FWP 1 jp8022102-fwp.txt FREE WRITING PROSPECTUS Filed Pursuant to Rule 433 File No.: 333-140804-01 Copyright 2006 JPMorgan Chase & Co. - All rights reserved. J.P. Morgan Securities Inc. (JPMSI), member NYSE and SIPC. JPMorgan is the marketing name used by the specific legal entity or entities named in the attached materials. Clients should contact analysts and execute transactions through a JPMorgan Chase & Co. subsidiary or affiliate in their home jurisdiction unless governing law permits otherwise. The depositor has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and other documents the depositor has filed with the SEC for more complete information about the depositor, the issuing trust and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the depositor, any underwriter or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling toll-free 1-866-400-7834 or emailing Avinash Bappanad at bappanad_avinash@jpmorgan.com. The attached information contains certain tables and other statistical analyses (the "Computational Materials") which have been prepared in reliance upon information furnished by the depositor. These materials are subject to change, completion or amendment from time to time. Numerous assumptions were used in preparing the Computational Materials, which may or may not be reflected herein. As such, no assurance can be given as to the Computational Materials' appropriateness or completeness in any particular context; or as to whether the Computational Materials and/or the assumptions upon which they are based reflect present market conditions or future market performance. These Computational Materials should not be construed as either projections or predictions or as legal, tax, financial or accounting advice. You should consult your own counsel, accountant and other advisors as to the legal, tax, business, financial and related aspects of a purchase of these securities. Any weighted average lives, yields and principal payment periods shown in the Computational Materials are based on prepayment and/or loss assumptions, and changes in such prepayment and/or loss assumptions may dramatically affect such weighted average lives, yields and principal payment periods. In addition, it is possible that prepayments or losses on the underlying assets will occur at rates higher or lower than the rates shown in the attached Computational Materials. The specific characteristics of the securities may differ from those shown in the Computational Materials due to differences between the final underlying assets and the preliminary underlying assets used in preparing the Computational Materials. The principal amount and designation of any security described in the Computational Materials are subject to change prior to issuance. Neither JPMorgan nor any of its affiliates makes any representation or warranty as to the actual rate or timing of payments or losses on any of the underlying assets or the payments or yield on the securities. THIS INFORMATION IS FURNISHED TO YOU SOLELY BY JPMORGAN AND NOT BY THE DEPOSITOR OR ANY OF ITS AFFILIATES (OTHER THAN JPMORGAN). JPMORGAN IS ACTING AS UNDERWRITER AND NOT ACTING AS AGENT FOR THE DEPOSITOR IN CONNECTION WITH THE PROPOSED TRANSACTION.
Tranche Target Type CDR* Tranche Target Type CDR* ------- ------------------------- ---- ------- ------------------------- ---- DS First Principal Writedown 627% D First Principal Writedown 345% ES First Principal Writedown 525% E First Principal Writedown 289% FS First Principal Writedown 410% F First Principal Writedown 228% GS First Principal Writedown 306% G First Principal Writedown 179% HS First Principal Writedown 214% H First Principal Writedown 139%
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10, Class A1 Deal Information
Deal Type: Commercial MBS Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 Cur Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Cur Collat Bal: $5,344,434,186.03 Opt Redemp: 1% No update found Settle: Mar 19,2007 Closed: Mar 29,2007 Deal Type: WA Rem Term: 102 Cur Deal Bal: Pricing Speed: 0 CPR Cur Collat Bal: No update found Next Pay: Apr 15,2007 First Pay: Apr 15,2007
Assumptions ------------------------------------------------------------ Default Rate 345.1 *1Cdr12Lag '1Cdr12Lag' ramp values: Default Severity 38 Percent Servicer Advance All but newly liqdtd Advance (% of P&I) 100 Recovery Lag 24 Recovery Time Series 100 Rate During Init Recov Lag 0 Severity During Init Recov Lag 0 LIBOR_1MO 5.35600000 CMT_3MO 5.35600000 CMT_6MO 5.34400000 CMT_2YR 4.66300000 CMT_3YR 4.58600000 CMT_5YR 4.54600000 CMT_10YR 4.59000000 CMT_30YR 4.72300000 Vector Report
Period Date D Writedown E Writedown F Writedown G Writedown H Writedown DS Writedown ES Writedown ------ -------- ----------- ----------- ----------- ----------- ----------- ------------ ------------ Total 28924.2 40537000 45041000 45041000 40538000 0 0 0 Mar29,07 0 0 0 0 0 0 0 1 Apr15,07 0 0 0 0 0 0 0 2 May15,07 0 0 0 0 0 0 0 3 Jun15,07 0 0 0 0 0 0 0 4 Jul15,07 0 0 0 0 0 0 0 5 Aug15,07 0 0 0 0 0 0 0 6 Sep15,07 0 0 0 0 0 0 0 7 Oct15,07 0 0 0 0 0 0 0 8 Nov15,07 0 0 0 0 0 0 0 9 Dec15,07 0 0 0 0 0 0 0 10 Jan15,08 0 0 0 0 0 0 0 11 Feb15,08 0 0 0 0 0 0 0 12 Mar15,08 0 0 0 0 0 0 0 13 Apr15,08 0 0 0 0 0 0 0 14 May15,08 0 0 0 0 0 0 0 15 Jun15,08 0 0 0 0 0 0 0 16 Jul15,08 0 0 0 0 0 0 0 17 Aug15,08 0 0 0 0 0 0 0 18 Sep15,08 0 0 0 0 0 0 0 19 Oct15,08 0 0 0 0 0 0 0 20 Nov15,08 0 0 0 0 0 0 0 21 Dec15,08 0 0 0 0 0 0 0 22 Jan15,09 0 0 0 0 0 0 0 23 Feb15,09 0 0 0 0 0 0 0 24 Mar15,09 0 0 0 0 0 0 0 25 Apr15,09 0 0 0 0 0 0 0 26 May15,09 0 0 0 0 0 0 0 27 Jun15,09 0 0 0 0 0 0 0 28 Jul15,09 0 0 0 0 0 0 0 29 Aug15,09 0 0 0 0 0 0 0 30 Sep15,09 0 0 0 0 0 0 0 31 Oct15,09 0 0 0 0 0 0 0 32 Nov15,09 0 0 0 0 0 0 0 33 Dec15,09 0 0 0 0 0 0 0 34 Jan15,10 0 0 0 0 0 