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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 75.555 | 2.94 | - | - | - | AAA | - | - | - | - | - | - | - | - | - | 99.72900 |
| A-2 | USD | 3.676 | 8.92 | - | - | - | AA | - | - | - | - | - | - | - | - | - | - |
| B | USD | 6.644 | 9.33 | - | - | - | A | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A-1: Registration: 144A Only;
A-2: Registration: 144A Only;
B: Registration: 144A Only;
Pricing Speed
12% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | RIT | 1.289 | 9.40 | - | - | - | P | - | - | - | - | - | - | - | - | - | - |
| U-1 | TIE | 486.251 | 4.79 | - | - | - | FFF | - | - | - | - | - | - | - | - | - | 43.40770 |
| A-2 | HTK | 1.283 | 8.33 | - | - | - | ZZ | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
U-1: Registration: 144V Ojde;
A-2: Registration: 144P Nbha;
E: Registration: 144J Kkpt;
Pricing Speed
12% NPZ kr 10% Niww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JWZ | 10.819 | 91.87 | - | - | - | N | - | - | - | Pjmukijv | Rhfbm | - | -70 | N-70 | - | Retained |
| V-1 | CFB | 13.910 | 9.92 | - | - | - | GGG | - | - | - | Ghpqkivo | Hcynt | - | -125 | W-125 | - | - |
| C-2 | NSN | 35.206 | 3.33 | - | - | - | OO | - | - | - | Xeelewvy | Oswqu | - | -125 | Z-125 | - | Retained |
Tranche Comments
V-1: Registration: 144E Axlj;
C-2: Registration: 144V Cfzj;
X: Registration: 144K Onsy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | RIQ | 47.420 | 9.34 | - | - | - | II | - | - | - | - | - | - | - | - | - | Retained |
| G | YUJ | 79.370 | 23.62 | - | - | - | U | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | PEL | 779.780 | 2.27 | - | - | - | PPP | - | - | - | Vvesctpd | Xbisz | - | -125 | - | - | - |
Tranche Comments
N-1: Registration: 144Q Cumn;
N-2: Registration: 144Z Nbrl;
G: Registration: 144J Yvvp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | HGW | 785.300 | - | - | - | - | - | - | - | - | Vhqzfkxd | 1iH | - | - | 1mK+65 | - | - |
| D | QJV | 6.000 | - | - | - | - | - | - | - | - | Pwwmeztt | 1sX | - | - | 1xE+150 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | YSA | 261.000 | - | Ohh | - | - | - | - | - | - | Newbvvxy | 3oX | - | 105 | 3dG+105 | - | 326.00000 |
Tranche Comments
M-1: Registration: 144H Zmeg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | LQL | 349.000 | 2.16 | Tee | LL+ | - | - | - | - | - | Qhrkxjlr | 1nM | - | - | 1yI+80 | - | - |
| A2 | FFR | 882.000 | 63.97 | Mdd | LL+ | - | - | - | - | - | Fjxbqohz | 1pY | - | - | 1sO+80 | - | - |
| E | RQW | 22.000 | 7.90 | Ha1 | OO | - | - | - | - | - | Ixvfoizd | 1mS | - | - | 1oG+100 | - | - |
Tranche Comments
R1: Registration: 144C Sjjf;
A2: Registration: 144L Jdmt;
E: Registration: 144Q Joeo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MEI | 542.000 | 6.40 | Qww | YY+ | - | - | - | - | - | Atxrdtqc | 1mT | - | 45 | 1fM+45 | - | 640.00000 |
Tranche Comments
B: Registration: 144J Iugj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | MYZ | 585.000 | 1.20 | Bdd | LLL | - | - | - | - | - | Yxzsokqh | 3dZ | - | 70 | 3vQ+70 | - | 808.00000 |
Tranche Comments
P: Registration: 144P/Axb P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | ORD | 216.000 | - | Abb | - | RRR | EEE | - | - | - | Ruxlfjhk | 3wN | - | 12 | 3wP+12 | - | 274.00000 |
| R-1 | YXE | 381.000 | - | Kcc | - | KKK | KKK | - | - | - | Ncujloly | 3pK | - | 2 | 3dB+2 | - | 215.00000 |
| B-1 | VYX | 71.000 | - | Zf1 | - | TT+ | SS (H) | - | - | - | Lzcemfys | 3oI | - | - | - | - | 638.00000 |
| B-5 | EFE | 819.000 | - | Lqq | - | YYY | VVV | - | - | - | Lqodllnu | 3zT | - | 16 | 3eH+16 | - | 335.00000 |
| Z-2 | WZN | 143.000 | - | Mcc | - | QQQ | PPP | - | - | - | Hqbvevhb | 3sF | - | 6 | 3gI+6 | - | 605.00000 |
| I-1 | PEJ | 37.000 | - | Y3 | - | U- | K (I) | - | - | - | Sedzklfv | 3vZ | - | - | - | - | 145.00000 |
| L-3 | NBR | 625.000 | - | Ayy | - | MMM | MMM | - | - | - | Dzyxtfjf | 3rB | - | 9 | 3uX+9 | - | 636.00000 |
Tranche Comments
R-1: First Pay: 2007-09-25; Registration: Vbyijebhbn;
Z-2: First Pay: 2007-09-25; Registration: Hznunnzxzy;
L-3: First Pay: 2007-09-25; Registration: Lnaqxontns;
G-4: First Pay: 2007-09-25; Registration: Fnuykknond;
B-5: First Pay: 2007-09-25; Registration: Saxfhfagav;
B-1: First Pay: 2007-09-25; Registration: Vvpcpgvlvk;
I-1: First Pay: 2007-09-25; Registration: Vwbvsqwzwd;