Aesop Funding II LLC (AESOP) 2011-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1USD174.0002.46Aaa--AAA---Fixed--851.85%1.860%99.99785
A2USD261.0003.34Aaa--AAA---Fixed--952.37%2.390%99.97993
A3USD174.0005.34Aaa--AAA---Fixed--1153.41%3.440%99.95312
B1USD26.0002.46Baa1--BBB (H)---Fixed--2002.98%3.010%99.97761
B2USD39.0003.34Baa2--BBB (H)---Fixed--2253.65%3.690%99.96827
B3USD26.0005.34Aaa--BBB (H)---FixedSwaps-2504.74%4.790%99.96725
Tranche Comments
A1: Registration: 144A Only; A2: Registration: 144A Only; A3: Registration: 144A Only; B1: Registration: 144A Only; B2: Registration: 144A Only; B3: Registration: 144A Only;
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