0 0 35 Feb15,10 0 0 0 0 0 0 0 36 Mar15,10 0 0 0 0 0 0 0 37 Apr15,10 0 0 0 0 0 0 0 38 May15,10 0 0 0 0 0 0 0 39 Jun15,10 0 0 0 0 0 0 0 40 Jul15,10 0 0 0 0 0 0 0 41 Aug15,10 0 0 0 0 0 0 0 42 Sep15,10 0 0 0 0 0 0 0 43 Oct15,10 0 0 0 0 0 0 0 44 Nov15,10 0 0 0 0 0 0 0 45 Dec15,10 0 0 0 0 0 0 0 46 Jan15,11 0 0 0 0 0 0 0 47 Feb15,11 0 0 0 0 0 0 0 48 Mar15,11 0 0 0 0 0 0 0 49 Apr15,11 0 0 0 0 0 0 0 50 May15,11 0 0 0 0 0 0 0 51 Jun15,11 0 0 0 0 0 0 0 52 Jul15,11 0 0 0 0 0 0 0 53 Aug15,11 0 0 0 0 0 0 0 54 Sep15,11 0 0 0 0 0 0 0 55 Oct15,11 0 0 0 0 0 0 0 56 Nov15,11 0 0 0 0 0 0 0 57 Dec15,11 0 0 0 0 0 0 0 58 Jan15,12 0 0 0 0 0 0 0 59 Feb15,12 0 0 0 0 0 0 0 60 Mar15,12 0 0 0 0 0 0 0 61 Apr15,12 0 0 0 0 0 0 0 62 May15,12 0 0 0 0 0 0 0 63 Jun15,12 0 0 0 0 636326.4 0 0 64 Jul15,12 0 0 0 0 2892486.46 0 0 65 Aug15,12 0 0 0 0 2883303.71 0 0 66 Sep15,12 0 0 0 0 2874233.56 0 0 67 Oct15,12 0 0 0 0 2865188.52 0 0 68 Nov15,12 0 0 0 0 2856082 0 0 69 Dec15,12 0 0 0 0 2847086.76 0 0 70 Jan15,13 0 0 0 0 2829533.29 0 0 71 Feb15,13 0 0 0 0 2820612.38 0 0 72 Mar15,13 0 0 0 0 2811716.12 0 0 73 Apr15,13 0 0 0 0 2786468.38 0 0 74 May15,13 0 0 0 0 2724466.55 0 0 75 Jun15,13 0 0 0 0 2715727.64 0 0 76 Jul15,13 0 0 0 0 2707101.26 0 0 77 Aug15,13 0 0 0 0 2698410.43 0 0 78 Sep15,13 0 0 0 2100565.26 589256.53 0 0 79 Oct15,13 0 0 0 2681260.06 0 0 80 Nov15,13 0 0 0 2672635.06 0 0 Period FS Writedown GS Writedown HS Writedown ------ ------------ ------------ ------------ Total 0 8123349.99 19588000 0 0 0 0 1 0 0 0 2 0 0 0 3 0 0 0 4 0 0 0 5 0 0 0 6 0 0 0 7 0 0 0 8 0 0 0 9 0 0 0 10 0 0 0 11 0 0 0 12 0 0 0 13 0 0 0 14 0 0 0 15 0 0 0 16 0 0 0 17 0 0 0 18 0 0 0 19 0 0 0 20 0 0 0 21 0 0 0 22 0 0 0 23 0 0 0 24 0 0 0 25 0 0 0 26 0 0 0 27 0 0 0 28 0 0 0 29 0 0 0 30 0 0 0 31 0 0 0 32 0 0 0 33 0 0 0 34 0 0 0 35 0 0 0 36 0 0 0 37 0 0 0 38 0 0 0 39 0 0 0 40 0 0 0 41 0 0 0 42 0 0 0 43 0 0 0 44 0 0 0 45 0 0 0 46 0 0 0 47 0 0 0 48 0 0 0 49 0 0 0 50 0 0 0 51 0 0 0 52 0 0 0 53 0 0 0 54 0 0 0 55 0 0 0 56 0 0 0 57 0 0 0 58 0 0 0 59 0 0 0 60 0 0 0 61 0 0 0 62 0 0 0 63 0 0 307473.52 64 0 0 1397652.2 65 0 0 1393215.08 66 0 0 1388832.38 67 0 0 1384461.81 68 0 0 1380061.53 69 0 0 1375715.02 70 0 0 1367233.17 71 0 0 1362922.57 72 0 0 1358623.89 73 0 0 1346424.16 74 0 0 1316464.82 75 0 0 1312242.17 76 0 0 1308073.89 77 0 0 1303874.48 78 0 1015001.94 284729.31 79 0 1295596.1 80 0 1291428.46
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10, Class A1 Deal Information
Deal Type: Commercial MBS Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 Cur Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Cur Collat Bal: $5,344,434,186.03 Opt Redemp: 1% No update found Settle: Mar 19,2007 Closed: Mar 29,2007 Deal Type: WA Rem Term: 102 Cur Deal Bal: Pricing Speed: 0 CPR Cur Collat Bal: No update found Next Pay: Apr 15,2007 First Pay: Apr 15,2007
Assumptions -------------------------------------------------------- Default Rate 288.8 *1Cdr12Lag '1Cdr12Lag' ramp values: Default Severity 38 Percent Servicer Advance All but newly liqdtd Advance (% of P&I) 100 Recovery Lag 24 Recovery Time Series 100 Rate During Init Recov Lag 0 Severity During Init Recov Lag 0 LIBOR_1MO 5.35600000 CMT_3MO 5.35600000 CMT_6MO 5.34400000 CMT_2YR 4.66300000 CMT_3YR 4.58600000 CMT_5YR 4.54600000 CMT_10YR 4.59000000 CMT_30YR 4.72300000 Vector Report
Period Date D Writedown E Writedown F Writedown G Writedown H Writedown DS Writedown ES Writedown ------ -------- ----------- ----------- ----------- ----------- ----------- ------------ ------------ Total 0 57825.6 45041000 45041000 40538000 0 0 0 Mar29,07 0 0 0 0 0 0 0 1 Apr15,07 0 0 0 0 0 0 0 2 May15,07 0 0 0 0 0 0 0 3 Jun15,07 0 0 0 0 0 0 0 4 Jul15,07 0 0 0 0 0 0 0 5 Aug15,07 0 0 0 0 0 0 0 6 Sep15,07 0 0 0 0 0 0 0 7 Oct15,07 0 0 0 0 0 0 0 8 Nov15,07 0 0 0 0 0 0 0 9 Dec15,07 0 0 0 0 0 0 0 10 Jan15,08 0 0 0 0 0 0 0 11 Feb15,08 0 0 0 0 0 0 0 12 Mar15,08 0 0 0 0 0 0 0 13 Apr15,08 0 0 0 0 0 0 0 14 May15,08 0 0 0 0 0 0 0 15 Jun15,08 0 0 0 0 0 0 0 16 Jul15,08 0 0 0 0 0 0 0 17 Aug15,08 0 0 0 0 0 0 0 18 Sep15,08 0 0 0 0 0 0 0 19 Oct15,08 0 0 0 0 0 0 0 20 Nov15,08 0 0 0 0 0 0 0 21 Dec15,08 0 0 0 0 0 0 0 22 Jan15,09 0 0 0 0 0 0 0 23 Feb15,09 0 0 0 0 0 0 0 24 Mar15,09 0 0 0 0 0 0 0 25 Apr15,09 0 0 0 0 0 0 0 26 May15,09 0 0 0 0 0 0 0 27 Jun15,09 0 0 0 0 0 0 0 28 Jul15,09 0 0 0 0 0 0 0 29 Aug15,09 0 0 0 0 0 0 0 30 Sep15,09 0 0 0 0 0 0 0 31 Oct15,09 0 0 0 0 0 0 0 32 Nov15,09 0 0 0 0 0 0 0 33 Dec15,09 0 0 0 0 0 0 0 34 Jan15,10 0 0 0 0 0 0 0 35 Feb15,10 0 0 0 0 0 0 0 36 Mar15,10 0 0 0 0 0 0 0 37 Apr15,10 0 0 0 0 0 0 0 38 May15,10 0 0 0 0 0 0 0 39 Jun15,10 0 0 0 0 0 0 0 40 Jul15,10 0 0 0 0 0 0 0 41 Aug15,10 0 0 0 0 0 0 0 42 Sep15,10 0 0 0 0 0 0 0 43 Oct15,10 0 0 0 0 0 0 0 44 Nov15,10 0 0 0 0 0 0 0 45 Dec15,10 0 0 0 0 0 0 0 46 Jan15,11 0 0 0 0 0 0 0 47 Feb15,11 0 0 0 0 0 0 0 48 Mar15,11 0 0 0 0 0 0 0 49 Apr15,11 0 0 0 0 0 0 0 50 May15,11 0 0 0 0 0 0 0 51 Jun15,11 0 0 0 0 0 0 0 52 Jul15,11 0 0 0 0 0 0 0 53 Aug15,11 0 0 0 0 0 0 0 54 Sep15,11 0 0 0 0 0 0 0 55 Oct15,11 0 0 0 0 0 0 0 56 Nov15,11 0 0 0 0 0 0 0 57 Dec15,11 0 0 0 0 0 0 0 58 Jan15,12 0 0 0 0 0 0 0 59 Feb15,12 0 0 0 0 0 0 0 60 Mar15,12 0 0 0 0 0 0 0 61 Apr15,12 0 0 0 0 0 0 0 62 May15,12 0 0 0 0 0 0 0 63 Jun15,12 0 0 0 0 0 0 0 64 Jul15,12 0 0 0 0 0 0 0 65 Aug15,12 0 0 0 0 0 0 0 66 Sep15,12 0 0 0 0 0 0 0 67 Oct15,12 0 0 0 0 0 0 0 68 Nov15,12 0 0 0 0 0 0 0 69 Dec15,12 0 0 0 0 0 0 0 70 Jan15,13 0 0 0 0 1624991.55 0 0 71 Feb15,13 0 0 0 0 2393313.14 0 0 72 Mar15,13 0 0 0 0 2386920.83 0 0 73 Apr15,13 0 0 0 0 2366633.94 0 0 74 May15,13 0 0 0 0 2315095.32 0 0 75 Jun15,13 0 0 0 0 2308787.89 0 0 76 Jul15,13 0 0 0 0 2302569.51 0 0 77 Aug15,13 0 0 0 0 2296289.73 0 0 78 Sep15,13 0 0 0 0 2290094.23 0 0 79 Oct15,13 0 0 0 0 2283912.27 0 0 80 Nov15,13 0 0 0 0 2277668.77 0 0 81 Dec15,13 0 0 0 0 2198980.9 0 0 82 Jan15,14 0 