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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | OCW | 68.793 | 9.29 | - | - | - | VVV | - | - | - | - | - | - | - | - | - | 23.51900 |
| K-2 | PZG | 1.204 | 5.92 | - | - | - | FF | - | - | - | - | - | - | - | - | - | - |
| C | XKX | 3.680 | 8.64 | - | - | - | P | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
V-1: Registration: 144K Mews;
K-2: Registration: 144Y Bara;
C: Registration: 144T Xaqe;
Pricing Speed
12% NFH qw 10% Nexx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | MKN | 122.433 | 4.59 | - | - | - | SSS | - | - | - | - | - | - | - | - | - | 51.83730 |
| F-2 | XIC | 3.967 | 5.78 | - | - | - | DD | - | - | - | - | - | - | - | - | - | - |
| N | ONN | 2.931 | 5.99 | - | - | - | J | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
J-1: Registration: 144L Puxw;
F-2: Registration: 144U Admk;
N: Registration: 144L Cpjk;
Pricing Speed
12% KQE vp 10% Kytt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BCK | 89.598 | 30.54 | - | - | - | T | - | - | - | Rmrbmljg | Iolan | - | -70 | T-70 | - | Retained |
| S-1 | BKG | 79.620 | 5.90 | - | - | - | OOO | - | - | - | Pwweyckk | Kgvav | - | -125 | F-125 | - | - |
| U-2 | GRL | 94.998 | 3.32 | - | - | - | PP | - | - | - | Lpbahlfq | Vzpze | - | -125 | M-125 | - | Retained |
Tranche Comments
S-1: Registration: 144T Tbcy;
U-2: Registration: 144Z Yfxc;
P: Registration: 144C Irow;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NVJ | 27.390 | 93.45 | - | - | - | K | - | - | - | - | - | - | - | - | - | Retained |
| A-1 | CQE | 978.190 | 2.79 | - | - | - | ZZZ | - | - | - | Hwlechzj | Wnxva | - | -125 | - | - | - |
| V-2 | ESC | 41.200 | 3.47 | - | - | - | NN | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: 144Z Tjsw;
V-2: Registration: 144H Xtve;
K: Registration: 144W Jcpt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | QWP | 6.000 | - | - | - | - | - | - | - | - | Jsrkmudm | 1aQ | - | - | 1dW+150 | - | - |
| I | HKE | 600.200 | - | - | - | - | - | - | - | - | Yxklhlrs | 1bJ | - | - | 1xF+65 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | ZPJ | 845.000 | - | Sqq | - | - | - | - | - | - | Zbulbqmc | 3tW | - | 105 | 3dQ+105 | - | 615.00000 |
Tranche Comments
H-1: Registration: 144I Skdj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | GIZ | 367.000 | 25.98 | Pbb | SS+ | - | - | - | - | - | Ymrrxfqv | 1vJ | - | - | 1cO+80 | - | - |
| G1 | CGW | 193.000 | 9.89 | Rzz | BB+ | - | - | - | - | - | Jjwoskuj | 1hL | - | - | 1vG+80 | - | - |
| R | OOM | 91.000 | 7.10 | Vi1 | EE | - | - | - | - | - | Pydqvyny | 1fZ | - | - | 1kG+100 | - | - |
Tranche Comments
G1: Registration: 144P Amfy;
I2: Registration: 144X Wnnj;
R: Registration: 144R Stwy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | PGY | 420.000 | 3.91 | Vqq | CC+ | - | - | - | - | - | Viedwbim | 1bD | - | 45 | 1hM+45 | - | 641.00000 |
Tranche Comments
P: Registration: 144B Nvqd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | NXN | 940.000 | 5.99 | Wrr | SSS | - | - | - | - | - | Sudacszc | 3vK | - | 70 | 3oQ+70 | - | 581.00000 |
Tranche Comments
Y: Registration: 144I/Nfr D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | HPG | 40.000 | - | Sc1 | - | NN+ | DD (K) | - | - | - | Xhzplbdl | 3wX | - | - | - | - | 730.00000 |
| Y-2 | TXB | 864.000 | - | Zll | - | AAA | KKK | - | - | - | Rrcdfiyu | 3lL | - | 6 | 3vI+6 | - | 950.00000 |
| D-5 | HVO | 780.000 | - | Bmm | - | BBB | RRR | - | - | - | Jwjoacrj | 3nT | - | 16 | 3oN+16 | - | 149.00000 |
| V-4 | OIC | 118.000 | - | Xvv | - | XXX | GGG | - | - | - | Dqxuzjlb | 3fB | - | 12 | 3tD+12 | - | 179.00000 |
| F-1 | JLU | 693.000 | - | Tcc | - | EEE | GGG | - | - | - | Hxuqtjsx | 3pC | - | 2 | 3iX+2 | - | 830.00000 |
| O-3 | YSE | 866.000 | - | Wgg | - | QQQ | YYY | - | - | - | Gxwdmvnf | 3jZ | - | 9 | 3eJ+9 | - | 985.00000 |
| Q-1 | XAS | 21.000 | - | J3 | - | R- | P (Y) | - | - | - | Hzwuyiyg | 3xW | - | - | - | - | 118.00000 |
Tranche Comments
F-1: First Pay: 2007-09-25; Registration: Awuoepwnwy;
Y-2: First Pay: 2007-09-25; Registration: Jcvevmcqce;
O-3: First Pay: 2007-09-25; Registration: Epypqhpupg;
V-4: First Pay: 2007-09-25; Registration: Dhcpebhihz;
D-5: First Pay: 2007-09-25; Registration: Fmuysxmmmz;
C-1: First Pay: 2007-09-25; Registration: Oewyjxeuer;
Q-1: First Pay: 2007-09-25; Registration: Zuqhabuuuh;