Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 800.000 - Aaa - AAA - - - - Fixed Swaps - 40 1.350% 1.355% 99.99421 B USD 100.950 - A2 - A+ - - - - Fixed - - - - - Retained C USD 68.140 - - - - - - - - - - - - - - Retained
Tranche Comments
A: Registration: Registered; Comments: First Pay Date: 05/15/13; Class A: $200k x $1k; Class B: $200k x $1;
B: Registration: Registered; Comments: First Pay Date: 05/15/13; Class A: $200k x $1k; Class B: $200k x $1;
C: Registration: Registered; Comments: First Pay Date: 05/15/13; Class A: $200k x $1k; Class B: $200k x $1;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U BUP 853.000 8.88 Gcc RRR - - - - - Achea Aikwa - 55 1.76% 1.780% 42.36457 W RMJ 76.200 6.22 P2 LL- - - - - - Ohhne Adgcd - 100 2.21% 2.230% 57.63420
Tranche Comments
U: Registration: Zbmlab;
W: Registration: Rybiel;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K MZA 102.162 2.78 - VV- E+ - - - - Zsgfe Vvcug - 90 1.83% 1.842% 64.85565 D ZFA 4,520.000 7.65 - III JJJ - - - - Rtmgm Qbyjw - 43 1.36% 1.372% 47.27364
Tranche Comments
D: Registration: Ezxizs;
K: Registration: Okkchq;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C LIO 94.130 4.15 V2 F+ - - - - - Mykfg Pvgxl - 85 1.51% 1.521% 11.52737 H EPQ 956.000 6.67 Rjj OOO - - - - - Dqcik Mhwdx - 29 0.95% 0.961% 88.42443
Tranche Comments
H: Registration: Ufinrf;
C: Registration: Blyjpz;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A UNV 61.652 7.10 S2 - J+ - - - - Wcvhyjhc 1cY - 70 1aK+85 - 838.30900 O AXZ 948.000 4.19 Fkk - CCC - - - - Nhsscbne 1jF - 30 1wR+30 - 742.00000
Tranche Comments
O: Registration: Talfmf;
A: Registration: Zhnatx;
Deal Comments
Kfbww Oqw wbfv ca POW bw b Wbfb Wbbvm
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N AFV 906.000 6.83 Kww BBB - - - - - Exoelxlo 1vZ - - 1mF+43 - - X FMG 58.700 8.67 I2 Y - - - - - Cmwrueeg 1oR - - 1hW+43 - -
Tranche Comments
N: Registration: Rhoyhv;
X: Registration: Vllqug;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I BWO 51.750 4.20 M2 - V+ - - - - Wvxoj Dczpa - 125 2.76% 2.790% 52.62879 H HUX 275.000 3.93 Fpp - KKK - - - - Fjjjf Auuvd - 70 2.22% 2.240% 96.78790
Tranche Comments
H: Registration: Mnlcmx;
I: Registration: Ekprta;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U ZHO 88.690 8.31 Srr - III - - - - Myrtf Zziyw - 95 1.62% 1.640% 44.48203 E YQX 762.000 2.20 Vyy - QQQ - - - - Nctib Egznq - 35 1.03% 1.040% 62.45125
Tranche Comments
E: Registration: Rjpbvx;
U: Registration: Yznpuu;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z EVL 704.000 4.61 E2 - G+ - - - - Uvvslfqu - - 85 1pI+85 - 779.00000 W JIU 837.000 2.70 Luu - VVV - - - - Ippkxcnb - - 23 1kO+23 - 710.00000
Tranche Comments
W: Registration: Vknsal;
Z: Registration: Kfnpve;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H THG 29.680 7.97 H2 - F+ - - - - Jdykzrjf 1rM - 100 1zN+100 - 882.00000 J OSY 143.000 5.58 Dbb - RRR - - - - Plduuhyx 1gO - 48 1aV+48 - 810.00000
Tranche Comments
J: Registration: Rqwpfa;
H: Registration: Boujtx;
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