HREMIC Bond Classes
as of May 2014
Series
2009-H01
2009-H01
2010-H01
2010-H01
2010-H01
2010-H01
2010-H01
2010-H01
2010-H02
2010-H02
2010-H02
2010-H02
2010-H02
2010-H02
2010-H02
2010-H02
2010-H02
2010-H02
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
Group
1
1
1
1
2
2
3
3
1
1
2
2
3
3
4
4
5
5
1
2
3
1
2
3
4
4
5
5
6
6
7
Class
FA
FI
BI
FB
CI
FC
DI
FD
BI
FB
CI
FC
DI
FD
FG
GI
HM
MI
BI
CI
DI
FB
FC
FD
FG
GI
HA
HI
JA
JI
KA
Original
Principal
Balance
$130,876,963
$130,876,963
$97,161,515
$97,161,515
$16,715,993
$16,715,993
$28,967,580
$28,967,580
$12,814,970
$12,814,970
$11,170,229
$11,170,229
$92,232,956
$92,232,956
$57,497,951
$57,497,951
$35,596,917
$35,596,917
$5,446,459
$120,660,566
$107,719,258
$5,446,459
$120,660,566
$107,719,258
$46,341,894
$46,341,894
$24,974,006
$24,974,006
$31,918,812
$31,918,812
$64,911,630
Current
Principal
Balance
Factor
$114,439,275 0.8744034999
$115,552,070 0.8829061070
$83,315,711 0.8574970310
$82,520,637 0.8493140169
$15,342,361 0.9178252563
$14,601,475 0.8735033222
$25,343,198 0.8748814285
$24,535,659 0.8470040915
$10,277,832 0.8020176676
$9,790,632 0.7639996317
$7,994,837 0.7157271861
$7,662,628 0.6859866293
$77,093,875 0.8358603987
$75,860,619 0.8224892953
$47,993,058 0.8346916246
$48,892,052 0.8503268515
$38,017,579 1.0680020053
$39,218,722 1.1017448997
$5,342,024 0.9808251416
$103,721,981 0.8596178912
$89,058,651 0.8267662835
$5,062,818 0.9295614013
$103,220,986 0.8554657849
$88,778,294 0.8241636195
$39,228,079 0.8464927862
$39,547,537 0.8533862837
$18,577,256 0.7438636985
$19,178,463 0.7679369778
$29,769,640 0.9326675416
$30,794,658 0.9647808180
$65,119,692 1.0032053039
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
1.7%
1.7%
0.1%
0.1%
1.2%
1.2%
2.4%
2.4%
14.6%
14.6%
1.8%
1.8%
1.3%
1.3%
8.2%
8.2%
5.8%
5.8%
15.2%
10.1%
22.8%
15.2%
10.1%
22.8%
1.6%
1.6%
11.3%
11.3%
0.3%
0.3%
1.9%
3 Month
CPR
7.8%
7.8%
7.9%
7.9%
7.9%
7.9%
5.9%
5.9%
20.7%
20.7%
23.2%
23.2%
7.2%
7.2%
8.3%
8.3%
4.5%
4.5%
7.9%
9.5%
16.6%
7.9%
9.5%
16.6%
4.1%
4.1%
7.2%
7.2%
4.8%
4.8%
9.9%
6 Month
CPR
9.1%
9.1%
7.2%
7.2%
19.7%
19.7%
6.1%
6.1%
21.8%
21.8%
12.4%
12.4%
9.6%
9.6%
11.1%
11.1%
5.2%
5.2%
4.0%
7.8%
12.8%
4.0%
7.8%
12.8%
8.6%
8.6%
19.1%
19.1%
3.9%
3.9%
9.3%
12 Month
CPR
9.4%
9.4%
7.6%
7.6%
11.5%
11.5%
9.9%
9.9%
11.6%
11.6%
11.5%
11.5%
11.5%
11.5%
9.2%
9.2%
8.0%
8.0%
2.7%
9.2%
12.8%
2.7%
9.2%
12.8%
6.6%
6.6%
17.2%
17.2%
3.5%
3.5%
7.3%
HREMIC Bond Classes
as of May 2014
Series
2010-H03
2010-H05
2010-H05
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H08
2010-H08
Group
7
1
1
1
1
2
2
3
3
4
4
5
5
6
6
7
7
1
1
2
2
3
3
4
4
5
5
6
6
1
1
Class
KI
AB
FI
FA
FI
CI
FC
DI
FD
FG
GI
FK
KI
HA
HI
JA
JI
BI
FB
CI
FC
FG
GI
FJ
JI
FK
KI
HA
HI
AB
FI
Original
Principal
Balance
$64,911,630
$149,421,978
$149,421,978
$91,684,478
$91,684,478
$34,242,459
$34,242,459
$3,307,462
$3,307,462
$11,852,055
$11,852,055
$60,804,603
$60,804,603
$30,258,357
$30,258,357
$34,081,136
$34,081,136
$37,478,534
$37,478,534
$26,747,033
$26,747,033
$79,348,623
$79,348,623
$16,455,316
$16,455,316
$21,702,720
$21,702,720
$111,489,265
$111,489,265
$117,456,250
$117,456,250
Current
Principal
Balance
Factor
$66,410,596 1.0230924099
$144,445,332 0.9666940161
$146,477,598 0.9802948633
$71,089,675 0.7753730628
$71,576,592 0.7806838611
$30,929,701 0.9032558409
$30,765,673 0.8984656435
$3,352,039 1.0134776424
$3,292,551 0.9954918031
$10,553,981 0.8904769131
$10,750,876 0.9070896313
$54,310,340 0.8931945437
$54,818,370 0.9015496743
$30,137,433 0.9960036145
$30,806,235 1.0181066672
$26,597,493 0.7804168652
$27,410,255 0.8042647085
$27,670,957 0.7383148303
$27,463,927 0.7327908570
$23,275,259 0.8701996517
$22,780,646 0.8517074043
$69,643,023 0.8776840798
$69,975,312 0.8818717893
$12,927,048 0.7855849052
$13,237,207 0.8044334852
$18,034,517 0.8309795708
$18,084,241 0.8332707006
$111,055,161 0.9961063112
$113,030,046 1.0138199942
$106,935,464 0.9104280479
$107,970,165 0.9192372922
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
1.9%
10.8%
10.8%
4.8%
4.8%
66.5%
66.5%
0.2%
0.2%
14.7%
14.7%
17.1%
17.1%
23.9%
23.9%
0.1%
0.1%
1.3%
1.3%
11.6%
11.6%
0.1%
0.1%
10.2%
10.2%
14.3%
14.3%
10.7%
10.7%
12.7%
12.7%
3 Month
CPR
9.9%
10.1%
10.1%
6.3%
6.3%
30.9%
30.9%
4.4%
4.4%
9.2%
9.2%
14.2%
14.2%
15.3%
15.3%
8.8%
8.8%
2.9%
2.9%
11.7%
11.7%
5.9%
5.9%
9.2%
9.2%
11.3%
11.3%
8.9%
8.9%
14.5%
14.5%
6 Month
CPR
9.3%
9.7%
9.7%
12.8%
12.8%
18.7%
18.7%
2.2%
2.2%
4.8%
4.8%
10.5%
10.5%
11.6%
11.6%
13.7%
13.7%
9.4%
9.4%
13.0%
13.0%
5.7%
5.7%
13.8%
13.8%
8.5%
8.5%
8.6%
8.6%
10.3%
10.3%
12 Month
CPR
7.3%
11.4%
11.4%
11.2%
11.2%
12.6%
12.6%
1.2%
1.2%
3.9%
3.9%
8.8%
8.8%
10.3%
10.3%
17.4%
17.4%
10.8%
10.8%
8.6%
8.6%
4.4%
4.4%
14.8%
14.8%
7.7%
7.7%
8.7%
8.7%
11.0%
11.0%
HREMIC Bond Classes
as of May 2014
Series
Group
2010-H09
1
2010-H09
1
2010-H10
1
2010-H10
1
2010-H10
2
2010-H10
2
2010-H10
3
2010-H10
3
2010-H10
4
2010-H10
4
2010-H10
5
2010-H10
5
2010-H10
6
2010-H10
6
2010-H10
7
2010-H10
7
2010-H10
8
2010-H10
8
2010-H10
8
2010-H12
1
2010-H12
1
2010-H12 2A
2010-H13
1
2010-H13
3
2010-H13
3
2010-H13
3
2010-H15
2
2010-H15
2
2010-H15 1A
2010-H15 3A
2010-H16
1
Class
AB
FI
AI
FA
BI
FB
DI
FD
EI
FE
FG
GI
FK
KI
JA
JI
HA
HB
HI
AB
FI
PT
JA
HA
HB
HI
AB
FI
PT
TP
BA
Original
Principal
Balance
$118,680,283
$118,680,283
$38,232,129
$38,232,128
$70,612,251
$70,612,250
$35,403,769
$35,403,769
$17,039,817
$17,039,817
$16,365,751
$16,365,752
$8,002,018
$8,002,019
$40,290,726
$40,290,727
$42,000,000
$58,467,477
$42,000,000
$126,700,294
$126,700,294
$55,309,308
$53,648,899
$51,750,000
$63,008,878
$51,750,000
$74,043,150
$74,043,150
$80,939,650
$51,315,889
$89,687,208
Current
Principal
Balance
Factor
$107,881,896 0.9090127936
$109,173,545 0.9198962333
$28,066,083 0.7340967921
$27,832,626 0.7279904906
$55,093,557 0.7802266108
$55,017,944 0.7791557925
$33,620,309 0.9496251229
$33,106,709 0.9351181980
$13,677,785 0.8026955084
$13,568,764 0.7962975266
$12,577,657 0.7685352887
$12,596,595 0.7696924472
$6,230,675 0.7786379798
$6,296,961 0.7869215690
$39,096,784 0.9703668293
$39,869,087 0.9895350763
$29,764,750 0.7086845276
$71,503,571 1.2229631621
$30,155,965 0.7179991657
$123,862,478 0.9776021317
$125,104,068 0.9874015636
$45,186,381 0.8169760712
$43,937,864 0.8189891088
$36,879,549 0.7126482815
$77,008,578 1.2221861505
$37,279,187 0.7203707577
$72,672,276 0.9814854757
$74,161,714 1.0016012759
$77,487,087 0.9573439900
$53,145,174 1.0356475299
$87,419,329 0.9747134655
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
8.1%
8.1%
0.1%
0.1%
2.6%
2.6%
1.9%
1.9%
8.3%
8.3%
4.0%
4.0%
5.2%
5.2%
24.9%
24.9%
0.1%
0.1%
0.1%
0.3%
0.3%
3.5%
16.5%
22.0%
22.0%
22.0%
7.8%
7.8%
4.0%
0.7%
1.6%
3 Month
CPR
12.6%
12.6%
6.5%
6.5%
10.8%
10.8%
5.9%
5.9%
10.4%
10.4%
12.3%
12.3%
8.1%
8.1%
19.2%
19.2%
3.0%
3.0%
3.0%
3.3%
3.3%
14.3%
18.3%
10.5%
10.5%
10.5%
4.5%
4.5%
9.7%
2.7%
7.4%
6 Month
CPR
9.8%
9.8%
5.4%
5.4%
12.3%
12.3%
6.7%
6.7%
12.1%
12.1%
14.8%
14.8%
8.7%
8.7%
12.9%
12.9%
5.0%
5.0%
5.0%
5.6%
5.6%
18.0%
22.4%
11.2%
11.2%
11.2%
6.3%
6.3%
10.7%
3.9%
9.8%
12 Month
CPR
12.4%
12.4%
9.1%
9.1%
12.6%
12.6%
5.8%
5.8%
12.6%
12.6%
11.6%
11.6%
9.0%
9.0%
12.1%
12.1%
5.2%
5.2%
5.2%
7.0%
7.0%
17.9%
17.7%
8.4%
8.4%
8.4%
7.5%
7.5%
8.9%
5.8%
8.1%
HREMIC Bond Classes
as of May 2014
Series
2010-H16
2010-H17
2010-H17
2010-H17
2010-H17
2010-H17
2010-H18
2010-H18
2010-H18
2010-H18
2010-H18
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H20
2010-H20
2010-H21
2010-H21
2010-H21
2010-H21
2010-H22
2010-H22
2010-H22
Group
1
1
1
2
2
3A
1
1
2
2
3
1
1
3
3
4
4
5
2A
2A
2B
2B
1
1
1
1
2
2
2
2
3
Class
BI
AI
FA
BI
FB
XP
AF
IF
A
AI
PL
BI
FB
FG
GI
JA
JI
PT
CI
DI
FC
FD
AF
IF
HA
HI
JA
JI
HA
HI
JA
Original
Principal
Balance
$89,687,208
$50,402,250
$50,402,250
$39,605,653
$39,605,653
$72,734,466
$51,633,577
$51,633,577
$151,342,156
$151,342,156
$55,328,759
$47,428,978
$47,428,978
$66,002,887
$66,002,887
$100,000,000
$100,000,000
$98,946,306
$25,553,773
$25,042,210
$25,553,773
$25,042,210
$175,082,157
$175,082,157
$40,031,077
$40,031,077
$113,508,774
$113,508,774
$50,000,000
$50,000,000
$167,041,361
Current
Principal
Balance
Factor
$89,556,360 0.9985410676
$41,164,670 0.8167228620
$40,989,394 0.8132453121
$31,231,908 0.7885719655
$31,129,302 0.7859812787
$73,257,894 1.0071964188
$44,869,516 0.8689987889
$45,294,890 0.8772371101
$149,650,509 0.9888223688
$152,184,211 1.0055639151
$55,308,409 0.9996321900
$38,293,788 0.8073922265
$38,202,773 0.8054732560
$56,568,778 0.8570652034
$56,793,390 0.8604682765
$98,437,673 0.9843767346
$102,047,603 1.0204760330
$98,775,245 0.9982711685
$19,345,554 0.7570527389
$18,045,686 0.7206107540
$19,339,500 0.7568158463
$18,043,097 0.7205073813
$149,675,778 0.8548888137
$149,810,393 0.8556576865
$39,612,825 0.9895518207
$40,834,887 1.0200796399
$100,671,869 0.8869082614
$102,610,849 0.9039904633
$48,396,230 0.9679246020
$49,510,062 0.9902012454
$162,826,218 0.9747658737
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
1.6%
9.4%
9.4%
13.4%
13.4%
0.0%
5.8%
5.8%
16.8%
16.8%
7.4%
4.5%
4.5%
4.7%
4.7%
0.3%
0.3%
0.4%
8.5%
8.5%
4.3%
4.3%
