Type | Not. Amount | Total | Loans | Total | Coupon | Not. Amount | Total | Loans | Total | Coupon | |
Fixed Rate | 4,189,513,373 | 64.70% | 42,935 | 62.44% | 3.82% | 3,250,665,893 | 50.10% | 34,639 | 50.50% | 3.13% | |
Floating Rate BCE | 68,937,621 | 1.06% | 1,029 | 1.50% | 5.87% | 107,640,790 | 1.66% | 1,418 | 2.07% | 4.88% | |
Floating Rate EURIBOR 1M | 826,490,178 | 12.76% | 10,985 | 15.98% | 4.98% | 1,127,430,577 | 17.38% | 13,918 | 20.29% | 4.17% | |
Floating Rate EURIBOR 3M 1,389,910,124 | 21.47% | 13,814 | 20.09% | 5.62% | 2,002,338,246 | 30.86% | 18,623 | 27.15% | 5.16% | ||
6,474,851,296 | 100.00% | 68,763 | 100.00% | 4.38% | 6,488,075,506 | 100.00% | 68,598 | 100.00% | 3.97% |
9. Geography Region
Current Period | Issue Date | ||||||||||
Aggregate | % of | Nr of | % of | Weighted | Aggregate | % of | Nr of | % of | Weighted | ||
Outstanding | Average | Outstanding | Average | ||||||||
Region | Not. Amount | Total | Loans | Total | Coupon | Not. Amount | Total | Loans | Total | Coupon | |
Central Italy | 1,669,732,406 | 25.79% | 16,689 | 24.27% | 4.23% | 1,713,475,557 | 26.41% | 16,946 | 24.70% | 3.84% | |
Northern Italy | 2,885,123,275 | 44.56% | 30,636 | 44.55% | 4.57% | 2,982,250,770 | 45.97% | 31,718 | 46.24% | 4.20% | |
Southern Italy | 1,919,995,615 | 29.65% | 21,438 | 31.18% | 4.21% | 1,792,349,180 | 27.63% | 19,934 | 29.06% | 3.70% | |
6,474,851,296 | 100.00% | 68,763 | 100.00% | 4.38% | 6,488,075,506 | 100.00% | 68,598 | 100.00% | 3.97% |
10. Borrower Nationality
Current Period | Issue Date | ||||||||||
Aggregate | % of | Nr of | % of | Weighted | Aggregate | % of | Nr of | % of | Weighted | ||
Outstanding | Average | Outstanding | Average | ||||||||
Region | Not. Amount | Total | Loans | Total | Coupon | Not. Amount | Total | Loans | Total | Coupon | |
Italians | 6,203,581,343 | 95.81% | 66,132 | 96.17% | 4.37% | 6,274,404,196 | 96.71% | 66,483 | 96.92% | 3.96% | |
Others | 271,269,953 | 4.19% | 2,631 | 3.83% | 4.53% | 213,671,311 | 3.29% | 2,115 | 3.08% | 4.05% | |
6,474,851,296 | 100.00% | 68,763 | 100.00% | 4.38% | 6,488,075,506 | 100.00% | 68,598 | 100.00% | 3.97% |
Page 7 / 15
Leone Arancio 2023-1
Monthly IR as of 08-Jul-24
11a. Current Loan to Market Value
average: 54.43% | Current Period | Issue Date | |||||||||
Aggregate | Weighted | Aggregate | Weighted | ||||||||
Current Loan to Market | % of | % of | % of | Nr of | % of | ||||||
Outstanding | Nr of | Average | Outstanding | Average | |||||||
Value (%) | Not. Amount | Total | Loans | Total | Coupon | Not. Amount | Total | Loans | Total | Coupon | |
