Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Average Coupon | 100 | 3,948,391,000 | 2,964,733.39 | 13,387,602.2 | 8,031,507.85 | 1.51 |
| | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 609,935,000 | 523,004.15 | 0 | 0 | 1.13 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2005-HE7-M5 | 004421UG6 | 30,559,000 | 27,897.82 | 0 | 0 | 1.17 | 0 | AMQ 2005-R11-M5 | 03072SV51 | 28,370,000 | 25,458.13 | 0 | 0 | 1.15 | - | ARSI 2005-W2-M5 | 040104NH0 | 41,250,000 | 36,374.48 | 0 | 0 | 1.13 | - | BSAB 2005-HE11-M4 | 0738793R7 | 23,719,000 | 20,731.06 | 0 | 0 | 1.12 | - | CWABS 2005-BC5-M5 | 126670NJ3 | 15,675,000 | 15,041.47 | 0 | - | 1.23 | 0 | FFMLT 2005-FF12-M5 | 32027NYA3 | 32,425,000 | 28,844.74 | 0 | 0 | 1.14 | - | GSAMP 2005-HE4-M5 | 362341KG3 | 26,376,000 | 22,535.31 | 0 | 0 | 1.1 | - | HEAT 2005-8-M5 | 437084QD1 | 24,750,000 | 20,862.19 | 0 | - | 1.08 | N/A | JPMA 2005-OPT1-M5 | 46626laj9 | 24,917,000 | 21,584.35 | 0 | - | 1.11 | N/A | LBMLT 2005-WL2-M5 | 542514NF7 | 41,336,000 | 35,807.31 | 0 | 0 | 1.11 | - | MABS 2005-NC2-M5 | 57643LMU7 | 13,090,000 | 11,542.83 | 0 | N/A | 1.13 | N/A | MLMI 2005-AR1-M2 | 59020UG33 | 58,184,000 | 51,759.52 | 0 | 0 | 1.14 | - | MSAC 2005-HE5-M5 | 61744CUW4 | 24,539,000 | 20,867.96 | 0 | 0 | 1.09 | 0 | NCC 2005-4-M5 | 64352VMY4 | 34,300,000 | 30,779.49 | 0 | 0 | 1.15 | - | RAMP 2005-EFC4-M5 | 76112BC81 | 12,829,000 | 11,013.34 | 0 | - | 1.1 | N/A | RASC 2005-KS11-M5 | 76110W7H3 | 22,770,000 | 19,541.35 | 0 | N/A | 1.1 | N/A | SABR 2005-HE1-M2 | 81375WGG5 | 90,174,000 | 65,768.84 | 0 | 0 | 1.12 | 0 | SAIL 2005-HE3-M5 | 86358EXB7 | 24,888,000 | 21,946.38 | 0 | N/A | N/A | N/A | SAIL 2005-WF4-M5 | 863576DK7 | 22,565,000 | 19,195.92 | 0 | 0 | 1.09 | 0 | SVH 2005-4-M5 | 83611MKJ6 | 17,219,000 | 15,451.66 | 0 | 0 | 1.15 | - | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 1,084,080,000 | 795,343.15 | 0 | 0 | 0.94 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2005-HE7-M2 | 004421UD3 | 62,916,000 | 45,692.75 | 0 | 0 | 0.93 | 0 | AMQ 2005-R11-M2 | 03072SV28 | 53,990,000 | 39,630.16 | 0 | 0 | 0.94 | - | ARSI 2005-W2-M2 | 040104NE7 | 79,750,000 | 61,019.83 | 0 | 0 | 0.98 | - | BSAB 2005-HE11-M2 | 0738793P1 | 23,719,000 | 17,041.44 | 0 | 0 | 0.92 | - | CWABS 2005-BC5-M2 | 126670NF1 | 30,400,000 | 22,550.89 | 0 | - | 0.95 | 0 | FFMLT 2005-FF12-M2 | 32027NXX4 | 64,850,000 | 47,601.7 | 0 | 0 | 0.94 | - | GSAMP 2005-HE4-M2 | 362341KD0 | 54,951,000 | 40,994.33 | 0 | 0 | 0.96 | - | HEAT 2005-8-M2 | 437084QA7 | 51,000,000 | 36,642.08 | 0 | - | 0.92 | N/A | JPMA 2005-OPT1-M2 | 46626laf7 | 46,813,000 | 34,362.04 | 0 | - | 0.94 | N/A | LBMLT 2005-WL2-M2 | 542514NC4 | 84,049,000 | 63,001.73 | 0 | 0 | 0.96 | - | MABS 2005-NC2-M2 | 57643LMR4 | 27,986,000 | 20,542.5 | 0 | N/A | 0.94 | N/A | MLMI 2005-AR1-M1 | 59020UG90 | 78,133,000 | 59,174.9 | 0 | 0 | 0.97 | - | MSAC 2005-HE5-M2 | 61744CUT1 | 49,822,000 | 35,008.58 | 0 | 0 | 0.9 | 0 | NCC 2005-4-M2 | 64352VMV0 | 66,600,000 | 50,958.25 | 0 | 0 | 0.98 | - | RAMP 2005-EFC4-M2 | 76112BC57 | 26,392,000 | 18,756.65 | 0 | - | 0.91 | N/A | RASC 2005-KS11-M2 | 76110W7E0 | 44,850,000 | 31,167.31 | 0 | N/A | 0.89 | N/A | SABR 2005-HE1-M1 | 81375WGF7 | 90,174,000 | 63,384.81 | 0 | 0 | 0.9 | 0 | SAIL 2005-HE3-M2 | 86358EWY8 | 63,997,000 | 47,971.08 | 0 | N/A | N/A | N/A | SAIL 2005-WF4-M2 | 863576DG6 | 51,017,000 | 35,860.7 | 0 | 0 | 0.9 | 0 | SVH 2005-4-M2 | 83611MKF4 | 32,671,000 | 23,981.42 | 0 | 0 | 0.94 | - | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 1,608,722,000 | 798,590.96 | 12,266,339.45 | 8,031,507.85 | 0.82 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2005-HE7-A2D | 004421UB7 | 79,376,000 | 49,621.02 | 0 | 0 | 0.8 | 0 | AMQ 2005-R11-A2D | 03072SU86 | 56,285,000 | 35,185.94 | 0 | 0 | 0.8 | - | ARSI 2005-W2-A2C | 040104NC1 | 75,782,000 | 49,142.52 | 0 | 0 | 0.83 | - | BSAB 2005-HE11-A3 | 0738793M8 | 26,953,000 | 17,059 | 0 | 0 | 0.81 | - | CWABS 2005-BC5-3A3 | 126670ND6 | 21,145,000 | 13,876.41 | 0 | - | 0.84 | 0 | FFMLT 2005-FF12-A2C | 32027NXV8 | 21,136,000 | 13,212.94 | 0 | 0 | 0.8 | - | GSAMP 2005-HE4-A2C | 362341KB4 | 93,538,000 | 51,026.26 | 3,447,365.76 | 1,320,061.15 | 0.84 | - | HEAT 