| 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 |
|---|
| F3 | FGI | 19.500 | 7.95 | - | - | - | - | - | - | - | Trots | UWSK | - | 125 | - | - | - |
| E | YPC | 16.300 | 9.20 | - | - | - | - | - | - | - | Ipbax | MDEW | - | 200 | - | - | - |
| S | HFZ | 94.000 | 3.66 | - | - | - | - | - | - | - | Kgpzl | VGPR | - | 150 | - | - | - |
| V1 | QMY | 783.300 | 1.28 | - | - | - | - | - | - | - | Tvaez | CYOY | - | 95 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-P7 | IJJ | 8.710 | 9.51 | - | P | - | - | - | - | - | Uyjsd | Rhwux | 185b | 190 | 2.53% | 2.539% | 54.16633 |
| V-I7 | OBY | 488.910 | 9.13 | - | HHH | - | - | - | - | - | Fvgrt | Qvdoc | 130-135 | 135 | 1.98% | 1.989% | 98.32544 |
| Q-V7 | YBX | 56.450 | 3.82 | - | MM | - | - | - | - | - | Xfzlp | Slmyz | 160x | 160 | 2.23% | 2.239% | 57.96981 |
| J-P7 | CWY | 8.790 | 7.42 | - | KKK | - | - | - | - | - | Ftris | Oecyk | 250x | 240 | 3.02% | 3.039% | 96.81437 |
Tranche Comments
V-I7: First Pay: 2013-12-15; Registration: 144F/Lnn S;
Q-V7: First Pay: 2013-12-15; Registration: 144T/Obr T;
L-P7: First Pay: 2013-12-15; Registration: 144C/Mxf N;
J-P7: First Pay: 2013-12-15; Registration: 144U/Isf X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FL6 | INE | 3.500 | 3.91 | - | PPP | - | - | - | - | - | Sslqv | XGZW | - | 190 | 2.23% | 2.240% | 710.00000 |
| JD6 | ESM | 85.800 | 3.27 | - | OO | - | - | - | - | - | Wvszj | GNAO | - | 155 | 1.49% | 1.490% | 51.38062 |
| CB6 | ZXX | 696.600 | 3.37 | - | TTT | - | - | - | - | - | Pzbnk | QZKD | - | 95 | 1.29% | 1.290% | 65.93227 |
| RN6 | WKL | 9.000 | 2.41 | - | T | - | - | - | - | - | Xnrti | BYVP | - | 140 | 1.73% | 1.740% | 45.29211 |
Tranche Comments
CB6: Registration: 144W Huzo;
JD6: Registration: 144C Dvmb;
RN6: Registration: 144B Ensb;
FL6: Registration: 144X Vjsj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LG5 | KBN | 6.200 | 1.20 | - | LLL | - | - | - | - | - | Lrwvx | Lgmpd | - | 250 | 3.31% | 3.337% | 98.78289 |
| DC5 | RNZ | 5.300 | 4.20 | - | B | - | - | - | - | - | Iaasa | Xtumk | - | 170 | 2.52% | 2.537% | 32.38780 |
| ML5 | ZAZ | 946.300 | 4.50 | - | QQQ | - | - | - | - | - | Mfgbw | Rhaip | - | 115 | 1.98% | 1.987% | 45.12172 |
| FR5 | WUF | 3.100 | 6.30 | - | ZZ | - | - | - | - | - | Nhjts | Eqkkv | - | 145 | 2.28% | 2.287% | 57.20829 |
Tranche Comments
ML5: Registration: 144B Sjhe;
FR5: Registration: 144P Aiur;
DC5: Registration: 144K Ixhf;
LG5: Registration: 144D Gwep;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| EJ4 | HRL | 8.000 | 8.60 | - | S | - | - | - | - | - | Foglo | VHNA | - | 145 | 1.78% | 1.786% | 88.64242 |
| HL4 | EWK | 566.300 | 4.30 | - | GGG | - | - | - | - | - | Muhpo | XPPB | - | 85 | 1.18% | 1.186% | 57.55570 |
| NN4 | UEN | 1.900 | 4.50 | - | JJ | - | - | - | - | - | Olteu | PLPW | - | 120 | 1.53% | 1.536% | 75.81701 |
| ET4 | CSM | 7.800 | 6.80 | - | SSS | - | - | - | - | - | Fgnow | MYAB | - | 200 | 2.32% | 2.336% | 29.77000 |
Tranche Comments
HL4: Registration: 144D Dqvy;
NN4: Registration: 144B Jxiz;
EJ4: Registration: 144M Vgam;
ET4: Registration: 144W Whes;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V3 | TIL | 340.750 | 6.14 | - | OOO | - | - | - | - | - | - | - | - | - | 1.79% | 1.800% | 21.20631 |
| S3 | CJK | 99.860 | 5.60 | - | H | - | - | - | - | - | - | - | - | - | 2.39% | 2.400% | 94.53470 |
| J3 | IPE | 28.140 | 9.78 | - | GG | - | - | - | - | - | - | - | - | - | 2.14% | 2.150% | 23.42590 |
| P3 | VEQ | 51.190 | 5.83 | - | XXX | - | - | - | - | - | Paujo | Vzwur | - | - | 3.13% | 3.150% | 64.37472 |
Tranche Comments
V3: Registration: 144F Vnzu;
J3: Registration: 144L Hxje;
S3: Registration: 144F Wmsv;
P3: Registration: 144T Pgif;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | TCN | 43.750 | 7.79 | - | HHH | - | - | - | - | - | - | - | - | - | 2.39% | 2.400% | 73.60766 |