4.5%
4.5%
0.2%
0.2%
10.8%
10.8%
3.9%
3.9%
2.5%
3 Month
CPR
7.4%
8.8%
8.8%
12.5%
12.5%
10.1%
3.5%
3.5%
10.6%
10.6%
5.1%
6.7%
6.7%
5.8%
5.8%
6.1%
6.1%
10.6%
12.4%
12.4%
7.4%
7.4%
4.0%
4.0%
2.6%
2.6%
15.6%
15.6%
8.8%
8.8%
6.6%
6 Month
CPR
9.8%
7.1%
7.1%
9.0%
9.0%
8.6%
3.4%
3.4%
7.0%
7.0%
8.3%
8.2%
8.2%
5.6%
5.6%
7.5%
7.5%
9.8%
12.5%
12.5%
11.6%
11.6%
6.3%
6.3%
5.1%
5.1%
14.4%
14.4%
6.9%
6.9%
8.4%
12 Month
CPR
8.1%
9.8%
9.8%
10.2%
10.2%
8.8%
4.4%
4.4%
7.2%
7.2%
7.5%
6.7%
6.7%
8.8%
8.8%
6.9%
6.9%
8.3%
13.8%
13.8%
12.5%
12.5%
7.8%
7.8%
6.2%
6.2%
13.2%
13.2%
7.3%
7.3%
8.1%
HREMIC Bond Classes
as of May 2014
Series
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H23
2010-H23
2010-H23
2010-H24
2010-H24
2010-H24
2010-H24
2010-H26
2010-H26
2010-H27
2010-H27
2010-H27
2010-H27
2010-H28
2010-H28
2010-H28
2010-H28
2010-H28
2010-H28
Group
3
4
4
5
5
6
1A
1A
1B
1B
1C
1C
1
1
2
1
1
2
2
1
1
1
1
2
2
1
1
3
3
2A
2A
Class
JI
LA
LI
EI
FE
PT
CI
FC
BI
FB
AI
FA
A
FI
PT
HA
HI
FA
FI
IO
LF
JA
JI
FA
FI
HA
HI
EI
FE
JA
JI
Original
Principal
Balance
$167,041,361
$15,308,914
$15,308,914
$54,581,059
$54,581,059
$127,670,904
$90,551,343
$90,551,343
$15,924,910
$15,924,910
$30,042,888
$30,042,888
$100,511,741
$100,511,741
$70,076,151
$122,751,425
$122,751,425
$41,011,128
$41,011,128
$121,133,799
$121,133,799
$87,134,356
$87,134,356
$101,045,000
$101,045,000
$67,273,729
$67,273,729
$72,270,442
$72,270,442
$25,119,330
$25,119,330
Current
Principal
Balance
Factor
$167,042,430 1.0000064020
$14,479,364 0.9458126279
$14,873,707 0.9715716386
$51,617,402 0.9457017226
$49,763,189 0.9117299937
$129,999,134 1.0182361817
$77,418,056 0.8549630903
$77,210,342 0.8526692096
$12,344,443 0.7751656336
$12,293,229 0.7719496412
$24,271,556 0.8078968926
$24,082,660 0.8016093363
$98,701,796 0.9819927010
$100,928,933 1.0041506743
$69,096,305 0.9860174085
$121,802,825 0.9922721899
$125,472,842 1.0221701483
$35,803,775 0.8730258563
$36,145,042 0.8813471778
$101,841,628 0.8407366775
$101,684,651 0.8394407799
$84,819,940 0.9734385381
$86,149,384 0.9886959384
$88,038,056 0.8712757247
$88,215,807 0.8730348600
$65,724,635 0.9769732668
$67,851,651 1.0085906045
$56,821,356 0.7862323075
$56,821,356 0.7862323042
$26,810,911 1.0673417910
$27,512,448 1.0952699801
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
2.5%
14.7%
14.7%
42.3%
42.3%
4.8%
6.7%
6.7%
8.3%
8.3%
21.2%
21.2%
14.2%
14.2%
17.3%
6.4%
6.4%
8.1%
8.1%
19.0%
19.0%
16.5%
16.5%
23.9%
23.9%
12.1%
12.1%
7.2%
7.2%
6.4%
6.4%
3 Month
CPR
6.6%
6.9%
6.9%
18.4%
18.4%
5.0%
11.1%
11.1%
10.8%
10.8%
14.3%
14.3%
9.4%
9.4%
14.0%
5.6%
5.6%
9.6%
9.6%
12.2%
12.2%
10.0%
10.0%
12.4%
12.4%
10.2%
10.2%
13.3%
13.3%
2.3%
2.3%
6 Month
CPR
8.4%
8.3%
8.3%
9.8%
9.8%
5.0%
11.6%
11.6%
10.9%
10.9%
13.0%
13.0%
8.1%
8.1%
11.5%
5.2%
5.2%
9.0%
9.0%
9.7%
9.7%
11.1%
11.1%
7.9%
7.9%
6.2%
6.2%
11.3%
11.3%
2.9%
2.9%
12 Month
CPR
8.1%
6.1%
6.1%
10.1%
10.1%
6.8%
10.1%
10.1%
10.1%
10.1%
10.9%
10.9%
7.4%
7.4%
10.6%
7.2%
7.2%
9.4%
9.4%
7.9%
7.9%
8.4%
8.4%
7.3%
7.3%
7.7%
7.7%
10.6%
10.6%
2.6%
2.6%
HREMIC Bond Classes
as of May 2014
Series
2010-H28
2010-H28
2010-H28
2010-H28
2011-H01
2011-H01
2011-H03
2011-H03
2011-H03
2011-H03
2011-H05
2011-H05
2011-H05
2011-H05
2011-H05
2011-H05
2011-H06
2011-H06
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H09
Group
2B
2B
2C
2C
1
1
1
1
2
2
2
2
1A
1A
1B
1B
1
1
2
2
3
3
3
4
4
1A
1A
1B
1B
1B
1
Class
KA
KI
LA
LI
AF
IF
AI
FI
HA
HI
HA
HI
AI
FA
BI
FB
FA
FI
DI
FD
HA
HB
HC
FG
GI
BI
FB
CI
FC
FA
AF
Original
Principal
Balance
$42,084,104
$42,084,104
$24,996,625
$24,996,625
$106,929,831
$106,929,831
$213,187,461
$213,187,461
$86,270,919
$86,270,919
$45,884,582
$45,884,582
$100,581,739
$100,581,739
$52,006,180
$52,006,180
$92,437,272
$92,437,272
$24,969,749
$24,969,749
$18,032,000
$24,794,000
$2,254,000
$62,113,626
$62,113,626
$120,951,792
$120,951,792
$75,814,666
$75,814,666
$196,766,458
$87,039,055
Current
Principal
Balance
Factor
$40,096,084 0.9527607911
$41,192,108 0.9788044500
$25,512,594 1.0206415550
$26,490,933 1.0597803800
$88,471,125 0.8273755250
$88,471,125 0.8273755250
$172,896,196 0.8110054657
$172,789,416 0.8105045897
$86,831,113 1.0064934223
$88,583,531 1.0268063931
$45,475,547 0.9910855758
$46,696,057 1.0176851239
$80,741,935 0.8027494449
$80,741,935 0.8027494449
$43,091,856 0.8285910684
$43,087,458 0.8285064946
$79,346,723 0.8583845153
$79,534,059 0.8604111450
$17,504,591 0.7010319179
$17,504,590 0.7010318742
$15,593,317 0.8647580285
$28,809,968 1.1619733811
$2,619,088 1.1619733807
$54,484,738 0.8771785180
$54,710,601 0.8808147917
$107,529,714 0.8890295193
$107,314,122 0.8872470596
$63,219,907 0.8338743757
$63,219,907 0.8338743737
$170,534,029 0.8666824149
$73,667,898 0.8463774973
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
7.9%
7.9%
12.6%
12.6%
4.3%
4.3%
7.2%
7.2%
9.3%
9.3%
12.7%
12.7%
4.6%
4.6%
5.3%
5.3%
16.3%
16.3%
1.1%
1.1%
0.2%
0.2%
0.2%
21.2%
21.2%
3.8%
3.8%
8.1%
8.1%
8.1%
10.2%
3 Month
CPR
15.4%
15.4%
5.1%
5.1%
5.9%
5.9%
7.9%
7.9%
4.5%
4.5%
8.1%
8.1%
5.6%
5.6%
6.2%
6.2%
11.1%
11.1%
5.6%
5.6%
1.8%
1.8%
1.8%
10.3%
10.3%
5.1%
5.1%
6.8%
6.8%
6.8%
5.2%
6 Month
CPR
13.1%
13.1%
5.3%
5.3%
9.8%
9.8%
9.7%
9.7%
5.8%
5.8%
6.3%
6.3%
9.6%
9.6%
8.8%
8.8%
10.0%
10.0%
8.6%
8.6%
4.4%
4.4%
4.4%
6.5%
6.5%
7.0%
7.0%
6.9%
6.9%
6.9%
7.7%
12 Month
CPR
10.7%
10.7%
5.4%
5.4%
8.8%
8.8%
10.7%
10.7%
5.7%
5.7%
5.8%
5.8%
11.0%
11.0%
8.9%
8.9%
8.5%
8.5%
12.0%
12.0%
3.9%
3.9%
3.9%
6.1%
6.1%
8.2%
8.2%
7.8%
7.8%
7.8%
8.8%
HREMIC Bond Classes
as of May 2014
Series
2011-H09
2011-H10
2011-H10
2011-H11
2011-H11
2011-H11
2011-H11
2012-H01
2012-H01
2012-H01
2012-H02
2012-H02
2012-H03
2012-H03
2012-H03
2012-H03
2012-H04
2012-H04
2012-H05
2012-H05
2012-H06
2012-H06
2012-H06
2012-H06
2012-H06
2012-H06
2012-H06
2012-H06
2012-H06
2012-H06
2012-H07
Group
1
1
1
1
1
2
2
1
1
2
1
1
1A
1A
1B
1B
1
1
1
1
1
1
2
2
3
3
4
4
5
5
1A
Class
IF
AF
IF
0
0
0
0
AI
FA
HA
A
AI
FB
IB
FC
IC
FA
FI
A
AI
AI
FA
FS
SI
HA
HI
BI
FB
JA
JI
FA
Original
Principal
Balance
$87,039,055
$225,965,045
$225,965,045
$49,250,026
$49,250,026
$53,353,583
$53,353,583
$72,047,063
$72,047,063
$10,534,238
$65,956,460
$65,956,460
$36,725,341
$36,725,341
$7,362,458
$7,362,458
$186,771,085
$186,771,085
$129,076,959
$129,076,959
$68,669,239
$68,669,239
$52,021,443
$52,021,442
$16,361,647
$16,361,647
$50,048,901
$50,048,901
$25,091,738
$25,091,738
$40,068,085
Current
Principal
Balance
Factor
$73,836,982 0.8483201300
$192,129,575 0.8502623709
$192,129,575 0.8502623709
$36,872,094 0.7486715741
$36,872,094 0.7486715741
$45,575,628 0.8542186901
$45,430,819 0.8515045580
$61,013,106 0.8468507056
$61,013,106 0.8468507055
$8,307,693 0.7886373253
$63,523,898 0.9631186718
$64,380,317 0.9761032780
$31,381,487 0.8544913761
$31,381,487 0.8544913761
$6,231,185 0.8463457829
$6,278,064 0.8527130328
$168,045,690 0.8997414691
$168,099,193 0.9000279321
$126,129,455 0.9771647556
$126,652,004 0.9812131079
$58,468,945 0.8514575947
$58,468,945 0.8514575953
$40,222,509 0.7731909462
$40,222,508 0.7731909431
$13,443,303 0.8216350303
$13,500,806 0.8251495934
$41,622,546 0.8316375540
$41,535,593 0.8299001946
$23,990,772 0.9561223764
$24,399,201 0.9723998126
$35,397,319 0.8834292802
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
10.2%
11.8%
11.8%
10.4%
10.4%
10.6%
10.6%
10.1%
10.1%
10.9%
12.6%
12.6%
12.1%
12.1%
7.1%
7.1%
4.5%
4.5%
7.0%
7.0%
7.2%
7.2%
12.9%
12.9%
0.0%
0.0%
10.3%
10.3%
1.2%
1.2%
0.0%
3 Month
CPR
5.2%
9.2%
9.2%
8.0%
8.0%
9.0%
9.0%
9.3%
9.3%
15.9%
7.3%
7.3%
9.3%
9.3%
11.8%
11.8%
7.6%
7.6%
5.7%
5.7%
8.9%
8.9%
10.4%
10.4%
0.3%
0.3%
13.1%
13.1%
3.5%
3.5%
1.8%
6 Month
CPR
7.7%
8.9%
8.9%
12.2%
12.2%
9.5%
9.5%
9.5%
9.5%
17.8%
6.4%
6.4%
9.1%
9.1%
9.4%
9.4%
7.7%
7.7%
5.2%
5.2%
9.0%
9.0%
13.9%
13.9%
2.5%
2.5%
13.8%
13.8%
2.0%
2.0%
5.6%
12 Month
CPR
8.8%
9.0%
9.0%
13.7%
13.7%
9.0%
9.0%
9.8%
9.8%
18.3%
6.0%
6.0%
9.1%
9.1%
10.8%
10.8%
7.8%
7.8%
6.3%
6.3%
12.2%
12.2%
16.0%
16.0%
8.2%
8.2%
14.9%
14.9%
8.0%
8.0%
9.1%
HREMIC Bond Classes
as of May 2014
Series
2012-H07
2012-H07
2012-H07
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H09
2012-H09
2012-H09
2012-H09
2012-H09
2012-H10
2012-H10
2012-H10
2012-H10
2012-H11
2012-H11
2012-H11
2012-H11
2012-H11
2012-H11
2012-H11
Group
1A
1B
1B
1
1
2
2
3
3
4
4
5
5
6
6
1
1
2
2
2
1
1
2
2
1A
1A
1B
1B
2A
2A
2B
Class
FI
KA
KI
AI
FA
BI
FB
FS
SI
CI
FC
HA
XA
HB
XB
A
AI
AF
FC
IC
AI
FA
FS
SI
BA
BI
CA
CI
GA
GI
VA
Original
Principal
Balance
$40,068,085
$74,466,360
$74,466,360
$46,827,292
$46,827,292
$111,699,821
$111,699,821
$39,674,804
$39,674,804
$50,000,000
$50,000,000
$103,211,590
$103,211,590
$25,315,263
$25,315,263
$111,416,205
$111,416,205
$82,386,031
$82,000,000
$164,386,031
$156,421,560
$156,421,560
$66,294,117
$66,294,117
$66,866,674
$66,866,674
$64,775,622
$64,775,622
$52,142,089
$52,142,089
$4,918,443
Current
Principal
Balance
Factor
$35,495,173 0.8858714725
$72,771,978 0.9772463404
$73,508,009 0.9871304228
$39,993,318 0.8540600116
$39,993,318 0.8540600116
$99,828,013 0.8937168611
$99,828,013 0.8937168611
$30,546,006 0.7699094324
$30,546,006 0.7699094324
$42,999,151 0.8599830128