2005-8-2A4 | 437084PW0 | 62,000,000 | 40,205.28 | 0 | - | 0.83 | N/A | JPMA 2005-OPT1-A4 | 46626lad2 | 40,111,000 | 14,135.7 | 0 | - | 0.82 | N/A | LBMLT 2005-WL2-IIIA3 | 542514MZ4 | 303,698,000 | 10,460.71 | 2,877,237.51 | 6,711,446.7 | 0.74 | - | MABS 2005-NC2-A4 | 57643LMP8 | 44,275,000 | 28,366.75 | 0 | N/A | 0.82 | N/A | MLMI 2005-AR1-A3A4 | 59020UH24 | 20,119,000 | 13,829.02 | 0 | 0 | 0.88 | - | MSAC 2005-HE5-A2C | 61744CUR5 | 115,000,000 | 48,724.13 | 3,094,454.9 | 0 | 0.81 | 0 | NCC 2005-4-A2C | 64352VMT5 | 37,800,000 | 24,806.25 | 0 | 0 | 0.84 | - | RAMP 2005-EFC4-A3 | 76112BD64 | 15,000,000 | 9,843.75 | 0 | - | 0.84 | N/A | RASC 2005-KS11-AI4 | 76110W7B6 | 56,277,000 | 34,305.52 | 0 | N/A | 0.78 | N/A | SABR 2005-HE1-A3C | 81375WGE0 | 88,518,000 | 52,153.47 | 2,847,281.28 | 0 | 0.8 | 0 | SAIL 2005-HE3-A5 | 86358EWW2 | 221,021,000 | 143,325.98 | 0 | N/A | N/A | N/A | SAIL 2005-WF4-A4 | 863576DE1 | 194,116,000 | 125,878.83 | 0 | 0 | 0.83 | 0 | SVH 2005-4-IIA4 | 83611MKC1 | 36,572,000 | 23,431.48 | 0 | 0 | 0.82 | - | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 339,244,000 | 455,639.3 | 1,121,262.75 | 0 | 2.14 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2005-HE7-M8 | 004421UK7 | 21,571,000 | 0 | 0 | 0 | 2.17 | 0 | AMQ 2005-R11-M8 | 03072SV85 | 15,560,000 | 35,988.98 | 0 | 0 | 2.97 | - | ARSI 2005-W2-M8 | 040104NL1 | 27,500,000 | 41,146.88 | 0 | 0 | 1.92 | - | BSAB 2005-HE11-M7 | 0738793U0 | 8,334,000 | 12,793.85 | 0 | 0 | 1.97 | - | CWABS 2005-BC5-M8 | 126670NM6 | 11,400,000 | 21,933.92 | 0 | - | 2.47 | 0 | FFMLT 2005-FF12-B2 | 32027NYD7 | 21,616,000 | 37,386.67 | 0 | 0 | 2.22 | - | GSAMP 2005-HE4-B2 | 362341KK4 | 18,316,000 | 25,148.2 | 0 | 0 | 1.77 | - | HEAT 2005-8-M8 | 437084QG4 | 15,000,000 | 15,298.9 | 0 | - | 1.74 | N/A | JPMA 2005-OPT1-M8 | 46626lam2 | 18,876,000 | 14,302.05 | 1,121,262.75 | - | 1.87 | N/A | LBMLT 2005-WL2-M8 | 542514NJ9 | 28,935,000 | 42,168.74 | 0 | 0 | 1.87 | - | MABS 2005-NC2-M8 | 57643LMX1 | 8,576,000 | 0 | 0 | N/A | 2.42 | N/A | MLMI 2005-AR1-B2 | 59020UG58 | 10,528,000 | 15,752.52 | 0 | 0 | 1.92 | - | MSAC 2005-HE5-B2 | 61744CUZ7 | 19,333,000 | 26,662.24 | 0 | 0 | 1.77 | 0 | NCC 2005-4-M8 | 64352VNB3 | 22,900,000 | 31,592.46 | 0 | 0 | 1.77 | - | RAMP 2005-EFC4-M8 | 76112BD31 | 8,797,000 | 12,067.77 | 0 | - | 1.76 | N/A | RASC 2005-KS11-M8 | 76110W7L4 | 16,560,000 | 27,282.14 | 0 | N/A | 2.27 | N/A | SABR 2005-HE1-B2 | 81375WGK6 | 18,657,000 | 20,371.39 | 0 | 0 | 2.47 | 6,172,324.43 | SAIL 2005-HE3-M8 | 86358EXE1 | 20,147,000 | 22,716.03 | 0 | N/A | N/A | N/A | SAIL 2005-WF4-M8 | 863576DN1 | 14,717,000 | 25,454.28 | 0 | 0 | 2.22 | 0 | SVH 2005-4-M8 | 83611MKM9 | 11,921,000 | 27,572.28 | 0 | 0 | 2.97 | - | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 306,410,000 | 392,155.83 | 0 | 0 | 2.53 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2005-HE7-M9 | 004421UL5 | 19,774,000 | 0 | 0 | 0 | 2.97 | 0 | AMQ 2005-R11-M9 | 03072SV93 | 14,640,000 | 33,861.1 | 0 | 0 | 2.97 | - | ARSI 2005-W2-M9 | 040104NM9 | 16,500,000 | 28,538.13 | 0 | 0 | 2.22 | - | BSAB 2005-HE11-M8 | 0738793V8 | 7,052,000 | 14,390.98 | 0 | 0 | 2.62 | - | CWABS 2005-BC5-B | 126670NN4 | 11,875,000 | 22,847.83 | 0 | - | 2.47 | 0 | FFMLT 2005-FF12-B3 | 32027NYE5 | 19,651,000 | 33,988.04 | 0 | 0 | 2.22 | - | GSAMP 2005-HE4-B3 | 362341KL2 | 19,782,000 | 34,051.79 | 0 | 0 | 2.22 | - | HEAT 2005-8-B1 | 437084QH2 | 12,750,000 | 0 | 0 | - | 2.17 | N/A | JPMA 2005-OPT1-M9 | 46626lan0 | 15,101,000 | 15,271.38 | 0 | - | 2.32 | N/A | LBMLT 2005-WL2-M9 | 542514NK6 | 27,557,000 | 48,733.79 | 0 | 0 | 2.27 | - | MABS 2005-NC2-M9 | 57643LMY9 | 9,027,000 | 0 | 0 | N/A | 2.97 | N/A | MLMI 2005-AR1-B3 | 59020UG66 | 11,082,000 | 19,598.21 | 0 | 0 | 2.27 | - | MSAC 2005-HE5-B3 | 61744CVA1 | 15,616,000 | 26,999.81 | 0 | 0 | 2.22 | 852,879.51 | NCC 2005-4-M9 | 64352VNC1 | 22,900,000 | 40,498.01 | 0 | 0 | 2.27 | - | RAMP 2005-EFC4-M9 | 76112BD49 | 9,164,000 | 15,849.9 | 0 | - | 2.22 | N/A | RASC 2005-KS11-M9 | 76110W7M2 | 15,180,000 | 0 | 0 | N/A | 2.97 | N/A | SABR 2005-HE1-B3 | 81375WGL4 | 14,925,000 | 0 | 0 | 0 | 2.72 | 0 | SAIL 2005-HE3-M9 | 86358EXF8 | 18,962,000 | 0 | 0 | N/A | N/A | N/A | SAIL 2005-WF4-M9 | 863576DP6 | 14,717,000 | 34,039.19 | 0 | 0 | 2.97 | 0 | SVH 2005-4-M9 | 83611MKN7 | 10,155,000 | 23,487.67 | 0 | 0 | 2.97 | - | | | |
| | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Average Coupon | 100 | 4,086,629,000 | 2,559,681.51 | 0 | 0 | 1.42 |
| | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 538,030,000 | 369,202.94 | 0 | 0 | 0.99 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2006-NC1-M5 | 004421UY7 | 21,189,000 | 18,025.36 | 0 | 0 | 1.09 | 0 | ARSI 2006-W1-M5 | 040104RM5 | 39,813,000 | 33,868.7 | 0 | 0 | 1.09 | - | BSAB 2006-HE3-M5 | 07387UHW4 | 15,075,000 | 12,003.47 | 0 | 0 | 1.02 | - | CMLT 2006-NC1-M5 | 144531FC9 | 24,498,000 | 20,459.23 | 0 | 0 | 1.07 | 0 | CWABS 2006-8-M5 | 045427AJ0 | 33,000,000 | 23,709.58 | 0 | - | 0.92 | 0 | FFMLT 2006-FF4-M5 | 362334FZ2 | 24,397,000 | 18,667.09 | 0 | 0 | 0.98 | - | GSAMP 2006-HE3-M5 | 36244KAK1 | 29,531,000 | 19,312.18 | 0 | 0 | 0.85 | 0 | HEAT 2006-4-M5 | 437084VV5 | 25,600,000 | 19,189.33 | 0 | - | 0.96 | N/A | JPMA 2006-FRE1-M5 | 46626LFS4 | 17,717,000 | 14,219.48 | 0 | - | 1.03 | 0 | LBMLT 2006-1-M5 | 542514RS5 | 40,000,000 | 33,094.44 | 0 | 0 | 1.06 | - | MABS 2006-NC1-M5 | 57643LNL6 | 14,185,000 | 11,736.12 | 0 | 0 | 1.06 | 0 | MLMI 2006-HE1-M5 | 59020U3J2 | 15,235,000 | 12,604.85 | 0 | 0 | 1.06 | 0 | MSAC 2006-WMC2-M5 | 61749KAL7 | 40,346,000 | 0 | 0 | 0 | 0.85 | 0 | MSCI 2006-HE2-M5 | 617451FA2 | 36,270,000 | 27,077.45 | 0 | 0 | 0.96 | 0 | RAMP 2006-NC2-M5 | 75156TAH3 | 12,920,000 | 9,986.08 | 0 | N/A | 0.99 | N/A | RASC 2006-KS3-M5 | 76113ABQ3 | 20,125,000 | 15,085.36 | 0 | N/A | 0.96 | N/A | SABR 2006-OP1-M5 | 81375WJK3 | 15,746,000 | 13,027.63 | 0 | 0 | 1.06 | 0 | SAIL 2006-4-M4 | 86360WAJ1 | 36,696,000 | 16,544.85 | 0 | 0 | 0.91 | 7,558,559.83 | SASC 2006-WF2-M5 | 86360LAJ5 | 21,437,000 | 14,568.23 | 0 | 0 | 0.87 | 0 | SVH 2006-OPT5-M5 | 83612CAK5 | 54,250,000 | 36,023.51 | 0 | 0 | 0.85 | - | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 1,150,568,000 | 733,092.4 | 0 | 0 | 0.83 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2006-NC1-M2 | 004421UV3 | 43,039,000 | 30,252.83 | 0 | 0 | 0.9 | 0 | ARSI 2006-W1-M2 | 040104RJ2 | 80,762,000 | 56,768.96 | 0 | 0 | 0.9 | - | BSAB 2006-HE3-M2 | 07387UHT1 | 30,150,000 | 20,020.44 | 0 | 0 | 0.85 | - | CMLT 2006-NC1-M2 | 144531EZ9 | 48,996,000 | 34,059.03 | 0 | 0 | 0.89 | 0 | CWABS 2006-8-M2 | 045427AF8 | 63,000,000 | 38,893.75 | 0 | - | 0.79 | 0 | FFMLT 2006-FF4-M2 | 362334FW9 | 49,556,000 | 32,906.56 | 0 | 0 | 0.85 | - | GSAMP 2006-HE3-M2 | 36244KAG0 | 59,063,000 | 35,005.69 | 0 | 0 | 0.77 | 0 | HEAT 2006-4-M2 | 437084VS2 | 52,000,000 | 32,507.22 | 0 | - | 0.8 | N/A | JPMA 2006-FRE1-M2 | 46626LFP0 | 36,953,000 | 25,641.52 | 0 | - | 0.89 | 0 | LBMLT 2006-1-M2 | 542514RP1 | 77,500,000 | 53,270.49 | 0 | 0 | 0.88 | - | MABS 2006-NC1-M2 | 57643LNH5 | 29,285,000 | 20,129.37 | 0 | 0 | 0.88 | 0 | MLMI 2006-HE1-M2 | 59020U3F0 | 28,909,000 | 19,646.07 | 0 | 0 | 0.87 | 0 | MSAC 2006-WMC2-M2 | 61749KAH6 | 72,884,000 | 43,797.38 | 0 | 0 | 0.77 | 0 | MSCI 2006-HE2-M2 | 617451EX3 | 71,406,000 | 45,564.43 | 0 | 0 | 0.82 | 0 | RAMP 2006-NC2-M2 | 75156TAE0 | 23,180,000 | 15,392.16 | 0 | N/A | 0.85 | N/A | RASC 2006-KS3-M2 | 76113ABM2 | 40,825,000 | 25,838.82 | 0 | N/A | 0.81 | N/A | SABR 2006-OP1-M2 | 81375WJG2 | 35,901,000 | 24,118.49 | 0 | 0 | 0.86 | 0 | SAIL 2006-4-M1 | 86360WAF9 | 157,794,000 | 91,279.45 | 0 | 0 | 0.74 | 0 | SASC 2006-WF2-M2 | 86360LAF3 | 55,865,000 | 33,185.36 | 0 | 0 | 0.76 | 0 | SVH 2006-OPT5-M2 | 83612CAG4 | 93,500,000 | 54,814.38 | 0 | 0 | 0.75 | - | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 1,711,250,000 | 1,000,423.79 | 0 | 0 | 0.76 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2006-NC1-A2D | 004421UT8 | 67,164,000 | 41,986.83 | 0 | 0 | 0.8 | 0 | ARSI 2006-W1-A2D | 040104RG8 | 103,596,000 | 62,344.65 | 0 | 0 | 0.77 | - | BSAB 2006-HE3-A3 | 07387UHR5 | 24,954,000 | 14,629.28 | 0 | 0 | 0.75 | - | CMLT 2006-NC1-A4 | 144531EX4 | 81,745,000 | 49,830.39 | 0 | 0 | 0.78 | 0 | CWABS 2006-8-2A4 | 045427AD3 | 140,064,000 | 78,844.36 | 0 | - | 0.72 | 0 | FFMLT 2006-FF4-A3 | 362334FT6 | 67,566,000 | 39,610.57 | 0 | 0 | 0.75 | - | GSAMP 2006-HE3-A2D | 36244KAE5 | 49,697,000 | 27,551.24 | 0 | 0 | 0.72 | 0 | HEAT 2006-4-2A4 | 437084VN3 | 82,600,000 | 48,424.25 | 0 | - | 0.75 | N/A | JPMA 2006-FRE1-A4 | 46626LFM7 | 25,395,000 | 15,058.35 | 0 | - | 0.76 | 0 | LBMLT 2006-1-IIA4 | 542514RM8 | 78,716,000 | 47,371.73 | 0 | 0 | 0.77 | - | MABS 2006-NC1-A4 | 57643LNF9 | 55,733,000 | 33,540.43 | 0 | 0 | 0.77 | 0 | MLMI 2006-HE1-A2D | 59020U3D5 | 19,554,000 | 11,919.79 | 0 | 0 | 0.78 | 0 | MSAC 2006-WMC2-A2d | 61749KAF0 | 242,825,000 | 136,488.86 | 0 | 0 | 0.72 | 0 | MSCI 2006-HE2-A2d | 617451EV7 | 183,755,000 | 105,867.32 | 0 | 0 | 0.74 | 0 | RAMP 2006-NC2-A3 | 75156TAC4 | 43,831,000 | 26,036.83 | 0 | N/A | 0.76 | N/A | RASC 2006-KS3-AI4 | 76113ABJ9 | 79,903,000 | 46,221.67 | 0 | N/A | 0.74 | N/A | SABR 2006-OP1-A2C | 81375WJE7 | 55,476,000 | 33,385.76 | 0 | 0 | 0.77 | 0 | SAIL 2006-4-A5 | 86360WAE2 | 90,492,000 | 55,162.42 | 0 | 0 | 0.78 | 0 | SASC 2006-WF2-A4 | 86360LAD8 | 92,326,000 | 56,280.39 | 0 | 0 | 0.78 | 0 | SVH 2006-OPT5-IIA4 | 83612CAE9 | 125,858,000 | 69,868.67 | 0 | 0 | 0.71 | - | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 370,778,000 | 286,938.54 | 0 | 0 | 1.8 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2006-NC1-M8 | 004421VB6 | 16,553,000 | 29,917.25 | 0 | 0 | 2.32 | 9,495,944.65 | ARSI 2006-W1-M8 | 040104RQ6 | 31,850,000 | 35,115.63 | 0 | 0 | 1.97 | - | BSAB 2006-HE3-M8 | 07387UHZ7 | 11,505,000 | 16,766.94 | 0 | 0 | 1.87 | - | CMLT 2006-NC1-M8 | 144531FF2 | 15,852,000 | 24,951.49 | 0 | 0 | 2.02 | 0 | CWABS 2006-8-M8 | 045427AM3 | 22,000,000 | 27,784.17 | 0 | - | 1.62 | 0 | FFMLT 2006-FF4-M8 | 362334GC2 | 18,298,000 | 12,034.96 | 0 | 0 | 1.82 | - | GSAMP 2006-HE3-M8 | 36244KAN5 | 22,348,000 | 9,816.6 | 0 | 0 | 1.57 | 8,143,343.6 | HEAT 2006-4-M8 | 437084VY9 | 16,000,000 | 0 | 0 | - | 1.67 | N/A | JPMA 2006-FRE1-M8 | 46626LFV7 | 14,174,000 | 21,169.91 | 0 | - | 1.92 | 0 | LBMLT 2006-1-M8 | 542514RV8 | 25,000,000 | 0 | 0 | 0 | 1.92 | - | MABS 2006-NC1-M8 | 57643LNP7 | 11,897,000 | 17,338.23 | 0 | 0 | 1.87 | 130,359.64 | MLMI 2006-HE1-B2A | 59020U3N3 | 6,251,000 | 5,740.27 | 0 | 0 | 1.92 | 2,753,320.83 | MSAC 2006-WMC2-B2 | 61749KAP8 | 27,331,000 | 0 | 0 | 0 | 1.52 | 0 | MSCI 2006-HE2-B2 | 617451FD6 | 29,469,000 | 0 | 0 | 0 | 1.67 | 0 | RAMP 2006-NC2-M8 | 75156TAL4 | 7,600,000 | 11,075.94 | 0 | N/A | 1.87 | N/A | RASC 2006-KS3-M8 | 76113ABT7 | 12,650,000 | 7,631.3 | 0 | N/A | 1.67 | N/A | SABR 2006-OP1-B2 | 81375WJN7 | 11,337,000 | 16,522.1 | 0 | 0 | 1.87 | 0 | SAIL 2006-4-M7 | 86360WAM4 | 19,571,000 | 0 | 0 | 0 | 1.67 | 0 | SASC 2006-WF2-M8 | 86360LAM8 | 12,342,000 | 14,626.98 | 0 | 0 | 1.52 | 0 | SVH 2006-OPT5-M8 | 83612CAN9 | 38,750,000 | 36,446.77 | 0 | 0 | 1.57 | - | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 316,003,000 | 170,023.84 | 0 | 0 | 2.73 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2006-NC1-M9 | 004421VC4 | 13,243,000 | 8,302.62 | 0 | 0 | 2.97 | 3,589,673.25 | ARSI 2006-W1-M9 | 040104RR4 | 22,750,000 | 0 | 0 | 0 | 2.97 | - | BSAB 2006-HE3-M9 | 07387UJA0 | 9,124,000 | 5,236.93 | 0 | 0 | 2.72 | - | CMLT 2006-NC1-M9 | 144531FG0 | 14,410,000 | 35,010.3 | 0 | 0 | 3.12 | 0 | CWABS 2006-8-M9 | 045427AN1 | 17,000,000 | 27,833.33 | 0 | - | 2.62 | 3,806,590.23 | FFMLT 2006-FF4-B1 | 362334GJ7 | 12,961,000 | 0 | 0 | 0 | 3.27 | - | GSAMP 2006-HE3-M9 | 36244KAP0 | 19,156,000 | 0 | 0 | 0 | 2.34 | 0 | HEAT 2006-4-B1 | 437084VZ6 | 11,200,000 | 0 | 0 | - | 2.72 | N/A | JPMA 2006-FRE1-M9 | 46626LFW5 | 11,136,000 | 24,298.92 | 0 | - | 2.82 | 3,642,736.97 | LBMLT 2006-1-M9 | 542514RW6 | 20,000,000 | 0 | 0 | 0 | 2.97 | - | MABS 2006-NC1-M9 | 57643LNQ5 | 7,778,000 | 8,605.24 | 0 | 0 | 2.97 | 3,720,513.68 | MLMI 2006-HE1-B3A | 59020U3Q6 | 5,079,000 | 0 | 0 | 0 | 2.72 | 0 | MSAC 2006-WMC2-B3 | 61749KAQ6 | 26,030,000 | 0 | 0 | 0 | 2.47 | 0 | MSCI 2006-HE2-B3 | 617451FE4 | 23,802,000 | 0 | 0 | 0 | 2.62 | 0 | RAMP 2006-NC2-M9 | 75156TAM2 | 7,600,000 | 3,897.85 | 0 | N/A | 2.92 | N/A | RASC 2006-KS3-M9 | 76113ABU4 | 11,500,000 | 0 | 0 | N/A | 2.62 | N/A | SABR 2006-OP1-B3 | 81375WJP2 | 12,597,000 | 23,257.21 | 0 | 0 | 2.37 | 0 | SAIL 2006-4-M8 | 86360WAN2 | 18,348,000 | 0 | 0 | 0 | 2.47 | 0 | SASC 2006-WF2-M9 | 86360LAN6 | 18,189,000 | 33,581.44 | 0 | 0 | 2.37 | 0 | SVH 2006-OPT5-M9 | 83612CAP4 | 34,100,000 | 0 | 0 | 0 | 2.47 | - | | | |
| | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Average Coupon | 100 | 3,639,394,000 | 2,175,454.17 | 0 | 0 | 1.29 |
| | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 442,895,000 | 292,090.07 | 0 | 0 | 0.88 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ABFC 2006-OPT2-M5 | 00075XAL1 | 19,237,000 | 13,073.14 | 0 | 0 | 0.87 | 0 | ACE 2006-NC3-M5 | 00442EAN5 | 24,022,000 | 16,324.95 | 0 | 0 | 0.87 | 0 | BSAB 2006-HE10-IM5 | 07389RAH9 | 5,799,000 | 4,437.04 | 0 | 0 | 0.98 | - | CBASS 2006-CB6-M5 | 14986PAK9 | 12,101,000 | 8,017.68 | 0 | N/A | 0.85 | N/A | CMLT 2006-NC4-M5 | 14453MAK0 | 29,920,000 | 20,333.13 | 0 | 0 | 0.87 | 0 | CTM 2006-WFHE3-M5 | 17309QAJ3 | 25,220,000 | 17,139.09 | 0 | 0 | 0.87 | 0 | CWABS 2006-18-M5 | 23243WAJ7 | 28,900,000 | 20,089.51 | 0 | 0 | 0.89 | 0 | FFMLT 2006-FF13-M5 | 30247DAK7 | 32,885,000 | 22,078.45 | 0 | 0 | 0.86 | - | FRHE 2006-3-M5 | 35729MAK3 | 26,076,000 | 17,923.63 | 0 | 0 | 0.88 | - | GSAMP 2006-HE5-M5 | 362437AK1 | 19,190,000 | 13,017.02 | 0 | 0 | 0.87 | 0 | HEAT 2006-7-M5 | 43709NAL7 | 18,700,000 | 9,459.62 | 0 | - | 0.87 | N/A | JPMA 2006-CH2-MV5 | 46629QBB1 | 23,617,000 | 15,655.54 | 0 | - | 0.85 | N/A | LBMLT 2006-6-M5 | 54251RAK9 | 27,854,000 | 0 | 0 | 0 | 0.86 | - | MABS 2006-NC3-M5 | 55275RAK8 | 18,054,000 | 11,847.94 | 0 | 0 | 0.84 | 0 | MLMI 2006-HE5-M5 | 59022QAK8 | 23,397,000 | 16,082.19 | 0 | 0 | 0.88 | - | MSAC 2006-HE6-M5 | 61750FAL4 | 23,548,000 | 15,819.68 | 0 | 0 | 0.86 | - | RASC 2006-KS9-M5 | 75406YAK3 | 22,215,000 | 15,442.51 | 0 | N/A | 0.89 | N/A | SABR 2006-HE2-M4 | 81377AAJ1 | 16,397,000 | 24,034.26 | 0 | 0 | 0.91 | 0 | SASC 2006-BC4-M5 | 86359RAK2 | 18,131,000 | 12,321.53 | 0 | 0 | 0.87 | 0 | SVH 2006-EQ1-M5 | 83612JAJ3 | 27,632,000 | 18,993.16 | 0 | 0 | 0.88 | - | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 1,001,188,000 | 599,752.06 | 0 | 0 | 0.78 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ABFC 2006-OPT2-M2 | 00075XAH0 | 30,622,000 | 18,190.32 | 0 | 0 | 0.76 | 0 | ACE 2006-NC3-M2 | 00442EAK1 | 45,042,000 | 26,405.87 | 0 | 0 | 0.75 | 0 | BSAB 2006-HE10-IM2 | 07389RAE6 | 19,813,000 | 12,694.08 | 0 | 0 | 0.82 | - | CBASS 2006-CB6-M2 | 14986PAG8 | 30,838,000 | 18,038.9 | 0 | N/A | 0.75 | N/A | CMLT 2006-NC4-M2 | 14453MAG9 | 76,012,000 | 46,926.85 | 0 | 0 | 0.79 | 0 | CTM 2006-WFHE3-M2 | 17309QAF1 | 74,032,000 | 44,552.87 | 0 | 0 | 0.77 | 0 | CWABS 2006-18-M2 | 23243WAF5 | 56,950,000 | 35,158.72 | 0 | 0 | 0.79 | 0 | FFMLT 2006-FF13-M2 | 30247DAG6 | 65,769,000 | 40,066.51 | 0 | 0 | 0.78 | - | FRHE 2006-3-M2 | 35729MAG2 | 64,375,000 | 39,241.93 | 0 | 0 | 0.78 | - | GSAMP 2006-HE5-M2 | 362437AG0 | 38,379,000 | 23,351.81 | 0 | 0 | 0.78 | 0 | HEAT 2006-7-M2 | 43709NAH6 | 35,750,000 | 21,514.55 | 0 | - | 0.77 | N/A | JPMA 2006-CH2-MV2 | 46629QAY2 | 44,791,000 | 25,866.06 | 0 | - | 0.74 | N/A | LBMLT 2006-6-M2 | 54251RAG8 | 54,864,000 | 33,017.46 | 0 | 0 | 0.77 | - | MABS 2006-NC3-M2 | 55275RAG7 | 52,100,000 | 30,138.4 | 0 | 0 | 0.74 | 0 | MLMI 2006-HE5-M2 | 59022QAG7 | 41,918,000 | 25,226.49 | 0 | 0 | 0.77 | - | MSAC 2006-HE6-M2 | 61750FAH3 | 62,549,000 | 37,642.34 | 0 | 0 | 0.77 | - | RASC 2006-KS9-M2S | 75406YAG2 | 41,960,000 | 25,904.47 | 0 | N/A | 0.79 | N/A | SABR 2006-HE2-M2 | 81377AAG7 | 54,827,000 | 28,786.93 | 0 | 0 | 0.79 | 0 | SASC 2006-BC4-M2 | 86359RAG1 | 53,605,000 | 31,842.86 | 0 | 0 | 0.76 | 0 | SVH 2006-EQ1-M2 | 83612JAF1 | 56,992,000 | 35,184.64 | 0 | 0 | 0.79 | - | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 1,657,672,000 | 907,156.98 | 0 | 0 | 0.71 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ABFC 2006-OPT2-A3D | 00075XAF4 | 45,929,000 | 24,782.52 | 0 | 0 | 0.69 | 0 | ACE 2006-NC3-A2D | 00442EAH8 | 89,489,000 | 46,894.72 | 0 | 0 | 0.67 | 0 | BSAB 2006-HE10-IA3 | 07389RAC0 | 11,213,000 | 6,224.77 | 0 | 0 | 0.71 | - | CBASS 2006-CB6-AII4 | 14986PAE3 | 42,131,000 | 23,663.93 | 0 | N/A | 0.72 | N/A | CMLT 2006-NC4-A4 | 14453MAD6 | 97,553,000 | 54,155.46 | 0 | 0 | 0.71 | 0 | CTM 2006-WFHE3-A3 | 17309QAC8 | 188,628,000 | 