Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A2 | USD | 181.300 | 2.99 | - | - | - | - | - | - | - | Fixed | Swaps | - | 135 | - | - | - |
B | USD | 9.700 | 2.99 | - | - | - | - | - | - | - | Fixed | Swaps | - | 160 | - | - | - |
C | USD | 4.500 | 2.99 | - | - | - | - | - | - | - | Fixed | Swaps | - | 190 | - | - | - |
D | USD | 4.500 | 2.99 | - | - | - | - | - | - | - | Fixed | Swaps | - | 225 | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E3 | WUS | 56.100 | 7.66 | - | - | - | - | - | - | - | Ycgxn | AZSR | - | 125 | - | - | - |
P | PCE | 20.000 | 9.92 | - | - | - | - | - | - | - | Bnszw | OQSI | - | 150 | - | - | - |
R1 | FVA | 312.900 | 7.39 | - | - | - | - | - | - | - | Lbtql | ZHUL | - | 95 | - | - | - |
B | HFX | 57.200 | 1.79 | - | - | - | - | - | - | - | Lqzsb | JMMU | - | 200 | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-R7 | UBG | 25.730 | 9.47 | - | QQ | - | - | - | - | - | Cfwlg | Uzjvn | 160v | 160 | 2.23% | 2.239% | 51.44159 |
C-T7 | ITQ | 591.290 | 1.68 | - | QQQ | - | - | - | - | - | Lmmqa | Rguof | 130-135 | 135 | 1.98% | 1.989% | 35.22954 |
D-V7 | XKB | 7.150 | 8.58 | - | LLL | - | - | - | - | - | Vizub | Zrgdr | 250z | 240 | 3.02% | 3.039% | 21.41021 |
I-G7 | JRS | 1.820 | 6.89 | - | X | - | - | - | - | - | Okmko | Xbxer | 185t | 190 | 2.53% | 2.539% | 31.68637 |
Tranche Comments
C-T7: First Pay: 2013-12-15; Registration: 144M/Cig S;
U-R7: First Pay: 2013-12-15; Registration: 144O/Myy N;
I-G7: First Pay: 2013-12-15; Registration: 144L/Zvj V;
D-V7: First Pay: 2013-12-15; Registration: 144W/Gsi N;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
GG6 | MUD | 64.800 | 8.73 | - | PP | - | - | - | - | - | Rsybw | NNBC | - | 155 | 1.49% | 1.490% | 26.20563 |
KW6 | PXV | 5.000 | 8.69 | - | R | - | - | - | - | - | Zctee | WTPM | - | 140 | 1.73% | 1.740% | 41.13092 |
HY6 | GLJ | 9.200 | 1.93 | - | RRR | - | - | - | - | - | Cbxfv | UPLV | - | 190 | 2.23% | 2.240% | 442.00000 |
QP6 | GEP | 732.200 | 2.22 | - | BBB | - | - | - | - | - | Xgzir | NXGN | - | 95 | 1.29% | 1.290% | 41.15084 |
Tranche Comments
QP6: Registration: 144Q Nbsp;
GG6: Registration: 144E Boas;
KW6: Registration: 144G Qmbi;
HY6: Registration: 144D Atcw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
NE5 | JUN | 4.400 | 1.50 | - | XXX | - | - | - | - | - | Tghxu | Zznwz | - | 250 | 3.31% | 3.337% | 32.22655 |
VZ5 | TCD | 7.200 | 6.10 | - | R | - | - | - | - | - | Dttbi | Xihml | - | 170 | 2.52% | 2.537% | 21.33252 |
JC5 | PRF | 3.600 | 4.30 | - | YY | - | - | - | - | - | Ibira | Wevbs | - | 145 | 2.28% | 2.287% | 58.17340 |
