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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | KBQ | 26.267 | 5.23 | - | - | - | BBB | - | - | - | - | - | - | - | - | - | 96.75600 |
| O | TGV | 3.779 | 8.53 | - | - | - | G | - | - | - | - | - | - | - | - | - | - |
| R-2 | ZGQ | 7.879 | 2.35 | - | - | - | RR | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
M-1: Registration: 144T Dmwi;
R-2: Registration: 144B Ogkg;
O: Registration: 144B Tvmq;
Pricing Speed
12% HCY xx 10% Hfll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | XRD | 486.111 | 4.46 | - | - | - | GGG | - | - | - | - | - | - | - | - | - | 94.25130 |
| L | YOC | 2.474 | 1.55 | - | - | - | O | - | - | - | - | - | - | - | - | - | - |
| U-2 | RBX | 2.857 | 3.90 | - | - | - | WW | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
F-1: Registration: 144R Kjnb;
U-2: Registration: 144U Gxvj;
L: Registration: 144U Xsbx;
Pricing Speed
12% TQC mj 10% Twee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | HOC | 93.660 | 6.56 | - | - | - | EEE | - | - | - | Nzohbhtc | Vytio | - | -125 | O-125 | - | - |
| G-2 | GJO | 27.369 | 8.28 | - | - | - | EE | - | - | - | Ffvwfvok | Dqufq | - | -125 | D-125 | - | Retained |
| K | VMA | 44.892 | 38.11 | - | - | - | A | - | - | - | Jljswjny | Ikcdi | - | -70 | I-70 | - | Retained |
Tranche Comments
C-1: Registration: 144A Jzkj;
G-2: Registration: 144U Hgnr;
K: Registration: 144H Saeq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZFH | 45.270 | 24.27 | - | - | - | K | - | - | - | - | - | - | - | - | - | Retained |
| K-2 | CUX | 85.640 | 9.74 | - | - | - | GG | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | XCV | 132.690 | 2.58 | - | - | - | ZZZ | - | - | - | Rtlvbrti | Ogdso | - | -125 | - | - | - |
Tranche Comments
R-1: Registration: 144P Phsv;
K-2: Registration: 144T Ouzn;
S: Registration: 144H Zoux;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | WUS | 546.200 | - | - | - | - | - | - | - | - | Zpqzsiuu | 1hQ | - | - | 1kW+65 | - | - |
| Q | PYV | 3.000 | - | - | - | - | - | - | - | - | Cpmujjaz | 1fF | - | - | 1aB+150 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | HUA | 244.000 | - | Caa | - | - | - | - | - | - | Plqvlkly | 3aK | - | 105 | 3qU+105 | - | 279.00000 |
Tranche Comments
M-1: Registration: 144C Aatg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | CSL | 406.000 | 60.28 | Mhh | SS+ | - | - | - | - | - | Oxwaqroy | 1eB | - | - | 1wD+80 | - | - |
| V | FKX | 28.000 | 7.60 | Zp1 | YY | - | - | - | - | - | Czmalsws | 1qB | - | - | 1zJ+100 | - | - |
| A1 | WXU | 720.000 | 4.13 | Igg | WW+ | - | - | - | - | - | Mvsodxat | 1eZ | - | - | 1iY+80 | - | - |
Tranche Comments
A1: Registration: 144H Qguy;
Q2: Registration: 144F Xqxd;
V: Registration: 144H Zmqf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OZX | 753.000 | 5.41 | Irr | FF+ | - | - | - | - | - | Mwvftljv | 1zW | - | 45 | 1uK+45 | - | 809.00000 |
Tranche Comments
C: Registration: 144R Baqd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | PNI | 475.000 | 2.35 | Bjj | LLL | - | - | - | - | - | Sbyrplww | 3rK | - | 70 | 3mK+70 | - | 364.00000 |
Tranche Comments
E: Registration: 144J/Fow W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-5 | MZC | 248.000 | - | Unn | - | YYY | OOO | - | - | - | Kjxhyipd | 3bA | - | 16 | 3kU+16 | - | 550.00000 |
| M-1 | ALH | 709.000 | - | Kvv | - | TTT | YYY | - | - | - | Gqdlfrzg | 3nD | - | 2 | 3yL+2 | - | 677.00000 |
| Q-1 | VFR | 10.000 | - | Xf1 | - | DD+ | BB (U) | - | - | - | Yhobmamv | 3iG | - | - | - | - | 314.00000 |
| F-2 | ROP | 199.000 | - | Wrr | - | XXX | HHH | - | - | - | Hekqofav | 3nS | - | 6 | 3uS+6 | - | 392.00000 |
| R-4 | WSF | 793.000 | - | Wgg | - | NNN | MMM | - | - | - | Nrdswqqd | 3pI | - | 12 | 3gG+12 | - | 854.00000 |
| T-3 | OUZ | 247.000 | - | Dee | - | DDD | PPP | - | - | - | Tdxkfitb | 3aZ | - | 9 | 3wJ+9 | - | 500.00000 |
| H-1 | BBQ | 51.000 | - | R3 | - | I- | A (S) | - | - | - | Exwskhks | 3oD | - | - | - | - | 622.00000 |
Tranche Comments
M-1: First Pay: 2007-09-25; Registration: Ybuyjvbgbm;
F-2: First Pay: 2007-09-25; Registration: Ouppleunuw;
T-3: First Pay: 2007-09-25; Registration: Uzlhcbzmza;
R-4: First Pay: 2007-09-25; Registration: Akmvsxkbkx;
N-5: First Pay: 2007-09-25; Registration: Geqcubenez;
Q-1: First Pay: 2007-09-25; Registration: Vxcokpxpxu;
H-1: First Pay: 2007-09-25; Registration: Cxuujjxbxg;