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 |
---|
C1 | JWF | 469.700 | 6.50 | - | - | - | - | - | - | - | Njixi | AERT | - | 95 | - | - | - |
K3 | MQT | 17.300 | 9.66 | - | - | - | - | - | - | - | Fnfxv | RQPM | - | 125 | - | - | - |
N | WOJ | 28.000 | 4.31 | - | - | - | - | - | - | - | Dhihj | MRVW | - | 150 | - | - | - |
Z | PJS | 72.300 | 3.74 | - | - | - | - | - | - | - | Nabmx | CMYB | - | 200 | - | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-V7 | GAS | 24.760 | 3.83 | - | NN | - | - | - | - | - | Rlisj | Mlevj | 160d | 160 | 2.23% | 2.239% | 71.44073 |
P-Q7 | ZLB | 4.190 | 1.62 | - | OOO | - | - | - | - | - | Eybuy | Ifebo | 250z | 240 | 3.02% | 3.039% | 56.73074 |
D-C7 | AVY | 783.820 | 1.79 | - | AAA | - | - | - | - | - | Sgikr | Dtzgy | 130-135 | 135 | 1.98% | 1.989% | 47.28404 |
R-J7 | LFJ | 4.530 | 6.13 | - | I | - | - | - | - | - | Dzura | Rgkrh | 185b | 190 | 2.53% | 2.539% | 54.16933 |
Tranche Comments
D-C7: First Pay: 2013-12-15; Registration: 144V/Wom W;
O-V7: First Pay: 2013-12-15; Registration: 144J/Ffu M;
R-J7: First Pay: 2013-12-15; Registration: 144E/Fhc W;
P-Q7: First Pay: 2013-12-15; Registration: 144D/Hpf Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
KK6 | NCM | 992.800 | 3.75 | - | JJJ | - | - | - | - | - | Shrma | ZLEV | - | 95 | 1.29% | 1.290% | 76.27275 |
IZ6 | ESP | 1.200 | 2.79 | - | QQQ | - | - | - | - | - | Yshkz | WBWD | - | 190 | 2.23% | 2.240% | 132.00000 |
EL6 | JGM | 62.500 | 1.31 | - | GG | - | - | - | - | - | Ggshz | RUIO | - | 155 | 1.49% | 1.490% | 60.61607 |
KU6 | LMK | 1.000 | 8.59 | - | F | - | - | - | - | - | Ylljb | AJZD | - | 140 | 1.73% | 1.740% | 71.86621 |
Tranche Comments
KK6: Registration: 144S Qrcy;
EL6: Registration: 144U Siqn;
KU6: Registration: 144V Pcik;
IZ6: Registration: 144P Nkmc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
PN5 | RYE | 9.400 | 3.30 | - | WW | - | - | - | - | - | Qmvep | Imklj | - | 145 | 2.28% | 2.287% | 56.10796 |
JD5 | AZS | 2.600 | 1.80 | - | SSS | - | - | - | - | - | Dnmka | Sqkmh | - | 250 | 3.31% | 3.337% | 17.79599 |
CD5 | JMK | 213.500 | 3.30 | - | QQQ | - | - | - | - | - | Vrjvh | Mqkjq | - | 115 | 1.98% | 1.987% | 16.50750 |
QK5 | ACJ | 1.700 | 2.50 | - | B | - | - | - | - | - | Xrkqw | Innkd | - | 170 | 2.52% | 2.537% | 35.39056 |
Tranche Comments
CD5: Registration: 144J Lmxi;
PN5: Registration: 144P Taqc;
QK5: Registration: 144D Boms;
JD5: Registration: 144U Obdi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
FB4 | NAA | 678.900 | 1.90 | - | YYY | - | - | - | - | - | Tkape | MIKK | - | 85 | 1.18% | 1.186% | 97.58860 |
SV4 | MPB | 2.900 | 8.60 | - | QQQ | - | - | - | - | - | Zzbry | IGHV | - | 200 | 2.32% | 2.336% | 77.22617 |
VH4 | MSJ | 7.000 | 5.50 | - | L | - | - | - | - | - | Guvkf | RRCK | - | 145 | 1.78% | 1.786% | 80.18317 |
SC4 | RGT | 3.800 | 6.40 | - | UU | - | - | - | - | - | Nfgsb | MLZI | - | 120 | 1.53% | 1.536% | 60.98964 |
Tranche Comments
FB4: Registration: 144A Tdvd;
SC4: Registration: 144D Nijt;
VH4: Registration: 144V Zmfr;
SV4: Registration: 144Z Xkgm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S3 | WLG | 76.470 | 1.52 | - | W | - | - | - | - | - | - | - | - | - | 2.39% | 2.400% | 83.28220 |
M3 | HHG | 26.250 | 4.80 | - | LLL | - | - | - | - | - | Ipncn | Zordl | - | - | 3.13% | 3.150% | 38.79756 |
B3 | RJD | 842.380 | 1.88 | - | VVV | - | - | - | - | - | - | - | - | - | 1.79% | 1.800% | 74.35197 |
J3 | AND | 77.870 | 7.25 | - | II | - | - | - | - | - | - | - | - | - | 2.14% | 2.150% | 49.24540 |
Tranche Comments
B3: Registration: 144E Scru;
J3: Registration: 144Q Ivve;
S3: Registration: 144G Bkar;
M3: Registration: 144E Nvap;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I2 | TIH | 82.460 | 2.55 | - | TT | - | - | - | - | - | - | - | - | - | 1.50% | 1.500% | 24.53456 |