$42,990,690 0.8598137956
$100,108,111 0.9699309099
$101,632,196 0.9846975170
$24,074,806 0.9509996420
$24,112,124 0.9524737799
$110,761,217 0.9941212474
$111,411,657 0.9999591828
$65,884,080 0.7996996484
$65,575,371 0.7996996484
$131,459,451 0.7996996484
$139,305,017 0.8905742699
$139,305,017 0.8905742693
$53,764,875 0.8110052260
$53,775,661 0.8111679228
$64,702,314 0.9676317063
$65,526,078 0.9799512101
$63,495,315 0.9802347460
$64,448,870 0.9949556393
$46,670,148 0.8950571163
$46,752,407 0.8966347052
$3,959,902 0.8051129860
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
0.0%
3.2%
3.2%
15.4%
15.4%
15.2%
15.2%
8.8%
8.8%
5.7%
5.7%
0.2%
0.2%
2.9%
2.9%
15.2%
15.2%
26.7%
26.7%
26.7%
9.6%
9.6%
7.5%
7.5%
10.1%
10.1%
0.1%
0.1%
6.3%
6.3%
6.6%
3 Month
CPR
1.8%
4.1%
4.1%
10.2%
10.2%
9.7%
9.7%
11.7%
11.7%
7.6%
7.6%
5.2%
5.2%
5.5%
5.5%
7.2%
7.2%
16.2%
16.2%
16.2%
6.7%
6.7%
9.9%
9.9%
8.6%
8.6%
5.7%
5.7%
4.5%
4.5%
5.2%
6 Month
CPR
5.6%
6.6%
6.6%
10.9%
10.9%
7.8%
7.8%
13.3%
13.3%
8.7%
8.7%
5.3%
5.3%
7.4%
7.4%
6.3%
6.3%
14.1%
14.1%
14.1%
7.7%
7.7%
10.2%
10.2%
8.3%
8.3%
5.3%
5.3%
6.2%
6.2%
16.8%
12 Month
CPR
9.1%
6.7%
6.7%
10.6%
10.6%
8.9%
8.9%
15.2%
15.2%
10.2%
10.2%
5.7%
5.7%
8.1%
8.1%
5.8%
5.8%
14.1%
14.1%
14.1%
8.2%
8.2%
12.6%
12.6%
8.0%
8.0%
4.3%
4.3%
8.8%
8.8%
16.3%
HREMIC Bond Classes
as of May 2014
Series
2012-H11
2012-H11
2012-H11
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H13
2012-H13
2012-H13
2012-H13
2012-H13
2012-H13
2012-H14
2012-H14
2012-H14
2012-H14
2012-H14
2012-H14
2012-H14
2012-H14
2012-H14
Group
2B
2C
2C
1
1
2
2
3
3
3
4
4
5
5
6
6
1
1
2
2
3
3
1A
1A
1B
1B
1C
1C
2A
2A
2B
Class
VI
FA
FI
FT
TI
HA
XA
HB
HC
XB
AI
FA
BI
FB
CI
FC
AI
FA
BI
FB
HA
HI
GA
GI
DA
DI
NA
NI
FA
FI
KA
Original
Principal
Balance
$4,918,443
$94,665,410
$94,665,410
$23,134,965
$23,134,965
$15,112,039
$15,112,039
$35,211,391
$35,211,392
$70,422,783
$49,654,111
$49,654,111
$76,939,847
$76,939,847
$60,968,035
$60,968,035
$41,016,222
$41,016,222
$48,117,207
$48,117,207
$20,880,743
$20,880,743
$15,064,204
$15,064,204
$37,921,828
$37,921,828
$20,009,673
$20,009,673
$55,797,584
$55,797,584
$14,714,162
Current
Principal
Balance
Factor
$4,013,466 0.8160033043
$86,792,521 0.9168345720
$86,802,809 0.9169432559
$20,724,301 0.8957999513
$20,725,188 0.8958383162
$14,506,287 0.9599159524
$14,938,430 0.9885118778
$33,601,835 0.9542887735
$33,601,835 0.9542887464
$68,130,145 0.9674446619
$44,153,828 0.8892280452
$44,137,869 0.8889066416
$67,606,793 0.8786967481
$67,606,793 0.8786967481
$54,357,160 0.8915681717
$54,297,300 0.8905863491
$38,543,809 0.9397210818
$38,297,769 0.9337224806
$40,380,618 0.8392136628
$40,380,618 0.8392136628
$20,063,957 0.9608832899
$20,554,665 0.9843837918
$14,640,382 0.9718656067
$15,079,956 1.0010456669
$36,147,058 0.9531992577
$37,081,649 0.9778444438
$20,186,291 1.0088266400
$21,018,039 1.0503939130
$52,664,518 0.9438494387
$52,914,247 0.9483250529
$11,443,650 0.7777303308
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
6.6%
15.5%
15.5%
6.9%
6.9%
1.0%
1.0%
8.7%
8.7%
8.7%
5.1%
5.1%
4.9%
4.9%
7.1%
7.1%
12.2%
12.2%
7.4%
7.4%
17.1%
17.1%
13.5%
13.5%
4.9%
4.9%
0.6%
0.6%
13.0%
13.0%
3.4%
3 Month
CPR
5.2%
8.6%
8.6%
7.1%
7.1%
4.2%
4.2%
5.8%
5.8%
5.8%
7.2%
7.2%
6.7%
6.7%
8.5%
8.5%
7.7%
7.7%
8.5%
8.5%
10.5%
10.5%
4.9%
4.9%
10.6%
10.6%
0.2%
0.2%
5.9%
5.9%
11.0%
6 Month
CPR
16.8%
10.4%
10.4%
9.1%
9.1%
9.7%
9.7%
6.1%
6.1%
6.1%
7.3%
7.3%
7.4%
7.4%
8.0%
8.0%
10.4%
10.4%
9.8%
9.8%
7.6%
7.6%
4.3%
4.3%
6.5%
6.5%
5.6%
5.6%
7.1%
7.1%
13.6%
12 Month
CPR
16.3%
9.4%
9.4%
8.1%
8.1%
6.2%
6.2%
8.6%
8.6%
8.6%
9.9%
9.9%
9.9%
9.9%
10.7%
10.7%
8.1%
8.1%
11.8%
11.8%
8.1%
8.1%
7.6%
7.6%
5.9%
5.9%
3.5%
3.5%
7.2%
7.2%
14.7%
HREMIC Bond Classes
as of May 2014
Series
2012-H14
2012-H14
2012-H14
2012-H15
2012-H15
2012-H15
2012-H15
2012-H15
2012-H15
2012-H16
2012-H16
2012-H18
2012-H18
2012-H18
2012-H18
2012-H18
2012-H18
2012-H18
2012-H19
2012-H19
2012-H20
2012-H20
2012-H20
2012-H20
2012-H20
2012-H20
2012-H20
2012-H20
2012-H20
2012-H21
2012-H21
Group
2B
2C
2C
1
1
2
2
3
3
1
1
1A
1B
1B
1C
1C
1D
1D
1
1
1A
1A
1B
1B
1C
1C
2A
2A
2B
1
1
Class
KI
HA
HI
CI
FC
FA
XA
BI
FB
HA
HI
PT
SA
SI
FA
FI
NA
NI
AI
FA
FA
FI
MA
MI
KA
KI
BA
BI
PT
FA
SA
Original
Principal
Balance
$14,714,162
$10,371,606
$10,371,606
$56,091,980
$56,091,980
$71,263,740
$71,263,740
$38,901,739
$38,901,739
$103,236,501
$103,236,501
$33,958,072
$10,277,861
$10,277,861
$20,855,251
$20,855,251
$67,277,989
$67,277,989
$89,596,149
$89,596,149
$50,121,955
$50,121,955
$124,999,999
$124,999,999
$19,973,287
$19,973,287
$76,417,955
$76,417,955
$150,431,547
$49,349,233
$49,349,233
Current
Principal
Balance
Factor
$11,443,650 0.7777303308
$8,151,236 0.7859184286
$8,155,056 0.7862867207
$45,494,751 0.8110740862
$45,494,751 0.8110740862
$62,120,242 0.8716949392
$62,192,977 0.8727155855
$36,056,031 0.9268488288
$35,887,389 0.9225137488
$98,107,383 0.9503168139
$98,943,415 0.9584150341
$31,570,792 0.9296991941
$8,886,875 0.8646619603
$8,950,622 0.8708642985
$18,878,538 0.9052174889
$18,933,216 0.9078392689
$59,035,295 0.8774830551
$59,042,274 0.8775867795
$76,223,172 0.8507416147
$76,223,172 0.8507416147
$50,828,181 1.0140901559
$51,028,019 1.0180771971
$124,717,618 0.9977409496
$127,417,646 1.0193411746
$18,505,211 0.9264980221
$18,906,937 0.9466111792
$69,856,276 0.9141343262
$69,909,755 0.9148341453
$137,897,108 0.9166767912
$44,228,851 0.8962419112
$44,267,724 0.8970296280
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
3.4%
4.6%
4.6%
29.9%
29.9%
0.5%
0.5%
4.3%
4.3%
8.1%
8.1%
6.8%
10.8%
10.8%
4.0%
4.0%
9.3%
9.3%
17.8%
17.8%
4.4%
4.4%
1.6%
1.6%
7.9%
7.9%
7.6%
7.6%
1.4%
14.5%
14.5%
3 Month
CPR
11.0%
10.8%
10.8%
18.6%
18.6%
9.8%
9.8%
10.0%
10.0%
3.8%
3.8%
7.2%
9.4%
9.4%
2.6%
2.6%
8.4%
8.4%
13.4%
13.4%
3.3%
3.3%
3.8%
3.8%
2.8%
2.8%
7.8%
7.8%
4.3%
7.6%
7.6%
6 Month
CPR
13.6%
12.1%
12.1%
14.8%
14.8%
13.1%
13.1%
8.2%
8.2%
5.3%
5.3%
7.1%
7.8%
7.8%
4.2%
4.2%
9.4%
9.4%
13.5%
13.5%
5.1%
5.1%
5.2%
5.2%
10.0%
10.0%
7.5%
7.5%
5.5%
9.2%
9.2%
12 Month
CPR
14.7%
15.3%
15.3%
15.7%
15.7%
13.7%
13.7%
7.3%
7.3%
7.6%
7.6%
5.5%
10.4%
10.4%
9.8%
9.8%
11.3%
11.3%
13.4%
13.4%
4.2%
4.2%
4.1%
4.1%
9.2%
9.2%
9.3%
9.3%
5.7%
11.0%
11.0%
HREMIC Bond Classes
as of May 2014
Series
2012-H21
2012-H21
2012-H21
2012-H21
2012-H21
2012-H21
2012-H21
2012-H21
2012-H22
2012-H22
2012-H22
2012-H22
2012-H22
2012-H22
2012-H22
2012-H23
2012-H23
2012-H23
2012-H23
2012-H23
2012-H23
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
Group
2
2
3
3
4
4
5
5
1
1
2
2
3
3
3
1
1
2A
2A
2B
2B
2
2
3
3
4
4
5
5
5
6
Class
FB
SB
AF
AS
CF
CS
DF
DS
FA
SA
FB
SB
FD
HD
SD
FA
FI
SA
SI
WA
WI
CI
FC
FA
SA
HA
HI
AD
FH
SH
BD
Original
Principal
Balance
$100,414,879
$100,414,879
$131,402,064
$131,402,064
$92,945,215
$92,945,215
$92,945,215
$92,945,215
$70,429,780
$70,429,780
$29,652,341
$29,652,341
$86,487,554
$2,000,000
$86,487,554
$52,789,291
$52,789,291
$10,871,883
$10,871,883
$43,202,242
$43,202,242
$30,784,213
$30,784,213
$52,098,077
$52,098,077
$24,710,819
$24,710,819
$150,000
$17,000,000
$17,000,000
$850,000
Current
Principal
Balance
Factor
$98,782,665 0.9837453021
$100,763,146 1.0034682768
$128,582,540 0.9785427686
$131,401,445 0.9999952893
$91,068,503 0.9798084048
$92,121,470 0.9911373055
$91,055,238 0.9796656831
$92,121,470 0.9911373056
$67,595,422 0.9597562517
$68,951,030 0.9790039076
$25,101,268 0.8465189275
$25,198,746 0.8498063047
$83,517,608 0.9656604202
$2,182,920 1.0914598650
$84,346,034 0.9752389807
$51,898,753 0.9831303233
$52,091,800 0.9867872558
$9,365,441 0.8614368854
$9,407,027 0.8652619873
$38,982,752 0.9023316806
$39,004,171 0.9028274658
$26,114,652 0.8483131172
$26,104,982 0.8479989958
$44,093,504 0.8463556939
$44,483,646 0.8538443073
$24,556,138 0.9937403661
$24,852,035 1.0057147487
$161,701 1.0780066667
$16,395,641 0.9644494847
$16,544,600 0.9732117518
$916,306 1.0780066824
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
9.7%
9.7%
8.2%
8.2%
10.6%
10.6%
10.6%
10.6%
5.6%
5.6%
12.0%
12.0%
13.2%
13.2%
13.2%
13.5%
13.5%
5.8%
5.8%
2.3%
2.3%
15.4%
15.4%
0.0%
0.0%
0.3%
0.3%
4.7%
4.7%
4.7%
4.7%
3 Month
CPR
4.5%
4.5%
4.0%
4.0%
8.4%
8.4%
8.4%
8.4%
5.1%
5.1%
15.7%
15.7%
9.0%
9.0%
9.0%
10.4%
10.4%
6.8%
6.8%
5.3%
5.3%
11.7%
11.7%
14.7%
14.7%
2.2%
2.2%
4.1%
4.1%
4.1%
4.1%
6 Month
CPR
5.4%
5.4%
5.8%
5.8%
7.9%
7.9%
7.9%
7.9%
6.6%
6.6%
18.1%
18.1%
7.1%
7.1%
7.1%
8.9%
8.9%
6.2%
6.2%
8.2%
8.2%
11.4%
11.4%
15.7%
15.7%
4.4%
4.4%
6.2%
6.2%
6.2%
6.2%
12 Month
CPR
5.6%
5.6%
5.8%
5.8%
6.9%
6.9%
6.9%
6.9%
6.8%
6.8%
16.9%
16.9%
7.9%
7.9%
7.9%
7.8%
7.8%
8.7%
8.7%
12.9%
12.9%
14.3%
14.3%
16.1%
16.1%
4.1%
4.1%
6.3%
6.3%
6.3%
6.3%
HREMIC Bond Classes
as of May 2014
Series
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H25
2012-H25
2012-H25
2012-H25
2012-H26
2012-H26
2012-H26
2012-H26
2012-H26
2012-H26
2012-H26
2012-H26
2012-H26
2012-H26
2012-H27
2012-H27
2012-H27
2012-H27
2012-H27
2012-H27
2012-H27
2012-H27
2012-H27
2012-H28
2012-H28
Group
6
6
7
7
8
8
1
1
2
2
1A
1A
1B
1B
2A
2A
2B
2B
2C
2C
1
1
1
2
2
3
3
4
4
1
1
Class
FD
SD
FE
SE
FG
SG
FA
FI
BF
BI
FA
FI
BA
