April | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.33 / -0.64 | 3.19 / -0.50 | 9.54 / 1.89 | 16.18 / 0.65 | 8.53 / -1.38 | 3.38 / -0.08 | 9.14 / -0.80 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 3.10 / -1.86 | 3.37 / -0.03 | 12.88 / 1.59 | 26.46/ 4.08 | 12.24/ -2.40 | 3.56 / -0.04 | 38.58 / -2.43 | AMQ 2005-R11 | 4.91 / 0.32 | 3.71 / 0.98 | 7.58 / 3.30 | 10.44/ 0.37 | 5.47/ -0.79 | 2.74 / 0.03 | 8.07 / -4.06 | ARSI 2005-W2 | 5.16 / 0.32 | 3.26 / 0.14 | 10.38 / 4.12 | 14.35/ -1.09 | 11.39/ -1.04 | 3.44 / 0.48 | 5.00 / 0.80 | BSAB 2005-HE11 | 5.01 / -1.79 | 4.60 / -1.18 | 19.90 / 2.22 | 10.80/ 0.73 | 2.82 / 0.15 | 2.26 / 0.26 | 3.40 / -1.68 | CWABS 2005-BC5 | 5.47 / -0.67 | 2.58 / -3.33 | 21.90 / 6.21 | 8.86 / 0.85 | 3.20/ -2.63 | 3.57 / -0.22 | 4.27 / -1.27 | FFMLT 2005-FF12 | 5.12 / -1.27 | 3.73 / 0.43 | 5.80 / 1.76 | 17.10/ 2.40 | 10.58/ -2.95 | 3.39 / 0.42 | 3.01 / -1.84 | GSAMP 2005-HE4 | 5.63 / -1.31 | 3.65 / 0.36 | 3.94 / 0.85 | 24.03/ 0.19 | 6.64 / 0.79 | 3.85 / -0.20 | 6.84 / 2.05 | HEAT 2005-8 | 5.44 / -1.03 | 4.32 / -0.43 | 15.33 / 4.29 | 16.42/ -2.17 | 10.64/ -0.36 | 3.43 / 0.05 | 0.02 / -1.59 | JPMA 2005-OPT1 | 7.18 / 0.37 | 1.30 / -1.11 | 4.10 / 0.64 | 10.69/ 1.56 | 6.52/ -1.47 | 3.73 / -0.48 | 12.03 / 4.33 | LBMLT 2005-WL2 | 6.18 / -0.87 | 4.05 / -0.26 | 7.79 / -2.63 | 19.81/ 4.78 | 8.95/ -1.68 | 3.16 / -0.04 | 0.09 / -0.77 | MABS 2005-NC2 | 4.85 / -3.35 | 3.51 / -2.28 | 6.08 / 2.85 | 27.24/ 0.58 | 20.87/ 3.38 | 2.69 / -0.40 | 0.20 / -1.05 | MLMI 2005-AR1 | 5.96 / -0.48 | 2.77 / -1.34 | 12.45 / 1.75 | 21.11/ 2.32 | 8.02/ -1.26 | 3.87 / 0.36 | 2.12 / -0.89 | MSAC 2005-HE5 | 5.93 / 0.08 | 2.82 / -1.71 | 13.24 / 4.66 | 15.91/ -0.08 | 8.04/ -2.44 | 6.30 / 0.00 | 30.89 / 2.39 | NCC 2005-4 | 7.18 / 2.49 | 2.08 / -1.33 | 4.64 / -1.06 | 7.24/ -1.49 | 13.48/ 0.31 | 2.20 / 0.08 | 4.93 / -4.78 | RAMP 2005-EFC4 | 6.44 / 0.22 | 3.98 / 1.59 | 3.92 / 0.64 | 16.88/ 3.57 | 2.77/ -2.97 | 2.51 / -1.07 | 4.76 / 1.64 | RASC 2005-KS11 | 6.37 / -0.72 | 3.82 / 1.24 | 5.40 / 0.83 | 2.17/ -13.73 | 3.13/ -1.71 | 2.87 / -0.34 | 5.33 / -0.50 | SABR 2005-HE1 | 3.74 / -0.65 | 3.11 / -0.10 | 10.47 / -1.82 | 26.15/ 7.11 | 15.58/ -3.95 | 3.75 / -1.05 | 43.90 / 8.34 | SAIL 2005-HE3 | 4.31 / -0.65 | 2.04 / -0.29 | 5.26 / 0.23 | 21.13/ 2.36 | 12.55/ -2.33 | 3.77 / 0.16 | 4.10 / 0.29 | SAIL 2005-WF4 | 4.40 / -0.02 | 2.33 / -0.42 | 5.53 / -0.06 | 12.41/ 2.58 | 5.01/ -0.43 | 2.95 / 0.14 | 4.40 / -9.03 | SVH 2005-4 | 4.19 / -1.91 | 2.83 / -0.85 | 14.22 / 7.44 | 14.47/ -2.01 | 2.77/ -3.80 | 3.63 / 0.35 | 0.91 / -5.98 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.58 / -0.57 | 3.75 / -0.03 | 8.98 / -0.70 | 20.39 / 2.58 | 9.54 / -1.52 | 3.02 / 0.05 | 16.54 / 0.66 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 3.71 / -1.11 | 3.10 / -0.60 | 3.38 / -2.47 | 26.09/ 6.62 | 7.92/ -3.39 | 3.48 / 0.32 | 27.24 / -8.39 | ARSI 2006-W1 | 5.54 / 0.72 | 4.03 / 0.44 | 11.92 / 4.28 | 19.27/ 0.24 | 18.45/ -1.98 | 3.17 / 0.15 | 3.59 / -0.70 | BSAB 2006-HE3 | 6.58 / -0.20 | 4.01 / 0.10 | 14.69 / 2.69 | 22.21/ 2.64 | 8.45/ -2.17 | 3.31 / 0.18 | 1.87 / -0.69 | CMLT 2006-NC1 | 6.06 / 0.51 | 1.93 / -1.27 | 5.23 / -1.62 | 6.92/ -1.14 | 15.79/ 1.62 | 2.21 / 0.54 | 4.54 / -3.62 | CWABS 2006-8 | 4.25 / -2.55 | 3.54 / -3.21 | 29.80 / 7.89 | 10.05/ -0.32 | 2.46/ -1.94 | 2.59 / -0.11 | 2.76 / -1.78 | FFMLT 2006-FF4 | 6.11 / -0.73 | 3.41 / -0.32 | 8.31 / 3.09 | 16.94/ 1.12 | 11.44/ -3.03 | 3.12 / 0.16 | 4.34 / 1.56 | GSAMP 2006-HE3 | 7.66 / -0.32 | 4.24 / -0.35 | 9.06 / 1.54 | 16.64/ 1.58 | 10.82/ -0.65 | 4.61 / 0.33 | 29.65 / 4.51 | HEAT 2006-4 | 4.87 / -1.85 | 2.91 / -0.63 | 9.02 / 0.67 | 22.12/ 1.68 | 9.92/ -0.66 | 2.65 / -0.14 | 2.02 / 0.30 | JPMA 2006-FRE1 | 7.88 / -0.27 | 2.97 / -0.71 | 5.38 / -35.30 | 29.14/ 0.88 | 6.33/ -0.53 | 3.26 / 0.24 | 29.72 / 9.34 | LBMLT 2006-1 | 6.45 / 1.05 | 4.14 / -0.54 | 9.62 / -0.28 | 22.28/ 4.89 | 12.22/ -3.71 | 2.30 / -0.15 | 1.13 / 0.48 | MABS 2006-NC1 | 4.40 / -1.04 | 4.60 / 0.74 | 9.02 / -0.18 | 25.65/ 4.94 | 10.12/ -1.90 | 3.12 / -0.21 | 27.08 / -0.75 | MLMI 2006-HE1 | 4.46 / -1.18 | 3.10 / -1.47 | 12.90 / 1.29 | 18.73/ 3.33 | 6.80/ -1.43 | 3.29 / 0.13 | 34.64 / 3.42 | MSCI 2006-HE2 | 4.72 / -0.88 | 3.31 / -0.17 | 8.46 / -0.38 | 25.91/ 4.28 | 14.31/ -1.91 | 3.48 / -0.03 | 29.07 / -5.89 | MSAC 2006-WMC2 | 4.19 / -1.18 | 3.35 / -0.01 | 8.96 / -0.64 | 29.98/ 5.90 | 16.55/ -1.88 | 2.58 / -0.48 | 34.56 / 2.29 | RASC 2006-KS3 | 6.63 / 0.58 | 5.29 / 3.32 | 5.79 / 1.33 | 21.09/ 3.94 | 2.57/ -2.42 | 2.43 / -1.26 | 5.07 / -1.18 | RAMP 2006-NC2 | 5.49 / 0.11 | 8.52 / 6.01 | 5.61 / 1.38 | 21.20/ 0.20 | 4.15/ -0.14 | 2.08 / 0.06 | 4.73 / -4.89 | SABR 2006-OP1 | 5.71 / 0.32 | 1.36 / -1.01 | 3.53 / 0.06 | 11.70/ 0.57 | 6.09/ -1.85 | 3.72 / 0.51 | 26.45 / 6.49 | SAIL 2006-4 | 5.35 / -0.82 | 3.38 / -0.57 | 6.47 / 0.24 | 27.28/ 3.75 | 12.91/ -1.53 | 3.03 / 0.09 | 31.65 / 2.91 | SASC 2006-WF2 | 5.42 / -1.41 | 4.38 / 0.01 | 6.86 / 0.84 | 17.34/ 3.28 | 6.36 / 0.49 | 2.50 / 0.45 | 25.43 / 9.90 | SVH 2006-OPT5 | 6.23 / -1.18 | 3.50 / -0.30 | 5.51 / 1.58 | 17.18/ 3.24 | 7.07/ -1.42 | 3.48 / 0.25 | 5.21 / -0.15 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.38 / -1.21 | 3.95 / -0.72 | 11.98 / 0.61 | 18.99 / 2.28 | 8.13 / -1.02 | 2.72 / 0.11 | 10.27 / -0.03 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 6.52 / -1.14 | 3.14 / -1.27 | 6.11 / 0.78 | 17.82/ 3.32 | 6.80/ -0.78 | 3.11 / -0.21 | 19.19 / -0.53 | ACE 2006-NC3 | 3.63 / -2.78 | 4.17 / -2.00 | 31.19 / 9.12 | 16.55/ -1.00 | 4.84/ -3.22 | 2.99 / 0.30 | 19.79 / 1.91 | BSAB 2006-HE10 | 6.67 / -1.95 | 4.70 / -0.97 | 22.01 / 2.52 | 13.82/ 1.88 | 5.03/ -0.28 | 2.19 / 0.21 | 2.70 / -3.21 | CBASS 2006-CB6 | 7.07 / -0.40 | 3.87 / 0.04 | 4.89 / -0.59 | 16.46/ 3.14 | 8.22/ -0.16 | 1.78 / -0.14 | 4.01 / 1.42 | CMLT 2006-NC4 | 4.41 / -0.65 | 2.17 / -1.72 | 6.74 / -3.10 | 9.46/ -3.53 | 14.26/ 2.44 | 2.05 / 0.31 | 1.40 / -1.56 | CTM 2006-WFHE3 | 4.64 / -1.35 | 4.16 / -0.15 | 7.36 / 0.29 | 18.78/ 3.79 | 7.43/ -0.08 | 2.30 / 0.24 | 5.73 / -3.50 | CWABS 2006-18 | 4.82 / -3.66 | 4.23 / -3.69 | 23.74 / 1.92 | 12.09/ -0.05 | 2.88/ -2.51 | 2.43 / -0.14 | 3.43 / -2.88 | FFMLT 2006-FF13 | 5.62 / -0.76 | 3.44 / -0.41 | 7.49 / 2.16 | 20.90/ 2.54 | 9.52/ -1.57 | 2.84 / 0.24 | 3.21 / -2.75 | FRHE 2006-3 | 4.46 / -0.95 | 3.17 / -1.79 | 10.22 / 0.56 | 30.77/ 6.01 | 12.21/ -2.14 | 2.89 / 0.13 | 1.92 / -1.21 | GSAMP 2006-HE5 | 6.70 / -1.54 | 4.28 / -0.17 | 9.99 / 1.18 | 13.37/ 0.07 | 9.56/ -0.00 | 2.96 / 0.61 | 26.52 / 4.29 | HEAT 2006-7 | 5.62 / -1.25 | 4.72 / -0.34 | 17.09 / 6.47 | 19.84/ -1.37 | 8.33/ -0.76 | 3.47 / 0.11 | 2.95 / -0.42 | JPMA 2006-CH2 | 6.22 / -1.13 | 2.92 / -0.97 | 4.55 / -19.08 | 19.54/ 2.65 | 3.26 / 0.29 | 2.04 / 0.04 | 13.80 / -1.21 | LBMLT 2006-6 | 5.66 / -0.46 | 5.02 / 1.32 | 9.18 / 0.04 | 22.64/ 4.15 | 9.23/ -2.34 | 2.43 / -0.29 | 2.37 / -0.87 | MABS 2006-NC3 | 4.74 / -0.23 | 2.42 / -2.47 | 10.03 / 1.33 | 16.48/ 0.56 | 12.15/ -0.76 | 3.26 / 0.12 | 34.34 / 9.06 | MLMI 2006-HE5 | 4.92 / -1.24 | 4.16 / -0.53 | 12.46 / 0.21 | 24.64/ 4.62 | 7.96/ -0.20 | 2.62 / 0.23 | 2.93 / 0.63 | MSAC 2006-HE6 | 5.05 / -1.66 | 4.20 / -2.12 | 26.81 / 5.08 | 19.73/ 2.76 | 6.77/ -2.57 | 3.57 / 0.10 | 0.99 / -1.00 | RASC 2006-KS9 | 7.11 / 0.71 | 8.06 / 5.11 | 4.84 / 1.34 | 21.95/ 5.57 | 2.77/ -1.51 | 2.58 / 0.36 | 4.26 / -5.12 | SABR 2006-HE2 | 4.06 / -1.44 | 2.70 / -0.82 | 9.67 / 1.29 | 19.71/ 1.81 | 14.19/ -0.66 | 2.48 / -0.48 | 32.64 / 9.32 | SASC 2006-BC4 | 4.83 / -1.78 | 3.72 / -0.79 | 9.98 / 1.69 | 22.91/ 4.17 | 10.50/ -1.34 | 2.82 / 0.12 | 20.41 / 0.62 | SVH 2006-EQ1 | 4.95 / -0.54 | 3.64 / -0.64 | 5.23 / -0.93 | 22.26/ 4.52 | 6.71/ -2.35 | 3.54 / 0.33 | 2.78 / -3.63 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.38 / -0.92 | 4.31 / -0.26 | 11.04 / 2.61 | 19.38 / 3.28 | 7.54 / -0.28 | 2.31 / 0.08 | 12.15 / -1.99 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 7.93 / -1.55 | 4.76 / -0.75 | 4.04 / 0.70 | 30.10/ 7.09 | 15.40/ 1.72 | 2.82 / 1.06 | 29.92 / 1.52 | BSAB 2007-HE3 | 6.03 / -1.01 | 6.09 / 0.68 | 19.51 / 2.39 | 13.04/ 1.64 | 4.70/ -0.05 | 2.71 / 0.34 | 2.08 / -2.98 | CTM 2007-AMC2 | 6.04 / -1.14 | 3.79 / -0.52 | 13.14 / 4.92 | 17.92/ 0.04 | 11.15/ 0.90 | 2.17 / -0.18 | 19.79 / -1.92 | CWABS 2007-1 | 6.56 / -0.77 | 4.96 / -1.69 | 27.63 / 9.05 | 12.26/ -0.55 | 3.01/ -1.23 | 2.10 / 0.24 | 5.90 / -2.51 | FFMLT 2007-FF1 | 6.09 / -0.49 | 4.43 / 0.00 | 7.40 / 3.30 | 17.49/ 1.74 | 9.66/ -0.61 | 2.57 / 0.55 | 4.64 / -7.21 | GSAMP 2007-NC1 | 6.90 / -1.92 | 5.55 / 0.68 | 9.49 / -0.06 | 18.10/ 2.77 | 8.57 / 0.05 | 2.57 / 0.26 | 33.08 / -3.02 | HEAT 2007-2 | 6.91 / -1.13 | 4.93 / 0.01 | 19.22 / 8.28 | 13.93/ -1.59 | 6.80/ -0.54 | 2.21 / -0.21 | 5.60 / -2.52 | HSA 2007-NC1 | 6.08 / -1.24 | 4.31 / -0.71 | 15.43 / 3.30 | 25.46/ 6.37 | 8.53/ -1.33 | 1.97 / 0.42 | 19.27 / -2.04 | JPMA 2007-CH3 | 7.93 / -0.48 | 3.94 / 0.29 | 5.36 / 2.30 | 20.53/ 2.76 | 3.47 / 0.64 | 1.84 / 0.11 | 4.25 / -2.27 | FFMLT , 2007-2 | 7.04 / -0.41 | 3.90 / -0.30 | 7.28 / 2.61 | 19.93/ 2.90 | 8.22/ -0.94 | 2.13 / -0.01 | 8.78 / 4.55 | MLMI 2007-MLN1 | 4.95 / -0.59 | 4.17 / -0.41 | 14.73 / 1.60 | 23.44/ 3.60 | 6.40/ -0.11 | 2.05 / -0.08 | 1.00 / -5.34 | MSAC 2007-NC3 | 5.64 / -1.23 | 4.35 / -0.47 | 10.64 / 1.73 | 25.70/ 6.67 | 7.07/ -2.18 | 2.73 / -0.34 | 24.48 / -0.89 | NFHE 2007-1 | 4.94 / -0.48 | 2.92 / -1.53 | 18.33 / 1.35 | 21.84/ 3.19 | 8.69 / 0.85 | 2.44 / -0.58 | 4.36 / -0.88 | NMHE 2007-2 | 6.68 / -1.04 | 3.62 / -2.31 | 6.97 / -0.37 | 20.93/ 4.85 | 8.95/ -1.05 | 2.51 / -0.04 | 24.80 / 0.71 | OOML 2007-5 | 6.04 / -1.50 | 3.27 / -0.28 | 6.38 / 1.82 | 16.15/ 3.67 | 6.93/ -0.83 | 2.03 / 0.14 | 18.15 / 0.36 | RASC 2007-KS2 | 6.14 / -1.12 | 6.12 / 2.71 | 5.95 / 1.51 | 20.77/ 3.74 | 3.33/ -1.19 | 2.61 / 0.16 | 5.44 / -3.57 | SABR 2007-BR4 | 6.23 / 0.51 | 2.40 / -0.73 | 9.70 / 2.07 | 17.57/ 2.73 | 10.38/ -0.23 | 3.15 / 0.14 | 3.82 / -1.86 | SASC 2007-BC1 | 6.81 / -0.12 | 4.27 / 0.40 | 4.92 / 1.95 | 19.68/ 2.74 | 6.03/ -0.01 | 1.38 / -0.78 | 3.82 / -16.90 | SVH 2007-OPT1 | 6.65 / -2.14 | 4.07 / 0.39 | 6.39 / 1.42 | 13.19/ 1.92 | 6.08/ -0.72 | 2.48 / 0.47 | 18.90 / 5.30 | WAMU 2007-HE2 | 6.11 / -0.64 | 4.36 / -0.62 | 8.40 / 2.38 | 19.51/ 9.26 | 7.37 / 1.24 | 1.81 / 0.00 | 4.87 / 1.71 |
