 | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Average Coupon | | 100 | 3,929,111,000 | 12,598,057.12 | 13,560,353.93 | 5,659,747.23 | 4.25 |
| | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 595,009,000 | 2,043,227.14 | 0 | 0 | 3.87 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2005-HE7-M5 | 004421UG6 | 30,559,000 | 106,124.75 | 0 | 0 | 3.91 | 0 | | AMQ 2005-R11-M5 | 03072SV51 | 28,370,000 | 98,018.48 | 0 | 0 | 3.89 | N/A | | ARSI 2005-W2-M5 | 040104NH0 | 41,250,000 | 141,785.6 | 0 | 0 | 3.87 | N/A | | BSAB 2005-HE11-M4 | 0738793R7 | 23,719,000 | 81,316.74 | 0 | 0 | 3.86 | N/A | | CWABS 2005-BC5-M5 | 126670NJ3 | 15,675,000 | 55,271.86 | 0 | - | 3.97 | 0 | | FFMLT 2005-FF12-M5 | 32027NYA3 | 32,425,000 | 111,740.3 | 0 | 0 | 3.88 | N/A | | GSAMP 2005-HE4-M5 | 362341KG3 | 26,376,000 | 89,852.04 | 0 | 0 | 3.84 | N/A | | HEAT 2005-8-M5 | 437084QD1 | 24,750,000 | 83,971.36 | 0 | N/A | - | 3.82 | | JPMA 2005-OPT1-M5 | 46626laj9 | 24,917,000 | 85,202.41 | 0 | - | 3.85 | N/A | | LBMLT 2005-WL2-M5 | 542514NF7 | 41,336,000 | 141,346.34 | 0 | 0 | 3.85 | N/A | | MABS 2005-NC2-M5 | 57643LMU7 | 13,090,000 | 44,993.3 | 0 | - | 3.87 | - | | MLMI 2005-AR1-M2 | 59020UG33 | 58,184,000 | 200,508.79 | 0 | 0 | 3.88 | N/A | | MSAC 2005-HE5-M5 | 61744CUW4 | 24,539,000 | 83,421.06 | 0 | 0 | 3.83 | 0 | | NCC 2005-4-M5 | 64352VMY4 | 34,300,000 | 118,506.65 | 0 | 0 | 3.89 | N/A | | RAMP 2005-EFC4-M5 | 76112BC81 | 12,829,000 | 43,748.29 | 0 | N/A | 3.84 | N/A | | RASC 2005-KS11-M5 | 76110W7H3 | 22,770,000 | 77,647.48 | 0 | N/A | 3.84 | N/A | | SABR 2005-HE1-M2 | 81375WGG5 | 75,248,000 | 257,975.56 | 0 | 0 | 3.86 | 0 | | SAIL 2005-HE3-M5 | 86358EXB7 | 24,888,000 | 85,545.7 | 0 | - | N/A | N/A | | SAIL 2005-WF4-M5 | 863576DK7 | 22,565,000 | 76,758.71 | 0 | 0 | 3.83 | 0 | | SVH 2005-4-M5 | 83611MKJ6 | 17,219,000 | 59,491.72 | 0 | 0 | 3.89 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 1,084,080,000 | 3,542,585.82 | 0 | 0 | 3.67 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2005-HE7-M2 | 004421UD3 | 62,916,000 | 205,071.49 | 0 | 0 | 3.67 | 0 | | AMQ 2005-R11-M2 | 03072SV28 | 53,990,000 | 176,457.56 | 0 | 0 | 3.68 | N/A | | ARSI 2005-W2-M2 | 040104NE7 | 79,750,000 | 263,485.49 | 0 | 0 | 3.72 | N/A | | BSAB 2005-HE11-M2 | 0738793P1 | 23,719,000 | 77,100.03 | 0 | 0 | 3.66 | N/A | | CWABS 2005-BC5-M2 | 126670NF1 | 30,400,000 | 99,627.69 | 0 | - | 3.69 | 0 | | FFMLT 2005-FF12-M2 | 32027NXX4 | 64,850,000 | 211,951.7 | 0 | 0 | 3.68 | N/A | | GSAMP 2005-HE4-M2 | 362341KD0 | 54,951,000 | 180,364.79 | 0 | 0 | 3.7 | N/A | | HEAT 2005-8-M2 | 437084QA7 | 51,000,000 | 165,778.56 | 0 | N/A | - | 3.66 | | JPMA 2005-OPT1-M2 | 46626laf7 | 46,813,000 | 153,000.7 | 0 | - | 3.68 | N/A | | LBMLT 2005-WL2-M2 | 542514NC4 | 84,049,000 | 276,194.73 | 0 | 0 | 3.7 | N/A | | MABS 2005-NC2-M2 | 57643LMR4 | 27,986,000 | 91,467.7 | 0 | - | 3.68 | - | | MLMI 2005-AR1-M1 | 59020UG90 | 78,133,000 | 257,448.58 | 0 | 0 | 3.71 | N/A | | MSAC 2005-HE5-M2 | 61744CUT1 | 49,822,000 | 160,962.28 | 0 | 0 | 3.64 | 0 | | NCC 2005-4-M2 | 64352VMV0 | 66,600,000 | 220,039.3 | 0 | 0 | 3.72 | N/A | | RAMP 2005-EFC4-M2 | 76112BC57 | 26,392,000 | 85,542.88 | 0 | N/A | 3.65 | N/A | | RASC 2005-KS11-M2 | 76110W7E0 | 44,850,000 | 144,571.19 | 0 | N/A | 3.63 | N/A | | SABR 2005-HE1-M1 | 81375WGF7 | 90,174,000 | 291,512.9 | 0 | 0 | 3.64 | 0 | | SAIL 2005-HE3-M2 | 86358EWY8 | 63,997,000 | 210,301.54 | 0 | - | N/A | N/A | | SAIL 2005-WF4-M2 | 863576DG6 | 51,017,000 | 164,926.85 | 0 | 0 | 3.64 | 0 | | SVH 2005-4-M2 | 83611MKF4 | 32,671,000 | 106,779.86 | 0 | 0 | 3.68 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 1,608,722,000 | 4,157,273.45 | 13,560,353.93 | 5,659,747.23 | 3.55 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2005-HE7-A2D | 004421UB7 | 79,376,000 | 249,549.68 | 0 | 0 | 3.54 | 0 | | AMQ 2005-R11-A2D | 03072SU86 | 56,285,000 | 176,954.04 | 0 | 0 | 3.54 | N/A | | ARSI 2005-W2-A2C | 040104NC1 | 75,782,000 | 240,271.38 | 0 | 0 | 3.57 | N/A | | BSAB 2005-HE11-A3 | 0738793M8 | 26,953,000 | 84,976.94 | 0 | 0 | 3.55 | N/A | | CWABS 2005-BC5-3A3 | 126670ND6 | 21,145,000 | 67,229.45 | 0 | - | 3.58 | 0 | | FFMLT 2005-FF12-A2C | 32027NXV8 | 21,136,000 | 66,449.33 | 0 | 0 | 3.54 | N/A | | GSAMP 2005-HE4-A2C | 362341KB4 | 93,538,000 | 297,052.54 | 2,523,509.18 | 141,634.36 | 3.58 | N/A | | HEAT 2005-8-2A4 | 437084PW0 | 62,000,000 | 196,574.72 | 0 | N/A | - | 3.57 | | JPMA 2005-OPT1-A4 | 46626lad2 | 40,111,000 | 69,756.24 | 0 | - | 3.56 | N/A | | LBMLT 2005-WL2-IIIA3 | 542514MZ4 | 303,698,000 | 137,251.89 | 6,399,529.15 | 5,518,112.87 | 3.48 | N/A | | MABS 2005-NC2-A4 | 57643LMP8 | 44,275,000 | 139,982.99 | 0 | - | 3.56 | - | | MLMI 2005-AR1-A3A4 | 59020UH24 | 20,119,000 | 64,682.67 | 0 | 0 | 3.62 | N/A | | MSAC 2005-HE5-A2C | 61744CUR5 | 115,000,000 | 312,635.17 | 4,637,315.6 | 0 | 3.55 | 0 | | NCC 2005-4-A2C | 64352VMT5 | 37,800,000 | 120,183.17 | 0 | 0 | 3.58 | N/A | | RAMP 2005-EFC4-A3 | 76112BD64 | 15,000,000 | 47,685.43 | 0 | N/A | 3.58 | N/A | | RASC 2005-KS11-AI4 | 76110W7B6 | 56,277,000 | 175,901.25 | 0 | N/A | 3.52 | N/A | | SABR 2005-HE1-A3C | 81375WGE0 | 88,518,000 | 278,291.15 | 0 | 0 | 3.54 | 0 | | SAIL 2005-HE3-A5 | 86358EWW2 | 221,021,000 | 700,760.35 | 0 | - | N/A | N/A | | SAIL 2005-WF4-A4 | 863576DE1 | 194,116,000 | 615,456.42 | 0 | 0 | 3.57 | 0 | | SVH 2005-4-IIA4 | 83611MKC1 | 36,572,000 | 115,628.64 | 0 | 0 | 3.56 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 335,512,000 | 1,436,275.96 | 0 | 0 | 4.89 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2005-HE7-M8 | 004421UK7 | 21,571,000 | 94,085.61 | 0 | 0 | 4.91 | 0 | | AMQ 2005-R11-M8 | 03072SV85 | 15,560,000 | 78,932.49 | 0 | 0 | 5.71 | N/A | | ARSI 2005-W2-M8 | 040104NL1 | 27,500,000 | 113,834.84 | 0 | 0 | 4.66 | N/A | | BSAB 2005-HE11-M7 | 0738793U0 | 8,334,000 | 34,868.57 | 0 | 0 | 4.71 | N/A | | CWABS 2005-BC5-M8 | 126670NM6 | 11,400,000 | 52,763.05 | 0 | - | 5.21 | 0 | | FFMLT 2005-FF12-B2 | 32027NYD7 | 21,616,000 | 95,242.59 | 0 | 0 | 4.96 | N/A | | GSAMP 2005-HE4-B2 | 362341KK4 | 18,316,000 | 73,290.46 | 0 | 0 | 4.51 | N/A | | HEAT 2005-8-M8 | 437084QG4 | 15,000,000 | 59,691.73 | 0 | N/A | - | 4.48 | | JPMA 2005-OPT1-M8 | 46626lam2 | 18,876,000 | 77,297.3 | 0 | - | 4.61 | N/A | | LBMLT 2005-WL2-M8 | 542514NJ9 | 28,935,000 | 118,488.95 | 0 | 0 | 4.61 | N/A | | MABS 2005-NC2-M8 | 57643LMX1 | 8,576,000 | 39,311.47 | 0 | - | 5.16 | - | | MLMI 2005-AR1-B2 | 59020UG58 | 10,528,000 | 43,580.12 | 0 | 0 | 4.66 | N/A | | MSAC 2005-HE5-B2 | 61744CUZ7 | 19,333,000 | 77,401.48 | 0 | 0 | 4.51 | 0 | | NCC 2005-4-M8 | 64352VNB3 | 22,900,000 | 91,740.05 | 0 | 0 | 4.51 | N/A | | RAMP 2005-EFC4-M8 | 76112BD31 | 8,797,000 | 35,158.96 | 0 | N/A | 4.5 | N/A | | RASC 2005-KS11-M8 | 76110W7L4 | 16,560,000 | 73,690.86 | 0 | N/A | 5.01 | N/A | | SABR 2005-HE1-B2 | 81375WGK6 | 14,925,000 | 69,077.94 | 0 | 0 | 5.21 | 0 | | SAIL 2005-HE3-M8 | 86358EXE1 | 20,147,000 | 82,502.05 | 0 | - | N/A | N/A | | SAIL 2005-WF4-M8 | 863576DN1 | 14,717,000 | 64,844.8 | 0 | 0 | 4.96 | 0 | | SVH 2005-4-M8 | 83611MKM9 | 11,921,000 | 60,472.64 | 0 | 0 | 5.71 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 305,788,000 | 1,418,694.75 | 0 | 0 | 5.29 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2005-HE7-M9 | 004421UL5 | 19,774,000 | 100,309.2 | 0 | 0 | 5.71 | 3,006,162.4 | | AMQ 2005-R11-M9 | 03072SV93 | 14,640,000 | 74,265.53 | 0 | 0 | 5.71 | N/A | | ARSI 2005-W2-M9 | 040104NM9 | 16,500,000 | 72,700.91 | 0 | 0 | 4.96 | N/A | | BSAB 2005-HE11-M8 | 0738793V8 | 7,052,000 | 33,579.3 | 0 | 0 | 5.36 | N/A | | CWABS 2005-BC5-B | 126670NN4 | 11,875,000 | 54,961.51 | 0 | - | 5.21 | 0 | | FFMLT 2005-FF12-B3 | 32027NYE5 | 19,651,000 | 86,584.58 | 0 | 0 | 4.96 | N/A | | GSAMP 2005-HE4-B3 | 362341KL2 | 19,782,000 | 87,060.15 | 0 | 0 | 4.96 | N/A | | HEAT 2005-8-B1 | 437084QH2 | 12,750,000 | 55,611.31 | 0 | N/A | - | 4.91 | | JPMA 2005-OPT1-M9 | 46626lan0 | 15,101,000 | 67,879.06 | 0 | - | 5.06 | N/A | | LBMLT 2005-WL2-M9 | 542514NK6 | 27,557,000 | 122,644.08 | 0 | 0 | 5.01 | N/A | | MABS 2005-NC2-M9 | 57643LMY9 | 9,027,000 | 45,792.01 | 0 | - | 5.71 | - | | MLMI 2005-AR1-B3 | 59020UG66 | 11,082,000 | 49,321.11 | 0 | 0 | 5.01 | N/A | | MSAC 2005-HE5-B3 | 61744CVA1 | 15,616,000 | 68,762.59 | 0 | 0 | 4.96 | 0 | | NCC 2005-4-M9 | 64352VNC1 | 22,900,000 | 101,917.82 | 0 | 0 | 5.01 | N/A | | RAMP 2005-EFC4-M9 | 76112BD49 | 9,164,000 | 40,372.31 | 0 | N/A | 4.96 | N/A | | RASC 2005-KS11-M9 | 76110W7M2 | 15,180,000 | 76,993.96 | 0 | N/A | 5.71 | N/A | | SABR 2005-HE1-B3 | 81375WGL4 | 14,303,000 | 69,377.56 | 0 | 0 | 5.46 | 0 | | SAIL 2005-HE3-M9 | 86358EXF8 | 18,962,000 | 84,391.52 | 0 | - | N/A | N/A | | SAIL 2005-WF4-M9 | 863576DP6 | 14,717,000 | 74,656.14 | 0 | 0 | 5.71 | 0 | | SVH 2005-4-M9 | 83611MKN7 | 10,155,000 | 51,514.1 | 0 | 0 | 5.71 | N/A | | | |
| | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Average Coupon | | 100 | 4,086,629,000 | 13,243,666.27 | 0 | 0 | 4.15 |
| | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 538,030,000 | 1,770,660.06 | 0 | 0 | 3.72 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2006-NC1-M5 | 004421UY7 | 21,189,000 | 72,078.01 | 0 | 0 | 3.83 | 0 | | ARSI 2006-W1-M5 | 040104RM5 | 39,813,000 | 135,430.73 | 0 | 0 | 3.83 | N/A | | BSAB 2006-HE3-M5 | 07387UHW4 | 15,075,000 | 50,342.19 | 0 | 0 | 3.76 | N/A | | CMLT 2006-NC1-M5 | 144531FC9 | 24,498,000 | 82,898.62 | 0 | 0 | 3.81 | 0 | | CWABS 2006-8-M5 | 045427AJ0 | 33,000,000 | 107,268.48 | 0 | - | 3.66 | 0 | | FFMLT 2006-FF4-M5 | 362334FZ2 | 24,397,000 | 80,605.09 | 0 | 0 | 3.72 | N/A | | GSAMP 2006-HE3-M5 | 36244KAK1 | 29,531,000 | 93,874.31 | 0 | 0 | 3.59 | 0 | | HEAT 2006-4-M5 | 437084VV5 | 25,600,000 | 84,124.56 | 0 | - | 3.7 | N/A | | JPMA 2006-FRE1-M5 | 46626LFS4 | 17,717,000 | 59,271.16 | 0 | - | 3.76 | N/A | | LBMLT 2006-1-M5 | 542514RS5 | 40,000,000 | 135,000.18 | 0 | 0 | 3.8 | N/A | | MABS 2006-NC1-M5 | 57643LNL6 | 14,185,000 | 47,874.44 | 0 | 0 | 3.8 | 0 | | MLMI 2006-HE1-M5 | 59020U3J2 | 15,235,000 | 51,418.19 | 0 | 0 | 3.8 | 0 | | MSAC 2006-WMC2-M5 | 61749KAL7 | 40,346,000 | 128,617.28 | 0 | 0 | 3.59 | 0 | | MSCI 2006-HE2-M5 | 617451FA2 | 36,270,000 | 119,126.59 | 0 | 0 | 3.7 | 0 | | RAMP 2006-NC2-M5 | 75156TAH3 | 12,920,000 | 42,801.15 | 0 | N/A | 3.73 | N/A | | RASC 2006-KS3-M5 | 76113ABQ3 | 20,125,000 | 66,133.08 | 0 | N/A | 3.7 | N/A | | SABR 2006-OP1-M5 | 81375WJK3 | 15,746,000 | 53,142.82 | 0 | 0 | 3.8 | 0 | | SAIL 2006-4-M4 | 86360WAJ1 | 36,696,000 | 118,956.36 | 0 | 0 | 3.65 | 0 | | SASC 2006-WF2-M5 | 86360LAJ5 | 21,437,000 | 68,729.5 | 0 | 0 | 3.61 | 0 | | SVH 2006-OPT5-M5 | 83612CAK5 | 54,250,000 | 172,967.32 | 0 | 0 | 3.59 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 1,150,568,000 | 3,633,218.48 | 0 | 0 | 3.57 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2006-NC1-M2 | 004421UV3 | 43,039,000 | 139,135.71 | 0 | 0 | 3.64 | 0 | | ARSI 2006-W1-M2 | 040104RJ2 | 80,762,000 | 261,085.96 | 0 | 0 | 3.64 | N/A | | BSAB 2006-HE3-M2 | 07387UHT1 | 30,150,000 | 96,128.38 | 0 | 0 | 3.59 | N/A | | CMLT 2006-NC1-M2 | 144531EZ9 | 48,996,000 | 157,957.88 | 0 | 0 | 3.63 | 0 | | CWABS 2006-8-M2 | 045427AF8 | 63,000,000 | 197,505.28 | 0 | - | 3.53 | 0 | | FFMLT 2006-FF4-M2 | 362334FW9 | 49,556,000 | 158,001.27 | 0 | 0 | 3.59 | N/A | | GSAMP 2006-HE3-M2 | 36244KAG0 | 59,063,000 | 183,564.28 | 0 | 0 | 3.51 | 0 | | HEAT 2006-4-M2 | 437084VS2 | 52,000,000 | 163,482.45 | 0 | - | 3.54 | N/A | | JPMA 2006-FRE1-M2 | 46626LFP0 | 36,953,000 | 119,029.44 | 0 | - | 3.62 | N/A | | LBMLT 2006-1-M2 | 542514RP1 | 77,500,000 | 249,162.84 | 0 | 0 | 3.62 | N/A | | MABS 2006-NC1-M2 | 57643LNH5 | 29,285,000 | 94,151.41 | 0 | 0 | 3.62 | 0 | | MLMI 2006-HE1-M2 | 59020U3F0 | 28,909,000 | 92,685.59 | 0 | 0 | 3.61 | 0 | | MSAC 2006-WMC2-M2 | 61749KAH6 | 72,884,000 | 227,161.69 | 0 | 0 | 3.51 | 0 | | MSCI 2006-HE2-M2 | 617451EX3 | 71,406,000 | 225,647.09 | 0 | 0 | 3.56 | 0 | | RAMP 2006-NC2-M2 | 75156TAE0 | 23,180,000 | 73,905.67 | 0 | N/A | 3.59 | N/A | | RASC 2006-KS3-M2 | 76113ABM2 | 40,825,000 | 128,712.33 | 0 | N/A | 3.55 | N/A | | SABR 2006-OP1-M2 | 81375WJG2 | 35,901,000 | 114,783.63 | 0 | 0 | 3.6 | 0 | | SAIL 2006-4-M1 | 86360WAF9 | 157,794,000 | 487,671.82 | 0 | 0 | 3.48 | 0 | | SASC 2006-WF2-M2 | 86360LAF3 | 55,865,000 | 173,647.29 | 0 | 0 | 3.5 | 0 | | SVH 2006-OPT5-M2 | 83612CAG4 | 93,500,000 | 289,798.47 | 0 | 0 | 3.49 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 1,711,250,000 | 5,301,047.18 | 0 | 0 | 3.49 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2006-NC1-A2D | 004421UT8 | 67,164,000 | 211,156.45 | 0 | 0 | 3.54 | 0 | | ARSI 2006-W1-A2D | 040104RG8 | 103,596,000 | 322,932.21 | 0 | 0 | 3.51 | N/A | | BSAB 2006-HE3-A3 | 07387UHR5 | 24,954,000 | 77,343.65 | 0 | 0 | 3.49 | N/A | | CMLT 2006-NC1-A4 | 144531EX4 | 81,745,000 | 255,544.32 | 0 | 0 | 3.52 | 0 | | CWABS 2006-8-2A4 | 045427AD3 | 140,064,000 | 430,386.17 | 0 | - | 3.46 | 0 | | FFMLT 2006-FF4-A3 | 362334FT6 | 67,566,000 | 209,417.36 | 0 | 0 | 3.49 | N/A | | GSAMP 2006-HE3-A2D | 36244KAE5 | 49,697,000 | 152,253.14 | 0 | 0 | 3.46 | 0 | | HEAT 2006-4-2A4 | 437084VN3 | 82,600,000 | 256,014.48 | 0 | - | 3.49 | N/A | | JPMA 