BI
MA
MI
CA
CI
JA
JI
BI
FB
HB
HA
HI
AI
FA
FS
SI
FA
SA
Original
Principal
Balance
$22,938,863
$22,938,863
$42,858,690
$42,858,690
$75,592,011
$75,592,011
$33,031,308
$33,031,308
$35,209,634
$35,209,634
$39,413,271
$39,413,271
$20,786,617
$20,786,617
$64,633,041
$64,633,041
$103,541,729
$103,541,729
$29,993,929
$29,993,929
$34,889,599
$34,889,599
$1,000,000
$25,318,803
$25,318,803
$49,955,026
$49,955,026
$27,362,469
$27,362,469
$91,835,083
$91,835,083
Current
Principal
Balance
Factor
$22,060,987 0.9617297706
$22,257,100 0.9702791302
$42,010,014 0.9801982809
$43,110,004 1.0058637763
$65,309,553 0.8639742742
$65,317,223 0.8640757384
$31,088,705 0.9411890504
$31,904,632 0.9658906741
$32,982,686 0.9367517422
$32,982,686 0.9367517430
$36,151,050 0.9172303940
$36,151,050 0.9172303940
$18,715,952 0.9003847163
$18,715,952 0.9003847163
$62,071,975 0.9603752855
$62,402,563 0.9654901286
$97,793,932 0.9444881092
$98,189,769 0.9483110799
$29,127,578 0.9711157755
$29,562,709 0.9856230859
$32,597,973 0.9343177834
$32,580,696 0.9338225948
$1,077,621 1.0776208800
$25,200,568 0.9953301663
$25,864,333 1.0215464376
$44,826,533 0.8973378050
$44,826,533 0.8973378050
$25,182,315 0.9203231942
$25,285,715 0.9241020929
$85,964,209 0.9360715537
$86,120,239 0.9377705784
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
4.7%
4.7%
0.1%
0.1%
12.7%
12.7%
3.3%
3.3%
6.0%
6.0%
8.8%
8.8%
5.5%
5.5%
15.0%
15.0%
0.7%
0.7%
6.1%
6.1%
4.6%
4.6%
4.6%
0.1%
0.1%
14.5%
14.5%
15.2%
15.2%
6.7%
6.7%
3 Month
CPR
4.1%
4.1%
1.1%
1.1%
16.6%
16.6%
10.2%
10.2%
5.3%
5.3%
10.4%
10.4%
6.4%
6.4%
8.2%
8.2%
4.6%
4.6%
3.2%
3.2%
8.6%
8.6%
8.6%
0.9%
0.9%
11.7%
11.7%
6.2%
6.2%
5.3%
5.3%
6 Month
CPR
6.2%
6.2%
3.7%
3.7%
17.9%
17.9%
7.8%
7.8%
5.4%
5.4%
9.6%
9.6%
10.4%
10.4%
7.7%
7.7%
8.2%
8.2%
4.5%
4.5%
8.4%
8.4%
8.4%
0.4%
0.4%
10.8%
10.8%
6.5%
6.5%
5.4%
5.4%
12 Month
CPR
6.3%
6.3%
4.6%
4.6%
15.7%
15.7%
6.2%
6.2%
6.5%
6.5%
7.9%
7.9%
10.3%
10.3%
7.4%
7.4%
8.0%
8.0%
6.8%
6.8%
9.1%
9.1%
9.1%
4.4%
4.4%
11.5%
11.5%
7.3%
7.3%
7.3%
7.3%
HREMIC Bond Classes
as of May 2014
Series
2012-H28
2012-H28
2012-H28
2012-H28
2012-H29
2012-H29
2012-H29
2012-H29
2012-H29
2012-H29
2012-H29
2012-H29
2012-H29
2012-H30
2012-H30
2012-H30
2012-H30
2012-H30
2012-H30
2012-H30
2012-H30
2012-H30
2012-H30
2012-H31
2012-H31
2012-H31
2012-H31
2012-H31
2012-H31
2012-H31
2013-H01
Group
2
2
3
3
1
2
2
3
3
4
4
5
5
1A
1A
1B
1B
2A
2A
2B
2B
2C
2C
1
1
2
2
3
3
4
1A
Class
FB
SB
FC
SC
FI
SA
SI
BF
BI
CF
CI
HF
HI
SA
SI
GA
GI
JA
JI
PA
PI
VA
VI
AI
FA
FT
TI
CI
FC
HA
FA
Original
Principal
Balance
$81,080,910
$81,080,910
$75,081,196
$75,081,196
$50,000,000
$53,348,708
$53,348,708
$30,084,631
$30,084,631
$25,744,193
$25,744,193
$12,173,605
$12,173,605
$18,252,999
$18,252,999
$30,201,617
$30,201,617
$25,798,402
$25,798,402
$50,016,843
$50,016,843
$14,042,692
$14,042,692
$43,838,220
$43,838,220
$11,681,882
$11,681,882
$20,059,271
$20,059,271
$49,512,043
$93,359,300
Current
Principal
Balance
Factor
$78,496,013 0.9681195364
$79,676,343 0.9826769667
$72,790,921 0.9694960299
$74,082,010 0.9866919275
$46,980,711 0.9396142292
$43,460,100 0.8146420414
$43,460,100 0.8146420414
$27,932,064 0.9284496190
$27,934,221 0.9285213108
$23,625,597 0.9177058656
$23,632,792 0.9179853457
$11,796,182 0.9689966029
$11,820,820 0.9710205284
$15,587,794 0.8539853719
$15,620,878 0.8557978911
$28,599,142 0.9469407621
$28,684,557 0.9497689048
$23,248,601 0.9011643721
$23,523,356 0.9118144791
$40,468,702 0.8091014763
$40,603,388 0.8117942916
$13,109,993 0.9335811545
$13,409,362 0.9548997051
$39,205,143 0.8943142117
$39,205,143 0.8943142117
$10,771,263 0.9220485672
$10,774,410 0.9223180263
$13,586,668 0.6773261122
$13,586,668 0.6773261122
$48,631,121 0.9822079158
$92,519,140 0.9910007874
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
4.2%
4.2%
1.6%
1.6%
5.4%
27.2%
27.2%
4.8%
4.8%
12.9%
12.9%
8.1%
8.1%
20.4%
20.4%
4.9%
4.9%
5.4%
5.4%
0.4%
0.4%
5.2%
5.2%
7.9%
7.9%
33.4%
33.4%
24.5%
24.5%
2.6%
10.4%
3 Month
CPR
5.7%
5.7%
4.1%
4.1%
5.9%
17.4%
17.4%
5.2%
5.2%
12.4%
12.4%
8.0%
8.0%
12.6%
12.6%
4.5%
4.5%
14.4%
14.4%
8.7%
8.7%
2.2%
2.2%
10.3%
10.3%
19.0%
19.0%
31.2%
31.2%
2.3%
4.3%
6 Month
CPR
4.7%
4.7%
3.8%
3.8%
5.7%
17.3%
17.3%
6.5%
6.5%
8.7%
8.7%
7.9%
7.9%
14.9%
14.9%
6.4%
6.4%
9.2%
9.2%
11.1%
11.1%
5.0%
5.0%
10.9%
10.9%
16.5%
16.5%
29.7%
29.7%
5.2%
5.0%
12 Month
CPR
6.5%
6.5%
6.1%
6.1%
6.8%
18.6%
18.6%
7.6%
7.6%
7.7%
7.7%
7.9%
7.9%
12.9%
12.9%
5.8%
5.8%
9.9%
9.9%
16.0%
16.0%
6.1%
6.1%
10.8%
10.8%
11.2%
11.2%
29.0%
29.0%
4.3%
5.0%
HREMIC Bond Classes
as of May 2014
Series
Group
2013-H01 1A
2013-H01 1B
2013-H01 1B
2013-H01
2
2013-H01
2
2013-H02
2
2013-H02
2
2013-H03
1
2013-H03
1
2013-H04
1
2013-H04
1
2013-H04
2
2013-H04
2
2013-H05
1
2013-H05
1
2013-H05
2
2013-H05
2
2013-H06
1
2013-H06
1
2013-H06
1
2013-H06
2
2013-H06
2
2013-H06
2
2013-H06
3
2013-H06
3
2013-H08
2
2013-H08
2
2013-H08
2
2013-H08
2
2013-H08
3
2013-H08
3
Class
Fi
TA
TI
JA
JI
DI
FD
FA
SA
BA
BI
SA
SI
FA
SA
FB
SB
KA
KB
KI
HA
HB
HI
MA
MI
CI
DI
FC
FD
AI
FA
Original
Principal
Balance
$93,359,300
$43,328,735
$43,328,735
$35,250,518
$35,250,518
$60,171,827
$60,171,827
$42,696,886
$42,696,886
$170,121,134
$170,121,134
$17,729,436
$17,729,436
$178,238,452
$178,238,452
$106,566,175
$106,566,175
$40,389,990
$100,000
$40,389,990
$105,135,899
$100,000
$105,135,889
$51,123,693
$51,123,693
$49,990,936
$10,351,861
$49,990,936
$10,351,861
$30,058,530
$30,058,530
Current
Principal
Balance
Factor
$93,970,085 1.0065423084
$41,589,978 0.9598705914
$41,687,996 0.9621327696
$33,793,498 0.9586667098
$33,874,775 0.9609724081
$54,234,993 0.9013353141
$54,172,177 0.9002913707
$34,866,781 0.8166117953
$34,892,579 0.8172160054
$170,869,994 1.0044019228
$173,349,292 1.0189756453
$15,975,894 0.9010943067
$15,999,885 0.9024474659
$175,188,751 0.9828897717
$176,888,529 0.9924263077
$104,029,796 0.9761990219
$104,198,721 0.9777841890
$38,649,318 0.9569033716
$105,814 1.0581395000
$38,907,470 0.9632948666
$102,386,183 0.9738460799
$105,888 1.0588802000
$102,632,302 0.9761871353
$48,834,249 0.9552175583
$49,218,651 0.9627366032
$45,758,090 0.9153277212
$10,388,805 1.0035688404
$45,757,892 0.9153237707
$10,264,268 0.9915384364
$29,025,368 0.9656283345
$28,894,209 0.9612648796
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
10.4%
4.0%
4.0%
6.3%
6.3%
4.4%
4.4%
11.9%
11.9%
2.3%
2.3%
13.8%
13.8%
11.6%
11.6%
8.6%
8.6%
10.6%
10.6%
10.6%
5.7%
5.7%
5.7%
6.4%
6.4%
10.6%
5.8%
10.6%
5.8%
7.8%
7.8%
3 Month
CPR
4.3%
4.6%
4.6%
5.1%
5.1%
9.0%
9.0%
16.8%
16.8%
2.1%
2.1%
6.5%
6.5%
6.0%
6.0%
6.5%
6.5%
9.7%
9.7%
9.7%
4.6%
4.6%
4.6%
7.7%
7.7%
11.0%
3.8%
11.0%
3.8%
7.3%
7.3%
6 Month
CPR
5.0%
5.6%
5.6%
4.5%
4.5%
8.2%
8.2%
19.6%
19.6%
2.1%
2.1%
10.5%
10.5%
5.8%
5.8%
6.8%
6.8%
7.1%
7.1%
7.1%
6.2%
6.2%
6.2%
7.9%
7.9%
13.1%
2.3%
13.1%
2.3%
6.3%
6.3%
12 Month
CPR
5.0%
7.0%
7.0%
5.1%
5.1%
10.2%
10.2%
19.1%
19.1%
3.4%
3.4%
9.3%
9.3%
6.3%
6.3%
6.9%
6.9%
8.6%
8.6%
8.6%
6.9%
6.9%
6.9%
7.7%
7.7%
11.0%
2.6%
11.0%
2.6%
4.7%
4.7%
HREMIC Bond Classes
as of May 2014
Series
2013-H08
2013-H08
2013-H08
2013-H08
2013-H08
2013-H08
2013-H08
2013-H09
2013-H09
2013-H09
2013-H09
2013-H09
2013-H09
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
Group
4
4
5
5
5
6
6
1
1
2B
2B
2A
2A
1
1
2A
2A
2B
2B
3A
3A
3B
3B
4
4
5
5
6
6
7
7
Class
MA
MI
JA
JB
JI
BF
BI
HA
HI
GA
GI
SA
SI
HA
HI
JA
JI
KA
KI
BI
MB
CI
MC
FT
TI
FA
FI
LA
LI
FS
SI
Original
Principal
Balance
$49,999,997
$49,999,997
$38,942,153
$100,000
$38,942,153
$32,504,955
$32,504,955
$51,997,000
$51,997,000
$20,020,231
$20,020,231
$26,180,609
$26,180,609
$45,284,511
$45,284,511
$60,364,801
$60,364,801
$1,000,000
$1,000,000
$32,500,000
$32,500,000
$7,361,851
$7,361,851
$21,419,658
$21,419,658
$40,296,496
$40,296,496
$52,926,036
$52,926,036
$61,865,324
$61,865,324
Current
Principal
Balance
Factor
$49,829,863 0.9965973230
$50,361,305 1.0072261580
$38,763,225 0.9954052808
$105,487 1.0548704000
$39,270,211 1.0084242320
$31,799,570 0.9782991541
$31,975,400 0.9837084909
$51,525,934 0.9909405093
$52,281,174 1.0054651922
$19,236,752 0.9608656174
$19,349,414 0.9664930350
$23,164,606 0.8848001148
$23,164,606 0.8848001148
$44,335,649 0.9790466581
$44,719,745 0.9875284854
$60,363,213 0.9999736920
$61,169,635 1.0133328443
$1,012,304 1.0123043300
$1,035,958 1.0359581900
$32,911,657 1.0126663655
$32,398,891 0.9968889615
$7,455,099 1.0126663607
$7,338,948 0.9968889577
$20,525,571 0.9582585903
$20,525,571 0.9582585903
$36,682,564 0.9103164672
$36,682,564 0.9103164672
$52,877,604 0.9990849181
$53,447,811 1.0098585643
$56,298,059 0.9100099262
$56,298,059 0.9100099262
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
6.6%
6.6%
5.4%
5.4%
5.4%
0.7%
0.7%
5.7%
5.7%
9.1%
9.1%
15.3%
15.3%
1.1%
1.1%
13.0%
13.0%
0.0%
0.0%
1.4%
1.4%
1.4%
1.4%
4.2%
4.2%
2.7%
2.7%
35.1%
35.1%
0.9%
0.9%
3 Month
CPR
7.9%
7.9%
4.4%
4.4%
4.4%
1.6%
1.6%
5.9%
5.9%
3.6%
3.6%
13.5%
13.5%
2.0%
2.0%
5.3%
5.3%
0.2%
0.2%
4.7%
4.7%
4.7%
4.7%
3.7%
3.7%
8.4%
8.4%
16.7%
16.7%
7.4%
7.4%
6 Month
CPR
4.4%
4.4%
4.2%
4.2%
4.2%
1.2%
1.2%
7.0%
7.0%
7.3%
7.3%
12.1%
12.1%
4.8%
4.8%
3.7%