| | |
|
January | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.97 / 0.03 | 3.69 / 0.18 | 7.65 / 0.62 | 15.54 / 0.13 | 9.91 / -0.35 | 3.46 / 0.03 | 9.94 / 0.02 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 4.95 / -0.91 | 3.40 / -1.31 | 11.29 / 1.58 | 22.38/ 2.36 | 14.64/ -0.48 | 3.60 / -0.42 | 41.01 / 3.03 | AMQ 2005-R11 | 4.59 / 0.65 | 2.73 / 0.23 | 4.28 / -0.13 | 10.07/ 0.39 | 6.26 / 0.26 | 2.71 / 0.17 | 12.14 / 0.00 | ARSI 2005-W2 | 4.84 / 0.27 | 3.12 / -0.10 | 6.26 / 0.97 | 15.44/ 0.17 | 12.43/ -0.48 | 2.96 / -0.07 | 4.21 / 1.07 | BSAB 2005-HE11 | 6.80 / -1.03 | 5.78 / 1.76 | 17.68 / 0.55 | 10.07/ 0.58 | 2.67/ -0.49 | 2.00 / -0.30 | 5.08 / 1.68 | CWABS 2005-BC5 | 6.14 / -0.74 | 5.91 / 0.03 | 15.69 / 4.17 | 8.01/ -1.76 | 5.83/ -1.09 | 3.79 / 0.07 | 5.54 / 3.63 | FFMLT 2005-FF12 | 6.39 / 0.89 | 3.30 / 0.34 | 4.04 / -0.69 | 14.70/ 0.53 | 13.53/ 0.86 | 2.97 / 0.14 | 4.85 / -2.10 | GSAMP 2005-HE4 | 6.94 / -0.23 | 3.29 / -0.05 | 3.09 / 0.90 | 23.84/ 1.08 | 5.85/ -0.44 | 4.05 / 0.29 | 4.78 / 2.80 | HEAT 2005-8 | 6.47 / -0.15 | 4.75 / 0.70 | 11.04 / 0.93 | 18.59/ 0.81 | 11.00/ -0.90 | 3.38 / -0.12 | 1.61 / -0.43 | JPMA 2005-OPT1 | 6.81 / 1.76 | 2.41 / 0.18 | 3.46 / 1.01 | 9.13/ -1.67 | 7.99 / 0.61 | 4.21 / -0.24 | 7.70 / -3.44 | LBMLT 2005-WL2 | 7.05 / 0.04 | 4.31 / -0.21 | 10.42 / -0.14 | 15.03/ 2.34 | 10.63/ -1.66 | 3.20 / 0.00 | 0.86 / -2.36 | MABS 2005-NC2 | 8.20 / 0.12 | 5.79 / 0.58 | 3.23 / 1.36 | 26.66/ -0.11 | 17.50/ 2.66 | 3.09 / -0.37 | 1.24 / -2.33 | MLMI 2005-AR1 | 6.44 / 0.21 | 4.11 / -0.13 | 10.70 / 0.73 | 18.79/ 0.73 | 9.28/ -0.13 | 3.51 / 0.29 | 3.00 / 0.32 | MSAC 2005-HE5 | 5.86 / -0.70 | 4.53 / 1.43 | 8.58 / 0.88 | 15.99/ 0.41 | 10.49/ -0.97 | 6.30 / -0.07 | 28.50 / -2.70 | NCC 2005-4 | 4.69 / 0.15 | 3.41 / 0.10 | 5.70 / -2.67 | 8.73/ -3.19 | 13.17/ -0.38 | 2.12 / -0.28 | 9.71 / 3.92 | RAMP 2005-EFC4 | 6.22 / -0.66 | 2.39 / 0.47 | 3.28 / 0.22 | 13.31/ 0.64 | 5.74/ -1.34 | 3.58 / 0.19 | 3.12 / -13.37 | RASC 2005-KS11 | 7.09 / 0.26 | 2.58 / -0.07 | 4.57 / 0.30 | 15.90/ 1.06 | 4.84/ -2.01 | 3.21 / 0.05 | 5.84 / -4.31 | SABR 2005-HE1 | 4.39 / 0.08 | 3.21 / -0.54 | 12.28 / 1.33 | 19.05/ -0.52 | 19.53/ -0.52 | 4.80 / 0.55 | 35.57 / 8.62 | SAIL 2005-HE3 | 4.96 / 1.10 | 2.33 / -0.19 | 5.03 / -0.40 | 18.77/ 0.59 | 14.88/ -0.33 | 3.61 / 0.03 | 3.81 / 0.89 | SAIL 2005-WF4 | 4.42 / 0.11 | 2.75 / 0.18 | 5.59 / 0.49 | 9.83/ -0.85 | 5.44 / 0.21 | 2.81 / 0.35 | 13.43 / -0.00 | SVH 2005-4 | 6.10 / -0.59 | 3.68 / 0.25 | 6.78 / 1.01 | 16.48/ -0.97 | 6.57/ -0.37 | 3.28 / 0.29 | 6.89 / 5.54 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.16 / -0.08 | 3.78 / 0.24 | 9.68 / 0.14 | 17.81 / 0.51 | 11.06 / -0.33 | 2.97 / -0.01 | 15.88 / -1.29 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 4.81 / -0.19 | 3.71 / 1.20 | 5.86 / -0.15 | 19.47/ 0.02 | 11.30/ -0.06 | 3.17 / -0.20 | 35.62 / 0.36 | ARSI 2006-W1 | 4.82 / 0.43 | 3.59 / 0.25 | 7.64 / 0.16 | 19.03/ 0.82 | 20.43/ -0.37 | 3.02 / 0.06 | 4.30 / 0.42 | BSAB 2006-HE3 | 6.78 / 0.72 | 3.91 / -0.11 | 12.00 / -0.99 | 19.57/ 2.44 | 10.62/ -1.74 | 3.13 / -0.17 | 2.55 / -0.53 | CMLT 2006-NC1 | 5.56 / 0.58 | 3.20 / -0.52 | 6.85 / -2.76 | 8.06/ -1.98 | 14.17/ 0.04 | 1.66 / -0.16 | 8.16 / -3.31 | CWABS 2006-8 | 6.80 / -1.40 | 6.75 / 1.15 | 21.91 / 4.58 | 10.37/ -1.47 | 4.40/ -0.79 | 2.70 / 0.04 | 4.54 / -1.94 | FFMLT 2006-FF4 | 6.84 / -0.26 | 3.73 / 0.50 | 5.22 / -0.13 | 15.82/ 0.26 | 14.47/ 0.11 | 2.96 / -0.19 | 2.78 / -1.21 | GSAMP 2006-HE3 | 7.98 / 0.55 | 4.58 / 0.45 | 7.52 / 0.10 | 15.06/ 0.83 | 11.47/ -0.37 | 4.28 / 0.08 | 25.14 / 0.99 | HEAT 2006-4 | 6.72 / 0.08 | 3.54 / -0.21 | 8.35 / 0.33 | 20.44/ 0.79 | 10.58/ 0.09 | 2.79 / -0.07 | 1.72 / -1.34 | JPMA 2006-FRE1 | 8.15 / 1.23 | 3.68 / -0.20 | 40.68 / 1.55 | 28.26/ -0.21 | 6.86 / 0.10 | 3.02 / 0.61 | 20.39 / -3.88 | LBMLT 2006-1 | 5.40 / -0.37 | 4.68 / 0.57 | 9.90 / -1.05 | 17.39/ 1.89 | 15.93/ -1.50 | 2.45 / -0.17 | 0.65 / 0.16 | MABS 2006-NC1 | 5.44 / -2.05 | 3.87 / 0.17 | 9.20 / 0.29 | 20.71/ 1.09 | 12.02/ 1.16 | 3.33 / -0.16 | 27.83 / -3.22 | MLMI 2006-HE1 | 5.64 / -0.80 | 4.56 / 0.17 | 11.61 / 1.02 | 15.41/ 0.94 | 8.22/ -0.82 | 3.16 / 0.05 | 31.23 / 3.55 | MSCI 2006-HE2 | 5.59 / -0.31 | 3.48 / -0.06 | 8.84 / -0.15 | 21.64/ 1.10 | 16.23/ -0.36 | 3.51 / 0.06 | 34.96 / 1.53 | MSAC 2006-WMC2 | 5.37 / -0.35 | 3.36 / -0.22 | 9.60 / -0.53 | 24.08/ 1.32 | 18.43/ 0.60 | 3.06 / 0.29 | 32.28 / 1.66 | RASC 2006-KS3 | 6.05 / -0.17 | 1.97 / -0.34 | 4.46 / 0.65 | 17.15/ 0.97 | 4.99/ -1.57 | 3.69 / -0.01 | 6.25 / -7.18 | RAMP 2006-NC2 | 5.38 / -0.41 | 2.51 / 0.10 | 4.23 / 1.33 | 21.00/ 0.21 | 4.29/ -1.55 | 2.02 / 0.03 | 9.62 / -5.06 | SABR 2006-OP1 | 5.39 / 1.10 | 2.37 / 0.44 | 3.47 / 0.00 | 11.13/ -1.46 | 7.94/ -0.25 | 3.21 / 0.02 | 19.96 / 8.40 | SAIL 2006-4 | 6.16 / -0.45 | 3.96 / 0.12 | 6.23 / -0.05 | 23.54/ 1.44 | 14.44/ 0.32 | 2.94 / -0.05 | 28.74 / 4.34 | SASC 2006-WF2 | 6.83 / 0.06 | 4.37 / 0.17 | 6.02 / -0.62 | 14.07/ 1.02 | 5.86 / 0.56 | 2.06 / -0.08 | 15.53 / -3.03 | SVH 2006-OPT5 | 7.41 / 0.33 | 3.80 / 1.09 | 3.93 / -0.74 | 13.94/ 0.12 | 8.49/ -0.23 | 3.23 / -0.07 | 