0 0 0 2108493.99 0 0 83 Feb15,14 0 0 0 0 2050938.17 0 0 84 Mar15,14 0 0 0 0 2023546.94 0 85 Apr15,14 0 0 0 0 2960164.56 86 May15,14 0 0 0 0 2922730.43 87 Jun15,14 0 0 0 1487585.56 1426867.82 Period FS Writedown GS Writedown HS Writedown ------ ------------ ------------ ------------ Total 0 0 16055915.68 0 0 0 0 1 0 0 0 2 0 0 0 3 0 0 0 4 0 0 0 5 0 0 0 6 0 0 0 7 0 0 0 8 0 0 0 9 0 0 0 10 0 0 0 11 0 0 0 12 0 0 0 13 0 0 0 14 0 0 0 15 0 0 0 16 0 0 0 17 0 0 0 18 0 0 0 19 0 0 0 20 0 0 0 21 0 0 0 22 0 0 0 23 0 0 0 24 0 0 0 25 0 0 0 26 0 0 0 27 0 0 0 28 0 0 0 29 0 0 0 30 0 0 0 31 0 0 0 32 0 0 0 33 0 0 0 34 0 0 0 35 0 0 0 36 0 0 0 37 0 0 0 38 0 0 0 39 0 0 0 40 0 0 0 41 0 0 0 42 0 0 0 43 0 0 0 44 0 0 0 45 0 0 0 46 0 0 0 47 0 0 0 48 0 0 0 49 0 0 0 50 0 0 0 51 0 0 0 52 0 0 0 53 0 0 0 54 0 0 0 55 0 0 0 56 0 0 0 57 0 0 0 58 0 0 0 59 0 0 0 60 0 0 0 61 0 0 0 62 0 0 0 63 0 0 0 64 0 0 0 65 0 0 0 66 0 0 0 67 0 0 0 68 0 0 0 69 0 0 0 70 0 0 785197.46 71 0 0 1156451.17 72 0 0 1153362.41 73 0 0 1143559.76 74 0 0 1118656.25 75 0 0 1115608.5 76 0 0 1112603.77 77 0 0 1109569.37 78 0 0 1106575.7 79 0 0 1103588.57 80 0 0 1100571.71 81 0 0 1062549.65 82 0 0 1018826.29 83 0 0 991015.27 84 0 0 977779.8 85 0 0 86 87
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10, Class A1 Deal Information
Deal Type: Commercial MBS Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 Cur Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal $5,344,434,186.03 Cur Collat Bal: $5,344,434,186.03 Opt Redemp: 1% No update found Settle: Mar 19,2007 Closed: Mar 29,2007 Deal Type: WA Rem Term: 102 Cur Deal Bal: Pricing Speed: 0 CPR Cur Collat Bal: No update found Next Pay: Apr 15,2007 First Pay: Apr 15,2007
Assumptions -------------------------------------------------------- Default Rate 228 *1Cdr12Lag '1Cdr12Lag' ramp values: Default Severity 38 Percent Servicer Advance All but newly liqdtd Advance (% of P&I) 100 Recovery Lag 24 Recovery Time Series 100 Rate During Init Recov Lag 0 Severity During Init Recov Lag 0 LIBOR_1MO 5.35600000 CMT_3MO 5.35600000 CMT_6MO 5.34400000 CMT_2YR 4.66300000 CMT_3YR 4.58600000 CMT_5YR 4.54600000 CMT_10YR 4.59000000 CMT_30YR 4.72300000 Vector Report
Period Date D Writedown E Writedown F Writedown G Writedown H Writedown DS Writedown ES Writedown ------ -------- ----------- ----------- ----------- ----------- ----------- ------------ ------------ Total 0 0 9382.16 45041000 40538000 0 0 0 Mar29,07 0 0 0 0 0 0 0 1 Apr15,07 0 0 0 0 0 0 0 2 May15,07 0 0 0 0 0 0 0 3 Jun15,07 0 0 0 0 0 0 0 4 Jul15,07 0 0 0 0 0 0 0 5 Aug15,07 0 0 0 0 0 0 0 6 Sep15,07 0 0 0 0 0 0 0 7 Oct15,07 0 0 0 0 0 0 0 8 Nov15,07 0 0 0 0 0 0 0 9 Dec15,07 0 0 0 0 0 0 0 10 Jan15,08 0 0 0 0 0 0 0 11 Feb15,08 0 0 0 0 0 0 0 12 Mar15,08 0 0 0 0 0 0 0 13 Apr15,08 0 0 0 0 0 0 0 14 May15,08 0 0 0 0 0 0 0 15 Jun15,08 0 0 0 0 0 0 0 16 Jul15,08 0 0 0 0 0 0 0 17 Aug15,08 0 0 0 0 0 0 0 18 Sep15,08 0 0 0 0 0 0 0 19 Oct15,08 0 0 0 0 0 0 0 20 Nov15,08 0 0 0 0 0 0 0 21 Dec15,08 0 0 0 0 0 0 0 22 Jan15,09 0 0 0 0 0 0 0 23 Feb15,09 0 0 0 0 0 0 0 24 Mar15,09 0 0 0 0 0 0 0 25 Apr15,09 0 0 0 0 0 0 0 26 May15,09 0 0 0 0 0 0 0 27 Jun15,09 0 0 0 0 0 0 0 28 Jul15,09 0 0 0 0 0 0 0 29 Aug15,09 0 0 0 0 0 0 0 30 Sep15,09 0 0 0 0 0 0 0 31 Oct15,09 0 0 0 0 0 0 0 32 Nov15,09 0 0 0 0 0 0 0 33 Dec15,09 0 0 0 0 0 0 0 34 Jan15,10 0 0 0 0 0 0 0 35 Feb15,10 0 0 0 0 0 0 0 36 Mar15,10 0 0 0 0 0 0 0 37 Apr15,10 0 0 0 0 0 0 0 38 May15,10 0 0 0 0 0 0 0 39 Jun15,10 0 0 0 0 0 0 0 40 Jul15,10 0 0 0 0 0 0 0 41 Aug15,10 0 0 0 0 0 0 0 42 Sep15,10 0 0 0 0 0 0 0 43 Oct15,10 0 0 0 0 0 0 0 44 Nov15,10 0 0 0 0 0 0 0 45 Dec15,10 0 0 0 0 0 0 0 46 Jan15,11 0 0 0 0 0 0 0 47 Feb15,11 0 0 0 0 0 0 0 48 Mar15,11 0 0 0 0 0 0 0 49 Apr15,11 0 0 0 0 0 0 0 50 May15,11 0 0 0 0 0 0 0 51 Jun15,11 0 0 0 0 0 0 0 52 Jul15,11 0 0 0 0 0 0 0 53 Aug15,11 0 0 0 0 0 0 0 54 Sep15,11 0 0 0 0 0 0 0 55 Oct15,11 0 0 0 0 0 0 0 56 Nov15,11 0 0 0 0 0 0 0 57 Dec15,11 0 0 0 0 0 0 0 58 Jan15,12 0 0 0 0 0 0 0 59 Feb15,12 0 0 0 0 0 0 0 60 Mar15,12 0 0 0 0 0 0 0 61 Apr15,12 0 0 0 0 0 0 0 62 May15,12 0 0 0 0 0 0 0 63 Jun15,12 0 0 0 0 0 0 0 64 Jul15,12 0 0 0 0 0 0 0 65 Aug15,12 0 0 0 0 0 0 0 66 Sep15,12 0 0 0 0 0 0 0 67 Oct15,12 0 0 0 0 0 0 0 68 Nov15,12 0 0 0 0 0 0 0 69 Dec15,12 0 0 0 0 0 0 0 70 Jan15,13 0 0 0 0 0 0 0 71 Feb15,13 0 0 0 0 0 0 0 72 Mar15,13 0 0 0 0 0 0 0 73 Apr15,13 0 0 0 0 0 0 0 74 May15,13 0 0 0 0 0 0 0 75 Jun15,13 0 0 0 0 0 0 0 76 Jul15,13 0 0 0 0 0 0 0 77 Aug15,13 0 0 0 0 0 0 0 78 Sep15,13 0 0 0 0 0 0 0 79 Oct15,13 0 0 0 0 0 0 0 80 Nov15,13 0 0 0 0 0 0 0 81 Dec15,13 0 0 0 0 1253902.97 0 0 82 Jan15,14 0 0 0 0 1699175.19 0 0 83 Feb15,14 0 0 0 0 1653652.45 0 0 84 Mar15,14 0 0 0 0 1632415.97 85 Apr15,14 0 0 0 0 2389237.3 86 May15,14 0 0 0 0 2360250.36 87 Jun15,14 0 0 0 0 2354790.65 Period FS Writedown GS Writedown HS Writedown ------ ------------ ------------ ------------ Total 0 0 0 0 0 0 0 1 0 0 0 2 0 0 0 3 0 0 0 4 0 0 0 5 0 0 0 6 0 0 0 7 0 0 0 8 0 0 0 9 0 0 0 10 0 0 0 11 0 0 0 12 0 0 0 13 0 0 0 14 0 0 0 15 0 0 0 16 0 0 0 17 0 0 0 18 0 0 0 19 0 0 0 20 0 0 0 21 0 0 0 22 0 0 0 23 0 0 0 24 0 0 0 25 0 0 0 26 0 0 0 27 0 0 0 28 0 0 0 29 0 0 0 30 0 0 0 31 0 0 0 32 0 0 0 33 0 0 0 34 0 0 0 35 0 0 0 36 0 0 0 37 0 0 0 38 0 0 0 39 0 0 0 40 0 0 0 41 0 0 0 42 0 0 0 43 0 0 0 44 0 0 0 45 0 0 0 46 0 0 0 47 0 0 0 48 0 0 0 49 0 0 0 50 0 0 0 51 0 0 0 52 0 0 0 53 0 0 0 54 0 0 0 55 0 0 0 56 0 0 0 57 0 0 0 58 0 0 0 59 0 0 0 60 0 0 0 61 0 0 0 62 0 0 0 63 0 0 0 64 0 0 0 65 0 0 0 66 0 0 0 67 0 0 0 68 0 0 0 69 0 0 0 70 0 0 0 71 0 0 0 72 0 0 0 73 0 0 0 74 0 0 0 75 0 0 0 76 0 0 0 77 0 0 0 78 0 0 0 79 0 0 0 80 0 0 0 81 0 0 605887.1 82 0 0 821043.06 83 0 0 799046.43 84 0 0 788784.94 85 0 0 86 87
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10, Class A1 Deal Information