91,510.78 | 0 | 0 | 0.62 | 0 | CWABS 2006-18-2A3 | 23243WAD0 | 96,560,000 | 53,604.21 | 0 | 0 | 0.71 | 0 | FFMLT 2006-FF13-A2D | 30247DAE1 | 188,322,000 | 104,479.22 | 0 | 0 | 0.71 | - | FRHE 2006-3-IIA4 | 35729MAE7 | 52,106,000 | 28,926.07 | 0 | 0 | 0.71 | - | GSAMP 2006-HE5-A2D | 362437AE5 | 48,975,000 | 27,137.5 | 0 | 0 | 0.71 | 0 | HEAT 2006-7-2A4 | 43709NAE3 | 64,800,000 | 35,973 | 0 | - | 0.71 | N/A | JPMA 2006-CH2-AV5 | 46629QAW6 | 66,197,000 | 35,143.76 | 0 | - | 0.68 | N/A | LBMLT 2006-6-IIA4 | 54251RAE3 | 77,624,000 | 43,695.84 | 0 | 0 | 0.72 | - | MABS 2006-NC3-A5 | 55275RAE2 | 52,105,000 | 27,709.73 | 0 | 0 | 0.68 | 0 | MLMI 2006-HE5-A2D | 59022QAE2 | 78,075,000 | 43,342.47 | 0 | 0 | 0.71 | - | MSAC 2006-HE6-A2d | 61750FAF7 | 111,086,000 | 61,668.16 | 0 | 0 | 0.71 | - | RASC 2006-KS9-AI4 | 75406YAD9 | 119,666,000 | 67,361.99 | 0 | N/A | 0.72 | N/A | SABR 2006-HE2-A2D | 81377AAE2 | 47,036,000 | 26,111.51 | 0 | 0 | 0.71 | 0 | SASC 2006-BC4-A5 | 86359RAE6 | 71,715,000 | 43,716.27 | 0 | 0 | 0.78 | 0 | SVH 2006-EQ1-A4 | 83612JAD6 | 108,462,000 | 61,055.07 | 0 | 0 | 0.72 | - | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 261,886,000 | 157,632.28 | 0 | 0 | 1.64 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ABFC 2006-OPT2-M8 | 00075XAP2 | 10,443,000 | 11,970.29 | 0 | 0 | 1.47 | 0 | ACE 2006-NC3-M8 | 00442EAR6 | 12,011,000 | 13,430.68 | 0 | 0 | 1.77 | 5,890,682.94 | BSAB 2006-HE10-IM8 | 07389RAL0 | 3,865,000 | 8,939.42 | 0 | 0 | 2.97 | - | CBASS 2006-CB6-M8 | 14986PAN3 | 6,636,000 | 7,538.24 | 0 | N/A | 1.46 | N/A | CMLT 2006-NC4-M8 | 14453MAN4 | 16,981,000 | 16,822.98 | 0 | 0 | 1.27 | 0 | CTM 2006-WFHE3-M8 | 17309QAM6 | 15,458,000 | 17,718.73 | 0 | 0 | 1.47 | 0 | CWABS 2006-18-M8 | 23243WAM0 | 14,450,000 | 17,687.2 | 0 | 0 | 1.57 | 0 | FFMLT 2006-FF13-M8 | 30247DAN1 | 18,034,000 | 19,957.61 | 0 | 0 | 1.42 | - | FRHE 2006-3-M8 | 35729MAN7 | 14,668,000 | 0 | 0 | 0 | 1.52 | - | GSAMP 2006-HE5-M8 | 362437AN5 | 14,003,000 | 5,007.19 | 0 | 0 | 1.57 | 4,098,348.41 | HEAT 2006-7-M8 | 43709NAP8 | 11,000,000 | 0 | 0 | - | 1.57 | N/A | JPMA 2006-CH2-MV8 | 46629QBE5 | 12,216,000 | 13,978.65 | 0 | - | 1.47 | N/A | LBMLT 2006-6-M8 | 54251RAN3 | 19,413,000 | 0 | 0 | 0 | 1.52 | - | MABS 2006-NC3-M8 | 55275RAN2 | 8,769,000 | 0 | 0 | 0 | 1.87 | 0 | MLMI 2006-HE5-B2 | 59022QAN2 | 19,268,000 | 0 | 0 | 0 | N/A | - | MSAC 2006-HE6-B2 | 61750FAP5 | 12,510,000 | 0 | 0 | 0 | 1.42 | - | RASC 2006-KS9-M8 | 75406YAN7 | 14,810,000 | 0 | 0 | N/A | 1.92 | N/A | SABR 2006-HE2-B2 | 81377AAM4 | 11,785,000 | 0 | 0 | 0 | 1.67 | 0 | SASC 2006-BC4-M8 | 86359RAN6 | 12,613,000 | 10,741.37 | 0 | 0 | 1.87 | 7,370,422.36 | SVH 2006-EQ1-M8 | 83612JAM6 | 12,953,000 | 13,839.92 | 0 | 0 | 1.37 | - | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 275,753,000 | 218,822.78 | 0 | 0 | 2.54 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ABFC 2006-OPT2-M9 | 00075XAQ0 | 8,794,000 | 16,235.92 | 0 | 0 | 2.37 | 0 | ACE 2006-NC3-M9 | 00442EAS4 | 13,513,000 | 0 | 0 | 0 | 2.87 | 0 | BSAB 2006-HE10-IM9 | 07389RAM8 | 5,315,000 | 12,293.15 | 0 | 0 | 2.97 | - | CBASS 2006-CB6-B1 | 14986PAP8 | 10,540,000 | 15,010.83 | 0 | N/A | 1.97 | N/A | CMLT 2006-NC4-M9 | 14453MAP9 | 22,642,000 | 43,563.84 | 0 | 0 | 2.47 | 0 | CTM 2006-WFHE3-M9 | 17309QAN4 | 16,271,000 | 30,040.33 | 0 | 0 | 2.37 | 0 | CWABS 2006-18-M9 | 23243WAN8 | 16,150,000 | 32,957.22 | 0 | 0 | 2.62 | 0 | FFMLT 2006-FF13-M9 | 30247DAP6 | 15,912,000 | 8,294.14 | 0 | 0 | 2.37 | - | FRHE 2006-3-M9 | 35729MAP2 | 17,927,000 | 0 | 0 | 0 | 2.67 | - | GSAMP 2006-HE5-M9 | 362437AP0 | 11,410,000 | 0 | 0 | 0 | 2.42 | 0 | HEAT 2006-7-B1 | 43709NAQ6 | 8,250,000 | 0 | 0 | - | 2.37 | N/A | JPMA 2006-CH2-MV9 | 46629QBF2 | 11,401,000 | 20,570.5 | 0 | - | 2.32 | N/A | LBMLT 2006-6-M9 | 54251RAP8 | 14,349,000 | 0 | 0 | 0 | 2.37 | - | MABS 2006-NC3-M9 | 55275RAP7 | 11,864,000 | 0 | 0 | 0 | 2.72 | 0 | MLMI 2006-HE5-B3 | 59022QAP7 | 15,139,000 | 0 | 0 | 0 | N/A | - | MSAC 2006-HE6-B3 | 61750FAQ3 | 17,661,000 | 0 | 0 | 0 | 2.32 | - | RASC 2006-KS9-M9 | 75406YAP2 | 13,575,000 | 0 | 0 | N/A | 2.97 | N/A | SABR 2006-HE2-B3 | 81377AAN2 | 7,686,000 | 0 | 0 | 0 | 2.72 | 0 | SASC 2006-BC4-M9 | 86359RAP1 | 15,766,000 | 0 | 0 | 0 | 2.97 | 0 | SVH 2006-EQ1-M9 | 83612JAN4 | 21,588,000 | 39,856.85 | 0 | 0 | 2.37 | - | | | |
| | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Average Coupon | 100 | 3,633,790,000 | 2,755,967.23 | 0 | 0 | 1.55 |
| | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 500,585,000 | 466,417.86 | 0 | 0 | 1.32 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2007-HE4-M5 | 00442LAK5 | 23,940,000 | 38,613.22 | 0 | 0 | 2.07 | 4,003,275.09 | BSAB 2007-HE3-M5 | 073852AL9 | 17,955,000 | 26,166.92 | 0 | 0 | 1.87 | - | CTM 2007-AMC2-M5 | 17311XAH8 | 33,066,000 | 26,071.62 | 0 | 0 | 1.01 | 0 | CWABS 2007-1-M5 | 23245CAK6 | 35,000,000 | 23,240.97 | 0 | 0 | 0.85 | 0 | FFMLT , 2007-2-M5 | 59024QAK6 | 26,028,000 | 34,895.6 | 0 | 0 | 1.72 | - | FFMLT 2007-FF1-M5 | 32028TAK3 | 30,508,000 | 20,020.88 | 0 | 0 | 0.84 | - | GSAMP 2007-NC1-M5 | 3622MGAK4 | 34,805,000 | 23,382.19 | 0 | 0 | 0.86 | 0 | HEAT 2007-2-M5 | 43710KAK2 | 21,600,000 | 26,859 | 0 | - | 1.6 | N/A | HSA 2007-NC1-M5 | 40430TAJ1 | 21,142,000 | 19,291.74 | 0 | 0 | 1.17 | 0 | JPMA 2007-CH3-M5 | 46630XAL2 | 17,105,000 | 15,615.44 | 0 | 0 | 1.17 | - | MLMI 2007-MLN1-M5 | 59024UAK7 | 27,228,000 | 0 | 0 | 0 | 1.75 | - | MSAC 2007-NC3-M5 | 61755AAK2 | 24,129,000 | 19,193.88 | 0 | 0 | 1.02 | 0 | NFHE 2007-1-M5 | 669971AK9 | 32,110,000 | 26,816.31 | 0 | 0 | 1.07 | - | NMHE 2007-2-M5 | 65537MAK2 | 17,681,000 | 12,599.49 | 0 | 0 | 0.92 | 0 | OOML 2007-5-M5 | 68403HAK8 | 23,250,000 | 26,288.65 | 0 | 0 | 1.45 | 0 | RASC 2007-KS2-M5 | 74924WAK3 | 17,500,000 | 15,295.49 | 0 | N/A | 1.12 | N/A | SABR 2007-BR4-M5 | 81378EAH6 | 21,587,000 | 23,904.6 | 0 | 0 | 1.42 | - | SASC 2007-BC1-M5 | 86362PAL9 | 14,534,000 | 9,650.98 | 0 | 0 | 0.85 | 0 | SVH 2007-OPT1-M5 | 83612TAK8 | 38,309,000 | 39,442.31 | 0 | 0 | 1.32 | 0 | WAMU 2007-HE2-M5 | 92926SAK2 | 23,108,000 | 39,068.57 | 0 | 0 | 2.17 | 0 | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 1,140,240,000 | 707,618.81 | 0 | 0 | 0.84 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2007-HE4-M2 | 00442LAG4 | 47,347,000 | 37,700.05 | 0 | 0 | 1.02 | 0 | BSAB 2007-HE3-M2 | 073852AH8 | 47,072,000 | 35,650.5 | 0 | 0 | 0.97 | - | CTM 2007-AMC2-M2 | 17311XAE5 | 67,234,000 | 39,938.86 | 0 | 0 | 0.76 | 0 | CWABS 2007-1-M2 | 23245CAG5 | 69,000,000 | 39,914.58 | 0 | 0 | 0.74 | 0 | FFMLT , 2007-2-M2 | 59024QAG5 | 78,083,000 | 57,315.09 | 0 | 0 | 0.94 | - | FFMLT 2007-FF1-M2 | 32028TAG2 | 57,966,000 | 33,080.87 | 0 | 0 | 0.73 | - | GSAMP 2007-NC1-M2 | 3622MGAG3 | 75,106,000 | 43,446.73 | 0 | 0 | 0.74 | 0 | HEAT 2007-2-M2 | 43710KAG1 | 45,000,000 | 34,081.25 | 0 | - | 0.97 | N/A | HSA 2007-NC1-M2 | 40430TAF9 | 41,253,000 | 25,135.23 | 0 | 0 | 0.78 | 0 | JPMA 2007-CH3-M2 | 46630XAH1 | 34,210,000 | 21,119.92 | 0 | 0 | 0.79 | - | MLMI 2007-MLN1-M2 | 59024UAG6 | 54,457,000 | 0 | 0 | 0 | 0.93 | - | MSAC 2007-NC3-M2 | 61755AAG1 | 48,259,000 | 29,389.04 | 0 | 0 | 0.78 | 0 | NFHE 2007-1-M2 | 669971AG8 | 84,053,000 | 56,467.27 | 0 | 0 | 0.86 | - | NMHE 2007-2-M2 | 65537MAG1 | 35,829,000 | 21,938.67 | 0 | 0 | 0.79 | 0 | OOML 2007-5-M2 | 68403HAG7 | 73,500,000 | 49,949.38 | 0 | 0 | 0.87 | 0 | RASC 2007-KS2-M2 | 74924WAG2 | 43,000,000 | 25,208.75 | 0 | N/A | 0.75 | N/A | SABR 2007-BR4-M2 | 81378EAE3 | 40,161,000 | 26,043.29 | 0 | 0 | 0.83 | - | SASC 2007-BC1-M2 | 86362PAH8 | 48,446,000 | 28,024.67 | 0 | 0 | 0.74 | 0 | SVH 2007-OPT1-M2 | 83612TAG7 | 105,641,000 | 67,683.6 | 0 | 0 | 0.82 | 0 | WAMU 2007-HE2-M2 | 92926SAG1 | 44,623,000 | 35,531.06 | 0 | 0 | 1.02 | 0 | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 1,325,888,000 | 734,277.07 | 0 | 0 | 0.75 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2007-HE4-A2D | 00442LAE9 | 29,975,000 | 19,437.95 | 0 | 0 | 0.83 | 0 | BSAB 2007-HE3-IA4 | 073852AD7 | 56,400,000 | 36,135.17 | 0 | 0 | 0.82 | - | CTM 2007-AMC2-A3C | 17311XAC9 | 77,013,000 | 43,351.9 | 0 | 0 | 0.72 | 0 | CWABS 2007-1-2A4 | 23245CAE0 | 128,386,000 | 70,273.5 | 0 | 0 | 0.7 | 0 | FFMLT , 2007-2-A2D | 59024QAE0 | 108,238,000 | 66,821.93 | 0 | 0 | 0.79 | - | FFMLT 2007-FF1-A2D | 32028TAE7 | 120,897,000 | 65,234.01 | 0 | 0 | 0.69 | - | GSAMP 2007-NC1-A2D | 3622MGAE8 | 79,824,000 | 43,692.55 | 0 | 0 | 0.7 | 0 | HEAT 2007-2-2A4 | 43710KAE6 | 40,000,000 | 26,250 | 0 | - | 0.84 | N/A | HSA 2007-NC1-A4 | 40430TAD4 | 27,032,000 | 15,840 | 0 | 0 | 0.75 | 0 | JPMA 2007-CH3-A5 | 46630XAF5 | 69,670,000 | 39,760.28 | 0 | 0 | 0.73 | - | MLMI 2007-MLN1-A2D | 59024UAE1 | 51,108,000 | 0 | 0 | 0 | 0.79 | - | MSAC 2007-NC3-A2c | 61755AAD8 | 149,110,000 | 76,902.57 | 0 | 0 | 0.66 | 0 | NFHE 2007-1-A2D | 669971AE3 | 34,920,000 | 19,385.45 | 0 | 0 | 0.71 | - | NMHE 2007-2-IIA4 | 65537MAE6 | 21,643,000 | 12,584.52 | 0 | 0 | 0.75 | 0 | OOML 2007-5-IIA4 | 68403HAE2 | 43,380,000 | 26,106.33 | 0 | 0 | 0.77 | 0 | RASC 2007-KS2-AI4 | 74924WAD9 | 65,200,000 | 35,180.83 | 0 | N/A | 0.69 | N/A | SABR 2007-BR4-A2C | 81378EAC7 | 18,449,000 | 10,959.22 | 0 | 0 | 0.76 | - | SASC 2007-BC1-A5 | 86362PAE5 | 24,442,000 | 13,378.6 | 0 | 0 | 0.7 | 0 | SVH 2007-OPT1-2A4 | 83612TAE2 | 62,246,000 | 36,491.72 | 0 | 0 | 0.75 | 0 | WAMU 2007-HE2-IIA4 | 92926SAE6 | 117,955,000 | 76,490.54 | 0 | 0 | 0.83 | 0 | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 309,764,000 | 381,509.2 | 0 | 0 | 2.43 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2007-HE4-M8 | 00442LAN9 | 19,152,000 | 0 | 0 | 0 | 2.97 | 0 | BSAB 2007-HE3-M8 | 073852AP0 | 11,161,000 | 23,644.27 | 0 | 0 | 2.72 | - | CTM 2007-AMC2-M8 | 17311XAL9 | 25,350,000 | 48,774.1 | 0 | 0 | 2.47 | 0 | CWABS 2007-1-M8 | 23245CAN0 | 15,000,000 | 25,360.42 | 0 | 0 | 2.17 | 0 | FFMLT , 2007-2-B2 | 59024QAN0 | 16,017,000 | 30,644.77 | 0 | 0 | 2.46 | - | FFMLT 2007-FF1-B2 | 32028TAN7 | 15,254,000 | 12,276.84 | 0 | 0 | 1.67 | - | GSAMP 2007-NC1-M8 | 3622MGAN8 | 15,571,000 | 0 | 0 | 0 | 1.92 | 0 | HEAT 2007-2-M8 | 43710KAN6 | 14,400,000 | 0 | 0 | - | 2.97 | N/A | HSA 2007-NC1-M8 | 40430TAM4 | 14,439,000 | 27,767.88 | 0 | 0 | 2.47 | 0 | JPMA 2007-CH3-M8 | 46630XAP3 | 14,746,000 | 25,504.44 | 0 | 0 | 2.22 | - | MLMI 2007-MLN1-B2 | 59024UAP6 | 17,454,000 | 0 | 0 | 0 | 2.25 | - | MSAC 2007-NC3-M5 | 61755AAK2 | 24,129,000 | 19,193.88 | 0 | 0 | 1.02 | 0 | NFHE 2007-1-M8 | 669971AN3 | 14,166,000 | 30,010.28 | 0 | 0 | 2.72 | - | NMHE 2007-2-M8 | 65537MAN6 | 13,494,000 | 0 | 0 | 0 | 2.72 | 0 | OOML 2007-5-M8 | 68403HAN2 | 15,000,000 | 34,693.75 | 0 | 0 | 2.97 | 0 | RASC 2007-KS2-M8 | 74924WAN7 | 13,000,000 | 25,012.36 | 0 | N/A | 2.47 | N/A | SABR 2007-BR4-B2 | 81378EAL7 | 15,061,000 | 31,906.31 | 0 | 0 | 2.72 | - | SASC 2007-BC1-M8 | 86362PAP0 | 9,690,000 | 14,498.66 | 0 | 0 | 1.92 | 0 | SVH 2007-OPT1-M8 | 83612TAN2 | 13,931,000 | 32,221.24 | 0 | 0 | 2.97 | 0 | WAMU 2007-HE2-M8 | 92926SAN6 | 12,749,000 | 0 | 0 | 0 | 2.72 | 0 | | | | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | 20 | 357,313,000 | 466,144.29 | 0 | 0 | 2.53 |
Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | ACE 2007-HE4-M9 | 00442LAP4 | 16,492,000 | 0 | 0 | 0 | 2.97 | 0 | BSAB 2007-HE3-M9 | 073852AQ8 | 13,103,000 | 27,758.34 | 0 | 0 | 2.72 | - | CTM 2007-AMC2-M9 | 17311XAM7 | 20,942,000 | 48,437.1 | 0 | 0 | 2.97 | 0 | CWABS 2007-1-M9 | 23245CAP5 | 21,000,000 | 36,321.25 | 0 | 0 | 2.22 | 0 | FFMLT , 2007-2-B3 | 59024QAP5 | 24,025,000 | 45,966.2 | 0 | 0 | 2.46 | - | FFMLT 2007-FF1-B3 | 32028TAS6 | 20,339,000 | 0 | 0 | 0 | N/A | - | GSAMP 2007-NC1-M9 | 3622MGAP3 | 21,982,000 | 0 | 0 | 0 | 2.97 | 0 | HEAT 2007-2-M9 | 43710KAP1 | 14,400,000 | 0 | 0 | - | 2.97 | N/A | HSA 2007-NC1-M9 | 40430TAN2 | 14,438,000 | 27,765.96 | 0 | 0 | 2.47 | 0 | JPMA 2007-CH3-M9 | 46630XAQ1 | 11,797,000 | 23,615.3 | 0 | 0 | 2.57 | - | MLMI 2007-MLN1-B3 | 59024UAQ4 | 22,341,000 | 0 | 0 | 0 | 2.25 | - | MSAC 2007-NC3-M6 | 61755AAL0 | 22,825,000 | 23,477.2 | 0 | 0 | 1.32 | 0 | NFHE 2007-1-M9 | 669971AP8 | 0 | 0 | 0 | 0 | 0 | - | NMHE 2007-2-M9 | 65537MAP1 | 11,167,000 | 0 | 0 | 0 | 2.72 | 0 | OOML 2007-5-M9 | 68403HAP7 | 23,250,000 | 53,775.31 | 0 | 0 | 2.97 | 0 | RASC 2007-KS2-M9 | 74924WAP2 | 10,500,000 | 24,285.63 | 0 | N/A | 2.97 | N/A | SABR 2007-BR4-B3 | 81378EAM5 | 15,561,000 | 26,097.57 | 0 | 0 | 2.97 | - | SASC 2007-BC1-M9 | 86362PAQ8 | 11,506,000 | 26,612.42 | 0 | 0 | 2.97 | 0 | SVH 2007-OPT1-M9 | 83612TAP7 | 44,114,000 | 102,032.01 | 0 | 0 | 2.97 | 0 | WAMU 2007-HE2-M9 | 92926SAP1 | 17,531,000 | 0 | 0 | 0 | - | 0 | | | |
| |
|