5.36 / -16.58 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.59 / -0.29 | 4.66 / -0.01 | 11.37 / 2.19 | 16.71 / 0.55 | 9.16 / -0.08 | 2.61 / 0.03 | 10.30 / -1.14 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 7.65 / -1.29 | 4.42 / 0.82 | 5.33 / 1.02 | 14.50/ -0.30 | 7.58/ -0.79 | 3.32 / -0.14 | 19.72 / -5.58 | ACE 2006-NC3 | 6.41 / -1.00 | 6.17 / -0.16 | 22.07 / 4.58 | 17.56/ 0.28 | 8.06/ -1.00 | 2.69 / -0.08 | 17.89 / 0.88 | BSAB 2006-HE10 | 8.62 / 1.53 | 5.67 / 0.13 | 19.49 / 2.01 | 11.94/ -1.27 | 5.31 / 0.43 | 1.98 / 0.27 | 5.91 / -1.86 | CBASS 2006-CB6 | 7.47 / 0.88 | 3.83 / -1.44 | 5.48 / 0.31 | 13.32/ 0.68 | 8.38 / 0.50 | 1.92 / -0.09 | 2.59 / 0.71 | CMLT 2006-NC4 | 5.06 / -0.24 | 3.89 / -0.16 | 9.84 / -0.94 | 13.00/ -0.89 | 11.82/ 0.22 | 1.74 / -0.16 | 2.96 / -1.56 | CTM 2006-WFHE3 | 5.99 / 0.37 | 4.32 / -0.24 | 7.08 / -0.07 | 15.00/ 0.58 | 7.51 / 0.89 | 2.06 / 0.29 | 9.23 / -0.43 | CWABS 2006-18 | 8.48 / -1.43 | 7.92 / 0.18 | 21.82 / 7.13 | 12.14/ -1.89 | 5.39/ -0.72 | 2.57 / -0.32 | 6.31 / -0.40 | FFMLT 2006-FF13 | 6.38 / 0.37 | 3.85 / -0.50 | 5.33 / -0.11 | 18.36/ 1.53 | 11.09/ 0.04 | 2.60 / 0.16 | 5.96 / 0.16 | FRHE 2006-3 | 5.41 / -1.01 | 4.96 / 0.25 | 9.66 / 1.22 | 24.76/ 1.09 | 14.35/ 0.23 | 2.76 / -0.25 | 3.12 / -1.02 | GSAMP 2006-HE5 | 8.24 / 0.91 | 4.46 / -0.12 | 8.81 / 0.00 | 13.30/ 0.92 | 9.56 / 0.18 | 2.35 / -0.42 | 22.23 / -3.64 | HEAT 2006-7 | 6.87 / -0.58 | 5.06 / 0.48 | 10.62 / -0.02 | 21.21/ 2.51 | 9.09/ -0.84 | 3.36 / 0.26 | 3.38 / 1.59 | JPMA 2006-CH2 | 7.35 / 0.02 | 3.89 / 0.56 | 23.63 / 21.97 | 16.89/ 0.41 | 2.97/ -0.18 | 2.00 / 0.10 | 15.01 / 3.84 | LBMLT 2006-6 | 6.12 / 0.49 | 3.70 / -0.68 | 9.14 / -2.62 | 18.49/ 4.09 | 11.57/ -1.27 | 2.72 / 0.17 | 3.24 / 0.48 | MABS 2006-NC3 | 4.97 / -1.86 | 4.89 / 0.36 | 8.71 / 1.10 | 15.91/ 0.03 | 12.92/ 0.70 | 3.14 / 0.10 | 25.28 / -1.72 | MLMI 2006-HE5 | 6.16 / -0.45 | 4.69 / -0.10 | 12.25 / 1.38 | 20.02/ 1.01 | 8.16/ -0.20 | 2.39 / 0.18 | 2.30 / -1.62 | MSAC 2006-HE6 | 6.71 / -0.81 | 6.32 / 0.03 | 21.73 / 5.42 | 16.97/ -1.00 | 9.34/ -1.18 | 3.47 / -0.25 | 1.99 / -1.69 | RASC 2006-KS9 | 6.40 / -1.26 | 2.95 / 0.53 | 3.50 / 0.32 | 16.38/ 1.69 | 4.28/ -1.18 | 2.22 / 0.02 | 9.37 / -8.05 | SABR 2006-HE2 | 5.49 / 0.45 | 3.53 / 0.35 | 8.38 / -0.08 | 17.90/ -0.51 | 14.85/ 1.52 | 2.96 / 0.23 | 23.32 / -2.46 | SASC 2006-BC4 | 6.61 / -0.24 | 4.51 / -0.29 | 8.29 / 1.16 | 18.74/ 1.07 | 11.83/ 0.39 | 2.70 / 0.39 | 19.78 / -1.80 | SVH 2006-EQ1 | 5.49 / -0.56 | 4.28 / -0.20 | 6.16 / -0.05 | 17.74/ 0.89 | 9.06 / 0.66 | 3.21 / 0.13 | 