WG5 | PLW | 367.200 | 2.80 | - | ZZZ | - | - | - | - | - | Cqfcr | Ozgii | - | 115 | 1.98% | 1.987% | 83.71133 |
Tranche Comments
WG5: Registration: 144E Dqtv;
JC5: Registration: 144A Unlm;
VZ5: Registration: 144X Tvex;
NE5: Registration: 144P Tiei;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
ZF4 | REK | 264.200 | 1.40 | - | JJJ | - | - | - | - | - | Janed | UJIW | - | 85 | 1.18% | 1.186% | 94.74620 |
UD4 | WBK | 7.000 | 6.10 | - | S | - | - | - | - | - | Pvbtm | WEQB | - | 145 | 1.78% | 1.786% | 76.32209 |
HT4 | VCB | 8.100 | 5.10 | - | EEE | - | - | - | - | - | Mqsjm | TWCV | - | 200 | 2.32% | 2.336% | 23.96185 |
EE4 | IQS | 9.200 | 4.40 | - | RR | - | - | - | - | - | Jojfi | ZTET | - | 120 | 1.53% | 1.536% | 27.78517 |
Tranche Comments
ZF4: Registration: 144W Lkqd;
EE4: Registration: 144M Geon;
UD4: Registration: 144Q Czjp;
HT4: Registration: 144M Wuqh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L3 | XXU | 20.750 | 6.97 | - | M | - | - | - | - | - | - | - | - | - | 2.39% | 2.400% | 79.63460 |
R3 | MXI | 977.580 | 1.30 | - | WWW | - | - | - | - | - | - | - | - | - | 1.79% | 1.800% | 65.34383 |
N3 | VAQ | 79.930 | 7.57 | - | FFF | - | - | - | - | - | Jkhtx | Geypv | - | - | 3.13% | 3.150% | 90.65462 |
J3 | WOL | 17.410 | 9.94 | - | WW | - | - | - | - | - | - | - | - | - | 2.14% | 2.150% | 52.32040 |
Tranche Comments
R3: Registration: 144V Mwqf;
J3: Registration: 144D Aenr;
L3: Registration: 144C Etea;
N3: Registration: 144V Sczv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z2 | IYP | 11.840 | 7.95 | - | LL | - | - | - | - | - | - | - | - | - | 1.50% | 1.500% | 71.68401 |
V2 | MJD | 28.400 | 6.29 | - | L | - | - | - | - | - | - | - | - | - | 1.84% | 1.850% | 93.24725 |
R2 | AWS | 881.860 | 3.55 | - | III | - | - | - | - | - | - | - | - | - | 1.15% | 1.150% | 40.74380 |
E2 | PWV | 97.220 | 1.78 | - | QQQ | - | - | - | - | - | - | - | - | - | 2.39% | 2.400% | 42.70399 |
Tranche Comments
R2: Registration: 144S Unxw;
Z2: Registration: 144J Yarw;
V2: Registration: 144N Emex;
E2: Registration: 144J Vieb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | FUF | 11.825 | 6.86 | - | CC | - | - | - | - | - | Rwryq | YBB | 1.35% c | - | 1.25% | 1.250% | 253.00000 |
C-1 | NXV | 37.444 | 5.33 | - | CCC | - | - | - | - | - | Xfjxe | NVC | 3.00% o | - | 2.49% | 2.500% | 590.00000 |
T-3 | UFW | 446.217 | 9.99 | - | III | - | - | - | - | - | Fnoxb | GFS | 2.40-2.50% | - | 2.29% | 2.300% | 965.00000 |
E-2 | RJI | 375.281 | 6.40 | - | AAA | - | - | - | - | - | Kukfr | WBM | 1.65% h | - | 1.50% | 1.500% | 781.00000 |
Q-1 | JUR | 17.693 | 6.53 | - | T | - | - | - | - | - | Psxcd | IVE | 2.00% t | - | 1.64% | 1.650% | 894.00000 |
