Page 8 Fixed Income Quarterly—Asset-Backed Securities
Table 11: Pre-payment Rate (1 month ABS) By Vintage (CCARAT II) Schedule
Source: Servicer Report
Table 12: Cumulative Net Loss Rate By Vintage (CCARAT II) Schedule
Source: Servicer Report
Table 13: Pre-payment Rate (1 month ABS) By Vintage (FASTR) Schedule
Months:
6
12
18
24
28-Feb-14
Period
2011-1 2011-2 2012-1
0.45 0.75 0.89 1.03 0.88 0.87
1.24 1.01 1.13 1.35 1.29 1.09
1.14 37 1.17 33 1.19 27
Months:
6
12
18
24
28-Feb-14
Period
2011-1 2011-2 2012-1
0.042% 0.109% 0.055% 0.099% 0.077% 0.147%
0.203% 0.290% 0.166% 0.190% 0.237% 0.314%
0.389% 37 0.224% 33 0.400% 27
Months:
6
12
18
24
28-Feb-14
Period
2010-R1 2010-R3 2011-R1 2011-R3 2012-R1 2013-R1 2013-R4
0.93 0.76 0.60 1.17 0.72 0.98 0.82 1.08 1.40 1.51 0.82 1.12 1.16 NA
1.02 1.10 0.94 1.17 1.41 1.21 0.93 1.36 1.40 NA
NA NA NA NA
1.14 50 0.97 42 1.12 37 1.17 30 1.17 22 1.09 14 1.16 6
Source: Servicer Report
Table 13: Cumulative Net Loss Rate By Vintage (FAST) Schedule
Months:
6
12
18
24
28-Feb-14
Period
2010-R1 2010-R3 2011-R1 2011-R3 2012-R1 2013-R1 2013-R4
0.066% 0.237% 0.065% 0.176% 0.057% 0.196% 0.062% 0.188% 0.039% 0.200% 0.050% 0.184% 0.047% NA
0.381% 0.304% 0.323% 0.366% 0.370%
NA NA
0.468% 0.412% 0.494% 0.540%
NA NA NA
0.737% 50 0.601% 42 0.669% 37 0.637% 30 0.441% 22 0.238% 14 0.047% 6
Source: Servicer Report