| A2 | NZV | 15.900 | 5.82 | - | C | - | - | - | - | - | - | - | - | - | 1.84% | 1.850% | 74.31270 |
| V2 | EON | 495.120 | 7.25 | - | CCC | - | - | - | - | - | - | - | - | - | 1.15% | 1.150% | 28.63390 |
| R2 | OMG | 52.340 | 8.66 | - | UU | - | - | - | - | - | - | - | - | - | 1.50% | 1.500% | 26.44665 |
Tranche Comments
V2: Registration: 144T Jxqo;
R2: Registration: 144L Cbei;
A2: Registration: 144C Tddd;
E2: Registration: 144D Pxsu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | CQQ | 98.473 | 6.29 | - | QQ | - | - | - | - | - | Syhee | PKM | 1.35% h | - | 1.25% | 1.250% | 786.00000 |
| V-1 | QNS | 96.144 | 7.84 | - | L | - | - | - | - | - | Aocsj | EEO | 2.00% e | - | 1.64% | 1.650% | 152.00000 |
| Z-1 | ZQH | 387.683 | 3.97 | - | NNN | - | - | - | - | - | Vwvhv | NOZ | 1.00% t | - | 0.90% | 0.900% | 444.00000 |
| P-2 | JRJ | 193.920 | 7.29 | - | EEE | - | - | - | - | - | Xuzgl | PYG | 1.65% q | - | 1.50% | 1.500% | 383.00000 |
| P-2 | GAW | 84.830 | 1.79 | - | GGG | - | - | - | - | - | Ptsuz | OAI | 3.75% c | - | 3.23% | 3.250% | 418.00000 |
| N-3 | WUZ | 756.265 | 8.37 | - | DDD | - | - | - | - | - | Abnmt | GLB | 2.40-2.50% | - | 2.29% | 2.300% | 289.00000 |
| G-2 | ZIA | 33.300 | 4.39 | - | S | - | - | - | - | - | Xpunw | PWE | 2.75-2.90% | - | 2.49% | 2.500% | 230.00000 |
| V-2 | TVI | 49.540 | 3.28 | - | YY | - | - | - | - | - | Chhpl | RLN | 2.00% a | - | 1.74% | 1.750% | 254.00000 |
| A-1 | UZR | 90.442 | 6.22 | - | KKK | - | - | - | - | - | Jquzf | UNK | 3.00% v | - | 2.49% | 2.500% | 993.00000 |
| N-3 | EPC | 79.434 | 1.22 | - | RR | - | - | - | - | - | Nstsw | OSE | 3.00-3.25% | - | 2.73% | 2.750% | 383.00000 |
| X-3 | RLA | 5.631 | 1.84 | - | D | - | - | - | - | - | Juxgt | WJD | 4.00% q | - | 3.47% | 3.500% | 575.00000 |
| U-3 | LQP | 2.310 | 1.48 | - | DDD | - | - | - | - | - | Twcfy | CIG | 5.00% f | - | 4.46% | 4.500% | 441.00000 |
Tranche Comments
Z-1: First Pay: 2013-02-15; Registration: 144K/Fre E;
U-1: First Pay: 2013-02-15; Registration: 144D/Xva C;
V-1: First Pay: 2013-02-15; Registration: 144L/Mfb U;
A-1: First Pay: 2013-02-15; Registration: 144Z/Wnm B;
P-2: First Pay: 2013-02-15; Registration: 144U/Cqe F;
V-2: First Pay: 2013-02-15; Registration: 144T/Yzj F;
G-2: First Pay: 2013-02-15; Registration: 144A/Xjk U;
P-2: First Pay: 2013-02-15; Registration: 144P/Uus G;
N-3: First Pay: 2013-02-15; Registration: 144U/Aap L;
N-3: First Pay: 2013-02-15; Registration: 144G/Asd D;
X-3: First Pay: 2013-02-15; Registration: 144R/Uqb R;
U-3: First Pay: 2013-02-15; Registration: 144C/Jfw F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | LHV | 267.500 | 6.61 | - | FFF | - | - | - | - | - | Whswv | - | - | - | 1.34% | 1.350% | 82.16065 |
| Q2 | MGT | 914.230 | 7.11 | - | JJJ | - | - | - | - | - | Qkjln | - | - | - | 1.99% | 2.000% | 39.23632 |
| H2 | GHX | 43.500 | 9.20 | - | O | - | - | - | - | - | Lggre | - | - | - | 3.96% | 4.000% | 24.62822 |
| A2 | ZAS | 73.400 | 9.38 | - | ZZ | - | - | - | - | - | Ujfau | Zkmcw | - | - | 2.48% | 2.500% | 88.81908 |
| A1 | IYE | 9.690 | 9.81 | - | DDD | - | - | - | - | - | Xjvcw | - | - | - | 3.96% | 4.000% | 74.86837 |
| K2 | RJW | 94.200 | 6.81 | - | K | - | - | - | - | - | Eaxpu | - | - | - | 4.94% | 5.000% | 21.73395 |
| E1 | FPK | 9.500 | 1.72 | - | W | - | - | - | - | - | Qpgfb | Anfup | - | - | 3.22% | 3.250% | 51.36900 |
| D1 | INF | 32.390 | 5.44 | - | WW | - | - | - | - | - | Xptwg | - | - | - | 1.74% | 1.750% | 96.45335 |
Tranche Comments
B1: Registration: 144P Qkrd;
Q2: Registration: 144H Eaqi;
D1: Registration: 144P Xzjl;
A2: Registration: 144T Ijwv;
E1: Registration: 144I Ebsb;
H2: Registration: 144Q Gebf;
A1: Registration: 144Y Ejrj;
K2: Registration: 144D Mwvi;