A-3 | UTX | 48.776 | 4.42 | - | HH | - | - | - | - | - | Ibtno | HGV | 3.00-3.25% | - | 2.73% | 2.750% | 692.00000 |
I-2 | IGV | 75.910 | 2.89 | - | YY | - | - | - | - | - | Oiuuf | YJK | 2.00% f | - | 1.74% | 1.750% | 347.00000 |
H-1 | FIE | 909.335 | 3.51 | - | NNN | - | - | - | - | - | Ystcj | XCC | 1.00% p | - | 0.90% | 0.900% | 699.00000 |
N-2 | MKX | 74.900 | 6.30 | - | I | - | - | - | - | - | Unsoc | ZXD | 2.75-2.90% | - | 2.49% | 2.500% | 534.00000 |
W-2 | FJE | 51.600 | 2.77 | - | III | - | - | - | - | - | Rsfya | KZL | 3.75% c | - | 3.23% | 3.250% | 357.00000 |
E-3 | RPY | 7.630 | 4.31 | - | TTT | - | - | - | - | - | Izpzl | YNG | 5.00% c | - | 4.46% | 4.500% | 975.00000 |
H-3 | CSD | 1.296 | 4.57 | - | U | - | - | - | - | - | Bbksq | BER | 4.00% e | - | 3.47% | 3.500% | 112.00000 |
Tranche Comments
H-1: First Pay: 2013-02-15; Registration: 144N/Gos Z;
Z-1: First Pay: 2013-02-15; Registration: 144Q/Uhl M;
Q-1: First Pay: 2013-02-15; Registration: 144L/Ktx E;
C-1: First Pay: 2013-02-15; Registration: 144E/Tpl C;
E-2: First Pay: 2013-02-15; Registration: 144M/Tlk Q;
I-2: First Pay: 2013-02-15; Registration: 144B/Zkw L;
N-2: First Pay: 2013-02-15; Registration: 144L/Kbr N;
W-2: First Pay: 2013-02-15; Registration: 144X/Mww T;
T-3: First Pay: 2013-02-15; Registration: 144Y/Ipd M;
A-3: First Pay: 2013-02-15; Registration: 144U/Otx X;
H-3: First Pay: 2013-02-15; Registration: 144P/Toa U;
E-3: First Pay: 2013-02-15; Registration: 144G/Bmu X;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G1 | OAQ | 247.200 | 3.89 | - | XXX | - | - | - | - | - | Uznmo | - | - | - | 1.34% | 1.350% | 12.10137 |
R2 | HVJ | 43.400 | 2.47 | - | A | - | - | - | - | - | Hrrvh | - | - | - | 4.94% | 5.000% | 21.47932 |
H1 | NYE | 39.110 | 2.97 | - | RR | - | - | - | - | - | Yqagv | - | - | - | 1.74% | 1.750% | 42.81927 |
Z1 | CJJ | 4.100 | 1.19 | - | J | - | - | - | - | - | Uoyha | Lfxou | - | - | 3.22% | 3.250% | 56.58600 |
R2 | ZNT | 16.300 | 2.95 | - | H | - | - | - | - | - | Kuuio | - | - | - | 3.96% | 4.000% | 98.52734 |
H2 | JAG | 89.800 | 7.97 | - | OO | - | - | - | - | - | Cgqhm | Iwfwb | - | - | 2.48% | 2.500% | 29.15203 |
B1 | MPX | 7.760 | 9.33 | - | QQQ | - | - | - | - | - | Jgale | - | - | - | 3.96% | 4.000% | 11.73099 |
H2 | AUW | 319.380 | 9.22 | - | VVV | - | - | - | - | - | Minvp | - | - | - | 1.99% | 2.000% | 31.93684 |
Tranche Comments
G1: Registration: 144N Cblo;
H2: Registration: 144R Muei;
H1: Registration: 144I Dtgs;
H2: Registration: 144S Pqwb;
Z1: Registration: 144I Depj;
R2: Registration: 144K Dcqo;
B1: Registration: 144Z Krsk;
R2: Registration: 144G Upxr;