| Issuer |
H.E.A.T Mezzanine S.A., Luxembourg |
| Total volume |
EUR 314,000,000 |
| Tranches |
| Class A notes |
EUR 233,000,000 - variable |
| Class B notes |
EUR 31,000,000 - variable |
| Class C notes |
EUR 25,500,000 - variable |
| Junior notes |
EUR 24,500,000, structured coupon |
| Rating |
| Class A notes |
Aaa/AAA Moody's/Fitch |
| Class B notes |
Aa3/A Moody's/Fitch |
| Class C notes |
Baa1/BBB Moody's/Fitch |
| Junior notes |
Not rated |
| Coupon |
| Class A |
6m Euribor +35 BP, payment dates 1 April and 1 October of any one year, commencement: 01.10.07; long first & last coupon |
| Class B |
6m Euribor +83 BP, payment dates 1 April and 1 October of any one year, commencement: 01.10.07; long first & last coupon |
| Class C |
6m Euribor +200 BP, payment dates 1 April and 1 October of any one year, commencement: 01.10.07; long first & last coupon |
| Junior notes |
Structured coupon as per the junior note coupon payment agreement |
| Amortisation |
| Class A notes |
0.361 % p.a. of the original nominal value |
| Commencement date |
20 February 2007 |
| Expected maturity |
20 February 2014 |
| Legal maturity |
20 February 2015 |
| Stock exchange listing |
| Senior notes |
Irish Stock Exchange, Dublin, Ireland |
| Nominal value |
| Senior notes |
EUR 50,000 |
| Junior notes |
EUR 50,000 |
| Documentation |
Private Placement Memorandum Terms & Conditions of the Notes (Offering Circular) |
| Trustee |
BNP Paribas Trust Corporation, London |
| Arranger |
HSBC Trinkaus & Burkhardt AG, Düsseldorf |
| Lead Manager |
HSBC Bank plc., London |
