| Class | Amount | Ratings | Ave | Expected | Basis | Expected |
| (M/S&P/F) | life (yrs) | maturity | spread | |||
| House of Europe Funding 2 | Hypo Real Estate | |||||
| A portfolio of highly rated ABS Lead manager: WestLB Launch today (Friday) or early next week | ||||||
| A | Eu910m | Aaa/-/AAA | 7 | EO | 28bp | |
| B | Eu20m | Aaa/-/AAA | 7 | EO | 70bp | |
| C | Eu57m | A3/-/A | 7 | EO | 150bp | |
| D | Eu8m | Baa2/-/BBB | 7 | EO | 300bp | |
| E | Eu5m | Unrated | 7 | EO | 300bp | |
| Portfolio includes minimum 40% RMBS, maximum 50% CMBS, max 20% CDO of ABS. At east 60% triple-A rated collateral, minimum rating single-A. Senior tranche now term ... |
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