2006-FRE1-A4 | 46626LFM7 | 25,395,000 | 78,867.93 | 0 | - | 3.49 | N/A | | LBMLT 2006-1-IIA4 | 542514RM8 | 78,716,000 | 245,375.61 | 0 | 0 | 3.51 | N/A | | MABS 2006-NC1-A4 | 57643LNF9 | 55,733,000 | 173,732.39 | 0 | 0 | 3.51 | 0 | | MLMI 2006-HE1-A2D | 59020U3D5 | 19,554,000 | 61,128.06 | 0 | 0 | 3.52 | 0 | | MSAC 2006-WMC2-A2d | 61749KAF0 | 242,825,000 | 746,035.82 | 0 | 0 | 3.46 | 0 | | MSCI 2006-HE2-A2d | 617451EV7 | 183,755,000 | 567,616.07 | 0 | 0 | 3.48 | 0 | | RAMP 2006-NC2-A3 | 75156TAC4 | 43,831,000 | 136,241.55 | 0 | N/A | 3.5 | N/A | | RASC 2006-KS3-AI4 | 76113ABJ9 | 79,903,000 | 246,945.02 | 0 | N/A | 3.48 | N/A | | SABR 2006-OP1-A2C | 81375WJE7 | 55,476,000 | 172,931.27 | 0 | 0 | 3.51 | 0 | | SAIL 2006-4-A5 | 86360WAE2 | 90,492,000 | 282,888.45 | 0 | 0 | 3.52 | 0 | | SASC 2006-WF2-A4 | 86360LAD8 | 92,326,000 | 288,621.74 | 0 | 0 | 3.52 | 0 | | SVH 2006-OPT5-IIA4 | 83612CAE9 | 125,858,000 | 385,615.49 | 0 | 0 | 3.45 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 370,778,000 | 1,303,327 | 0 | 0 | 4.53 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2006-NC1-M8 | 004421VB6 | 16,553,000 | 74,405.81 | 0 | 0 | 5.06 | 0 | | ARSI 2006-W1-M8 | 040104RQ6 | 31,850,000 | 133,257 | 0 | 0 | 4.71 | N/A | | BSAB 2006-HE3-M8 | 07387UHZ7 | 11,505,000 | 47,113.03 | 0 | 0 | 4.61 | N/A | | CMLT 2006-NC1-M8 | 144531FF2 | 15,852,000 | 67,027.61 | 0 | 0 | 4.76 | 0 | | CWABS 2006-8-M8 | 045427AM3 | 22,000,000 | 85,201.21 | 0 | - | 4.36 | 0 | | FFMLT 2006-FF4-M8 | 362334GC2 | 18,298,000 | 74,117.15 | 0 | 0 | 4.56 | N/A | | GSAMP 2006-HE3-M8 | 36244KAN5 | 22,348,000 | 85,300.82 | 0 | 0 | 4.31 | 0 | | HEAT 2006-4-M8 | 437084VY9 | 16,000,000 | 62,675.63 | 0 | - | 4.41 | N/A | | JPMA 2006-FRE1-M8 | 46626LFV7 | 14,174,000 | 58,621.78 | 0 | - | 4.65 | N/A | | LBMLT 2006-1-M8 | 542514RV8 | 25,000,000 | 103,486.22 | 0 | 0 | 4.66 | N/A | | MABS 2006-NC1-M8 | 57643LNP7 | 11,897,000 | 48,718.27 | 0 | 0 | 4.61 | 0 | | MLMI 2006-HE1-B2A | 59020U3N3 | 6,251,000 | 25,875.7 | 0 | 0 | 4.66 | 0 | | MSAC 2006-WMC2-B2 | 61749KAP8 | 27,331,000 | 0 | 0 | 0 | 4.26 | 0 | | MSCI 2006-HE2-B2 | 617451FD6 | 29,469,000 | 115,377.85 | 0 | 0 | 4.41 | 0 | | RAMP 2006-NC2-M8 | 75156TAL4 | 7,600,000 | 31,122.03 | 0 | N/A | 4.61 | N/A | | RASC 2006-KS3-M8 | 76113ABT7 | 12,650,000 | 49,552.92 | 0 | N/A | 4.41 | N/A | | SABR 2006-OP1-B2 | 81375WJN7 | 11,337,000 | 46,425.07 | 0 | 0 | 4.61 | 0 | | SAIL 2006-4-M7 | 86360WAM4 | 19,571,000 | 0 | 0 | 0 | 4.41 | 0 | | SASC 2006-WF2-M8 | 86360LAM8 | 12,342,000 | 46,700.81 | 0 | 0 | 4.26 | 0 | | SVH 2006-OPT5-M8 | 83612CAN9 | 38,750,000 | 148,348.09 | 0 | 0 | 4.31 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 316,003,000 | 1,235,413.55 | 0 | 0 | 5.46 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2006-NC1-M9 | 004421VC4 | 13,243,000 | 67,178.85 | 0 | 0 | 5.71 | 0 | | ARSI 2006-W1-M9 | 040104RR4 | 22,750,000 | 115,405.8 | 0 | 0 | 5.71 | N/A | | BSAB 2006-HE3-M9 | 07387UJA0 | 9,124,000 | 44,256.51 | 0 | 0 | 5.46 | N/A | | CMLT 2006-NC1-M9 | 144531FG0 | 14,410,000 | 75,020.13 | 0 | 0 | 5.86 | 0 | | CWABS 2006-8-M9 | 045427AN1 | 17,000,000 | 80,948.41 | 0 | - | 5.36 | 0 | | FFMLT 2006-FF4-B1 | 362334GJ7 | 12,961,000 | 69,204.6 | 0 | 0 | 6.01 | N/A | | GSAMP 2006-HE3-M9 | 36244KAP0 | 19,156,000 | 86,189.33 | 0 | 0 | 5.08 | 0 | | HEAT 2006-4-B1 | 437084VZ6 | 11,200,000 | 54,326.27 | 0 | - | 5.46 | N/A | | JPMA 2006-FRE1-M9 | 46626LFW5 | 11,136,000 | 54,958.1 | 0 | - | 5.55 | N/A | | LBMLT 2006-1-M9 | 542514RW6 | 20,000,000 | 20,001.61 | 0 | 0 | 5.71 | N/A | | MABS 2006-NC1-M9 | 57643LNQ5 | 7,778,000 | 39,456.1 | 0 | 0 | 5.71 | 0 | | MLMI 2006-HE1-B3A | 59020U3Q6 | 5,079,000 | 24,635.99 | 0 | 0 | 5.46 | 0 | | MSAC 2006-WMC2-B3 | 61749KAQ6 | 26,030,000 | 0 | 0 | 0 | 5.21 | 0 | | MSCI 2006-HE2-B3 | 617451FE4 | 23,802,000 | 113,279.46 | 0 | 0 | 5.36 | 0 | | RAMP 2006-NC2-M9 | 75156TAM2 | 7,600,000 | 38,215.37 | 0 | N/A | 5.66 | N/A | | RASC 2006-KS3-M9 | 76113ABU4 | 11,500,000 | 54,759.22 | 0 | N/A | 5.36 | N/A | | SABR 2006-OP1-B3 | 81375WJP2 | 12,597,000 | 57,183.44 | 0 | 0 | 5.11 | 0 | | SAIL 2006-4-M8 | 86360WAN2 | 18,348,000 | 0 | 0 | 0 | 5.21 | 0 | | SASC 2006-WF2-M9 | 86360LAN6 | 18,189,000 | 82,568.04 | 0 | 0 | 5.11 | 0 | | SVH 2006-OPT5-M9 | 83612CAP4 | 34,100,000 | 157,826.32 | 0 | 0 | 5.21 | N/A | | | |
| | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Average Coupon | | 100 | 3,649,642,000 | 12,033,360.92 | 0 | 0 | 9.33 |
| | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 460,316,000 | 1,499,233.2 | 0 | 0 | 3.67 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ABFC 2006-OPT2-M5 | 00075XAL1 | 19,237,000 | 61,676.04 | 0 | 0 | 3.61 | 0 | | ACE 2006-NC3-M5 | 00442EAN5 | 24,022,000 | 77,017.31 | 0 | 0 | 3.61 | 0 | | BSAB 2006-HE10-IM5 | 07389RAH9 | 5,799,000 | 19,159.28 | 0 | 0 | 3.72 | N/A | | CBASS 2006-CB6-M5 | 14986PAK9 | 12,101,000 | 38,564.28 | 0 | - | 3.59 | - | | CMLT 2006-NC4-M5 | 14453MAK0 | 29,920,000 | 95,926.98 | 0 | 0 | 3.61 | 0 | | CTM 2006-WFHE3-M5 | 17309QAJ3 | 25,220,000 | 116,248.44 | 0 | 0 | 5.53 | N/A | | CWABS 2006-18-M5 | 23243WAJ7 | 28,900,000 | 93,170.52 | 0 | 0 | 3.63 | 0 | | FFMLT 2006-FF13-M5 | 30247DAK7 | 32,885,000 | 105,117.64 | 0 | 0 | 3.6 | N/A | | FRHE 2006-3-M5 | 35729MAK3 | 26,076,000 | 83,834.46 | 0 | 0 | 3.62 | N/A | | GSAMP 2006-HE5-M5 | 362437AK1 | 19,190,000 | 61,391.24 | 0 | 0 | 3.61 | 0 | | HEAT 2006-7-M5 | 43709NAL7 | 18,700,000 | 59,954.36 | 0 | - | 3.61 | N/A | | JPMA 2006-CH2-MV5 | 46629QBB1 | 23,617,000 | 75,284.86 | 0 | - | 3.59 | N/A | | LBMLT 2006-6-M5 | 54251RAK9 | 27,854,000 | 89,055.55 | 0 | 0 | 3.6 | N/A | | MABS 2006-NC3-M5 | 55275RAK8 | 18,054,000 | 57,401.77 | 0 | 0 | 3.58 | 0 | | MLMI 2006-HE5-M5 | 59022QAK8 | 23,397,000 | 75,221.46 | 0 | 0 | 3.62 | N/A | | MSAC 2006-HE6-M5 | 61750FAL4 | 23,548,000 | 75,288.29 | 0 | 0 | 3.6 | N/A | | RASC 2006-KS9-M5 | 75406YAK3 | 22,215,000 | 71,618.79 | 0 | N/A | 3.63 | N/A | | SABR 2006-HE2-M4 | 81377AAJ1 | 33,818,000 | 109,626.83 | 0 | 0 | 3.65 | 0 | | SASC 2006-BC4-M5 | 86359RAK2 | 18,131,000 | 44,838.1 | 0 | 0 | 2.87 | 0 | | SVH 2006-EQ1-M5 | 83612JAJ3 | 27,632,000 | 88,837 | 0 | 0 | 3.62 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 992,990,000 | 3,162,810 | 0 | 0 | 3.57 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ABFC 2006-OPT2-M2 | 00075XAH0 | 30,622,000 | 95,183.52 | 0 | 0 | 3.5 | 0 | | ACE 2006-NC3-M2 | 00442EAK1 | 45,042,000 | 139,605.38 | 0 | 0 | 3.49 | 0 | | BSAB 2006-HE10-IM2 | 07389RAE6 | 19,813,000 | 62,642.19 | 0 | 0 | 3.56 | N/A | | CBASS 2006-CB6-M2 | 14986PAG8 | 30,838,000 | 95,536.7 | 0 | - | 3.49 | - | | CMLT 2006-NC4-M2 | 14453MAG9 | 76,012,000 | 238,297.96 | 0 | 0 | 3.53 | 0 | | CTM 2006-WFHE3-M2 | 17309QAF1 | 74,032,000 | 335,071.92 | 0 | 0 | 5.43 | N/A | | CWABS 2006-18-M2 | 23243WAF5 | 56,950,000 | 178,538.5 | 0 | 0 | 3.53 | 0 | | FFMLT 2006-FF13-M2 | 30247DAG6 | 65,769,000 | 205,556.21 | 0 | 0 | 3.52 | N/A | | FRHE 2006-3-M2 | 35729MAG2 | 64,375,000 | 201,243.69 | 0 | 0 | 3.52 | N/A | | GSAMP 2006-HE5-M2 | 362437AG0 | 38,379,000 | 119,715.65 | 0 | 0 | 3.52 | 0 | | HEAT 2006-7-M2 | 43709NAH6 | 35,750,000 | 111,440.85 | 0 | - | 3.51 | N/A | | JPMA 2006-CH2-MV2 | 46629QAY2 | 44,791,000 | 138,403.33 | 0 | - | 3.48 | N/A | | LBMLT 2006-6-M2 | 54251RAG8 | 54,864,000 | 171,023.52 | 0 | 0 | 3.51 | N/A | | MABS 2006-NC3-M2 | 55275RAG7 | 52,100,000 | 161,018.18 | 0 | 0 | 3.48 | 0 | | MLMI 2006-HE5-M2 | 59022QAG7 | 41,918,000 | 130,667.91 | 0 | 0 | 3.51 | N/A | | MSAC 2006-HE6-M2 | 61750FAH3 | 62,549,000 | 194,979.41 | 0 | 0 | 3.51 | N/A | | RASC 2006-KS9-M2S | 75406YAG2 | 41,960,000 | 131,544.79 | 0 | N/A | 3.53 | N/A | | SABR 2006-HE2-M2 | 81377AAG7 | 46,629,000 | 146,182.12 | 0 | 0 | 3.53 | 0 | | SASC 2006-BC4-M2 | 86359RAG1 | 53,605,000 | 127,488 | 0 | 0 | 2.76 | 0 | | SVH 2006-EQ1-M2 | 83612JAF1 | 56,992,000 | 178,670.17 | 0 | 0 | 3.53 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 1,657,672,000 | 5,278,608.2 | 0 | 0 | 29.64 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ABFC 2006-OPT2-A3D | 00075XAF4 | 45,929,000 | 139,905.04 | 0 | 0 | 3.43 | 0 | | ACE 2006-NC3-A2D | 00442EAH8 | 89,489,000 | 271,002.92 | 0 | 0 | 3.41 | 0 | | BSAB 2006-HE10-IA3 | 07389RAC0 | 11,213,000 | 34,355.44 | 0 | 0 | 3.45 | N/A | | CBASS 2006-CB6-AII4 | 14986PAE3 | 42,131,000 | 129,399.65 | 0 | - | 3.46 | - | | CMLT 2006-NC4-A4 | 14453MAD6 | 97,553,000 | 298,891.99 | 0 | 0 | 3.45 | 0 | | CTM 2006-WFHE3-A3 | 17309QAC8 | 188,628,000 | 830,159.69 | 0 | 0 | 528.12 | N/A | | CWABS 2006-18-2A3 | 23243WAD0 | 96,560,000 | 295,849.54 | 0 | 0 | 3.45 | 0 | | FFMLT 2006-FF13-A2D | 30247DAE1 | 188,322,000 | 576,871.45 | 0 | 0 | 3.45 | N/A | | FRHE 2006-3-IIA4 | 35729MAE7 | 52,106,000 | 159,647.23 | 0 | 0 | 3.45 | N/A | | GSAMP 2006-HE5-A2D | 362437AE5 | 48,975,000 | 149,727.07 | 0 | 0 | 3.45 | 0 | | HEAT 2006-7-2A4 | 43709NAE3 | 64,800,000 | 198,540.29 | 0 | - | 3.45 | N/A | | JPMA 2006-CH2-AV5 | 46629QAW6 | 66,197,000 | 201,017.62 | 0 | - | 3.42 | N/A | | LBMLT 2006-6-IIA4 | 54251RAE3 | 77,624,000 | 238,521.65 | 0 | 0 | 3.46 | N/A | | MABS 2006-NC3-A5 | 55275RAE2 | 52,105,000 | 158,254.7 | 0 | 0 | 3.42 | 0 | | MLMI 2006-HE5-A2D | 59022QAE2 | 78,075,000 | 239,213.47 | 0 | 0 | 3.45 | N/A | | MSAC 2006-HE6-A2d | 61750FAF7 | 111,086,000 | 340,355.65 | 0 | 0 | 3.45 | N/A | | RASC 2006-KS9-AI4 | 75406YAD9 | 119,666,000 | 367,707.56 | 0 | N/A | 3.46 | N/A | | SABR 2006-HE2-A2D | 81377AAE2 | 47,036,000 | 144,113.29 | 0 | 0 | 3.45 | 0 | | SASC 2006-BC4-A5 | 86359RAE6 | 71,715,000 | 171,793.84 | 0 | 0 | 2.78 | 0 | | SVH 2006-EQ1-A4 | 83612JAD6 | 108,462,000 | 333,280.11 | 0 | 0 | 3.46 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 257,787,000 | 898,654.4 | 0 | 0 | 4.43 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ABFC 2006-OPT2-M8 | 00075XAP2 | 10,443,000 | 39,051.06 | 0 | 0 | 4.21 | 0 | | ACE 2006-NC3-M8 | 00442EAR6 | 12,011,000 | 48,117.45 | 0 | 0 | 4.51 | 0 | | BSAB 2006-HE10-IM8 | 07389RAL0 | 3,865,000 | 19,606.3 | 0 | 0 | 5.71 | N/A | | CBASS 2006-CB6-M8 | 14986PAN3 | 6,636,000 | 24,744.58 | 0 | - | 4.2 | - | | CMLT 2006-NC4-M8 | 14453MAN4 | 16,981,000 | 60,480.74 | 0 | 0 | 4.01 | 0 | | CTM 2006-WFHE3-M8 | 17309QAM6 | 15,458,000 | 78,980.72 | 0 | 0 | 6.13 | N/A | | CWABS 2006-18-M8 | 23243WAM0 | 14,450,000 | 55,319.48 | 0 | 0 | 4.31 | 0 | | FFMLT 2006-FF13-M8 | 30247DAN1 | 18,034,000 | 66,621.04 | 0 | 0 | 4.16 | N/A | | FRHE 2006-3-M8 | 35729MAN7 | 14,668,000 | 55,502.15 | 0 | 0 | 4.26 | N/A | | GSAMP 2006-HE5-M8 | 362437AN5 | 14,003,000 | 53,491.35 | 0 | 0 | 4.31 | 0 | | HEAT 2006-7-M8 | 43709NAP8 | 11,000,000 | 16,129.7 | 0 | - | 4.31 | N/A | | JPMA 2006-CH2-MV8 | 46629QBE5 | 12,216,000 | 45,672.55 | 0 | - | 4.21 | N/A | | LBMLT 2006-6-M8 | 54251RAN3 | 19,413,000 | 0 | 0 | 0 | 4.26 | N/A | | MABS 2006-NC3-M8 | 55275RAN2 | 8,769,000 | 35,909.09 | 0 | 0 | 4.61 | 0 | | MLMI 2006-HE5-B2 | 59022QAN2 | 19,268,000 | 72,051.7 | 0 | 0 | 4.21 | N/A | | MSAC 2006-HE6-B2 | 61750FAP5 | 12,510,000 | 46,224.51 | 0 | 0 | 4.16 | N/A | | RASC 2006-KS9-M8 | 75406YAN7 | 14,810,000 | 61,305.24 | 0 | N/A | 4.66 | N/A | | SABR 2006-HE2-B2 | 81377AAM4 | 7,686,000 | 30,107.8 | 0 | 0 | 4.41 | 0 | | SASC 2006-BC4-M8 | 86359RAN6 | 12,613,000 | 42,053.24 | 0 | 0 | 3.87 | 0 | | SVH 2006-EQ1-M8 | 83612JAM6 | 12,953,000 | 47,285.7 | 0 | 0 | 4.11 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 280,877,000 | 1,194,055.12 | 0 | 0 | 5.33 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ABFC 2006-OPT2-M9 | 00075XAQ0 | 8,794,000 | 39,919.91 | 0 | 0 | 5.11 | 0 | | ACE 2006-NC3-M9 | 00442EAS4 | 13,513,000 | 67,347.35 | 0 | 0 | 5.61 | 0 | | BSAB 2006-HE10-IM9 | 07389RAM8 | 5,315,000 | 26,961.84 | 0 | 0 | 5.71 | N/A | | CBASS 2006-CB6-B1 | 14986PAP8 | 10,540,000 | 44,077.89 | 0 | - | 4.71 | - | | CMLT 2006-NC4-M9 | 14453MAP9 | 22,642,000 | 104,794.82 | 0 | 0 | 5.21 | 0 | | CTM 2006-WFHE3-M9 | 17309QAN4 | 16,271,000 | 95,337.89 | 0 | 0 | 7.03 | N/A | | CWABS 2006-18-M9 | 23243WAN8 | 16,150,000 | 76,900.99 | 0 | 0 | 5.36 | 0 | | FFMLT 2006-FF13-M9 | 30247DAP6 | 15,912,000 | 72,215.8 | 0 | 0 | 5.11 | N/A | | FRHE 2006-3-M9 | 35729MAP2 | 17,927,000 | 86,159.23 | 0 | 0 | 5.41 | N/A | | GSAMP 2006-HE5-M9 | 362437AP0 | 11,410,000 | 52,188.21 | 0 | 0 | 5.16 | 0 | | HEAT 2006-7-B1 | 43709NAQ6 | 8,250,000 | 0 | 0 | - | 5.11 | N/A | | JPMA 2006-CH2-MV9 | 46629QBF2 | 11,401,000 | 51,237.94 | 0 | - | 5.06 | N/A | | LBMLT 2006-6-M9 | 54251RAP8 | 14,349,000 | 0 | 0 | 0 | 5.11 | N/A | | MABS 2006-NC3-M9 | 55275RAP7 | 11,864,000 | 57,547.04 | 0 | 0 | 5.46 | 0 | | MLMI 2006-HE5-B3 | 59022QAP7 | 15,139,000 | 70,068.41 | 0 | 0 | 5.21 | N/A | | MSAC 2006-HE6-B3 | 61750FAQ3 | 17,661,000 | 79,386.27 | 0 | 0 | 5.06 | N/A | | RASC 2006-KS9-M9 | 75406YAP2 | 13,575,000 | 56,874.68 | 0 | N/A | 5.71 | N/A | | SABR 2006-HE2-B3 | 81377AAN2 | 12,810,000 | 47,539.61 | 0 | 0 | 5.46 | 5,612,190.42 | | SASC 2006-BC4-M9 | 86359RAP1 | 15,766,000 | 67,499.62 | 0 | 0 | 4.97 | 0 | | SVH 2006-EQ1-M9 | 83612JAN4 | 21,588,000 | 97,997.62 | 0 | 0 | 5.11 | N/A | | | |
| | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Average Coupon | | 100 | 3,652,678,000 | 12,901,907.37 | 0 | 0 | 4.44 |
| | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 500,585,000 | 1,822,477.62 | 0 | 0 | 4.15 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2007-HE4-M5 | 00442LAK5 | 23,940,000 | 102,290.41 | 0 | 0 | 4.81 | 0 | | BSAB 2007-HE3-M5 | 073852AL9 | 17,955,000 | 73,525.8 | 0 | 0 | 4.61 | N/A | | CTM 2007-AMC2-M5 | 17311XAH8 | 33,066,000 | 110,128.3 | 0 | 0 | 3.75 | 0 | | CWABS 2007-1-M5 | 23245CAK6 | 35,000,000 | 111,591.82 | 0 | 0 | 3.59 | 0 | | FFMLT , 2007-2-M5 | 59024QAK6 | 26,028,000 | 103,114.38 | 0 | 0 | 4.46 | N/A | | FFMLT 2007-FF1-M5 | 32028TAK3 | 30,508,000 | 96,998.63 | 0 | 0 | 3.58 | N/A | | GSAMP 2007-NC1-M5 | 3622MGAK4 | 34,805,000 | 111,279.47 | 0 | 0 | 3.6 | 0 | | HEAT 2007-2-M5 | 43710KAK2 | 21,600,000 | 83,172.1 | 0 | - | 4.33 | N/A | | HSA 2007-NC1-M5 | 40430TAJ1 | 21,142,000 | 73,389.67 | 0 | 0 | 3.91 | 0 | | JPMA 2007-CH3-M5 | 46630XAL2 | 17,105,000 | 59,401.94 | 0 | 0 | 3.91 | N/A | | MLMI 2007-MLN1-M5 | 59024UAK7 | 27,228,000 | 108,594.46 | 0 | 0 | 4.49 | N/A | | MSAC 2007-NC3-M5 | 61755AAK2 | 24,129,000 | 80,566.06 | 0 | 0 | 3.76 | 0 | | NFHE 2007-1-M5 | 669971AK9 | 32,110,000 | 108,656.81 | 0 | 0 | 3.81 | N/A | | NMHE 2007-2-M5 | 65537MAK2 | 17,681,000 | 57,445.87 | 0 | 0 | 3.66 | 0 | | OOML 2007-5-M5 | 68403HAK8 | 23,250,000 | 86,528.85 | 0 | 0 | 4.19 | 0 | | RASC 2007-KS2-M5 | 74924WAK3 | 17,500,000 | 59,995.91 | 0 | N/A | 3.86 | N/A | | SABR 2007-BR4-M5 | 81378EAH6 | 21,587,000 | 79,764.06 | 0 | 0 | 4.16 | N/A | | SASC 2007-BC1-M5 | 86362PAL9 | 14,534,000 | 46,339.3 | 0 | 0 | 3.59 | 0 | | SVH 2007-OPT1-M5 | 83612TAK8 | 38,309,000 | 138,146.68 | 0 | 0 | 4.06 | 0 | | WAMU 2007-HE2-M5 | 92926SAK2 | 23,108,000 | 131,547.1 | 0 | 0 | 6.83 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 1,140,240,000 | 3,686,429.44 | 0 | 0 | 3.67 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2007-HE4-M2 | 00442LAG4 | 47,347,000 | 158,112.89 | 0 | 0 | 3.76 | 0 | | BSAB 2007-HE3-M2 | 073852AH8 | 47,072,000 | 155,102.45 | 0 | 0 | 3.71 | N/A | | CTM 2007-AMC2-M2 | 17311XAE5 | 67,234,000 | 208,985.98 | 0 | 0 | 3.5 | 0 | | CWABS 2007-1-M2 | 23245CAG5 | 69,000,000 | 213,248.64 | 0 | 0 | 3.48 | 0 | | FFMLT , 2007-2-M2 | 59024QAG5 | 78,083,000 | 255,201.62 | 0 | 0 | 3.68 | N/A | | FFMLT 2007-FF1-M2 | 32028TAG2 | 57,966,000 | 178,632.15 | 0 | 0 | 3.47 | N/A | | GSAMP 2007-NC1-M2 | 3622MGAG3 | 75,106,000 | 232,119.6 | 0 | 0 | 3.48 | 0 | | HEAT 2007-2-M2 | 43710KAG1 | 45,000,000 | 148,275.2 | 0 | - | 3.71 | N/A | | HSA 2007-NC1-M2 | 40430TAF9 | 41,253,000 | 128,905.63 | 0 | 0 | 3.52 | 0 | | JPMA 2007-CH3-M2 | 46630XAH1 | 34,210,000 | 107,248.5 | 0 | 0 | 3.53 | N/A | | MLMI 2007-MLN1-M2 | 59024UAG6 | 54,457,000 | 177,499.81 | 0 | 0 | 3.67 | N/A | | MSAC 2007-NC3-M2 | 61755AAG1 | 48,259,000 | 150,841.68 | 0 | 0 | 3.52 | 0 | | NFHE 2007-1-M2 | 669971AG8 | 84,053,000 | 268,736.49 | 0 | 0 | 3.6 | N/A | | NMHE 2007-2-M2 | 65537MAG1 | 35,829,000 | 112,270.76 | 0 | 0 | 3.53 | 0 | | OOML 2007-5-M2 | 68403HAG7 | 73,500,000 | 235,649.49 | 0 | 0 | 3.61 | 0 | | RASC 2007-KS2-M2 | 74924WAG2 | 43,000,000 | 133,276.3 | 0 | N/A | 3.49 | N/A | | SABR 2007-BR4-M2 | 81378EAE3 | 40,161,000 | 127,332.86 | 0 | 0 | 3.57 | N/A | | SASC 2007-BC1-M2 | 86362PAH8 | 48,446,000 | 149,725.27 | 0 | 0 | 3.48 | 0 | | SVH 2007-OPT1-M2 | 83612TAG7 | 105,641,000 | 334,002.1 | 0 | 0 | 3.56 | 0 | | WAMU 2007-HE2-M2 | 92926SAG1 | 44,623,000 | 211,262.02 | 0 | 0 | 5.68 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 1,325,888,000 | 4,262,274.9 | 0 | 0 | 3.58 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2007-HE4-A2D | 00442LAE9 | 29,975,000 | 95,037.54 | 0 | 0 | 3.57 | 0 | | BSAB 2007-HE3-IA4 | 073852AD7 | 56,400,000 | 178,318.25 | 0 | 0 | 3.56 | N/A | | CTM 2007-AMC2-A3C | 17311XAC9 | 77,013,000 | 236,644.18 | 0 | 0 | 3.46 | 0 | | CWABS 2007-1-2A4 | 23245CAE0 | 128,386,000 | 392,219.8 | 0 | 0 | 3.44 | 0 | | FFMLT , 2007-2-A2D | 59024QAE0 | 108,238,000 | 339,326.61 | 0 | 0 | 3.53 | N/A | | FFMLT 2007-FF1-A2D | 32028TAE7 | 120,897,000 | 368,266.23 | 0 | 0 | 3.43 | N/A | | GSAMP 2007-NC1-A2D | 3622MGAE8 | 79,824,000 | 243,862.67 | 0 | 0 | 3.44 | 0 | | HEAT 2007-2-2A4 | 43710KAE6 | 40,000,000 | 127,177.96 | 0 | - | 3.58 | N/A | | HSA 2007-NC1-A4 | 40430TAD4 | 27,032,000 | 83,747.91 | 0 | 0 | 3.49 | 0 | | JPMA 2007-CH3-A5 | 46630XAF5 | 69,670,000 | 214,700.03 | 0 | 0 | 3.47 | N/A | | MLMI 2007-MLN1-A2D | 59024UAE1 | 51,108,000 | 