Deal Type: Commercial MBS Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 Cur Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal $5,344,434,186.03 Cur Collat Bal: $5,344,434,186.03 Opt Redemp: 1% No update found Settle: Mar 19,2007 Closed: Mar 29,2007 Deal Type: WA Rem Term: 102 Cur Deal Bal: Pricing Speed: 0 CPR Cur Collat Bal: No update found Next Pay: Apr 15,2007 First Pay: Apr 15,2007
Assumptions -------------------------------------------------------- Default Rate 179.2 *1Cdr12Lag '1Cdr12Lag' ramp values: Default Severity 38 Percent Servicer Advance All but newly liqdtd Advance (% of P&I) 100 Recovery Lag 24 Recovery Time Series 100 Rate During Init Recov Lag 0 Severity During Init Recov Lag 0 LIBOR_1MO 5.35600000 CMT_3MO 5.35600000 CMT_6MO 5.34400000 CMT_2YR 4.66300000 CMT_3YR 4.58600000 CMT_5YR 4.54600000 CMT_10YR 4.59000000 CMT_30YR 4.72300000 Vector Report
Period Date D Writedown E Writedown F Writedown G Writedown H Writedown DS Writedown ES Writedown ------ -------- ----------- ----------- ----------- ----------- ----------- ------------ ------------ Total 0 0 0 20431.58 40538000 0 0 0 Mar29,07 0 0 0 0 0 0 0 1 Apr15,07 0 0 0 0 0 0 0 2 May15,07 0 0 0 0 0 0 0 3 Jun15,07 0 0 0 0 0 0 0 4 Jul15,07 0 0 0 0 0 0 0 5 Aug15,07 0 0 0 0 0 0 0 6 Sep15,07 0 0 0 0 0 0 0 7 Oct15,07 0 0 0 0 0 0 0 8 Nov15,07 0 0 0 0 0 0 0 9 Dec15,07 0 0 0 0 0 0 0 10 Jan15,08 0 0 0 0 0 0 0 11 Feb15,08 0 0 0 0 0 0 0 12 Mar15,08 0 0 0 0 0 0 0 13 Apr15,08 0 0 0 0 0 0 0 14 May15,08 0 0 0 0 0 0 0 15 Jun15,08 0 0 0 0 0 0 0 16 Jul15,08 0 0 0 0 0 0 0 17 Aug15,08 0 0 0 0 0 0 0 18 Sep15,08 0 0 0 0 0 0 0 19 Oct15,08 0 0 0 0 0 0 0 20 Nov15,08 0 0 0 0 0 0 0 21 Dec15,08 0 0 0 0 0 0 0 22 Jan15,09 0 0 0 0 0 0 0 23 Feb15,09 0 0 0 0 0 0 0 24 Mar15,09 0 0 0 0 0 0 0 25 Apr15,09 0 0 0 0 0 0 0 26 May15,09 0 0 0 0 0 0 0 27 Jun15,09 0 0 0 0 0 0 0 28 Jul15,09 0 0 0 0 0 0 0 29 Aug15,09 0 0 0 0 0 0 0 30 Sep15,09 0 0 0 0 0 0 0 31 Oct15,09 0 0 0 0 0 0 0 32 Nov15,09 0 0 0 0 0 0 0 33 Dec15,09 0 0 0 0 0 0 0 34 Jan15,10 0 0 0 0 0 0 0 35 Feb15,10 0 0 0 0 0 0 0 36 Mar15,10 0 0 0 0 0 0 0 37 Apr15,10 0 0 0 0 0 0 0 38 May15,10 0 0 0 0 0 0 0 39 Jun15,10 0 0 0 0 0 0 0 40 Jul15,10 0 0 0 0 0 0 0 41 Aug15,10 0 0 0 0 0 0 0 42 Sep15,10 0 0 0 0 0 0 0 43 Oct15,10 0 0 0 0 0 0 0 44 Nov15,10 0 0 0 0 0 0 0 45 Dec15,10 0 0 0 0 0 0 0 46 Jan15,11 0 0 0 0 0 0 0 47 Feb15,11 0 0 0 0 0 0 0 48 Mar15,11 0 0 0 0 0 0 0 49 Apr15,11 0 0 0 0 0 0 0 50 May15,11 0 0 0 0 0 0 0 51 Jun15,11 0 0 0 0 0 0 0 52 Jul15,11 0 0 0 0 0 0 0 53 Aug15,11 0 0 0 0 0 0 0 54 Sep15,11 0 0 0 0 0 0 0 55 Oct15,11 0 0 0 0 0 0 0 56 Nov15,11 0 0 0 0 0 0 0 57 Dec15,11 0 0 0 0 0 0 0 58 Jan15,12 0 0 0 0 0 0 0 59 Feb15,12 0 0 0 0 0 0 0 60 Mar15,12 0 0 0 0 0 0 0 61 Apr15,12 0 0 0 0 0 0 0 62 May15,12 0 0 0 0 0 0 0 63 Jun15,12 0 0 0 0 0 0 0 64 Jul15,12 0 0 0 0 0 0 0 65 Aug15,12 0 0 0 0 0 0 0 66 Sep15,12 0 0 0 0 0 0 0 67 Oct15,12 0 0 0 0 0 0 0 68 Nov15,12 0 0 0 0 0 0 0 69 Dec15,12 0 0 0 0 0 0 0 70 Jan15,13 0 0 0 0 0 0 0 71 Feb15,13 0 0 0 0 0 0 0 72 Mar15,13 0 0 0 0 0 0 0 73 Apr15,13 0 0 0 0 0 0 0 74 May15,13 0 0 0 0 0 0 0 75 Jun15,13 0 0 0 0 0 0 0 76 Jul15,13 0 0 0 0 0 0 0 77 Aug15,13 0 0 0 0 0 0 0 78 Sep15,13 0 0 0 0 0 0 0 79 Oct15,13 0 0 0 0 0 0 0 80 Nov15,13 0 0 0 0 0 0 0 81 Dec15,13 0 0 0 0 0 0 0 82 Jan15,14 0 0 0 0 0 0 0 83 Feb15,14 0 0 0 0 0 0 0 84 Mar15,14 0 0 0 0 0 85 Apr15,14 0 0 0 0 0 86 May15,14 0 0 0 0 0 87 Jun15,14 0 0 0 0 0 Period FS Writedown GS Writedown HS Writedown ------ ------------ ------------ ------------ Total 0 0 0 0 0 0 0 1 0 0 0 2 0 0 0 3 0 0 0 4 0 0 0 5 0 0 0 6 0 0 0 7 0 0 0 8 0 0 0 9 0 0 0 10 0 0 0 11 0 0 0 12 0 0 0 13 0 0 0 14 0 0 0 15 0 0 0 16 0 0 0 17 0 0 0 18 0 0 0 19 0 0 0 20 0 0 0 21 0 0 0 22 0 0 0 23 0 0 0 24 0 0 0 25 0 0 0 26 0 0 0 27 0 0 0 28 0 0 0 29 0 0 0 30 0 0 0 31 0 0 0 32 0 0 0 33 0 0 0 34 0 0 0 35 0 0 0 36 0 0 0 37 0 0 0 38 0 0 0 39 0 0 0 40 0 0 0 41 0 0 0 42 0 0 0 43 0 0 0 44 0 0 0 45 0 0 0 46 0 0 0 47 0 0 0 48 0 0 0 49 0 0 0 50 0 0 0 51 0 0 0 52 0 0 0 53 0 0 0 54 0 0 0 55 0 0 0 56 0 0 0 57 0 0 0 58 0 0 0 59 0 0 0 60 0 0 0 61 0 0 0 62 0 0 0 63 0 0 0 64 0 0 0 65 0 0 0 66 0 0 0 67 0 0 0 68 0 0 0 69 0 0 0 70 0 0 0 71 0 0 0 72 0 0 0 73 0 0 0 74 0 0 0 75 0 0 0 76 0 0 0 77 0 0 0 78 0 0 0 79 0 0 0 80 0 0 0 81 0 0 0 82 0 0 0 83 0 0 0 84 0 0 0 85 0 86 87
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10, Class A1 Deal Information
Deal Type: Commercial MBS Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 Cur Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Cur Collat Bal: $5,344,434,186.03 Opt Redemp: 1% No update found Settle: Mar 19,2007 Closed: Mar 29,2007 Deal Type: WA Rem Term: 102 Cur Deal Bal: Pricing Speed: 0 CPR Cur Collat Bal: No update found Next Pay: Apr 15,2007 First Pay: Apr 15,2007
Assumptions ------------------------------------------------------------ Default Rate 139 *1Cdr12Lag '1Cdr12Lag' ramp values: Default Severity 38 Percent Servicer Advance All but newly liqdtd Advance (% of P&I) 100 Recovery Lag 24 Recovery Time Series 100 Rate During Init Recov Lag 0 Severity During Init Recov Lag 0 LIBOR_1MO 5.35600000 CMT_3MO 5.35600000 CMT_6MO 5.34400000 CMT_2YR 4.66300000 CMT_3YR 4.58600000 CMT_5YR 4.54600000 CMT_10YR 4.59000000 CMT_30YR 4.72300000 Vector Report
