Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | EUR | 463.800 | 2.11 | Aaa | - | AAA | 23.20% | - | Floating | 1mEu | 45 | 45 | 1mEu+70 | - | 100.52700 |
B | EUR | 23.100 | 2.11 | Aa2 | - | AA+ | 19.35% | - | Floating | 1mEu | Low to Mid 100s | 100 | 1mEu+100 | - | 100.00000 |
C | EUR | 31.500 | 2.11 | A2 | - | A | 14.10% | - | Floating | 1mEu | High 100s | 150 | 1mEu+150 | - | 100.00000 |
D | EUR | 21.000 | 2.11 | Baa2 | - | BBB- | 10.60% | - | Floating | 1mEu | Mid to High 200s | 210 | 1mEu+210 | - | 100.00000 |
E | EUR | 39.600 | 2.11 | Ba2 | - | BB | 4.00% | - | Floating | 1mEu | - | 350 | 1mEu+350 | - | 100.00000 |
F | EUR | 12.000 | 2.11 | B1 | - | B | 2.00% | - | Floating | 1mEu | - | 450 | 1mEu+450 | - | 100.00000 |
G | EUR | 9.000 | 1.48 | NR | - | NR | 0.50% | - | Fixed | YLD | - | - | 6.50% | 6.500% | 100.00000 |
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