3.7%
1.2%
1.2%
3.1%
3.1%
3.1%
3.1%
6.1%
6.1%
9.7%
9.7%
10.5%
10.5%
9.4%
9.4%
12 Month
CPR
5.0%
5.0%
3.2%
3.2%
3.2%
2.3%
2.3%
4.4%
4.4%
6.0%
6.0%
13.6%
13.6%
5.3%
5.3%
3.6%
3.6%
1.3%
1.3%
2.8%
2.8%
2.8%
2.8%
5.6%
5.6%
10.0%
10.0%
6.7%
6.7%
10.2%
10.2%
HREMIC Bond Classes
as of May 2014
Series
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H11
2013-H11
2013-H11
2013-H11
2013-H11
2013-H11
2013-H11
2013-H11
2013-H12
2013-H12
2013-H13
2013-H13
2013-H14
2013-H14
2013-H15
2013-H15
2013-H15
2013-H15
2013-H15
2013-H15
2013-H15
2013-H15
2013-H15
Group
8
8
9
9
10
10
11
11
1
1
2
2
3
3
4
4
1
1
1
1
3
3
1
1
2
2
3
3
4
4
5
Class
DI
FD
PA
PI
QA
QI
FC
SC
FA
FI
LA
LI
HA
HI
JA
JI
A
IA
AI
FA
HB
HI
AI
FA
BI
FB
CI
FC
HA
HI
JA
Original
Principal
Balance
$10,000,000
$10,000,000
$47,400,780
$47,400,780
$23,697,769
$23,697,769
$42,482,543
$42,482,543
$15,356,069
$15,356,069
$24,772,471
$24,772,471
$56,095,792
$56,095,792
$49,412,468
$49,412,468
$158,039,764
$158,039,764
$10,000,000
$10,000,000
$15,000,000
$15,000,000
$50,305,053
$50,305,053
$24,999,999
$24,999,999
$25,187,431
$25,187,431
$62,250,759
$62,250,759
$65,055,855
Current
Principal
Balance
Factor
$8,774,262 0.8774262070
$8,774,262 0.8774262070
$47,410,836 1.0002121547
$48,094,400 1.0146330892
$22,420,679 0.9461092675
$22,420,679 0.9461092675
$35,827,823 0.8433540132
$35,827,823 0.8433540132
$14,971,680 0.9749682428
$15,034,115 0.9790341122
$24,710,347 0.9974922203
$24,851,476 1.0031892063
$55,822,820 0.9951338257
$56,216,472 1.0021513259
$49,241,383 0.9965376129
$49,336,792 0.9984684906
$157,933,191 0.9993256577
$158,406,538 1.0023207729
$9,013,872 0.9013871970
$9,013,872 0.9013871970
$15,004,358 1.0002905187
$37,109,605 2.4739736973
$47,886,722 0.9519266836
$47,886,722 0.9519266836
$24,146,717 0.9658687054
$24,146,717 0.9658687054
$24,089,753 0.9564196281
$24,089,080 0.9563928826
$62,024,064 0.9963583557
$62,441,546 1.0030648197
$65,603,473 1.0084176522
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
15.1%
15.1%
7.3%
7.3%
5.0%
5.0%
12.7%
12.7%
6.0%
6.0%
13.0%
13.0%
10.6%
10.6%
9.9%
9.9%
4.1%
4.1%
1.7%
1.7%
2.7%
2.7%
5.6%
5.6%
17.2%
17.2%
16.9%
16.9%
7.1%
7.1%
4.9%
3 Month
CPR
14.2%
14.2%
2.6%
2.6%
8.0%
8.0%
16.9%
16.9%
3.5%
3.5%
4.8%
4.8%
7.3%
7.3%
7.1%
7.1%
4.3%
4.3%
8.3%
8.3%
1.6%
1.6%
8.6%
8.6%
10.7%
10.7%
9.9%
9.9%
3.1%
3.1%
2.1%
6 Month
CPR
17.2%
17.2%
1.4%
1.4%
9.2%
9.2%
18.5%
18.5%
3.6%
3.6%
5.5%
5.5%
6.0%
6.0%
6.1%
6.1%
4.0%
4.0%
9.5%
9.5%
2.7%
2.7%
7.9%
7.9%
8.2%
8.2%
9.7%
9.7%
3.8%
3.8%
2.8%
12 Month
CPR
14.1%
14.1%
2.3%
2.3%
9.3%
9.3%
18.5%
18.5%
4.6%
4.6%
4.7%
4.7%
4.6%
4.6%
4.9%
4.9%
4.0%
4.0%
11.6%
11.6%
2.8%
2.8%
2.4%
2.4%
0.7%
0.7%
2.8%
2.8%
1.1%
1.1%
0.0%
HREMIC Bond Classes
as of May 2014
Series
2013-H15
2013-H15
2013-H16
2013-H16
2013-H16
2013-H16
2013-H16
2013-H17
2013-H17
2013-H19
2013-H19
Group
5
5
1
1
1
2
2
1
1
6
6
Class
JI
JZ
AI
FA
FI
HA
HI
AI
FA
DF
ID
Original
Principal
Balance
$65,055,855
$100,000
$54,750,000
$109,500,000
$54,750,000
$30,703,255
$30,703,255
$73,907,696
$73,907,696
$44,057,000
$44,057,000
Current
Principal
Balance
Factor
$66,249,573 1.0183491263
$103,767 1.0376720000
$52,882,199 0.9658849213
$105,764,399 0.9658849215
$52,882,199 0.9658849213
$30,812,864 1.0035699563
$31,205,129 1.0163459682
$74,088,168 1.0024418602
$73,886,067 0.9997073490
$42,579,927 0.9664735865
$42,679,170 0.9687262056
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
1 Month
CPR
4.9%
4.9%
9.7%
9.7%
9.7%
1.6%
1.6%
9.3%
9.3%
0.3%
0.3%
3 Month
CPR
2.1%
2.1%
7.8%
7.8%
7.8%
0.9%
0.9%
4.8%
4.8%
7.9%
7.9%
6 Month
CPR
2.8%
2.8%
6.9%
6.9%
6.9%
2.3%
2.3%
3.7%
3.7%
7.7%
7.7%
12 Month
CPR
0.0%
0.0%
6.0%
6.0%
6.0%
2.3%
2.3%
0.0%
0.0%
5.1%
5.1%
HREMIC Bond Classes
as of May 2014
Series
2009-H01
2009-H01
2010-H01
2010-H01
2010-H01
2010-H01
2010-H01
2010-H01
2010-H02
2010-H02
2010-H02
2010-H02
2010-H02
2010-H02
2010-H02
2010-H02
2010-H02
2010-H02
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
2010-H03
Group
1
1
1
1
2
2
3
3
1
1
2
2
3
3
4
4
5
5
1
2
3
1
2
3
4
4
5
5
6
6
7
Class
FA
FI
BI
FB
CI
FC
DI
FD
BI
FB
CI
FC
DI
FD
FG
GI
HM
MI
BI
CI
DI
FB
FC
FD
FG
GI
HA
HI
JA
JI
KA
Current
Interest Rate
1.3022%
1.8063%
1.6005%
0.9738%
1.9799%
0.9738%
1.9033%
0.9738%
1.5218%
0.8338%
1.7658%
0.8338%
1.9943%
0.8338%
0.8338%
2.2470%
4.4000%
1.2048%
1.6482%
1.8653%
2.1133%
0.7038%
0.7038%
0.7038%
0.7038%
2.3705%
4.1250%
1.4743%
4.1250%
1.5094%
4.5000%
Principal
Type
HPT
NTL (HPT)
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
NTL (HPT)
NTL (HPT)
HPT
HPT
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
Bond
Class
Interest Type
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38376ETM7
38376ETN5
38376T5F5
38376T5G3
38376T5H1
38376T5J7
38376T5K4
38376T5L2
38375BAA0
38375BAB8
38375BAC6
38375BAD4
38375BAE2
38375BAF9
38375BAG7
38375BAH5
38375BAJ1
38375BAK8
38376XNC3
38376XNE9
38376XNG4
38376XND1
38376XNF6
38376XNH2
38376XNK5
38376XNJ8
38376XNL3
38376XNM1
38376XNN9
38376XNP4
38376XNQ2
Final
Distribution
Date
11/20/2059
11/20/2059
1/20/2060
1/20/2060
1/20/2060
1/20/2060
1/20/2060
1/20/2060
2/20/2060
2/20/2060
2/20/2060
2/20/2060
2/20/2060
2/20/2060
2/20/2060
2/20/2060
2/20/2060
2/20/2060
3/20/2060
3/20/2060
3/20/2060
3/20/2060
3/20/2060
3/20/2060
3/20/2060
3/20/2060
3/20/2060
3/20/2060
3/20/2060
3/20/2060
3/20/2060
Underlying
Collateral
FX/ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
Fixed
Fixed
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
Fixed
Fixed
Fixed
Fixed
Fixed
Underlying
Collateral
WAPA
60
60
57
57
62
62
63
63
54
54
54
54
57
57
56
56
53
53
54
53
57
54
53
57
55
55
52
52
52
52
52
HREMIC Bond Classes
as of May 2014
Series
2010-H03
2010-H05
2010-H05
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H06
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H07
2010-H08
2010-H08
Group
7
1
1
1
1
2
2
3
3
4
4
5
5
6
6
7
7
1
1
2
2
3
3
4
4
5
5
6
6
1
1
Class
KI
AB
FI
FA
FI
CI
FC
DI
FD
FG
GI
FK
KI
HA
HI
JA
JI
BI
FB
CI
FC
FG
GI
FJ
JI
FK
KI
HA
HI
AB
FI
Current
Interest Rate
1.0875%
4.2500%
1.2799%
0.5338%
2.0259%
0.5877%
0.4938%
0.4979%
0.4938%
0.4938%
0.8613%
0.4938%
1.1068%
4.3700%
1.2246%
3.9700%
1.7965%
1.8571%
0.7038%
2.0247%
0.5538%
0.4938%
0.8546%
0.4938%
1.7609%
0.4938%
0.7592%
4.2000%
1.3707%
4.3000%
1.1447%
Principal
Type
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
Bond
Class
Interest Type
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38376XNR0
38375BBK7
38375BBL5
38375BAT9
38375BAU6
38375BAW2
38375BAV4
38375BAY8
38375BAX0
38375BAZ5
38375BBA9
38375BBB7
38375BBC5
38375BBD3
38375BBE1
38375BBF8
38375BBG6
38377EX25
38377EX33
38377EX41
38377EX58
38377EX66
38377EX74
38377EX82
38377EX90
38377EY24
38377EY32
38377EY40
38377EY57
38375BBN1
38375BBP6
Final
Distribution
Date
3/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
4/20/2060
Underlying
Collateral
FX/ARM
Fixed
Fixed
Fixed
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
Fixed
Fixed
Fixed
Fixed
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
Fixed
Fixed
Fixed
Fixed
Underlying
Collateral
WAPA
52
53
53
56
56
70
70
72
72
69
69
70
70
50
50
58
58
52
52
51
51
72
72
68
68
72
72
52
52
50
50
HREMIC Bond Classes
as of May 2014
Series
Group
2010-H09
1
2010-H09
1
2010-H10
1
2010-H10
1
2010-H10
2
2010-H10
2
2010-H10
3
2010-H10
3
2010-H10
4
2010-H10
4
2010-H10
5
2010-H10
5
2010-H10
6
2010-H10
6
2010-H10
7
2010-H10
7
2010-H10
8
2010-H10
8
2010-H10
8
2010-H12
1
2010-H12
1
2010-H12 2A
2010-H13
1
2010-H13
3
2010-H13
3
2010-H13
3
2010-H15
2
2010-H15
2
2010-H15 1A
2010-H15 3A
2010-H16
1
Class
AB
FI
AI
FA
BI
FB
DI
FD
EI
FE
FG
GI
FK
KI
JA
JI
HA
HB
HI
AB
FI
PT
JA
HA
HB
HI
AB
FI
PT
TP
BA
Current
Interest Rate
4.1000%
1.2590%
2.0763%
0.4838%
1.4428%
1.1538%
1.2090%
1.1538%
1.3836%
1.1538%
1.1538%
1.6740%
1.1538%
1.9307%
4.2000%
1.1725%
2.5000%
5.1500%
2.6824%
4.2000%
1.0978%
5.4700%
5.4600%
2.2500%
5.2448%
3.0190%
3.7500%
1.5197%
5.2590%
5.1500%
3.5500%
Principal
Type
HPT
NTL (HPT)
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HSEQ
HSEQ
NTL (HSEQ)
HPT
NTL (HPT)
HPT
HPT
HSEQ
HSEQ
NTL(HSEQ)
HPT
NTL (HPT)
HPT
HPT
HPT
Bond
Class
Interest Type
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
FIX/HZ
HWAC/IO/DLY
FIX/HZ
FIX/HZ
HWAC/IO/DLY
HPT
NTL (HPT)
HPT
FIX/HZ
FIX/HZ
HWAC/HZ/DLY
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/HZ/DLY
FIX/HZ
FIX/HZ
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BBR2
38375BBS0
38375BBU5
38375BBV3
38375BBW1
38375BBX9
38375BBY7
38375BBZ4
38375BCB6
38375BCA8
38375BCC4
38375BCD2
38375BCE0
38375BCF7
38375BCG5
38375BCH3
38375BCJ9
38375BCL4
38375BCK6
38375BCT7
38375BCU4
38375BCV2
38375BCZ3
38375BDB5
38375BDC3
38375BDE9
38375BDQ2
38375BDR0
38375BDN9
38375BDS8
38375BDK5
Final
Distribution
Date
5/20/2060
5/20/2060
5/20/2060
5/20/2060
5/20/2060
5/20/2060
5/20/2060
5/20/2060
5/20/2060
5/20/2060
5/20/2060
5/20/2060
5/20/2060
5/20/2060
6/20/2060
6/20/2060
6/20/2060
6/20/2060
6/20/2060
7/20/2060
7/20/2060
11/20/2059
10/20/2059
7/20/2060
7/20/2060
7/20/2060
8/20/2060
8/20/2060
8/20/2060
8/20/2060
7/20/2060
Underlying
Collateral
FX/ARM
Fixed
Fixed
