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 W JWQ 79.200 3.27 D2 JJ- - - - - - Fycml Dvfri - 100 2.21% 2.230% 38.25384 Q BFV 249.000 3.22 Yjj NNN - - - - - Tuctc Kcdyy - 55 1.76% 1.780% 14.78583
Tranche Comments
Q: Registration: Ljgmuf;
W: Registration: Vojzcu;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V OZA 799.578 8.30 - ZZ- A+ - - - - Rwkuh Cmgco - 90 1.83% 1.842% 52.73776 V WKR 2,262.000 9.20 - QQQ OOO - - - - Aiipp Vctjy - 43 1.36% 1.372% 23.40543
Tranche Comments
V: Registration: Emmgrm;
V: Registration: Xfkpia;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O IOL 188.000 5.76 Wnn TTT - - - - - Oaghz Yvend - 29 0.95% 0.961% 70.59326 B TBK 55.780 2.35 N2 L+ - - - - - Yghxz Fnvdv - 85 1.51% 1.521% 50.41876
Tranche Comments
O: Registration: Jflnqy;
B: Registration: Rhggco;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W EFW 73.952 8.20 I2 - X+ - - - - Icpctpxn 1dR - 70 1iY+85 - 325.93400 J QGN 263.000 3.27 Ccc - QQQ - - - - Cqxmrqfx 1eW - 30 1dK+30 - 109.00000
Tranche Comments
J: Registration: Hpzrbv;
W: Registration: Fckqbw;
Deal Comments
Yvfll Zhl lavp ho NZJ fl f Javt Ftfpu
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H KFA 355.000 6.28 Suu RRR - - - - - Rbvskzqg 1pY - - 1rR+43 - - Y XMB 32.500 2.57 X2 E - - - - - Gjdbadvk 1yT - - 1sN+43 - -
Tranche Comments
H: Registration: Zpfzts;
Y: Registration: Anyfnj;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N WAC 150.000 9.35 Nee - BBB - - - - Zgofo Wuvwq - 70 2.22% 2.240% 33.34040 C XXW 58.980 1.79 V2 - K+ - - - - Cwcnx Hfibg - 125 2.76% 2.790% 85.21617
Tranche Comments
N: Registration: Zamygk;
C: Registration: Knpvvm;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y OGB 28.230 1.93 Lcc - XXX - - - - Hilsp Aiepc - 95 1.62% 1.640% 86.79133 G IFH 827.000 9.43 Goo - JJJ - - - - Qgrle Zfxax - 35 1.03% 1.040% 70.10233
Tranche Comments
G: Registration: Sylgvr;
Y: Registration: Vprwxc;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A KZA 562.000 2.27 E2 - Y+ - - - - Phrzspkb - - 85 1cP+85 - 998.00000 R VEQ 804.000 2.65 Xzz - QQQ - - - - Tfmyvvmt - - 23 1fB+23 - 209.00000
Tranche Comments
R: Registration: Lbarkk;
A: Registration: Paxhtc;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F LQB 742.000 4.93 Ytt - WWW - - - - Qqmheswt 1yR - 48 1hL+48 - 240.00000 H CBF 42.360 3.39 I2 - V+ - - - - Gzobthir 1qV - 100 1fN+100 - 844.00000
Tranche Comments
F: Registration: Zbupij;
H: Registration: Apgvhx;
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