Period Date D Writedown E Writedown F Writedown G Writedown H Writedown DS Writedown ES Writedown FS Writedown ------ -------- ----------- ----------- ----------- ----------- ----------- ------------ ------------ ------------ Total 0 0 0 0 29933.81 0 0 0 0 Mar29,07 0 0 0 0 0 0 0 0 1 Apr15,07 0 0 0 0 0 0 0 0 2 May15,07 0 0 0 0 0 0 0 0 3 Jun15,07 0 0 0 0 0 0 0 0 4 Jul15,07 0 0 0 0 0 0 0 0 5 Aug15,07 0 0 0 0 0 0 0 0 6 Sep15,07 0 0 0 0 0 0 0 0 7 Oct15,07 0 0 0 0 0 0 0 0 8 Nov15,07 0 0 0 0 0 0 0 0 9 Dec15,07 0 0 0 0 0 0 0 0 10 Jan15,08 0 0 0 0 0 0 0 0 11 Feb15,08 0 0 0 0 0 0 0 0 12 Mar15,08 0 0 0 0 0 0 0 0 13 Apr15,08 0 0 0 0 0 0 0 0 14 May15,08 0 0 0 0 0 0 0 0 15 Jun15,08 0 0 0 0 0 0 0 0 16 Jul15,08 0 0 0 0 0 0 0 0 17 Aug15,08 0 0 0 0 0 0 0 0 18 Sep15,08 0 0 0 0 0 0 0 0 19 Oct15,08 0 0 0 0 0 0 0 0 20 Nov15,08 0 0 0 0 0 0 0 0 21 Dec15,08 0 0 0 0 0 0 0 0 22 Jan15,09 0 0 0 0 0 0 0 0 23 Feb15,09 0 0 0 0 0 0 0 0 24 Mar15,09 0 0 0 0 0 0 0 0 25 Apr15,09 0 0 0 0 0 0 0 0 26 May15,09 0 0 0 0 0 0 0 0 27 Jun15,09 0 0 0 0 0 0 0 0 28 Jul15,09 0 0 0 0 0 0 0 0 29 Aug15,09 0 0 0 0 0 0 0 0 30 Sep15,09 0 0 0 0 0 0 0 0 31 Oct15,09 0 0 0 0 0 0 0 0 32 Nov15,09 0 0 0 0 0 0 0 0 33 Dec15,09 0 0 0 0 0 0 0 0 34 Jan15,10 0 0 0 0 0 0 0 0 35 Feb15,10 0 0 0 0 0 0 0 0 36 Mar15,10 0 0 0 0 0 0 0 0 37 Apr15,10 0 0 0 0 0 0 0 0 38 May15,10 0 0 0 0 0 0 0 0 39 Jun15,10 0 0 0 0 0 0 0 0 40 Jul15,10 0 0 0 0 0 0 0 0 41 Aug15,10 0 0 0 0 0 0 0 0 42 Sep15,10 0 0 0 0 0 0 0 0 43 Oct15,10 0 0 0 0 0 0 0 0 44 Nov15,10 0 0 0 0 0 0 0 0 45 Dec15,10 0 0 0 0 0 0 0 0 46 Jan15,11 0 0 0 0 0 0 0 0 47 Feb15,11 0 0 0 0 0 0 0 0 48 Mar15,11 0 0 0 0 0 0 0 0 49 Apr15,11 0 0 0 0 0 0 0 0 50 May15,11 0 0 0 0 0 0 0 0 51 Jun15,11 0 0 0 0 0 0 0 0 52 Jul15,11 0 0 0 0 0 0 0 0 53 Aug15,11 0 0 0 0 0 0 0 0 54 Sep15,11 0 0 0 0 0 0 0 0 55 Oct15,11 0 0 0 0 0 0 0 0 56 Nov15,11 0 0 0 0 0 0 0 0 57 Dec15,11 0 0 0 0 0 0 0 0 58 Jan15,12 0 0 0 0 0 0 0 0 59 Feb15,12 0 0 0 0 0 0 0 0 60 Mar15,12 0 0 0 0 0 0 0 0 61 Apr15,12 0 0 0 0 0 0 0 0 62 May15,12 0 0 0 0 0 0 0 0 63 Jun15,12 0 0 0 0 0 0 0 0 64 Jul15,12 0 0 0 0 0 0 0 0 65 Aug15,12 0 0 0 0 0 0 0 0 66 Sep15,12 0 0 0 0 0 0 0 0 67 Oct15,12 0 0 0 0 0 0 0 0 68 Nov15,12 0 0 0 0 0 0 0 0 69 Dec15,12 0 0 0 0 0 0 0 0 70 Jan15,13 0 0 0 0 0 0 0 0 71 Feb15,13 0 0 0 0 0 0 0 0 72 Mar15,13 0 0 0 0 0 0 0 0 73 Apr15,13 0 0 0 0 0 0 0 0 74 May15,13 0 0 0 0 0 0 0 0 75 Jun15,13 0 0 0 0 0 0 0 0 76 Jul15,13 0 0 0 0 0 0 0 0 77 Aug15,13 0 0 0 0 0 0 0 0 78 Sep15,13 0 0 0 0 0 0 0 0 79 Oct15,13 0 0 0 0 0 0 0 0 80 Nov15,13 0 0 0 0 0 0 0 0 81 Dec15,13 0 0 0 0 0 0 0 0 82 Jan15,14 0 0 0 0 0 0 0 0 83 Feb15,14 0 0 0 0 0 0 0 84 Mar15,14 0 0 0 0 0 0 85 Apr15,14 0 0 0 0 0 86 May15,14 0 0 0 0 0 87 Jun15,14 0 0 0 0 0 Period GS Writedown HS Writedown ------ ------------ ------------ Total 0 0 0 0 0 1 0 0 2 0 0 3 0 0 4 0 0 5 0 0 6 0 0 7 0 0 8 0 0 9 0 0 10 0 0 11 0 0 12 0 0 13 0 0 14 0 0 15 0 0 16 0 0 17 0 0 18 0 0 19 0 0 20 0 0 21 0 0 22 0 0 23 0 0 24 0 0 25 0 0 26 0 0 27 0 0 28 0 0 29 0 0 30 0 0 31 0 0 32 0 0 33 0 0 34 0 0 35 0 0 36 0 0 37 0 0 38 0 0 39 0 0 40 0 0 41 0 0 42 0 0 43 0 0 44 0 0 45 0 0 46 0 0 47 0 0 48 0 0 49 0 0 50 0 0 51 0 0 52 0 0 53 0 0 54 0 0 55 0 0 56 0 0 57 0 0 58 0 0 59 0 0 60 0 0 61 0 0 62 0 0 63 0 0 64 0 0 65 0 0 66 0 0 67 0 0 68 0 0 69 0 0 70 0 0 71 0 0 72 0 0 73 0 0 74 0 0 75 0 0 76 0 0 77 0 0 78 0 0 79 0 0 80 0 0 81 0 0 82 0 0 83 0 0 84 0 0 85 0 86 87
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10, Class A1 Deal Information
Deal Type: Commercial MBS Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 Cur Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Cur Collat Bal: $5,344,434,186.03 Opt Redemp: 1% No update found Settle: Mar 19,2007 Closed: Mar 29,2007 Deal Type: WA Rem Term: 102 Cur Deal Bal: Pricing Speed: 0 CPR Cur Collat Bal: No update found Next Pay: Apr 15,2007 First Pay: Apr 15,2007
Assumptions ------------------------------------------------------------ Default Rate 626.5 *1Cdr12Lag '1Cdr12Lag' ramp values: Default Severity 38 Percent Servicer Advance All but newly liqdtd Advance (% of P&I) 100 Recovery Lag 24 Recovery Time Series 100 Rate During Init Recov Lag 0 Severity During Init Recov Lag 0 LIBOR_1MO 5.35600000 CMT_3MO 5.35600000 CMT_6MO 5.34400000 CMT_2YR 4.66300000 CMT_3YR 4.58600000 CMT_5YR 4.54600000 CMT_10YR 4.59000000 CMT_30YR 4.72300000 Vector Report
Period Date D Writedown E Writedown F Writedown G Writedown H Writedown DS Writedown ES Writedown ------ -------- ----------- ----------- ----------- ----------- ----------- ------------ ------------ Total 49546000 40537000 45041000 45041000 40538000 1499.02 19588000 0 Mar29,07 0 0 0 0 0 0 0 1 Apr15,07 0 0 0 0 0 0 0 2 May15,07 0 0 0 0 0 0 0 3 Jun15,07 0 0 0 0 0 0 0 4 Jul15,07 0 0 0 0 0 0 0 5 Aug15,07 0 0 0 0 0 0 0 6 Sep15,07 0 0 0 0 0 0 0 7 Oct15,07 0 0 0 0 0 0 0 8 Nov15,07 0 0 0 0 0 0 0 9 Dec15,07 0 0 0 0 0 0 0 10 Jan15,08 0 0 0 0 0 0 0 11 Feb15,08 0 0 0 0 0 0 0 12 Mar15,08 0 0 0 0 0 0 0 13 Apr15,08 0 0 0 0 0 0 0 14 May15,08 0 0 0 0 0 0 0 15 Jun15,08 0 0 0 0 0 0 0 16 Jul15,08 0 0 0 0 0 0 0 17 Aug15,08 0 0 0 0 0 0 0 18 Sep15,08 0 0 0 0 0 0 0 19 Oct15,08 0 0 0 0 0 0 0 20 Nov15,08 0 0 0 0 0 0 0 21 Dec15,08 0 0 0 0 0 0 0 22 Jan15,09 0 0 0 0 0 0 0 23 Feb15,09 0 0 0 0 0 0 0 24 Mar15,09 0 0 0 0 0 0 0 25 Apr15,09 0 0 0 0 0 0 0 26 May15,09 0 0 0 0 0 0 0 27 Jun15,09 0 0 0 0 0 0 0 28 Jul15,09 0 0 0 0 0 0 0 29 Aug15,09 0 0 0 0 0 0 0 30 Sep15,09 0 0 0 0 0 0 0 31 Oct15,09 0 0 0 0 0 0 0 32 Nov15,09 0 0 0 0 0 0 0 33 Dec15,09 0 0 0 0 0 0 0 34 Jan15,10 0 0 0 0 0 0 0 35 Feb15,10 0 0 0 0 0 0 0 36 Mar15,10 0 0 0 0 0 0 0 37 Apr15,10 0 0 0 0 0 0 0 38 May15,10 0 0 0 0 0 0 0 39 Jun15,10 0 0 0 0 0 0 0 40 Jul15,10 0 0 0 0 0 0 0 41 Aug15,10 0 0 0 0 0 0 0 42 Sep15,10 0 0 0 0 0 0 0 43 Oct15,10 0 0 0 0 0 0 0 44 Nov15,10 0 0 0 0 0 0 0 45 Dec15,10 0 0 0 0 0 0 0 46 Jan15,11 0 0 0 0 0 0 0 47 Feb15,11 0 0 0 0 0 0 0 48 Mar15,11 0 0 0 0 0 0 0 49 Apr15,11 0 0 0 0 0 0 0 50 May15,11 0 0 0 0 230280.08 0 0 51 Jun15,11 0 0 0 0 6804019.57 0 0 52 Jul15,11 0 0 0 0 6766428.06 0 0 53 Aug15,11 0 0 0 0 6707028.77 0 0 54 Sep15,11 0 0 0 0 6660255 0 0 55 Oct15,11 0 0 0 0 6623444.21 0 0 56 Nov15,11 0 0 0 0 6528245.57 0 0 57 Dec15,11 0 0 0 6057373.17 218298.73 0 0 58 Jan15,12 0 0 0 6168123.64 0 0 59 Feb15,12 0 0 0 5677940.82 0 0 Period FS Writedown GS Writedown HS Writedown ------ ------------ ------------ ------------ Total 21764000 21764000 19588000 0 0 0 0 1 0 0 0 2 0 0 0 3 0 0 0 4 0 0 0 5 0 0 0 6 0 0 0 7 0 0 0 8 0 0 0 9 0 0 0 10 0 0 0 11 0 0 0 12 0 0 0 13 0 0 0 14 0 0 0 15 0 0 0 16 0 0 0 17 0 0 0 18 0 0 0 19 0 0 0 20 0 0 0 21 0 0 0 22 0 0 0 23 0 0 0 24 0 0 0 25 0 0 0 26 0 0 0 27 0 0 0 28 0 0 0 29 0 0 0 30 0 0 0 31 0 0 0 32 0 0 0 33 0 0 0 34 0 0 0 35 0 0 0 36 0 0 0 37 0 0 0 38 0 0 0 39 0 0 0 40 0 0 0 41 0 0 0 42 0 0 0 43 0 0 0 44 0 0 0 45 0 0 0 46 0 0 0 47 0 0 0 48 0 0 0 49 0 0 0 50 0 0 111271.56 51 0 0 3287708.7 52 0 0 3269544.45 53 0 0 3240842.65 54 0 0 3218241.53 55 0 0 3200454.52 56 0 0 3154454.44 57 0 2926948.11 105482.15 58 0 2980463.2 59 0 2743604.8