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
ARM
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Underlying
Collateral
WAPA
49
49
51
51
51
51
56
56
53
53
57
57
55
55
49
49
48
48
48
48
48
55
56
47
47
47
46
46
46
46
47
HREMIC Bond Classes
as of May 2014
Series
2010-H16
2010-H17
2010-H17
2010-H17
2010-H17
2010-H17
2010-H18
2010-H18
2010-H18
2010-H18
2010-H18
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H19
2010-H20
2010-H20
2010-H21
2010-H21
2010-H21
2010-H21
2010-H22
2010-H22
2010-H22
Group
1
1
1
2
2
3A
1
1
2
2
3
1
1
3
3
4
4
5
2A
2A
2B
2B
1
1
1
1
2
2
2
2
3
Class
BI
AI
FA
BI
FB
XP
AF
IF
A
AI
PL
BI
FB
FG
GI
JA
JI
PT
CI
DI
FC
FD
AF
IF
HA
HI
JA
JI
HA
HI
JA
Current
Interest Rate
1.8055%
1.3910%
0.4838%
2.0638%
0.5038%
5.3017%
0.4555%
1.4047%
3.6000%
1.6450%
5.0100%
1.4580%
0.4855%
0.4555%
1.4023%
2.7400%
2.6397%
5.3225%
2.3663%
2.1368%
0.4555%
0.4555%
0.4855%
1.4469%
3.5160%
1.8852%
3.0500%
2.4940%
3.1500%
2.1694%
2.7500%
Principal
Type
NTL (HPT)
NTL (HPT)
HPT
NTL (HPT)
HPT
SC/NTL(HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
Bond
Class
Interest Type
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/HZ/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BDL3
38375BDX7
38375BDY5
38375BDZ2
38375BEA6
38375BED0
38375BER9
38375BES7
38375BET5
38375BEU2
38375BEV0
38375BFJ6
38375BFK3
38375BFQ0
38375BFR8
38375BFS6
38375BFT4
38375BFU1
38375BFL1
38375BFM9
38375BFN7
38375BFP2
38375BGF3
38375BGG1
38375BGA4
38375BGB2
38375BGC0
38375BGD8
38375BHJ4
38375BHK1
38375BHL9
Final
Distribution
Date
7/20/2060
7/20/2060
7/20/2060
7/20/2060
7/20/2060
7/20/2060
9/20/2060
9/20/2060
9/20/2060
9/20/2060
9/20/2060
8/20/2060
8/20/2060
8/20/2060
8/20/2060
8/20/2060
8/20/2060
8/20/2060
8/20/2060
8/20/2060
8/20/2060
8/20/2060
10/20/2060
10/20/2060
10/20/2060
10/20/2060
2/20/2060
2/20/2060
10/20/2060
10/20/2060
11/20/2060
Underlying
Collateral
FX/ARM
Fixed
ARM
ARM
ARM
ARM
Fixed
ARM
ARM
Fixed
Fixed
Fixed
ARM
ARM
ARM
ARM
Fixed
Fixed
Fixed
ARM
ARM
ARM
ARM
ARM
ARM
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Underlying
Collateral
WAPA
47
48
48
53
53
47
46
46
45
45
45
47
47
47
47
46
46
48
58
58
54
54
45
45
44
44
53
53
46
46
44
HREMIC Bond Classes
as of May 2014
Series
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H22
2010-H23
2010-H23
2010-H23
2010-H24
2010-H24
2010-H24
2010-H24
2010-H26
2010-H26
2010-H27
2010-H27
2010-H27
2010-H27
2010-H28
2010-H28
2010-H28
2010-H28
2010-H28
2010-H28
Group
3
4
4
5
5
6
1A
1A
1B
1B
1C
1C
1
1
2
1
1
2
2
1
1
1
1
2
2
1
1
3
3
2A
2A
Class
JI
LA
LI
EI
FE
PT
CI
FC
BI
FB
AI
FA
A
FI
PT
HA
HI
FA
FI
IO
LF
JA
JI
FA
FI
HA
HI
EI
FE
JA
JI
Current
Interest Rate
2.5004%
3.7500%
1.3517%
2.1080%
0.5055%
5.2001%
2.3655%
0.4755%
2.0859%
0.4755%
1.3689%
0.4755%
3.1500%
2.2055%
5.4268%
2.7500%
2.5879%
0.5055%
1.5049%
0.8294%
0.5055%
3.0000%
1.5503%
0.5355%
1.3216%
3.0000%
2.2730%
1.9674%
0.5555%
3.7500%
1.0976%
Principal
Type
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
Bond
Class
Interest Type
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/HZ/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FIX/HZ
HWAC/IO/DLY
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BHM7
38375BHN5
38375BHP0
38375BHQ8
38375BHR6
38375BHS4
38375BHE5
38375BHH8
38375BHD7
38375BHG0
38375BHC9
38375BHF2
38375BGW6
38375BGX4
38375BGY2
38375BGM8
38375BGN6
38375BGP1
38375BGQ9
38375BGT3
38375BGS5
38375BJH6
38375BJJ2
38375BJK9
38375BJL7
38375BHW5
38375BHX3
38375BJF0
38375BJE3
38375BHY1
38375BHZ8
Final
Distribution
Date
11/20/2060
10/20/2060
10/20/2060
5/20/2059
5/20/2059
11/20/2060
10/20/2060
10/20/2060
9/20/2060
9/20/2060
10/20/2060
10/20/2060
10/20/2060
10/20/2060
10/20/2060
11/20/2060
11/20/2060
10/20/2060
10/20/2060
8/20/2058
8/20/2058
11/20/2060
11/20/2060
12/20/2060
12/20/2060
11/20/2060
11/20/2060
12/20/2060
12/20/2060
12/20/2060
12/20/2060
Underlying
Collateral
FX/ARM
Fixed
Fixed
Fixed
ARM
ARM
Fixed
ARM
ARM
ARM
ARM
ARM
ARM
Fixed
Fixed
Fixed
Fixed
Fixed
ARM
ARM
ARM
ARM
Fixed
Fixed
ARM
ARM
Fixed
Fixed
ARM
ARM
Fixed
Fixed
Underlying
Collateral
WAPA
44
45
45
61
61
44
59
59
52
52
45
45
44
44
48
43
43
44
44
75
75
43
43
43
43
43
43
51
51
42
42
HREMIC Bond Classes
as of May 2014
Series
2010-H28
2010-H28
2010-H28
2010-H28
2011-H01
2011-H01
2011-H03
2011-H03
2011-H03
2011-H03
2011-H05
2011-H05
2011-H05
2011-H05
2011-H05
2011-H05
2011-H06
2011-H06
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H08
2011-H09
Group
2B
2B
2C
2C
1
1
1
1
2
2
2
2
1A
1A
1B
1B
1
1
2
2
3
3
3
4
4
1A
1A
1B
1B
1B
1
Class
KA
KI
LA
LI
AF
IF
AI
FI
HA
HI
HA
HI
AI
FA
BI
FB
FA
FI
DI
FD
HA
HB
HC
FG
GI
BI
FB
CI
FC
FA
AF
Current
Interest Rate
3.7500%
1.6568%
3.1700%
1.7540%
0.6055%
1.2633%
1.5565%
0.6555%
3.3000%
1.5643%
3.2500%
1.6142%
1.5775%
0.6555%
1.5937%
0.6555%
0.6055%
1.2626%
1.7095%
0.6555%
4.7500%
4.7500%
4.7500%
0.6355%
1.2519%
1.9504%
0.7555%
1.0902%
0.7555%
0.7555%
0.6555%
Principal
Type
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
NTL (HPT)
HPT
HSEQ
HSEQ
HSEQ
HPT
NTL (HPT)
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
HPT
Bond
Class
Interest Type
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/HZ/DLY
HWAC/HZ/DLY
HWAC/HZ/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
FLT/HWAC/HZ
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BJA1
38375BJB9
38375BJC7
38375BJD5
38375BJN3
38375BJP8
38375BJR4
38375BJS2
38375BJT0
38375BJU7
38375BKF8
38375BKG6
38375BKB7
38375BKD3
38375BKC5
38375BKE1
38375BKL5
38375BKM3
38375BKW1
38375BKX9
38375BKY7
38375BKZ4
38375BLA8
38375BLC4
38375BLB6
38375BKS0
38375BKU5
38375BKT8
38375BKV3
38375BLH3
38375BLE0
Final
Distribution
Date
12/20/2060
12/20/2060
12/20/2060
12/20/2060
11/20/2060
11/20/2060
1/20/2061
1/20/2061
1/20/2061
1/20/2061
1/20/2061
1/20/2061
12/20/2060
12/20/2060
12/20/2060
12/20/2060
2/20/2061
2/20/2061
2/20/2059
3/20/2061
3/20/2061
3/20/2061
3/20/2061
3/20/2061
3/20/2061
12/20/2059
3/20/2061
2/20/2061
3/20/2061
3/20/2061
3/20/2061
Underlying
Collateral
FX/ARM
Fixed
Fixed
Fixed
Fixed
ARM
ARM
ARM
ARM
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Underlying
Collateral
WAPA
42
42
42
42
44
44
48
48
41
41
41
41
47
47
48
48
42
42
52
52
39
39
39
39
39
59
59
43
43
43
40
HREMIC Bond Classes
as of May 2014
Series
2011-H09
2011-H10
2011-H10
2011-H11
2011-H11
2011-H11
2011-H11
2012-H01
2012-H01
2012-H01
2012-H02
2012-H02
2012-H03
2012-H03
2012-H03
2012-H03
2012-H04
2012-H04
2012-H05
2012-H05
2012-H06
2012-H06
2012-H06
2012-H06
2012-H06
2012-H06
2012-H06
2012-H06
2012-H06
2012-H06
2012-H07
Group
1
1
1
1
1
2
2
1
1
2
1
1
1A
1A
1B
1B
1
1
1
1
1
1
2
2
3
3
4
4
5
5
1A
Class
IF
AF
IF
0
0
0
0
AI
FA
HA
A
AI
FB
IB
FC
IC
FA
FI
A
AI
AI
FA
FS
SI
HA
HI
BI
FB
JA
JI
FA
Current
Interest Rate
1.2020%
0.6155%
1.1732%
1.7045%
0.6555%
1.2939%
0.6555%
1.0396%
0.8555%
5.4316%
3.0000%
1.7910%
0.8555%
0.9218%
0.8555%
1.9869%
0.9755%
0.9317%
3.5000%
1.2390%
1.3677%
0.7855%
0.8555%
1.5276%
4.2300%
0.5210%
4.8878%
0.6555%
3.0000%
2.0050%
0.7855%
Principal
Type
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
Bond
Class
Interest Type
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/HZ/DLY
HWAC/IO/DLY
HWAC/IO
FLT/HWAC/HZ
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BLF7
38375BLJ9
38375BLK6
38375BLM2
38375BLN0
38375BLP5
38375BLQ3
38375BNW8
38375BNX6
38375BNY4
38375BPA4
38375BPB2
38375BPD8
38375BPF3
38375BPE6
38375BPG1
38375BPL0
38375BPM8
38375BQF2
38375BQG0
38375BPP1
38375BPQ9
38375BPR7
38375BPS5
38375BPT3
38375BPU0
38375BPV8
38375BPW6
38375BPX4
38375BPY2
38375BQA3
Final
Distribution
Date
3/20/2061
8/20/2060
8/20/2060
3/20/2061
3/20/2061
4/20/2061
4/20/2061
11/20/2062
11/20/2062
1/20/2062
1/20/2062
1/20/2062
1/20/2062
1/20/2062
9/20/2059
9/20/2059
2/20/2062
2/20/2062
3/20/2062
3/20/2062
1/20/2062
1/20/2062
3/20/2062
3/20/2062
2/20/2062
2/20/2062
1/20/2062
1/20/2062
2/20/2062
2/20/2062
3/20/2062
Underlying
Collateral
FX/ARM
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
LIBOR
Underlying
Collateral
WAPA
40
61
61
50
50
39
39
41
41
57
34
34
37
37
58
58
33
33
36
36
43
43
31
31
30
30
56
56
31
31
29
HREMIC Bond Classes
as of May 2014
Series
2012-H07
2012-H07
2012-H07
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H08
2012-H09
2012-H09
2012-H09
2012-H09
2012-H09
2012-H10
2012-H10
2012-H10
2012-H10
2012-H11
2012-H11
2012-H11
2012-H11
2012-H11
2012-H11
2012-H11
Group
1A
1B
1B
1
1
2
2
3
3
4
4
5
5
6
6
1
1
2
2
2
1
1
2
2
1A
1A
1B
1B
2A
2A
2B
Class
FI
KA
KI
AI
FA
BI
FB
FS
SI
CI
FC
HA
XA
HB
XB
A
AI
AF
FC
IC
AI
FA
FS
SI
BA
BI
CA
CI
GA
GI
VA
Current
Interest Rate
1.4371%
3.5000%
1.1810%
1.3108%
0.7555%
1.4199%
0.7555%
0.8555%
1.2266%
1.3513%
0.7255%
2.0000%
3.3250%
2.0000%
2.8358%
3.5000%
1.1426%
0.7355%
0.9355%
0.9952%
1.2114%
0.7055%
0.7555%
1.4144%
2.0000%
2.6460%
1.7500%
2.9046%
0.7355%
1.5463%
0.8055%
Principal
Type
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
Bond
Class
Interest Type
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BQB1
38375BQC9
38375BQD7
38375BQK1
38375BQL9
38375BQM7
38375BQN5
38375BQP0
38375BQQ8
38375BQR6
38375BQS4
38375BQT2
38375BQU9
38375BQV7
38375BQW5
38375BRF1
