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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | UGO | 7.597 | 3.73 | - | - | - | N | - | - | - | - | - | - | - | - | - | - |
| U-1 | ILM | 46.688 | 5.72 | - | - | - | III | - | - | - | - | - | - | - | - | - | 71.68800 |
| G-2 | VMV | 8.902 | 5.22 | - | - | - | RR | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
U-1: Registration: 144L Rxgj;
G-2: Registration: 144Z Nztd;
U: Registration: 144Q Fxid;
Pricing Speed
12% CQL eo 10% Ckjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | ZJL | 174.596 | 8.44 | - | - | - | YYY | - | - | - | - | - | - | - | - | - | 72.38870 |
| O-2 | PIF | 1.356 | 4.75 | - | - | - | OO | - | - | - | - | - | - | - | - | - | - |
| O | KXX | 3.184 | 7.18 | - | - | - | V | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
I-1: Registration: 144Y Yuom;
O-2: Registration: 144C Xowp;
O: Registration: 144Q Grtf;
Pricing Speed
12% DTA rh 10% Dtuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | HWA | 91.668 | 54.35 | - | - | - | P | - | - | - | Rmcuskev | Qwonz | - | -70 | N-70 | - | Retained |
| X-2 | RKY | 14.979 | 1.93 | - | - | - | AA | - | - | - | Iddeduni | Kpnyu | - | -125 | W-125 | - | Retained |
| W-1 | VPE | 31.380 | 5.96 | - | - | - | III | - | - | - | Rlthktzl | Tkkvn | - | -125 | J-125 | - | - |
Tranche Comments
W-1: Registration: 144W Givo;
X-2: Registration: 144G Yvld;
I: Registration: 144D Kejw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | JMC | 809.810 | 2.54 | - | - | - | RRR | - | - | - | Kqlxdvku | Igvdb | - | -125 | - | - | - |
| F | WAY | 94.970 | 42.20 | - | - | - | K | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | RXR | 28.150 | 6.24 | - | - | - | WW | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: Registration: 144V Deuq;
H-2: Registration: 144M Bfxi;
F: Registration: 144S Hzgt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FTV | 434.400 | - | - | - | - | - | - | - | - | Tzlslrkm | 1aR | - | - | 1kO+65 | - | - |
| C | CSE | 8.000 | - | - | - | - | - | - | - | - | Hfkmqsxl | 1sO | - | - | 1qB+150 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | IBI | 734.000 | - | Bcc | - | - | - | - | - | - | Hwmjpacf | 3eY | - | 105 | 3kK+105 | - | 798.00000 |
Tranche Comments
Q-1: Registration: 144A Kjxc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | LAR | 744.000 | 9.41 | Mvv | RR+ | - | - | - | - | - | Myvhdjss | 1hQ | - | - | 1nD+80 | - | - |
| B2 | XMJ | 599.000 | 26.46 | Brr | KK+ | - | - | - | - | - | Nxkazble | 1sT | - | - | 1vE+80 | - | - |
| K | HFU | 75.000 | 9.20 | Uu1 | KK | - | - | - | - | - | Puxjhxcr | 1pJ | - | - | 1aG+100 | - | - |
Tranche Comments
H1: Registration: 144C Ysug;
B2: Registration: 144Z Bqjc;
K: Registration: 144S Cjni;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | WSC | 651.000 | 5.35 | Mcc | LL+ | - | - | - | - | - | Mmxoqxbj | 1eZ | - | 45 | 1mX+45 | - | 592.00000 |
Tranche Comments
V: Registration: 144X Znzi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | HCM | 397.000 | 6.20 | Mgg | VVV | - | - | - | - | - | Jrpxqjeb | 3oJ | - | 70 | 3iB+70 | - | 977.00000 |
Tranche Comments
G: Registration: 144T/Ccy J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | BBB | 150.000 | - | Wee | - | VVV | SSS | - | - | - | Rwrypobe | 3qG | - | 9 | 3aP+9 | - | 925.00000 |
| I-1 | THR | 25.000 | - | Nh1 | - | NN+ | ZZ (H) | - | - | - | Szfzdboc | 3fM | - | - | - | - | 829.00000 |
| O-5 | MZE | 617.000 | - | Icc | - | III | AAA | - | - | - | Okmxhaei | 3jV | - | 16 | 3dQ+16 | - | 786.00000 |
| M-1 | XAY | 975.000 | - | Qcc | - | SSS | III | - | - | - | Tmupslfi | 3vC | - | 2 | 3rL+2 | - | 323.00000 |
| B-1 | KWG | 76.000 | - | Q3 | - | O- | M (B) | - | - | - | Tvvdakda | 3aV | - | - | - | - | 970.00000 |
| Q-2 | GXX | 325.000 | - | Bff | - | VVV | WWW | - | - | - | Hmxcwhll | 3yY | - | 6 | 3xB+6 | - | 607.00000 |
| C-4 | PGM | 428.000 | - | Yhh | - | GGG | XXX | - | - | - | Idzpbzye | 3lY | - | 12 | 3iQ+12 | - | 476.00000 |
Tranche Comments
M-1: First Pay: 2007-09-25; Registration: Yofppqojop;
Q-2: First Pay: 2007-09-25; Registration: Iygounyqyk;
S-3: First Pay: 2007-09-25; Registration: Zyilfiylyh;
C-4: First Pay: 2007-09-25; Registration: Hpxoippipf;
O-5: First Pay: 2007-09-25; Registration: Hjgxxmjhjb;
I-1: First Pay: 2007-09-25; Registration: Fozpozoooe;
B-1: First Pay: 2007-09-25; Registration: Fmxvyzmgmh;