<= 30.00% | 768,102,182 | 11.86% | 17,625 | 25.63% | 4.46% | 807,759,736 | 12.45% | 18,005 | 26.25% | 3.99% | |
30.01% - 40.00% | 633,769,167 | 9.79% | 7,734 | 11.25% | 4.44% | 683,380,170 | 10.53% | 8,239 | 12.01% | 4.00% | |
40.01% - 50.00% | 880,935,688 | 13.61% | 9,125 | 13.27% | 4.45% | 923,932,808 | 14.24% | 9,398 | 13.70% | 4.04% | |
50.01% - 60.00% | 1,304,978,310 | 20.15% | 11,854 | 17.24% | 4.36% | 1,325,017,952 | 20.42% | 11,933 | 17.40% | 4.05% | |
60.01% - 70.00% | 1,352,610,638 | 20.89% | 11,103 | 16.15% | 4.12% | 1,514,709,833 | 23.35% | 12,129 | 17.68% | 3.80% | |
70.01% - 80.00% | 1,534,363,639 | 23.70% | 11,321 | 16.46% | 4.51% | 1,233,275,007 | 19.01% | 8,894 | 12.97% | 3.98% | |
80.01% - 81.00% | 91,672 | 0.00% | 1 | 0.00% | 5.09% | ||||||
6,474,851,296 | 100.00% | 68,763 | 100.00% | 4.38% | 6,488,075,506 | 100.00% | 68,598 | 100.00% | 3.97% |
11b. Original Loan to Market Value
average: 67.70% | Current Period | Issue Date | |||||||||
Aggregate | Weighted | Aggregate | Weighted | ||||||||
Original Loan to Market | % of | % of | % of | Nr of | % of | ||||||
Outstanding | Nr of | Average | Outstanding | Average | |||||||
Value (%) | Not. Amount | Total | Loans | Total | Coupon | Not. Amount | Total | Loans | Total | Coupon | |
<= 30.00% | 153,119,916 | 2.36% | 3,417 | 4.97% | 4.34% | 168,281,421 | 2.59% | 3,696 | 5.39% | 3.94% | |
30.01% - 40.00% | 258,909,864 | 4.00% | 4,559 | 6.63% | 4.36% | 285,955,574 | 4.41% | 4,928 | 7.18% | 3.96% | |
40.01% - 50.00% | 475,670,194 | 7.35% | 6,911 | 10.05% | 4.36% | 517,422,414 | 7.97% | 7,398 | 10.78% | 3.95% | |
50.01% - 60.00% | 671,681,441 | 10.37% | 8,212 | 11.94% | 4.41% | 722,707,751 | 11.14% | 8,642 | 12.60% | 3.99% | |
60.01% - 70.00% | 1,128,513,795 | 17.43% | 12,258 | 17.83% | 4.39% | 1,181,161,166 | 18.21% | 12,587 | 18.35% | 4.01% | |
70.01% - 80.00% | 3,786,856,382 | 58.49% | 33,404 | 48.58% | 4.37% | 3,612,547,181 | 55.68% | 31,347 | 45.70% | 3.95% | |
80.01% - 81.00% | 75,130 | 0.00% | 1 | 0.00% | 5.28% | ||||||
85.01% - 90.00% | 24,575 | 0.00% | 1 | 0.00% | 4.52% | ||||||
6,474,851,296 | 100.00% | 68,763 | 100.00% | 4.38% | 6,488,075,506 | 100.00% | 68,598 | 100.00% | 3.97% |
Page 8 / 15
Leone Arancio 2023-1
Monthly IR as of 08-Jul-24
12. Original Notional Amount
Current Period | Issue Date | |||||||||||
Aggregate Outstanding | Aggregate | % of | % of | Weighted | Aggregate | % of | Nr of | % of | Weighted | |||
Outstanding | Nr of | Average | Outstanding | Average | ||||||||
Notional | Not. Amount | Total | Loans | Total | Coupon | Not. Amount | Total | Loans | Total | Coupon | ||