V2 | OBS | 59.400 | 9.31 | - | S | - | - | - | - | - | - | - | - | - | 1.84% | 1.850% | 20.80447 |
M2 | UBH | 882.920 | 4.64 | - | CCC | - | - | - | - | - | - | - | - | - | 1.15% | 1.150% | 55.13940 |
X2 | ITF | 42.750 | 7.21 | - | III | - | - | - | - | - | - | - | - | - | 2.39% | 2.400% | 62.80597 |
Tranche Comments
M2: Registration: 144E Eepq;
I2: Registration: 144X Lxoj;
V2: Registration: 144N Jrzh;
X2: Registration: 144F Kwie;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-2 | ZHM | 86.600 | 3.82 | - | LLL | - | - | - | - | - | Yjpox | QNX | 3.75% u | - | 3.23% | 3.250% | 862.00000 |
F-1 | TRT | 280.962 | 5.39 | - | GGG | - | - | - | - | - | Yucyi | YAW | 1.00% y | - | 0.90% | 0.900% | 790.00000 |
Z-1 | AZO | 96.343 | 8.48 | - | S | - | - | - | - | - | Pquym | FKO | 2.00% i | - | 1.64% | 1.650% | 597.00000 |
X-1 | NFB | 78.245 | 3.31 | - | RRR | - | - | - | - | - | Rqzwe | UMK | 3.00% t | - | 2.49% | 2.500% | 720.00000 |
R-3 | CIL | 84.167 | 2.15 | - | PP | - | - | - | - | - | Djnjz | TBG | 3.00-3.25% | - | 2.73% | 2.750% | 477.00000 |
N-2 | RUU | 99.190 | 9.36 | - | FF | - | - | - | - | - | Yhgkj | BMU | 2.00% b | - | 1.74% | 1.750% | 182.00000 |
B-1 | URB | 75.646 | 3.25 | - | II | - | - | - | - | - | Nqcwn | YLI | 1.35% o | - | 1.25% | 1.250% | 776.00000 |
E-2 | GVH | 30.300 | 1.51 | - | I | - | - | - | - | - | Prffd | PMX | 2.75-2.90% | - | 2.49% | 2.500% | 253.00000 |
T-3 | BBD | 524.218 | 8.79 | - | YYY | - | - | - | - | - | Zskae | XFY | 2.40-2.50% | - | 2.29% | 2.300% | 516.00000 |
S-2 | CHX | 642.410 | 4.96 | - | NNN | - | - | - | - | - | Nsjsi | XVD | 1.65% p | - | 1.50% | 1.500% | 276.00000 |
I-3 | RJZ | 9.363 | 8.25 | - | N | - | - | - | - | - | Ssljz | JAT | 4.00% q | - | 3.47% | 3.500% | 510.00000 |
Q-3 | IJV | 8.220 | 8.62 | - | BBB | - | - | - | - | - | Qslcn | NGO | 5.00% g | - | 4.46% | 4.500% | 288.00000 |
Tranche Comments
F-1: First Pay: 2013-02-15; Registration: 144P/Opi F;
B-1: First Pay: 2013-02-15; Registration: 144H/Eqz H;
Z-1: First Pay: 2013-02-15; Registration: 144X/Txc X;
X-1: First Pay: 2013-02-15; Registration: 144D/Frn X;
S-2: First Pay: 2013-02-15; Registration: 144G/Euk I;
N-2: First Pay: 2013-02-15; Registration: 144E/Lhh V;
E-2: First Pay: 2013-02-15; Registration: 144A/Cct L;
Q-2: First Pay: 2013-02-15; Registration: 144M/Bnu R;
T-3: First Pay: 2013-02-15; Registration: 144G/Aki D;
R-3: First Pay: 2013-02-15; Registration: 144Z/Rzu W;
I-3: First Pay: 2013-02-15; Registration: 144K/Kxi I;
Q-3: First Pay: 2013-02-15; Registration: 144G/Hee A;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1 | FBX | 7.940 | 1.62 | - | PPP | - | - | - | - | - | Lvafs | - | - | - | 3.96% | 4.000% | 83.66307 |
P2 | VJJ | 422.680 | 6.36 | - | WWW | - | - | - | - | - | Ogioe | - | - | - | 1.99% | 2.000% | 39.66656 |
N1 | RSI | 7.400 | 4.75 | - | S | - | - | - | - | - | Wfoha | Ioreb | - | - | 3.22% | 3.250% | 86.41300 |
Q1 | PHP | 86.630 | 4.75 | - | WW | - | - | - | - | - | Aiguz | - | - | - | 1.74% | 1.750% | 93.51762 |
K2 | QTX | 30.100 | 9.31 | - | I | - | - | - | - | - | Zoykv | - | - | - | 4.94% | 5.000% | 12.87717 |
D2 | QLA | 75.800 | 8.27 | - | C | - | - | - | - | - | Zansv | - | - | - | 3.96% | 4.000% | 63.25642 |
O1 | JJU | 969.100 | 7.10 | - | UUU | - | - | - | - | - | Whcvv | - | - | - | 1.34% | 1.350% | 69.64875 |
Q2 | YOV | 72.600 | 7.55 | - | QQ | - | - | - | - | - | Nvxtp | Elgqy | - | - | 2.48% | 2.500% | 19.85827 |
Tranche Comments
O1: Registration: 144A Aiwk;
P2: Registration: 144M Qotz;
Q1: Registration: 144K Wkxf;
Q2: Registration: 144H Kfnf;
N1: Registration: 144R Guug;
D2: Registration: 144Q Kzof;
T1: Registration: 144C Cipi;
K2: Registration: 144V Jrun;