38375BRG9
38375BRJ3
38375BRH7
38375BRK0
38375BRA2
38375BRB0
38375BRC8
38375BRD6
38375BSF0
38375BSG8
38375BSH6
38375BSJ2
38375BSM5
38375BSN3
38375BSP8
Final
Distribution
Date
3/20/2062
3/20/2062
3/20/2062
1/20/2062
1/20/2062
3/20/2062
3/20/2062
4/20/2062
4/20/2062
4/20/2062
4/20/2062
9/20/2060
9/20/2060
3/20/2062
3/20/2062
4/20/2062
4/20/2062
3/20/2062
3/20/2062
3/20/2062
12/20/2061
12/20/2061
12/20/2061
12/20/2061
5/20/2062
5/20/2062
4/20/2062
4/20/2062
5/20/2062
5/20/2062
5/20/2062
Underlying
Collateral
FX/ARM
LIBOR
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
LIBOR
Underlying
Collateral
WAPA
29
28
28
43
43
36
36
30
30
40
40
45
45
42
42
28
28
40
40
40
35
35
33
33
28
28
32
32
28
28
26
HREMIC Bond Classes
as of May 2014
Series
2012-H11
2012-H11
2012-H11
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H12
2012-H13
2012-H13
2012-H13
2012-H13
2012-H13
2012-H13
2012-H14
2012-H14
2012-H14
2012-H14
2012-H14
2012-H14
2012-H14
2012-H14
2012-H14
Group
2B
2C
2C
1
1
2
2
3
3
3
4
4
5
5
6
6
1
1
2
2
3
3
1A
1A
1B
1B
1C
1C
2A
2A
2B
Class
VI
FA
FI
FT
TI
HA
XA
HB
HC
XB
AI
FA
BI
FB
CI
FC
AI
FA
BI
FB
HA
HI
GA
GI
DA
DI
NA
NI
FA
FI
KA
Current
Interest Rate
1.8133%
0.8555%
1.2195%
0.8100%
0.4206%
2.0000%
2.5329%
2.0000%
2.0000%
2.7871%
1.3643%
0.7055%
0.7935%
1.2055%
1.4789%
0.7055%
1.5109%
0.6955%
1.6495%
0.6855%
2.0000%
3.3602%
2.0000%
2.6413%
0.9055%
4.6252%
2.0000%
2.6351%
0.7355%
1.5712%
0.7355%
Principal
Type
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
Bond
Class
Interest Type
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BSQ6
38375BSK9
38375BSL7
38375BRN4
38375BRP9
38375BRQ7
38375BRR5
38375BRS3
38375BRT1
38375BRU8
38375BRV6
38375BRW4
38375BRX2
38375BRY0
38375BRZ7
38375BSA1
38375BSS2
38375BST0
38375BSU7
38375BSV5
38375BSW3
38375BSX1
38375BTF9
38375BTG7
38375BTD4
38375BTE2
38375BTH5
38375BTJ1
38375BTM4
38375BTN2
38375BTR3
Final
Distribution
Date
5/20/2062
2/20/2062
2/20/2062
5/20/2062
5/20/2062
3/20/2062
3/20/2062
5/20/2062
5/20/2062
5/20/2062
4/20/2062
4/20/2062
2/20/2062
2/20/2062
5/20/2062
5/20/2062
5/20/2062
5/20/2062
5/20/2062
5/20/2062
9/20/2060
9/20/2060
6/20/2062
6/20/2062
6/20/2060
6/20/2060
6/20/2062
6/20/2062
7/20/2062
7/20/2062
7/20/2062
Underlying
Collateral
FX/ARM
LIBOR
LIBOR
LIBOR
CMT
CMT
Fixed
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
LIBOR
Underlying
Collateral
WAPA
26
31
31
92
92
27
27
31
31
31
32
32
34
34
32
32
25
25
42
42
46
46
24
24
49
49
24
24
25
25
35
HREMIC Bond Classes
as of May 2014
Series
2012-H14
2012-H14
2012-H14
2012-H15
2012-H15
2012-H15
2012-H15
2012-H15
2012-H15
2012-H16
2012-H16
2012-H18
2012-H18
2012-H18
2012-H18
2012-H18
2012-H18
2012-H18
2012-H19
2012-H19
2012-H20
2012-H20
2012-H20
2012-H20
2012-H20
2012-H20
2012-H20
2012-H20
2012-H20
2012-H21
2012-H21
Group
2B
2C
2C
1
1
2
2
3
3
1
1
1A
1B
1B
1C
1C
1D
1D
1
1
1A
1A
1B
1B
1C
1C
2A
2A
2B
1
1
Class
KI
HA
HI
CI
FC
FA
XA
BI
FB
HA
HI
PT
SA
SI
FA
FI
NA
NI
AI
FA
FA
FI
MA
MI
KA
KI
BA
BI
PT
FA
SA
Current
Interest Rate
0.9448%
0.7855%
1.3031%
1.2756%
0.6655%
0.6055%
4.9492%
1.5634%
0.6555%
2.0000%
2.4464%
1.0289%
0.7355%
1.6594%
0.7055%
1.5252%
0.6755%
1.4737%
1.5469%
0.6755%
4.0000%
0.5728%
0.8555%
4.0955%
2.0000%
2.2330%
0.7155%
1.4797%
1.0069%
0.6555%
1.6162%
Principal
Type
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
Bond
Class
Interest Type
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FIX/HZ
HWAC/IO/DLY
HWAC/HZ/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/HZ/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/HZ/DLY
FLT/HWAC/HZ
HWAC/IO
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BTS1
38375BTP7
38375BTQ5
38375BTZ5
38375BUA8
38375BUB6
38375BUC4
38375BUD2
38375BUE0
38375BTA0
38375BTB8
38375BUN0
38375BUP5
38375BUQ3
38375BUJ9
38375BUK6
38375BUL4
38375BUM2
38375BUS9
38375BUT7
38375BVJ8
38375BVK5
38375BVL3
38375BVM1
38375BVN9
38375BVP4
38375BVQ2
38375BVR0
38375BVS8
38375BVU3
38375BVV1
Final
Distribution
Date
7/20/2062
7/20/2062
7/20/2062
6/20/2062
6/20/2062
5/20/2062
5/20/2062
6/20/2062
6/20/2062
7/20/2062
7/20/2062
8/20/2062
8/20/2062
8/20/2062
8/20/2062
8/20/2062
8/20/2062
8/20/2062
8/20/2062
8/20/2062
9/20/2062
9/20/2062
4/20/2061
4/20/2061
6/20/2062
6/20/2062
9/20/2062
9/20/2062
7/20/2062
7/20/2062
7/20/2062
Underlying
Collateral
FX/ARM
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
LIBOR
LIBOR
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
CMT
LIBOR
LIBOR
Underlying
Collateral
WAPA
35
30
30
45
45
56
56
26
26
25
25
72
24
24
24
24
35
35
46
46
22
22
38
38
24
24
25
25
85
27
27
HREMIC Bond Classes
as of May 2014
Series
2012-H21
2012-H21
2012-H21
2012-H21
2012-H21
2012-H21
2012-H21
2012-H21
2012-H22
2012-H22
2012-H22
2012-H22
2012-H22
2012-H22
2012-H22
2012-H23
2012-H23
2012-H23
2012-H23
2012-H23
2012-H23
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
Group
2
2
3
3
4
4
5
5
1
1
2
2
3
3
3
1
1
2A
2A
2B
2B
2
2
3
3
4
4
5
5
5
6
Class
FB
SB
AF
AS
CF
CS
DF
DS
FA
SA
FB
SB
FD
HD
SD
FA
FI
SA
SI
WA
WI
CI
FC
FA
SA
HA
HI
AD
FH
SH
BD
Current
Interest Rate
0.8555%
3.9897%
0.8555%
3.9718%
0.8555%
4.0007%
0.8055%
4.0503%
1.0055%
4.0798%
1.0055%
4.4696%
0.6255%
5.2630%
4.6437%
3.8500%
0.7853%
0.6855%
1.6391%
0.6755%
1.5706%
1.8387%
0.5555%
0.6055%
4.8998%
3.3600%
1.1268%
4.7487%
0.7555%
4.0000%
4.7487%
Principal
Type
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HSEQ
HSEQ
NTL (HSEQ)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HSEQ
HSEQ
NTL (HSEQ)
HSEQ
Bond
Class
Interest Type
FLT/HWAC/HZ
HWAC/IO
FLT/HWAC/HZ
HWAC/IO
FLT/HWAC/HZ
HWAC/IO
FLT/HWAC/HZ
HWAC/IO
FLT/HWAC/HZ
HWAC/IO
FLT/HWAC/HZ
HWAC/IO
FLT/HWAC/HZ
HWAC/HZ/DLY
HWAC/IO
HWAC/HZ/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO
FIX/HZ
HWAC/IO/DLY
HWAC/HZ/DLY
FLT/HWAC/HZ
HWAC/IO
HWAC/HZ/DLY
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BVW9
38375BVX7
38375BVY5
38375BVZ2
38375BWA6
38375BWB4
38375BWC2
38375BWD0
38375BUV2
38375BUW0
38375BUX8
38375BUY6
38375BUZ3
38375BVA7
38375BVB5
38375BXR8
38375BXS6
38375BXT4
38375BXU1
38375BXV9
38375BXW7
38375BWM0
38375BWN8
38375BWP3
38375BWQ1
38375BWR9
38375BWS7
38375BWT5
38375BWU2
38375BWV0
38375BWW8
Final
Distribution
Date
5/20/2062
5/20/2062
5/20/2062
5/20/2062
5/20/2061
5/20/2061
5/20/2061
5/20/2061
12/20/2060
12/20/2060
10/20/2059
10/20/2059
1/20/2061
1/20/2061
1/20/2061
10/20/2062
10/20/2062
10/20/2062
10/20/2062
10/20/2062
10/20/2062
10/20/2062
10/20/2062
3/20/2060
3/20/2060
10/20/2062
10/20/2062
9/20/2062
9/20/2062
9/20/2062
9/20/2062
Underlying
Collateral
FX/ARM
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Underlying
Collateral
WAPA
37
37
36
36
38
38
38
38
43
43
57
57
45
45
45
26
26
26
26
23
23
28
28
52
52
20
20
36
36
36
36
HREMIC Bond Classes
as of May 2014
Series
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H24
2012-H25
2012-H25
2012-H25
2012-H25
2012-H26
2012-H26
2012-H26
2012-H26
2012-H26
2012-H26
2012-H26
2012-H26
2012-H26
2012-H26
2012-H27
2012-H27
2012-H27
2012-H27
2012-H27
2012-H27
2012-H27
2012-H27
2012-H27
2012-H28
2012-H28
Group
6
6
7
7
8
8
1
1
2
2
1A
1A
1B
1B
2A
2A
2B
2B
2C
2C
1
1
1
2
2
3
3
4
4
1
1
Class
FD
SD
FE
SE
FG
SG
FA
FI
BF
BI
FA
FI
BA
BI
MA
MI
CA
CI
JA
JI
BI
FB
HB
HA
HI
AI
FA
FS
SI
FA
SA
Current
Interest Rate
0.7455%
4.0098%
0.7555%
3.8325%
0.5855%
4.9502%
0.8555%
3.7379%
0.5355%
1.6010%
0.4955%
1.7876%
0.5055%
1.5684%
0.7055%
4.0604%
0.6855%
4.5683%
0.7055%
4.2570%
4.3336%
0.6555%
4.9888%
2.0000%
2.4600%
1.7605%
0.5555%
0.5555%
1.7576%
0.7355%
3.8863%
Principal
Type
HSEQ
NTL (HSEQ)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HSEQ)
HSEQ
HSEQ
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
Bond
Class
Interest Type
FLT/HWAC/HZ
HWAC/IO
FLT/HWAC/HZ
HWAC/IO
FLT/HWAC/HZ
HWAC/IO
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO
FLT/HWAC/HZ
HWAC/HZ/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BWX6
38375BWY4
38375BWZ1
38375BXA5
38375BXB3
38375BXC1
38375BXY3
38375BXZ0
38375BYA4
38375BYB2
38375BYL0
38375BYM8
38375BYN6
38375BYP1
38375BYQ9
38375BYR7
38375BYS5
38375BYT3
38375BYU0
38375BYV8
38375BYX4
38375BYY2
38375BYZ9
38375BZA3
38375BZB1
38375BZC9
38375BZD7
38375BZE5
38375BZF2
38375BYE6
38375BYF3
Final
Distribution
Date
9/20/2062
9/20/2062
10/20/2062
10/20/2062
4/20/2060
4/20/2060
12/20/2061
12/20/2061
9/20/2062
9/20/2062
11/20/2062
11/20/2062
10/20/2062
10/20/2062
7/20/2062
7/20/2062
7/20/2060
7/20/2060
10/20/2061
10/20/2061
10/20/2062
10/20/2062
10/20/2062
11/20/2062
11/20/2062
10/20/2062
10/20/2062
10/20/2062
10/20/2062
9/20/2062
9/20/2062
Underlying
Collateral
FX/ARM
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Underlying
Collateral
WAPA
36
36
22
22
54
54
31
31
28
28
22
22
39
39
38
38
47
47
39
39
45
45
45
20
20
38
38
23
23
34
34
HREMIC Bond Classes
as of May 2014
Series
2012-H28
2012-H28
2012-H28
2012-H28
2012-H29
2012-H29
2012-H29
2012-H29
2012-H29
2012-H29
2012-H29
2012-H29
2012-H29
2012-H30
2012-H30
2012-H30
2012-H30
2012-H30
2012-H30
2012-H30
2012-H30
2012-H30
2012-H30
2012-H31
2012-H31
2012-H31
2012-H31
2012-H31
2012-H31
2012-H31
2013-H01
Group
2
2
3
3
1
2
2
3
3
4
4
5
5
1A
1A
1B
