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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VFN | 1.873 | 7.61 | - | - | - | R | - | - | - | - | - | - | - | - | - | - |
| D-2 | OJP | 2.964 | 7.64 | - | - | - | JJ | - | - | - | - | - | - | - | - | - | - |
| S-1 | JTI | 74.742 | 7.51 | - | - | - | GGG | - | - | - | - | - | - | - | - | - | 57.92800 |
Tranche Comments
S-1: Registration: 144A Nbsu;
D-2: Registration: 144J Okeg;
C: Registration: 144N Fbjh;
Pricing Speed
12% XSD me 10% Xztt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | EUZ | 427.625 | 6.39 | - | - | - | VVV | - | - | - | - | - | - | - | - | - | 40.95490 |
| M-2 | RWK | 4.907 | 3.15 | - | - | - | RR | - | - | - | - | - | - | - | - | - | - |
| U | HET | 8.350 | 2.41 | - | - | - | N | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
E-1: Registration: 144A Vvfx;
M-2: Registration: 144X Vvsu;
U: Registration: 144Z Likq;
Pricing Speed
12% BXO jj 10% Bnhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | LER | 69.930 | 7.22 | - | - | - | LLL | - | - | - | Kewopohw | Idypw | - | -125 | W-125 | - | - |
| T-2 | VHH | 89.945 | 8.97 | - | - | - | UU | - | - | - | Zespzwnb | Sfbjt | - | -125 | Q-125 | - | Retained |
| O | CNO | 86.503 | 80.81 | - | - | - | E | - | - | - | Uqsxtzui | Lyqlt | - | -70 | R-70 | - | Retained |
Tranche Comments
Y-1: Registration: 144J Dfwx;
T-2: Registration: 144D Qfks;
O: Registration: 144B Kang;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | UQN | 914.840 | 1.82 | - | - | - | NNN | - | - | - | Gfvjluvo | Mqoso | - | -125 | - | - | - |
| I-2 | UXC | 60.170 | 3.53 | - | - | - | CC | - | - | - | - | - | - | - | - | - | Retained |
| D | KKZ | 78.640 | 19.70 | - | - | - | L | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: Registration: 144N Vagn;
I-2: Registration: 144V Bilm;
D: Registration: 144X Ojpo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | UUW | 1.000 | - | - | - | - | - | - | - | - | Yzbryano | 1xR | - | - | 1gV+150 | - | - |
| Z | JJO | 642.200 | - | - | - | - | - | - | - | - | Bsbmorzt | 1yV | - | - | 1qE+65 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | BSI | 483.000 | - | Kgg | - | - | - | - | - | - | Przadmzx | 3nU | - | 105 | 3tO+105 | - | 126.00000 |
Tranche Comments
O-1: Registration: 144B Mmzf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | ZTT | 337.000 | 8.72 | Cpp | RR+ | - | - | - | - | - | Xesalwmd | 1uR | - | - | 1sF+80 | - | - |
| G2 | HFG | 649.000 | 75.22 | Paa | DD+ | - | - | - | - | - | Ocymvlpf | 1gT | - | - | 1rB+80 | - | - |
| M | KSD | 96.000 | 4.40 | Vy1 | QQ | - | - | - | - | - | Qswhlpta | 1tF | - | - | 1vL+100 | - | - |
Tranche Comments
H1: Registration: 144F Uxvo;
G2: Registration: 144H Urit;
M: Registration: 144R Xfjl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IGB | 242.000 | 4.50 | Mmm | QQ+ | - | - | - | - | - | Cumfvpmf | 1lB | - | 45 | 1bE+45 | - | 589.00000 |
Tranche Comments
I: Registration: 144D Ruum;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ILS | 939.000 | 6.27 | Gcc | WWW | - | - | - | - | - | Rdxywvkj | 3kP | - | 70 | 3yS+70 | - | 270.00000 |
Tranche Comments
F: Registration: 144M/Hqw Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | REV | 891.000 | - | Cff | - | III | SSS | - | - | - | Urdjvieu | 3hG | - | 6 | 3hJ+6 | - | 731.00000 |
| Q-1 | OME | 54.000 | - | Og1 | - | HH+ | ZZ (M) | - | - | - | Zqyqdvki | 3dH | - | - | - | - | 395.00000 |
| H-4 | YKA | 765.000 | - | Ohh | - | KKK | KKK | - | - | - | Vfbpuucg | 3bB | - | 12 | 3lR+12 | - | 186.00000 |
| N-1 | IVM | 67.000 | - | L3 | - | G- | C (U) | - | - | - | Heyjobvw | 3lM | - | - | - | - | 162.00000 |
| D-1 | HOW | 810.000 | - | Doo | - | QQQ | LLL | - | - | - | Csxtvqtt | 3nI | - | 2 | 3cO+2 | - | 914.00000 |
| I-3 | TZB | 367.000 | - | Mii | - | EEE | ZZZ | - | - | - | Bhkpvffe | 3wY | - | 9 | 3iQ+9 | - | 962.00000 |
| V-5 | BJO | 439.000 | - | Okk | - | QQQ | FFF | - | - | - | Wlewmriu | 3iG | - | 16 | 3hE+16 | - | 503.00000 |
Tranche Comments
D-1: First Pay: 2007-09-25; Registration: Oxlxnjxuxr;
G-2: First Pay: 2007-09-25; Registration: Vwgbqhwrwl;
I-3: First Pay: 2007-09-25; Registration: Ufhwllfpfl;
H-4: First Pay: 2007-09-25; Registration: Lpcvhspupd;
V-5: First Pay: 2007-09-25; Registration: Lkjeppkoka;
Q-1: First Pay: 2007-09-25; Registration: Cbhngzbxba;
N-1: First Pay: 2007-09-25; Registration: Glcxvflalf;