| 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 |
|---|
| F1 | FFV | 426.100 | 1.00 | Bww | - | UUU | - | - | - | - | Flyxdsqa | 3oU | - | 55 | 3rK+50 | - | 20.80653 |
| Y3 | YRV | 986.000 | 69.80 | Hhh | - | CCC | - | - | - | - | Umhqdvxk | 3zH | - | 145 | 3oZ+95 | - | 35.80160 |
| U2 | MCA | 828.000 | 2.00 | Ngg | - | LLL | - | - | - | - | Ajyparpx | 3vA | - | 115 | 3iE+95 | - | 42.36920 |
Tranche Comments
F1: First Pay: 2011-10-01;
U2: First Pay: 2011-10-01;
Y3: First Pay: 2011-10-01;
Collateral
40% VZESSHOR, 60% AHWVHH