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10, Class A1 Deal Information
Deal Type: Commercial MBS Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 Cur Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Cur Collat Bal: $5,344,434,186.03 Opt Redemp: 1% No update found Settle: Mar 19,2007 Closed: Mar 29,2007 Deal Type: WA Rem Term: 102 Cur Deal Bal: Pricing Speed: 0 CPR Cur Collat Bal: No update found Next Pay: Apr 15,2007 First Pay: Apr 15,2007
Assumptions ------------------------------------------------------------ Default Rate 525.4 *1Cdr12Lag '1Cdr12Lag' ramp values: Default Severity 38 Percent Servicer Advance All but newly liqdtd Advance (% of P&I) 100 Recovery Lag 24 Recovery Time Series 100 Rate During Init Recov Lag 0 Severity During Init Recov Lag 0 LIBOR_1MO 5.35600000 CMT_3MO 5.35600000 CMT_6MO 5.34400000 CMT_2YR 4.66300000 CMT_3YR 4.58600000 CMT_5YR 4.54600000 CMT_10YR 4.59000000 CMT_30YR 4.72300000 Vector Report
Period Date D Writedown E Writedown F Writedown G Writedown H Writedown DS Writedown ES Writedown ------ -------- ----------- ----------- ----------- ----------- ----------- ------------ ------------ Total 49546000 40537000 45041000 45041000 40538000 0 0 0 Mar29,07 0 0 0 0 0 0 0 1 Apr15,07 0 0 0 0 0 0 0 2 May15,07 0 0 0 0 0 0 0 3 Jun15,07 0 0 0 0 0 0 0 4 Jul15,07 0 0 0 0 0 0 0 5 Aug15,07 0 0 0 0 0 0 0 6 Sep15,07 0 0 0 0 0 0 0 7 Oct15,07 0 0 0 0 0 0 0 8 Nov15,07 0 0 0 0 0 0 0 9 Dec15,07 0 0 0 0 0 0 0 10 Jan15,08 0 0 0 0 0 0 0 11 Feb15,08 0 0 0 0 0 0 0 12 Mar15,08 0 0 0 0 0 0 0 13 Apr15,08 0 0 0 0 0 0 0 14 May15,08 0 0 0 0 0 0 0 15 Jun15,08 0 0 0 0 0 0 0 16 Jul15,08 0 0 0 0 0 0 0 17 Aug15,08 0 0 0 0 0 0 0 18 Sep15,08 0 0 0 0 0 0 0 19 Oct15,08 0 0 0 0 0 0 0 20 Nov15,08 0 0 0 0 0 0 0 21 Dec15,08 0 0 0 0 0 0 0 22 Jan15,09 0 0 0 0 0 0 0 23 Feb15,09 0 0 0 0 0 0 0 24 Mar15,09 0 0 0 0 0 0 0 25 Apr15,09 0 0 0 0 0 0 0 26 May15,09 0 0 0 0 0 0 0 27 Jun15,09 0 0 0 0 0 0 0 28 Jul15,09 0 0 0 0 0 0 0 29 Aug15,09 0 0 0 0 0 0 0 30 Sep15,09 0 0 0 0 0 0 0 31 Oct15,09 0 0 0 0 0 0 0 32 Nov15,09 0 0 0 0 0 0 0 33 Dec15,09 0 0 0 0 0 0 0 34 Jan15,10 0 0 0 0 0 0 0 35 Feb15,10 0 0 0 0 0 0 0 36 Mar15,10 0 0 0 0 0 0 0 37 Apr15,10 0 0 0 0 0 0 0 38 May15,10 0 0 0 0 0 0 0 39 Jun15,10 0 0 0 0 0 0 0 40 Jul15,10 0 0 0 0 0 0 0 41 Aug15,10 0 0 0 0 0 0 0 42 Sep15,10 0 0 0 0 0 0 0 43 Oct15,10 0 0 0 0 0 0 0 44 Nov15,10 0 0 0 0 0 0 0 45 Dec15,10 0 0 0 0 0 0 0 46 Jan15,11 0 0 0 0 0 0 0 47 Feb15,11 0 0 0 0 0 0 0 48 Mar15,11 0 0 0 0 0 0 0 49 Apr15,11 0 0 0 0 0 0 0 50 May15,11 0 0 0 0 0 0 0 51 Jun15,11 0 0 0 0 0 0 0 52 Jul15,11 0 0 0 0 0 0 0 53 Aug15,11 0 0 0 0 1426357.85 0 0 54 Sep15,11 0 0 0 0 5643489.19 0 0 55 Oct15,11 0 0 0 0 5617317.62 0 0 56 Nov15,11 0 0 0 0 5541531.92 0 0 57 Dec15,11 0 0 0 0 5331909.41 0 0 58 Jan15,12 0 0 0 0 5245222.24 0 0 59 Feb15,12 0 0 0 0 4832701.19 0 0 60 Mar15,12 0 0 0 0 4552066.29 0 0 61 Apr15,12 0 0 0 1994912.79 2347404.29 0 0 62 May15,12 0 0 0 4297627.04 0 0 63 Jun15,12 0 0 0 4277269.39 0 0 Period FS Writedown GS Writedown HS Writedown ------ ------------ ------------ ------------ Total 21762691.34 21764000 19588000 0 0 0 0 1 0 0 0 2 0 0 0 3 0 0 0 4 0 0 0 5 0 0 0 6 0 0 0 7 0 0 0 8 0 0 0 9 0 0 0 10 0 0 0 11 0 0 0 12 0 0 0 13 0 0 0 14 0 0 0 15 0 0 0 16 0 0 0 17 0 0 0 18 0 0 0 19 0 0 0 20 0 0 0 21 0 0 0 22 0 0 0 23 0 0 0 24 0 0 0 25 0 0 0 26 0 0 0 27 0 0 0 28 0 0 0 29 0 0 0 30 0 0 0 31 0 0 0 32 0 0 0 33 0 0 0 34 0 0 0 35 0 0 0 36 0 0 0 37 0 0 0 38 0 0 0 39 0 0 0 40 0 0 0 41 0 0 0 42 0 0 0 43 0 0 0 44 0 0 0 45 0 0 0 46 0 0 0 47 0 0 0 48 0 0 0 49 0 0 0 50 0 0 0 51 0 0 0 52 0 0 0 53 0 0 689217.46 54 0 0 2726939.32 55 0 0 2714293.2 56 0 0 2677673.47 57 0 0 2576383.68 58 0 0 2534496.36 59 0 0 2335165.79 60 0 0 2199562.75 61 0 963950.22 1134267.97 62 0 2076631.4 63 0 2066794.5
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10, Class A1 Deal Information
Deal Type: Commercial MBS Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 Cur Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Cur Collat Bal: $5,344,434,186.03 Opt Redemp: 1% No update found Settle: Mar 19,2007 Closed: Mar 29,2007 Deal Type: WA Rem Term: 102 Cur Deal Bal: Pricing Speed: 0 CPR Cur Collat Bal: No update found Next Pay: Apr 15,2007 First Pay: Apr 15,2007
Assumptions ------------------------------------------------------------- Default Rate 409.8 *1Cdr12Lag '1Cdr12Lag' ramp values: Default Severity 38 Percent Servicer Advance All but newly liqdtd Advance (% of P&I) 100 Recovery Lag 24 Recovery Time Series 100 Rate During Init Recov Lag 0 Severity During Init Recov Lag 0 LIBOR_1MO 5.35600000 CMT_3MO 5.35600000 CMT_6MO 5.34400000 CMT_2YR 4.66300000 CMT_3YR 4.58600000 CMT_5YR 4.54600000 CMT_10YR 4.59000000 CMT_30YR 4.72300000 Vector Report
