| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 359.000 | 3.00 | - | AA+ | AAA | - | - | - | - | Floating | - | - | 50 | - | - | 98.81724 |
| A2 | USD | 91.000 | 7.00 | - | AA+ | AAA | - | - | - | - | Floating | - | - | 85 | - | - | 96.99509 |
| A3 | USD | 153.130 | 10.77 | - | AA+ | AAA | - | - | - | - | Floating | - | - | 165 | - | - | 92.20975 |
Tranche Comments
A1: Registration: Listed;
A2: Registration: Listed;
A3: Registration: Listed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G3 | UNB | 349.000 | 25.50 | Dyy | - | YYY | - | - | - | - | Uzdqqous | 3dP | - | 145 | 3pT+95 | - | 70.26910 |
| M1 | XSR | 786.700 | 6.00 | Coo | - | KKK | - | - | - | - | Mpqyjkrs | 3dB | - | 55 | 3yC+50 | - | 75.74702 |
| W2 | VSP | 761.000 | 7.00 | Jpp | - | WWW | - | - | - | - | Dfphkkvq | 3rC | - | 115 | 3aZ+95 | - | 41.70070 |
Tranche Comments
M1: First Pay: 2011-10-01;
W2: First Pay: 2011-10-01;
G3: First Pay: 2011-10-01;
Collateral
40% VUUEEUMW, 60% WUMVUI