50,000 - | 75,000 | 467,918,457 | 7.23% | 11,136 | 16.19% | 4.23% | 450,776,254 | 6.95% | 10,781 | 15.72% | 3.78% | |
75,001 - | 100,000 | 971,392,738 | 15.00% | 15,136 | 22.01% | 4.33% | 929,045,736 | 14.32% | 14,707 | 21.44% | 3.88% | |
100,001 | - | 125,000 | 1,124,951,535 | 17.37% | 13,309 | 19.35% | 4.34% | 1,103,422,797 | 17.01% | 13,236 | 19.30% | 3.90% |
125,001 | - | 150,000 | 1,185,100,983 | 18.30% | 11,419 | 16.61% | 4.34% | 1,164,822,979 | 17.95% | 11,364 | 16.57% | 3.92% |
150,001 | - | 175,000 | 770,993,685 | 11.91% | 6,164 | 8.96% | 4.37% | 768,069,187 | 11.84% | 6,176 | 9.00% | 4.00% |
175,001 | - | 200,000 | 662,792,502 | 10.24% | 4,866 | 7.08% | 4.45% | 682,139,365 | 10.51% | 5,060 | 7.38% | 4.07% |
200,001 | - | 225,000 | 323,453,815 | 5.00% | 2,077 | 3.02% | 4.44% | 344,420,820 | 5.31% | 2,235 | 3.26% | 4.08% |
225,001 | - | 250,000 | 297,645,605 | 4.60% | 1,796 | 2.61% | 4.56% | 325,682,505 | 5.02% | 1,966 | 2.87% | 4.15% |
250,001 | - | 275,000 | 143,846,537 | 2.22% | 750 | 1.09% | 4.51% | 151,240,537 | 2.33% | 796 | 1.16% | 4.12% |
275,001 | - | 300,000 | 152,923,309 | 2.36% | 795 | 1.16% | 4.54% | 169,296,594 | 2.61% | 872 | 1.27% | 4.07% |
300,001 | - | 325,000 | 65,757,641 | 1.02% | 300 | 0.44% | 4.59% | 70,233,461 | 1.08% | 322 | 0.47% | 4.19% |
325,001 | - | 350,000 | 65,983,206 | 1.02% | 280 | 0.41% | 4.54% | 69,205,564 | 1.07% | 300 | 0.44% | 4.13% |
350,001 | - | 375,000 | 31,366,528 | 0.48% | 123 | 0.18% | 4.32% | 37,267,425 | 0.57% | 141 | 0.21% | 4.07% |
375,001 | - | 400,000 | 46,603,870 | 0.72% | 179 | 0.26% | 4.65% | 45,788,495 | 0.71% | 177 | 0.26% | 4.18% |
400,001 | - | 425,000 | 16,652,460 | 0.26% | 59 | 0.09% | 4.37% | 17,947,370 | 0.28% | 64 | 0.09% | 4.17% |
425,001 | - | 450,000 | 17,117,256 | 0.26% | 59 | 0.09% | 4.49% | 20,174,075 | 0.31% | 71 | 0.10% | 4.03% |
450,001 | - | 475,000 | 11,195,140 | 0.17% | 36 | 0.05% | 4.62% | 11,640,780 | 0.18% | 37 | 0.05% | 4.10% |
475,001 | - | 500,000 | 28,152,693 | 0.43% | 88 | 0.13% | 4.63% | 29,838,095 | 0.46% | 90 | 0.13% | 4.20% |
500,001 | - 1,000,000 | 71,906,032 | 1.11% | 172 | 0.25% | 4.52% | 76,569,079 | 1.18% | 182 | 0.27% | 4.02% | |
more | 19,097,304 | 0.29% | 19 | 0.03% | 4.23% | 20,494,390 | 0.32% | 21 | 0.03% | 3.74% | ||
6,474,851,296 | 100.00% | 68,763 | 100.00% | 4.38% | 6,488,075,506 | 100.00% | 68,598 | 100.00% | 3.97% |
Page 9 / 15
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ING Groep NV published this content on 12 July 2024 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 12 July 2024 14:07:04 UTC.