1B
2A
2A
2B
2B
2C
2C
1
1
2
2
3
3
4
1A
Class
FB
SB
FC
SC
FI
SA
SI
BF
BI
CF
CI
HF
HI
SA
SI
GA
GI
JA
JI
PA
PI
VA
VI
AI
FA
FT
TI
CI
FC
HA
FA
Current
Interest Rate
0.6555%
4.0299%
0.6555%
4.0937%
1.4737%
0.6705%
1.7585%
0.4955%
1.6440%
0.4955%
1.4045%
0.6555%
4.2001%
0.5255%
1.8610%
0.5055%
1.8524%
0.6355%
4.7619%
0.6055%
4.8665%
1.7500%
2.8541%
1.7201%
0.5055%
0.5600%
0.7181%
5.2381%
0.3055%
1.6500%
1.6500%
Principal
Type
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
NTL (HPT)
HPT
HSEQ
HPT
Bond
Class
Interest Type
FLT/HWAC/HZ
HWAC/IO
FLT/HWAC/HZ
HWAC/IO
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO
FLT/HWAC/HZ
FIX/HZ
FIX/HZ
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BYG1
38375BYH9
38375BZL9
38375BZM7
38375BZR6
38375BZS4
38375BZT2
38375BZU9
38375BZV7
38375BZW5
38375BZX3
38375BZY1
38375BZZ8
38375BA93
38375BB27
38375BA77
38375BA85
38375BB35
38375BB43
38375BB50
38375BB68
38375BB76
38375BB84
38375BC34
38375BC42
38375BC59
38375BC67
38375BC75
38375BC83
38375BC91
38375BE73
Final
Distribution
Date
11/20/2061
11/20/2061
1/20/2062
1/20/2062
10/20/2062
10/20/2062
10/20/2062
11/20/2062
11/20/2062
2/20/2062
2/20/2062
10/20/2062
10/20/2062
12/20/2062
12/20/2062
12/20/2062
12/20/2062
1/20/2062
1/20/2062
11/20/2062
11/20/2062
12/20/2062
12/20/2062
11/20/2062
11/20/2062
11/20/2062
11/20/2062
9/20/2062
9/20/2062
10/20/2062
1/20/2063
Underlying
Collateral
FX/ARM
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
CMT
CMT
Fixed
Fixed
Fixed
Fixed
Underlying
Collateral
WAPA
33
33
39
39
27
27
27
27
27
34
34
36
36
20
20
20
20
53
53
55
55
19
19
42
42
89
89
63
63
24
18
HREMIC Bond Classes
as of May 2014
Series
Group
2013-H01 1A
2013-H01 1B
2013-H01 1B
2013-H01
2
2013-H01
2
2013-H02
2
2013-H02
2
2013-H03
1
2013-H03
1
2013-H04
1
2013-H04
1
2013-H04
2
2013-H04
2
2013-H05
1
2013-H05
1
2013-H05
2
2013-H05
2
2013-H06
1
2013-H06
1
2013-H06
1
2013-H06
2
2013-H06
2
2013-H06
2
2013-H06
3
2013-H06
3
2013-H08
2
2013-H08
2
2013-H08
2
2013-H08
2
2013-H08
3
2013-H08
3
Class
Fi
TA
TI
JA
JI
DI
FD
FA
SA
BA
BI
SA
SI
FA
SA
FB
SB
KA
KB
KI
HA
HB
HI
MA
MI
CI
DI
FC
FD
AI
FA
Current
Interest Rate
2.8497%
0.6555%
4.1890%
0.4755%
1.8188%
1.7976%
0.4955%
0.4555%
5.1356%
1.6500%
2.8370%
0.5755%
1.8311%
0.6555%
3.9050%
0.5555%
4.1776%
1.6500%
4.5272%
2.8882%
1.6500%
4.5854%
2.9393%
1.6500%
2.7994%
1.6581%
1.8252%
0.6055%
0.6055%
1.7434%
0.5055%
Principal
Type
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HSEQ
HSEQ
NTL (HSEQ)
HSEQ
HSEQ
NTL (HSEQ)
HSEQ
NTL (HSEQ)
NTL(HPT)
NTL(HPT)
HPT
HPT
NTL(HPT)
HPT
Bond
Class
Interest Type
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ/DLY
HWAC/IO/DLY
FLT/HWAC/HZ/DLY
HWAC/IO/DLY
FIX/HZ
HWAC/HZ/DLY
HWAC/IO/DLY
FIX/HZ
HWAC/HZ/DLY
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BE81
38375BE99
38375BF23
38375BF31
38375BF49
38375BG97
38375BH21
38375BF64
38375BF72
38375BK84
38375BK92
38375BL26
38375BL34
38375BL59
38375BL67
38375BL75
38375BL83
38375BJ37
38375BJ45
38375BJ52
38375BJ60
38375BJ78
38375BJ86
38375BJ94
38375BK43
38375BM66
38375BM74
38375BM82
38375BM90
38375BN24
38375BN32
Final
Distribution
Date
1/20/2063
1/20/2063
1/20/2063
1/20/2063
1/20/2063
12/20/2062
12/20/2062
8/20/2062
8/20/2062
2/20/2063
2/20/2063
2/20/2063
2/20/2063
10/20/2062
10/20/2062
2/20/2062
2/20/2062
1/20/2063
1/20/2063
1/20/2063
1/20/2063
1/20/2063
1/20/2063
1/20/2063
1/20/2063
2/20/2063
3/20/2063
2/20/2063
3/20/2063
3/20/2063
3/20/2063
Underlying
Collateral
FX/ARM
Fixed
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Underlying
Collateral
WAPA
18
40
40
20
20
26
26
59
59
16
16
19
19
22
22
38
38
23
23
23
25
25
25
17
17
22
19
22
19
16
16
HREMIC Bond Classes
as of May 2014
Series
2013-H08
2013-H08
2013-H08
2013-H08
2013-H08
2013-H08
2013-H08
2013-H09
2013-H09
2013-H09
2013-H09
2013-H09
2013-H09
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
Group
4
4
5
5
5
6
6
1
1
2B
2B
2A
2A
1
1
2A
2A
2B
2B
3A
3A
3B
3B
4
4
5
5
6
6
7
7
Class
MA
MI
JA
JB
JI
BF
BI
HA
HI
GA
GI
SA
SI
HA
HI
JA
JI
KA
KI
BI
MB
CI
MC
FT
TI
FA
FI
LA
LI
FS
SI
Current
Interest Rate
3.0000%
1.5006%
1.6500%
4.5864%
2.9565%
0.5555%
1.7279%
1.6500%
2.7690%
0.6355%
1.7315%
0.6555%
1.7730%
1.6500%
3.0961%
1.7500%
2.6930%
1.7500%
2.7603%
2.8055%
1.7500%
2.8055%
1.7500%
0.5600%
0.4804%
0.5555%
1.6718%
2.5000%
2.0320%
1.1555%
1.3331%
Principal
Type
HPT
NTL(HPT)
HSEQ
HSEQ
NTL(HSEQ)
HPT
NTL(HPT)
HPT
NTL(HPT)
HPT
NTL(HPT)
HPT
NTL(HPT)
HPT
NTL(HPT)
HPT
NTL(HPT)
HPT
NTL(HPT)
NTL(HPT)
HPT
NTL(HPT)
HPT
HPT
NTL(HPT)
HPT
NTL(HPT)
HPT
NTL(HPT)
HPT
NTL(HPT)
Bond
Class
Interest Type
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/HZ/DLY
HWAC/IO/DLY
FLT/HWAC/HZ/DLY
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BN40
38375BN57
38375BN65
38375BN73
38375BN81
38375BN99
38375BP22
38375BR95
38375BS29
38375BS37
38375BS45
38375BS52
38375BS60
38375BS86
38375BS94
38375BT28
38375BT36
38375BT44
38375BT51
38375BT69
38375BT85
38375BT77
38375BT93
38375BU26
38375BU34
38375BU42
38375BU59
38375BU67
38375BU75
38375BU83
38375BU91
Final
Distribution
Date
3/20/2063
3/20/2063
3/20/2063
3/20/2063
3/20/2063
3/20/2063
3/20/2063
5/20/2063
5/20/2063
5/20/2063
5/20/2063
5/20/2063
5/20/2063
3/20/2063
3/20/2063
4/20/2063
4/20/2063
4/20/2063
4/20/2063
3/20/2063
3/20/2063
3/20/2063
3/20/2063
4/20/2063
4/20/2063
3/20/2063
3/20/2063
4/20/2063
4/20/2063
4/20/2063
4/20/2063
Underlying
Collateral
FX/ARM
Fixed
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
CMT
CMT
LIBOR
LIBOR
Fixed
Fixed
LIBOR
LIBOR
Underlying
Collateral
WAPA
16
16
21
21
21
17
17
17
17
17
17
19
19
25
25
15
15
14
14
19
19
19
19
83
83
53
53
15
15
22
22
HREMIC Bond Classes
as of May 2014
Series
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H10
2013-H11
2013-H11
2013-H11
2013-H11
2013-H11
2013-H11
2013-H11
2013-H11
2013-H12
2013-H12
2013-H13
2013-H13
2013-H14
2013-H14
2013-H15
2013-H15
2013-H15
2013-H15
2013-H15
2013-H15
2013-H15
2013-H15
2013-H15
Group
8
8
9
9
10
10
11
11
1
1
2
2
3
3
4
4
1
1
1
1
3
3
1
1
2
2
3
3
4
4
5
Class
DI
FD
PA
PI
QA
QI
FC
SC
FA
FI
LA
LI
HA
HI
JA
JI
A
IA
AI
FA
HB
HI
AI
FA
BI
FB
CI
FC
HA
HI
JA
Current
Interest Rate
1.5554%
0.6055%
2.5000%
1.9145%
1.5000%
3.4488%
0.4055%
5.1061%
0.6055%
1.7646%
3.5000%
1.0415%
1.5000%
2.9708%
3.5000%
0.9697%
3.5000%
1.0051%
1.7456%
0.5655%
2.0000%
1.8766%
1.6653%
0.6955%
1.7327%
0.7055%
1.7580%
0.6555%
2.2500%
2.3162%
2.5000%
Principal
Type
NTL(HPT)
HPT
HPT
NTL(HPT)
HPT
NTL(HPT)
HPT
NTL(HPT)
HPT
NTL (HPT)
HPT
NTL(HPT)
HPT
NTL (HPT)
HPT
NTL(HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
HPT
HPT
NTL (HPT)
HSEQ
Bond
Class
Interest Type
HWAC/IO/DLY
FLT/HWAC/HZ
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FIX/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
FIX/HZ
HWAC/IO/DLY
FIX/HZ
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375BV25
38375BV33
38375BV41
38375BV58
38375BV66
38375BV74
38375BV82
38375BV90
38375BY22
38375BY30
38375BY48
38375BY55
38375BY63
38375BY71
38375BY89
38375BY97
38375B2B7
38375B2C5
38375B2E1
38375B2F8
38375B3H3
38375B3G5
38375B4D1
38375B4E9
38375B4F6
38375B4G4
38375B4H2
38375B4J8
38375B4K5
38375B4L3
38375B4M1
Final
Distribution
Date
4/20/2063
4/20/2063
4/20/2063
4/20/2063
3/20/2063
3/20/2063
1/20/2063
1/20/2063
4/20/2063
4/20/2063
5/20/2063
5/20/2063
4/20/2063
4/20/2063
4/20/2063
4/20/2063
1/20/2063
1/20/2063
5/20/2063
5/20/2063
5/20/2063
5/20/2063
6/20/2063
6/20/2063
7/20/2063
7/20/2063
7/20/2063
7/20/2063
6/20/2063
6/20/2063
7/20/2063
Underlying
Collateral
FX/ARM
LIBOR
LIBOR
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
Fixed
LIBOR
LIBOR
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
LIBOR
Fixed
Fixed
Fixed
Underlying
Collateral
WAPA
30
30
15
15
43
43
57
57
16
16
17
17
18
18
18
18
17
17
33
33
16
16
26
26
15
15
17
17
14
14
12
HREMIC Bond Classes
as of May 2014
Series
2013-H15
2013-H15
2013-H16
2013-H16
2013-H16
2013-H16
2013-H16
2013-H17
2013-H17
2013-H19
2013-H19
Group
5
5
1
1
1
2
2
1
1
6
6
Class
JI
JZ
AI
FA
FI
HA
HI
AI
FA
DF
ID
Current
Interest Rate
1.9665%
4.4461%
1.6073%
0.6955%
1.6073%
2.3000%
2.2033%
1.7152%
0.7055%
0.8055%
1.5102%
Principal
Type
NTL(SEQ)
HSEQ
NTL (HPT)
HPT
NTL (HPT)
HPT
NTL (HPT)
NTL (HPT)
HPT
HPT
NTL (HPT)
Bond
Class
Interest Type
HWAC/IO/DLY
HWAC/HZ/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
FLT/HWAC/HZ
HWAC/IO/DLY
HWAC/IO/DLY
FLT/HWAC/HZ
FLT/HWAC/HZ/DLY
HWAC/IO/DLY
Compiled by New View Advisors. Prepayment rates refer to $ amount repaid.
CUSIP
38375B4N9
38375B4P4
38375B4X7
38375B4Y5
38375B4Z2
38375B5A6
38375B5B4
38375B3Z3
38375B3Y6
38375B5R9
38375B5S7
Final
Distribution
Date
7/20/2063
7/20/2063
7/20/2063
7/20/2063
7/20/2063
5/20/2063
5/20/2063
7/20/2063
7/20/2063
5/20/2063
5/20/2063
Underlying
Collateral
FX/ARM
Fixed
Fixed
LIBOR
LIBOR
LIBOR
Fixed
Fixed
LIBOR
LIBOR
LIBOR
LIBOR
Underlying
Collateral
WAPA
12
12
19
19
19
15
15
13
13
14
14

WADACHI Computer House 466-0025 名古屋市昭和

nyse addition to the list of traded bonds

HJ No. 0004 Balanced budget amendment resolution. Sponsored By

Turbine Section - Propulsion Technology LLC Unapproved Repair

Costituzione seggi elettorali