Period Date D Writedown E Writedown F Writedown G Writedown H Writedown DS Writedown ES Writedown ------ -------- ----------- ----------- ----------- ----------- ----------- ------------ ------------ Total 44412528.14 40537000 45041000 45041000 40538000 0 0 0 Mar29,07 0 0 0 0 0 0 0 1 Apr15,07 0 0 0 0 0 0 0 2 May15,07 0 0 0 0 0 0 0 3 Jun15,07 0 0 0 0 0 0 0 4 Jul15,07 0 0 0 0 0 0 0 5 Aug15,07 0 0 0 0 0 0 0 6 Sep15,07 0 0 0 0 0 0 0 7 Oct15,07 0 0 0 0 0 0 0 8 Nov15,07 0 0 0 0 0 0 0 9 Dec15,07 0 0 0 0 0 0 0 10 Jan15,08 0 0 0 0 0 0 0 11 Feb15,08 0 0 0 0 0 0 0 12 Mar15,08 0 0 0 0 0 0 0 13 Apr15,08 0 0 0 0 0 0 0 14 May15,08 0 0 0 0 0 0 0 15 Jun15,08 0 0 0 0 0 0 0 16 Jul15,08 0 0 0 0 0 0 0 17 Aug15,08 0 0 0 0 0 0 0 18 Sep15,08 0 0 0 0 0 0 0 19 Oct15,08 0 0 0 0 0 0 0 20 Nov15,08 0 0 0 0 0 0 0 21 Dec15,08 0 0 0 0 0 0 0 22 Jan15,09 0 0 0 0 0 0 0 23 Feb15,09 0 0 0 0 0 0 0 24 Mar15,09 0 0 0 0 0 0 0 25 Apr15,09 0 0 0 0 0 0 0 26 May15,09 0 0 0 0 0 0 0 27 Jun15,09 0 0 0 0 0 0 0 28 Jul15,09 0 0 0 0 0 0 0 29 Aug15,09 0 0 0 0 0 0 0 30 Sep15,09 0 0 0 0 0 0 0 31 Oct15,09 0 0 0 0 0 0 0 32 Nov15,09 0 0 0 0 0 0 0 33 Dec15,09 0 0 0 0 0 0 0 34 Jan15,10 0 0 0 0 0 0 0 35 Feb15,10 0 0 0 0 0 0 0 36 Mar15,10 0 0 0 0 0 0 0 37 Apr15,10 0 0 0 0 0 0 0 38 May15,10 0 0 0 0 0 0 0 39 Jun15,10 0 0 0 0 0 0 0 40 Jul15,10 0 0 0 0 0 0 0 41 Aug15,10 0 0 0 0 0 0 0 42 Sep15,10 0 0 0 0 0 0 0 43 Oct15,10 0 0 0 0 0 0 0 44 Nov15,10 0 0 0 0 0 0 0 45 Dec15,10 0 0 0 0 0 0 0 46 Jan15,11 0 0 0 0 0 0 0 47 Feb15,11 0 0 0 0 0 0 0 48 Mar15,11 0 0 0 0 0 0 0 49 Apr15,11 0 0 0 0 0 0 0 50 May15,11 0 0 0 0 0 0 0 51 Jun15,11 0 0 0 0 0 0 0 52 Jul15,11 0 0 0 0 0 0 0 53 Aug15,11 0 0 0 0 0 0 0 54 Sep15,11 0 0 0 0 0 0 0 55 Oct15,11 0 0 0 0 0 0 0 56 Nov15,11 0 0 0 0 0 0 0 57 Dec15,11 0 0 0 0 0 0 0 58 Jan15,12 0 0 0 0 1153217.46 0 0 59 Feb15,12 0 0 0 0 3832962.16 0 0 60 Mar15,12 0 0 0 0 3614032.59 0 0 61 Apr15,12 0 0 0 0 3450995.19 0 0 62 May15,12 0 0 0 0 3418935.88 0 0 63 Jun15,12 0 0 0 0 3406181.1 0 0 64 Jul15,12 0 0 0 0 3393572.7 0 0 65 Aug15,12 0 0 0 0 3380904.24 0 0 66 Sep15,12 0 0 0 0 3368380.87 0 0 67 Oct15,12 0 0 0 0 3355899.88 0 0 68 Nov15,12 0 0 0 0 3343359.85 0 0 69 Dec15,12 0 0 0 0 3330963 0 0 70 Jan15,13 0 0 0 1819972.82 1488595.07 0 0 71 Feb15,13 0 0 0 3296285.95 0 0 72 Mar15,13 0 0 0 3284048.78 0 0 Period FS Writedown GS Writedown HS Writedown ------ ------------ ------------ ------------ Total 3044.72 21764000 19588000 0 0 0 0 1 0 0 0 2 0 0 0 3 0 0 0 4 0 0 0 5 0 0 0 6 0 0 0 7 0 0 0 8 0 0 0 9 0 0 0 10 0 0 0 11 0 0 0 12 0 0 0 13 0 0 0 14 0 0 0 15 0 0 0 16 0 0 0 17 0 0 0 18 0 0 0 19 0 0 0 20 0 0 0 21 0 0 0 22 0 0 0 23 0 0 0 24 0 0 0 25 0 0 0 26 0 0 0 27 0 0 0 28 0 0 0 29 0 0 0 30 0 0 0 31 0 0 0 32 0 0 0 33 0 0 0 34 0 0 0 35 0 0 0 36 0 0 0 37 0 0 0 38 0 0 0 39 0 0 0 40 0 0 0 41 0 0 0 42 0 0 0 43 0 0 0 44 0 0 0 45 0 0 0 46 0 0 0 47 0 0 0 48 0 0 0 49 0 0 0 50 0 0 0 51 0 0 0 52 0 0 0 53 0 0 0 54 0 0 0 55 0 0 0 56 0 0 0 57 0 0 0 58 0 0 557235.77 59 0 0 1852090.94 60 0 0 1746303.97 61 0 0 1667524.14 62 0 0 1652033.06 63 0 0 1645869.94 64 0 0 1639777.54 65 0 0 1633656.13 66 0 0 1627604.83 67 0 0 1621574 68 0 0 1615514.65 69 0 0 1609524.48 70 0 879418.49 719290.55 71 0 1592779.19 72 0 1586866.13
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10, Class A1 Deal Information
Deal Type: Commercial MBS Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 Cur Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Cur Collat Bal: $5,344,434,186.03 Opt Redemp: 1% No update found Settle: Mar 19,2007 Closed: Mar 29,2007 Deal Type: WA Rem Term: 102 Cur Deal Bal: Pricing Speed: 0 CPR Cur Collat Bal: No update found Next Pay: Apr 15,2007 First Pay: Apr 15,2007
Assumptions ------------------------------------------------------------ Default Rate 305.5 *1Cdr12Lag '1Cdr12Lag' ramp values: Default Severity 38 Percent Servicer Advance All but newly liqdtd Advance (% of P&I) 100 Recovery Lag 24 Recovery Time Series 100 Rate During Init Recov Lag 0 Severity During Init Recov Lag 0 LIBOR_1MO 5.35600000 CMT_3MO 5.35600000 CMT_6MO 5.34400000 CMT_2YR 4.66300000 CMT_3YR 4.58600000 CMT_5YR 4.54600000 CMT_10YR 4.59000000 CMT_30YR 4.72300000 Vector Report
Period Date D Writedown E Writedown F Writedown G Writedown H Writedown DS Writedown ES Writedown ------ -------- ----------- ----------- ----------- ----------- ----------- ------------ ------------ Total 0 12156025.3 45041000 45041000 40538000 0 0 0 Mar29,07 0 0 0 0 0 0 0 1 Apr15,07 0 0 0 0 0 0 0 2 May15,07 0 0 0 0 0 0 0 3 Jun15,07 0 0 0 0 0 0 0 4 Jul15,07 0 0 0 0 0 0 0 5 Aug15,07 0 0 0 0 0 0 0 6 Sep15,07 0 0 0 0 0 0 0 7 Oct15,07 0 0 0 0 0 0 0 8 Nov15,07 0 0 0 0 0 0 0 9 Dec15,07 0 0 0 0 0 0 0 10 Jan15,08 0 0 0 0 0 0 0 11 Feb15,08 0 0 0 0 0 0 0 12 Mar15,08 0 0 0 0 0 0 0 13 Apr15,08 0 0 0 0 0 0 0 14 May15,08 0 0 0 0 0 0 0 15 Jun15,08 0 0 0 0 0 0 0 16 Jul15,08 0 0 0 0 0 0 0 17 Aug15,08 0 0 0 0 0 0 0 18 Sep15,08 0 0 0 0 0 0 0 19 Oct15,08 0 0 0 0 0 0 0 20 Nov15,08 0 0 0 0 0 0 0 21 Dec15,08 0 0 0 0 0 0 0 22 Jan15,09 0 0 0 0 0 0 0 23 Feb15,09 0 0 0 0 0 0 0 24 Mar15,09 0 0 0 0 0 0 0 25 Apr15,09 0 0 0 0 0 0 0 26 May15,09 0 0 0 0 0 0 0 27 Jun15,09 0 0 0 0 0 0 0 28 Jul15,09 0 0 0 0 0 0 0 29 Aug15,09 0 0 0 0 0 0 0 30 Sep15,09 0 0 0 0 0 0 0 31 Oct15,09 0 0 0 0 0 0 0 32 Nov15,09 0 0 0 0 0 0 0 33 Dec15,09 0 0 0 0 0 0 0 34 Jan15,10 0 0 0 0 0 0 0 35 Feb15,10 0 0 0 0 0 0 0 36 Mar15,10 0 0 0 0 0 0 0 37 Apr15,10 0 0 0 0 0 0 0 38 May15,10 0 0 0 0 0 0 0 39 Jun15,10 0 0 0 0 0 0 0 40 Jul15,10 0 0 0 0 0 0 0 41 Aug15,10 0 0 0 0 0 0 0 42 Sep15,10 0 0 0 0 0 0 0 43 Oct15,10 0 0 0 0 0 0 0 44 Nov15,10 0 0 0 0 0 0 0 45 Dec15,10 0 0 0 0 0 0 0 46 Jan15,11 0 0 0 0 0 0 0 47 Feb15,11 0 0 0 0 0 0 0 48 Mar15,11 0 0 0 0 0 0 0 49 Apr15,11 0 0 0 0 0 0 0 50 May15,11 0 0 0 0 0 0 0 51 Jun15,11 0 0 0 0 0 0 0 52 Jul15,11 0 0 0 0 0 0 0 53 Aug15,11 0 0 0 0 0 0 0 54 Sep15,11 0 0 0 0 0 0 0 55 Oct15,11 0 0 0 0 0 0 0 56 Nov15,11 0 0 0 0 0 0 0 57 Dec15,11 0 0 0 0 0 0 0 58 Jan15,12 0 0 0 0 0 0 0 59 Feb15,12 0 0 0 0 0 0 0 60 Mar15,12 0 0 0 0 0 0 0 61 Apr15,12 0 0 0 0 0 0 0 62 May15,12 0 0 0 0 0 0 0 63 Jun15,12 0 0 0 0 0 0 0 64 Jul15,12 0 0 0 0 0 0 0 65 Aug15,12 0 0 0 0 0 0 0 66 Sep15,12 0 0 0 0 0 0 0 67 Oct15,12 0 0 0 0 0 0 0 68 Nov15,12 0 0 0 0 2226076.99 0 0 69 Dec15,12 0 0 0 0 2543299.07 0 0 70 Jan15,13 0 0 0 0 2528480.89 0 0 71 Feb15,13 0 0 0 0 2521369.01 0 0 72 Mar15,13 0 0 0 0 2514274.04 0 0 73 Apr15,13 0 0 0 0 2492547.22 0 0 74 May15,13 0 0 0 0 2437916.87 0 0 75 Jun15,13 0 0 