6.41 / 1.38 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 7.31 / 0.32 | 4.57 / -0.05 | 8.43 / 0.92 | 16.10 / 0.56 | 7.82 / -0.09 | 2.23 / 0.05 | 14.14 / 0.75 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 9.48 / 0.99 | 5.52 / -0.17 | 3.34 / 0.23 | 23.01/ 3.06 | 13.68/ -0.09 | 1.76 / 0.06 | 28.40 / -6.86 | BSAB 2007-HE3 | 7.04 / -0.17 | 5.41 / 0.57 | 17.12 / 1.53 | 11.40/ -0.28 | 4.75/ -0.19 | 2.37 / 0.02 | 5.06 / 1.74 | CTM 2007-AMC2 | 7.18 / 0.09 | 4.31 / 0.31 | 8.23 / 0.49 | 17.88/ 1.36 | 10.25/ -0.63 | 2.35 / 0.12 | 21.71 / 2.20 | CWABS 2007-1 | 7.33 / -0.16 | 6.65 / -0.61 | 18.58 / 5.56 | 12.81/ -1.08 | 4.24/ -0.51 | 1.86 / -0.11 | 8.41 / 2.22 | FFMLT 2007-FF1 | 6.58 / -0.28 | 4.43 / 0.69 | 4.10 / -0.31 | 15.75/ 1.37 | 10.27/ 0.51 | 2.02 / -0.11 | 11.86 / -0.13 | GSAMP 2007-NC1 | 8.82 / 1.40 | 4.87 / -0.51 | 9.54 / -0.44 | 15.34/ 0.97 | 8.52/ -0.05 | 2.31 / -0.06 | 36.11 / 9.66 | HEAT 2007-2 | 8.04 / 1.30 | 4.92 / -0.21 | 10.94 / 1.87 | 15.52/ 0.96 | 7.34/ -0.77 | 2.42 / 0.11 | 8.12 / 2.86 | HSA 2007-NC1 | 7.32 / 1.14 | 5.02 / 0.63 | 12.12 / 1.01 | 19.09/ 0.79 | 9.86 / 0.42 | 1.55 / -0.10 | 21.30 / 1.20 | JPMA 2007-CH3 | 8.41 / 0.43 | 3.65 / -0.10 | 3.06 / 1.24 | 17.77/ 0.36 | 2.83 / 0.15 | 1.73 / 0.34 | 6.52 / -1.37 | FFMLT , 2007-2 | 7.45 / 0.02 | 4.20 / 0.71 | 4.67 / -0.26 | 17.03/ 0.96 | 9.16 / 0.26 | 2.14 / 0.07 | 4.22 / 0.92 | MLMI 2007-MLN1 | 5.54 / -0.53 | 4.58 / -0.37 | 13.13 / 1.77 | 19.84/ -0.16 | 6.51 / 0.85 | 2.13 / 0.08 | 6.34 / 1.81 | MSAC 2007-NC3 | 6.86 / 0.33 | 4.82 / 0.79 | 8.90 / 0.18 | 19.03/ 0.27 | 9.26 / 0.38 | 3.07 / 0.58 | 25.37 / -2.03 | NFHE 2007-1 | 5.42 / -0.70 | 4.45 / 0.59 | 16.98 / 0.06 | 18.65/ 0.17 | 7.84 / 1.16 | 3.02 / 0.26 | 5.24 / 0.62 | NMHE 2007-2 | 7.72 / -1.34 | 5.93 / 0.50 | 7.34 / 1.29 | 16.09/ 1.23 | 10.00/ 0.33 | 2.55 / 0.01 | 24.08 / -5.02 | OOML 2007-5 | 7.55 / 0.80 | 3.55 / 0.79 | 4.56 / 0.48 | 12.49/ -0.85 | 7.76/ -0.21 | 1.89 / -0.15 | 17.78 / 4.51 | RASC 2007-KS2 | 7.26 / -0.01 | 3.41 / 0.47 | 4.44 / -0.23 | 17.03/ 2.46 | 4.52/ -1.34 | 2.45 / 0.06 | 9.02 / -7.26 | SABR 2007-BR4 | 5.72 / 0.02 | 3.13 / -0.29 | 7.63 / 0.37 | 14.84/ 0.26 | 10.61/ 0.85 | 3.01 / -0.12 | 5.69 / 4.04 | SASC 2007-BC1 | 6.93 / 0.14 | 3.87 / -0.56 | 2.97 / 0.88 | 16.94/ 1.31 | 6.05 / 0.21 | 2.16 / -0.02 | 20.73 / 2.91 | SVH 2007-OPT1 | 8.79 / 1.91 | 3.69 / 0.36 | 4.97 / 1.12 | 11.26/ -0.81 | 6.79 / 0.06 | 2.01 / -0.11 | 13.60 / 2.17 | WAMU 2007-HE2 | 6.75 / 0.95 | 4.98 / -4.67 | 6.03 / 1.64 | 10.24/ -1.19 | 6.13/ -3.28 | 1.81 / 0.05 | 3.16 / 0.85 |
| | |
|