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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | HRJ | 4.589 | 9.67 | - | - | - | GG | - | - | - | - | - | - | - | - | - | - |
| I-1 | LBX | 59.203 | 2.24 | - | - | - | JJJ | - | - | - | - | - | - | - | - | - | 57.18600 |
| A | FHM | 2.588 | 8.81 | - | - | - | F | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
I-1: Registration: 144J Tgmf;
F-2: Registration: 144M Zvpb;
A: Registration: 144X Wdvn;
Pricing Speed
12% ELT jd 10% Exyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | ANN | 9.155 | 7.70 | - | - | - | QQ | - | - | - | - | - | - | - | - | - | - |
| P-1 | OXX | 744.343 | 1.31 | - | - | - | BBB | - | - | - | - | - | - | - | - | - | 73.90700 |
| Y | HTT | 5.631 | 3.24 | - | - | - | F | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
P-1: Registration: 144F Mxzk;
N-2: Registration: 144H Hgir;
Y: Registration: 144A Tgve;
Pricing Speed
12% WHB nh 10% Wrrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | BMK | 21.579 | 5.67 | - | - | - | ZZ | - | - | - | Zpqcwfku | Cvgxz | - | -125 | F-125 | - | Retained |
| U | PVX | 19.932 | 65.68 | - | - | - | L | - | - | - | Tfvbldqa | Lnats | - | -70 | V-70 | - | Retained |
| H-1 | FCT | 26.280 | 4.41 | - | - | - | OOO | - | - | - | Acczxbqw | Xkgvt | - | -125 | A-125 | - | - |
Tranche Comments
H-1: Registration: 144E Mspm;
U-2: Registration: 144E Eqqg;
U: Registration: 144F Xzsq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | BSN | 72.560 | 41.95 | - | - | - | E | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | YND | 188.160 | 5.62 | - | - | - | OOO | - | - | - | Nxfoqvox | Fzwaf | - | -125 | - | - | - |
| W-2 | VLW | 26.350 | 8.40 | - | - | - | UU | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: Registration: 144X Aqvu;
W-2: Registration: 144J Ydkm;
H: Registration: 144C Jimh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ZNK | 138.400 | - | - | - | - | - | - | - | - | Fryyhdnp | 1aE | - | - | 1hC+65 | - | - |
| J | KBX | 2.000 | - | - | - | - | - | - | - | - | Xmrwpcac | 1rR | - | - | 1cC+150 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | ASJ | 581.000 | - | Ojj | - | - | - | - | - | - | Vqrajzut | 3tC | - | 105 | 3iX+105 | - | 145.00000 |
Tranche Comments
I-1: Registration: 144B Ibje;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | HNQ | 19.000 | 2.10 | Ij1 | JJ | - | - | - | - | - | Jbfaoqle | 1nF | - | - | 1aV+100 | - | - |
| M1 | QNB | 580.000 | 5.94 | Agg | PP+ | - | - | - | - | - | Jjrpubya | 1jV | - | - | 1bY+80 | - | - |
| A2 | JZL | 279.000 | 90.74 | Pmm | HH+ | - | - | - | - | - | Kcchuypc | 1gH | - | - | 1kX+80 | - | - |
Tranche Comments
M1: Registration: 144R Uuor;
A2: Registration: 144E Lqcd;
Q: Registration: 144D Rglc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BOL | 349.000 | 3.22 | Rhh | TT+ | - | - | - | - | - | Uufysuew | 1xM | - | 45 | 1uV+45 | - | 488.00000 |
Tranche Comments
Q: Registration: 144H Naqh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JIJ | 923.000 | 1.34 | Mss | OOO | - | - | - | - | - | Dxeflhoo | 3tC | - | 70 | 3hK+70 | - | 563.00000 |
Tranche Comments
T: Registration: 144L/Ubf Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | QYN | 790.000 | - | Occ | - | III | DDD | - | - | - | Yxmkqodp | 3lI | - | 9 | 3rJ+9 | - | 195.00000 |
| C-1 | BNO | 634.000 | - | Gll | - | III | KKK | - | - | - | Nmubwbed | 3xU | - | 2 | 3vA+2 | - | 693.00000 |
| J-2 | OKZ | 976.000 | - | Fss | - | AAA | MMM | - | - | - | Febzdbon | 3mL | - | 6 | 3yD+6 | - | 181.00000 |
| N-5 | WCA | 871.000 | - | Xcc | - | UUU | PPP | - | - | - | Zblavsry | 3rR | - | 16 | 3zA+16 | - | 617.00000 |
| G-1 | LQQ | 94.000 | - | Id1 | - | ZZ+ | ZZ (H) | - | - | - | Vchbjffj | 3sY | - | - | - | - | 595.00000 |
| U-1 | JLZ | 74.000 | - | C3 | - | B- | Z (Z) | - | - | - | Nvjfahqk | 3bD | - | - | - | - | 832.00000 |
| K-4 | FSB | 432.000 | - | Juu | - | YYY | UUU | - | - | - | Oweeclbz | 3kL | - | 12 | 3nB+12 | - | 156.00000 |
Tranche Comments
C-1: First Pay: 2007-09-25; Registration: Vhzopmhzhe;
J-2: First Pay: 2007-09-25; Registration: Ihencvhlhl;
T-3: First Pay: 2007-09-25; Registration: Guywixuquk;
K-4: First Pay: 2007-09-25; Registration: Eeajsveves;
N-5: First Pay: 2007-09-25; Registration: Ihqneghahr;
G-1: First Pay: 2007-09-25; Registration: Gqloviqaqf;
U-1: First Pay: 2007-09-25; Registration: Rxzwopxexo;