0 0 2430926.13 0 0 76 Jul15,13 0 0 0 0 2424031.09 0 0 77 Aug15,13 0 0 0 0 2417073.34 0 0 78 Sep15,13 0 0 0 0 2410206.24 0 0 79 Oct15,13 0 0 0 0 2403355.32 0 0 80 Nov15,13 0 0 0 0 2396441.55 0 0 81 Dec15,13 0 0 0 0 2313318.55 0 0 82 Jan15,14 0 0 0 0 2217808.59 0 0 83 Feb15,14 0 0 0 0 2156959.4 0 0 84 Mar15,14 0 0 0 27876.87 2103915.69 0 85 Apr15,14 0 0 0 3112294.44 86 May15,14 0 0 0 3072495.77 Period FS Writedown GS Writedown HS Writedown ------ ------------ ------------ ------------ Total 0 7618.06 19588000 0 0 0 0 1 0 0 0 2 0 0 0 3 0 0 0 4 0 0 0 5 0 0 0 6 0 0 0 7 0 0 0 8 0 0 0 9 0 0 0 10 0 0 0 11 0 0 0 12 0 0 0 13 0 0 0 14 0 0 0 15 0 0 0 16 0 0 0 17 0 0 0 18 0 0 0 19 0 0 0 20 0 0 0 21 0 0 0 22 0 0 0 23 0 0 0 24 0 0 0 25 0 0 0 26 0 0 0 27 0 0 0 28 0 0 0 29 0 0 0 30 0 0 0 31 0 0 0 32 0 0 0 33 0 0 0 34 0 0 0 35 0 0 0 36 0 0 0 37 0 0 0 38 0 0 0 39 0 0 0 40 0 0 0 41 0 0 0 42 0 0 0 43 0 0 0 44 0 0 0 45 0 0 0 46 0 0 0 47 0 0 0 48 0 0 0 49 0 0 0 50 0 0 0 51 0 0 0 52 0 0 0 53 0 0 0 54 0 0 0 55 0 0 0 56 0 0 0 57 0 0 0 58 0 0 0 59 0 0 0 60 0 0 0 61 0 0 0 62 0 0 0 63 0 0 0 64 0 0 0 65 0 0 0 66 0 0 0 67 0 0 0 68 0 0 1075642.51 69 0 0 1228924.52 70 0 0 1221764.36 71 0 0 1218327.9 72 0 0 1214899.6 73 0 0 1204401.18 74 0 0 1178003.74 75 0 0 1174625.81 76 0 0 1171294.12 77 0 0 1167932.13 78 0 0 1164613.94 79 0 0 1161303.57 80 0 0 1157962.83 81 0 0 1117797.72 82 0 0 1071647.21 83 0 0 1042244.82 84 0 7618.06 1016614.06 85 0 86
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10, Class A1 Deal Information
Deal Type: Commercial MBS Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 Cur Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5Pricing Speed:3 Cur Collat Bal: $5,344,434,186.03 Opt Redemp: 1% No update found Settle: Mar 19,2007 Closed: Mar 29,2007 Deal Type: WA Rem Term: 102 Cur Deal Bal: 0 CPR Cur Collat Bal: No update found Next Pay: Apr 15,2007 First Pay: Apr 15,2007
Assumptions ------------------------------------------------------------ Default Rate 214.1 *1Cdr12Lag '1Cdr12Lag' ramp values: Default Severity 38 Percent Servicer Advance All but newly liqdtd Advance (% of P&I) 100 Recovery Lag 24 Recovery Time Series 100 Rate During Init Recov Lag 0 Severity During Init Recov Lag 0 LIBOR_1MO 5.35600000 CMT_3MO 5.35600000 CMT_6MO 5.34400000 CMT_2YR 4.66300000 CMT_3YR 4.58600000 CMT_5YR 4.54600000 CMT_10YR 4.59000000 CMT_30YR 4.72300000 Vector Report
Period Date D Writedown E Writedown F Writedown G Writedown H Writedown DS Writedown ES Writedown ------ -------- ----------- ----------- ----------- ----------- ----------- ------------ ------------ Total 0 0 0 34505340.44 40538000 0 0 0 Mar29,07 0 0 0 0 0 0 0 1 Apr15,07 0 0 0 0 0 0 0 2 May15,07 0 0 0 0 0 0 0 3 Jun15,07 0 0 0 0 0 0 0 4 Jul15,07 0 0 0 0 0 0 0 5 Aug15,07 0 0 0 0 0 0 0 6 Sep15,07 0 0 0 0 0 0 0 7 Oct15,07 0 0 0 0 0 0 0 8 Nov15,07 0 0 0 0 0 0 0 9 Dec15,07 0 0 0 0 0 0 0 10 Jan15,08 0 0 0 0 0 0 0 11 Feb15,08 0 0 0 0 0 0 0 12 Mar15,08 0 0 0 0 0 0 0 13 Apr15,08 0 0 0 0 0 0 0 14 May15,08 0 0 0 0 0 0 0 15 Jun15,08 0 0 0 0 0 0 0 16 Jul15,08 0 0 0 0 0 0 0 17 Aug15,08 0 0 0 0 0 0 0 18 Sep15,08 0 0 0 0 0 0 0 19 Oct15,08 0 0 0 0 0 0 0 20 Nov15,08 0 0 0 0 0 0 0 21 Dec15,08 0 0 0 0 0 0 0 22 Jan15,09 0 0 0 0 0 0 0 23 Feb15,09 0 0 0 0 0 0 0 24 Mar15,09 0 0 0 0 0 0 0 25 Apr15,09 0 0 0 0 0 0 0 26 May15,09 0 0 0 0 0 0 0 27 Jun15,09 0 0 0 0 0 0 0 28 Jul15,09 0 0 0 0 0 0 0 29 Aug15,09 0 0 0 0 0 0 0 30 Sep15,09 0 0 0 0 0 0 0 31 Oct15,09 0 0 0 0 0 0 0 32 Nov15,09 0 0 0 0 0 0 0 33 Dec15,09 0 0 0 0 0 0 0 34 Jan15,10 0 0 0 0 0 0 0 35 Feb15,10 0 0 0 0 0 0 0 36 Mar15,10 0 0 0 0 0 0 0 37 Apr15,10 0 0 0 0 0 0 0 38 May15,10 0 0 0 0 0 0 0 39 Jun15,10 0 0 0 0 0 0 0 40 Jul15,10 0 0 0 0 0 0 0 41 Aug15,10 0 0 0 0 0 0 0 42 Sep15,10 0 0 0 0 0 0 0 43 Oct15,10 0 0 0 0 0 0 0 44 Nov15,10 0 0 0 0 0 0 0 45 Dec15,10 0 0 0 0 0 0 0 46 Jan15,11 0 0 0 0 0 0 0 47 Feb15,11 0 0 0 0 0 0 0 48 Mar15,11 0 0 0 0 0 0 0 49 Apr15,11 0 0 0 0 0 0 0 50 May15,11 0 0 0 0 0 0 0 51 Jun15,11 0 0 0 0 0 0 0 52 Jul15,11 0 0 0 0 0 0 0 53 Aug15,11 0 0 0 0 0 0 0 54 Sep15,11 0 0 0 0 0 0 0 55 Oct15,11 0 0 0 0 0 0 0 56 Nov15,11 0 0 0 0 0 0 0 57 Dec15,11 0 0 0 0 0 0 0 58 Jan15,12 0 0 0 0 0 0 0 59 Feb15,12 0 0 0 0 0 0 0 60 Mar15,12 0 0 0 0 0 0 0 61 Apr15,12 0 0 0 0 0 0 0 62 May15,12 0 0 0 0 0 0 0 63 Jun15,12 0 0 0 0 0 0 0 64 Jul15,12 0 0 0 0 0 0 0 65 Aug15,12 0 0 0 0 0 0 0 66 Sep15,12 0 0 0 0 0 0 0 67 Oct15,12 0 0 0 0 0 0 0 68 Nov15,12 0 0 0 0 0 0 0 69 Dec15,12 0 0 0 0 0 0 0 70 Jan15,13 0 0 0 0 0 0 0 71 Feb15,13 0 0 0 0 0 0 0 72 Mar15,13 0 0 0 0 0 0 0 73 Apr15,13 0 0 0 0 0 0 0 74 May15,13 0 0 0 0 0 0 0 75 Jun15,13 0 0 0 0 0 0 0 76 Jul15,13 0 0 0 0 0 0 0 77 Aug15,13 0 0 0 0 0 0 0 78 Sep15,13 0 0 0 0 0 0 0 79 Oct15,13 0 0 0 0 0 0 0 80 Nov15,13 0 0 0 0 0 0 0 81 Dec15,13 0 0 0 0 0 0 0 82 Jan15,14 0 0 0 0 0 0 0 83 Feb15,14 0 0 0 0 0 0 0 84 Mar15,14 0 0 0 0 4901.08 85 Apr15,14 0 0 0 0 2254906.68 86 May15,14 0 0 0 0 2227813.35 87 Jun15,14 0 0 0 0 2222923.29 Period FS Writedown GS Writedown HS Writedown ------ ------------ ------------ ------------ Total 0 0 2284.21 0 0 0 0 1 0 0 0 2 0 0 0 3 0 0 0 4 0 0 0 5 0 0 0 6 0 0 0 7 0 0 0 8 0 0 0 9 0 0 0 10 0 0 0 11 0 0 0 12 0 0 0 13 0 0 0 14 0 0 0 15 0 0 0 16 0 0 0 17 0 0 0 18 0 0 0 19 0 0 0 20 0 0 0 21 0 0 0 22 0 0 0 23 0 0 0 24 0 0 0 25 0 0 0 26 0 0 0 27 0 0 0 28 0 0 0 29 0 0 0 30 0 0 0 31 0 0 0 32 0 0 0 33 0 0 0 34 0 0 0 35 0 0 0 36 0 0 0 37 0 0 0 38 0 0 0 39 0 0 0 40 0 0 0 41 0 0 0 42 0 0 0 43 0 0 0 44 0 0 0 45 0 0 0 46 0 0 0 47 0 0 0 48 0 0 0 49 0 0 0 50 0 0 0 51 0 0 0 52 0 0 0 53 0 0 0 54 0 0 0 55 0 0 0 56 0 0 0 57 0 0 0 58 0 0 0 59 0 0 0 60 0 0 0 61 0 0 0 62 0 0 0 63 0 0 0 64 0 0 0 65 0 0 0 66 0 0 0 67 0 0 0 68 0 0 0 69 0 0 0 70 0 0 0 71 0 0 0 72 0 0 0 73 0 0 0 74 0 0 0 75 0 0 0 76 0 0 0 77 0 0 0 78 0 0 0 79 0 0 0 80 0 0 0 81 0 0 0 82 0 0 0 83 0 0 0 84 0 0 2284.21 85 0 86 87