160,223.81 | 0 | 0 | 3.53 | N/A | | MSAC 2007-NC3-A2c | 61755AAD8 | 149,110,000 | 450,165.77 | 0 | 0 | 3.4 | 0 | | NFHE 2007-1-A2D | 669971AE3 | 34,920,000 | 106,991.16 | 0 | 0 | 3.45 | N/A | | NMHE 2007-2-IIA4 | 65537MAE6 | 21,643,000 | 67,049.53 | 0 | 0 | 3.49 | 0 | | OOML 2007-5-IIA4 | 68403HAE2 | 43,380,000 | 135,225.29 | 0 | 0 | 3.51 | 0 | | RASC 2007-KS2-AI4 | 74924WAD9 | 65,200,000 | 198,606.73 | 0 | N/A | 3.43 | N/A | | SABR 2007-BR4-A2C | 81378EAC7 | 18,449,000 | 57,345.72 | 0 | 0 | 3.5 | N/A | | SASC 2007-BC1-A5 | 86362PAE5 | 24,442,000 | 74,670.42 | 0 | 0 | 3.44 | 0 | | SVH 2007-OPT1-2A4 | 83612TAE2 | 62,246,000 | 192,928.3 | 0 | 0 | 3.49 | 0 | | WAMU 2007-HE2-IIA4 | 92926SAE6 | 117,955,000 | 539,766.99 | 0 | 0 | 5.49 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 309,764,000 | 1,411,535.15 | 0 | 0 | 5.29 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2007-HE4-M8 | 00442LAN9 | 19,152,000 | 95,509.48 | 0 | 0 | 5.71 | 4,842,986.69 | | BSAB 2007-HE3-M8 | 073852AP0 | 11,161,000 | 54,137.1 | 0 | 0 | 5.46 | N/A | | CTM 2007-AMC2-M8 | 17311XAL9 | 25,350,000 | 117,328.36 | 0 | 0 | 5.21 | 0 | | CWABS 2007-1-M8 | 23245CAN0 | 15,000,000 | 65,425.07 | 0 | 0 | 4.91 | 0 | | FFMLT , 2007-2-B2 | 59024QAN0 | 16,017,000 | 76,979.55 | 0 | 0 | 5.41 | N/A | | FFMLT 2007-FF1-B2 | 32028TAN7 | 15,254,000 | 59,753.38 | 0 | 0 | 4.41 | N/A | | GSAMP 2007-NC1-M8 | 3622MGAN8 | 15,571,000 | 64,455.36 | 0 | 0 | 4.66 | 0 | | HEAT 2007-2-M8 | 43710KAN6 | 14,400,000 | 73,048.06 | 0 | - | 5.71 | N/A | | HSA 2007-NC1-M8 | 40430TAM4 | 14,439,000 | 66,799.54 | 0 | 0 | 5.21 | 0 | | JPMA 2007-CH3-M8 | 46630XAP3 | 14,746,000 | 64,972.58 | 0 | 0 | 4.96 | N/A | | MLMI 2007-MLN1-B2 | 59024UAP6 | 17,454,000 | 83,885.94 | 0 | 0 | 5.41 | N/A | | MSAC 2007-NC3-M5 | 61755AAK2 | 24,129,000 | 80,566.06 | 0 | 0 | 3.76 | 0 | | NFHE 2007-1-M8 | 669971AN3 | 14,166,000 | 68,713.03 | 0 | 0 | 5.46 | N/A | | NMHE 2007-2-M8 | 65537MAN6 | 13,494,000 | 65,422.39 | 0 | 0 | 5.46 | 0 | | OOML 2007-5-M8 | 68403HAN2 | 15,000,000 | 64,241.52 | 0 | 0 | 5.71 | 0 | | RASC 2007-KS2-M8 | 74924WAN7 | 13,000,000 | 60,168.39 | 0 | N/A | 5.21 | N/A | | SABR 2007-BR4-B2 | 81378EAL7 | 15,061,000 | 73,054.28 | 0 | 0 | 5.46 | N/A | | SASC 2007-BC1-M8 | 86362PAP0 | 9,690,000 | 40,111.26 | 0 | 0 | 4.66 | 0 | | SVH 2007-OPT1-M8 | 83612TAN2 | 13,931,000 | 58,544.17 | 0 | 0 | 5.71 | 0 | | WAMU 2007-HE2-M8 | 92926SAN6 | 12,749,000 | 78,419.63 | 0 | 0 | 7.38 | N/A | | | | |  | Total Tranches | Total Original Balance | Total Interest | Total Principal | Total Scheduled Principal | Avg Coupon | | 20 | 376,201,000 | 1,719,190.26 | 0 | 0 | 5.52 |
| Deal-Tranche | Cusip | Original Balance | Interest | Principal | Scheduled Principal | Coupon | Writedown | | ACE 2007-HE4-M9 | 00442LAP4 | 16,492,000 | 32,805.67 | 0 | 0 | 5.71 | 6,578,343.02 | | BSAB 2007-HE3-M9 | 073852AQ8 | 13,103,000 | 63,556.89 | 0 | 0 | 5.46 | N/A | | CTM 2007-AMC2-M9 | 17311XAM7 | 20,942,000 | 106,234.21 | 0 | 0 | 5.71 | 0 | | CWABS 2007-1-M9 | 23245CAP5 | 21,000,000 | 92,528.43 | 0 | 0 | 4.96 | 0 | | FFMLT , 2007-2-B3 | 59024QAP5 | 24,025,000 | 115,466.93 | 0 | 0 | 5.41 | N/A | | FFMLT 2007-FF1-B3 | 32028TAS6 | 20,339,000 | 87,808.07 | 0 | 0 | 4.86 | N/A | | GSAMP 2007-NC1-M9 | 3622MGAP3 | 21,982,000 | 111,509.9 | 0 | 0 | 5.71 | 0 | | HEAT 2007-2-M9 | 43710KAP1 | 14,400,000 | 73,048.06 | 0 | - | 5.71 | N/A | | HSA 2007-NC1-M9 | 40430TAN2 | 14,438,000 | 66,794.91 | 0 | 0 | 5.21 | 0 | | JPMA 2007-CH3-M9 | 46630XAQ1 | 11,797,000 | 55,649.12 | 0 | 0 | 5.31 | N/A | | MLMI 2007-MLN1-B3 | 59024UAQ4 | 22,341,000 | 107,373.43 | 0 | 0 | 5.41 | N/A | | MSAC 2007-NC3-M6 | 61755AAL0 | 22,825,000 | 82,297.84 | 0 | 0 | 4.06 | 0 | | NFHE 2007-1-M9N | 669971BD4 | 18,888,000 | 91,617.38 | 0 | 0 | 5.46 | N/A | | NMHE 2007-2-M9 | 65537MAP1 | 11,167,000 | 51,625.09 | 0 | 0 | 5.46 | 7,463,723.06 | | OOML 2007-5-M9 | 68403HAP7 | 23,250,000 | 99,574.36 | 0 | 0 | 5.71 | 0 | | RASC 2007-KS2-M9 | 74924WAP2 | 10,500,000 | 53,264.21 | 0 | N/A | 5.71 | N/A | | SABR 2007-BR4-B3 | 81378EAM5 | 15,561,000 | 78,937.56 | 0 | 0 | 5.71 | N/A | | SASC 2007-BC1-M9 | 86362PAQ8 | 11,506,000 | 55,877.94 | 0 | 0 | 5.71 | 0 | | SVH 2007-OPT1-M9 | 83612TAP7 | 44,114,000 | 185,386.35 | 0 | 0 | 5.71 | 0 | | WAMU 2007-HE2-M9 | 92926SAP1 | 17,531,000 | 107,833.91 | 0 | 0 | 7.38 | N/A | | | |
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