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 |
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December | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.15 / 0.67 | 3.64 / 0.66 | 7.32 / 0.77 | 16.39 / 0.61 | 11.08 / 0.59 | 3.55 / 0.18 | 9.83 / -1.79 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 5.86 / 0.83 | 4.71 / 1.37 | 9.71 / 0.94 | 20.02/ 0.44 | 15.12/ -1.18 | 4.02 / 0.01 | 37.98 / -4.63 | AMQ 2005-R11 | 3.94 / 0.41 | 2.50 / 0.46 | 4.41 / 0.90 | 9.68 / 0.15 | 6.00/ -0.30 | 2.54 / -0.03 | 12.13 / -0.12 | ARSI 2005-W2 | 4.57 / 0.02 | 3.22 / 0.70 | 5.29 / 0.70 | 15.27/ -0.21 | 12.91/ -0.32 | 3.03 / 0.13 | 3.14 / -3.23 | BSAB 2005-HE11 | 7.83 / 1.64 | 4.02 / -0.15 | 17.13 / 0.53 | 9.49/ -0.32 | 3.16/ -0.22 | 2.30 / 0.10 | 3.40 / -3.69 | CWABS 2005-BC5 | 6.88 / -0.02 | 5.88 / 0.84 | 11.52 / 3.23 | 9.77 / 0.20 | 6.92/ -0.81 | 3.72 / 0.14 | 1.91 / -5.18 | FFMLT 2005-FF12 | 5.50 / 0.19 | 2.96 / 0.66 | 4.73 / -0.01 | 14.17/ 0.34 | 12.67/ -0.66 | 2.83 / 0.30 | 6.94 / -3.35 | GSAMP 2005-HE4 | 7.17 / 0.54 | 3.34 / 1.41 | 2.19 / -1.84 | 22.76/ 2.53 | 6.29/ -0.33 | 3.76 / -0.04 | 1.98 / -2.62 | HEAT 2005-8 | 6.62 / 0.99 | 4.05 / 0.48 | 10.11 / 1.04 | 17.78/ -0.38 | 11.90/ -0.74 | 3.50 / 0.30 | 2.03 / -1.55 | JPMA 2005-OPT1 | 5.05 / 0.28 | 2.23 / 0.43 | 2.45 / 0.44 | 10.80/ -2.71 | 7.38 / 0.07 | 4.45 / 0.17 | 9.42 / -2.58 | LBMLT 2005-WL2 | 7.01 / 0.53 | 4.52 / 0.37 | 10.56 / -0.05 | 12.69/ -0.71 | 12.29/ 0.20 | 3.20 / 0.23 | 3.21 / 2.45 | MABS 2005-NC2 | 8.08 / 0.57 | 5.21 / 1.75 | 1.87 / -0.35 | 26.77/ -1.32 | 14.83/ 3.12 | 3.45 / 0.18 | 3.57 / -0.90 | MLMI 2005-AR1 | 6.23 / -0.35 | 4.24 / 0.61 | 9.97 / 1.94 | 18.06/ 0.27 | 9.41/ -0.51 | 3.22 / -0.21 | 2.69 / -2.94 | MSAC 2005-HE5 | 6.56 / 1.23 | 3.10 / 0.62 | 7.69 / 0.84 | 15.58/ -0.02 | 11.45/ -0.66 | 6.36 / 0.24 | 31.20 / 4.35 | NCC 2005-4 | 4.54 / -1.00 | 3.31 / -0.25 | 8.37 / 0.13 | 11.92/ -0.53 | 13.55/ 0.22 | 2.40 / 0.09 | 5.79 / -1.66 | RAMP 2005-EFC4 | 6.88 / 1.22 | 1.92 / -0.14 | 3.06 / -1.60 | 12.67/ -3.24 | 7.08/ -0.73 | 3.39 / 0.10 | 16.49 / 9.09 | RASC 2005-KS11 | 6.83 / 0.90 | 2.65 / 0.34 | 4.27 / -0.44 | 14.84/ -2.38 | 6.85/ -0.64 | 3.16 / 0.12 | 10.14 / 2.14 | SABR 2005-HE1 | 4.32 / -0.16 | 3.74 / 1.61 | 10.95 / 1.47 | 19.57/ -1.36 | 20.04/ 0.77 | 4.25 / -0.21 | 26.95 / -7.33 | SAIL 2005-HE3 | 8.04 / 3.98 | 5.24 / 3.04 | 11.31 / 6.28 | 37.81/ 19.68 | 31.67/ 15.80 | 5.93 / 2.44 | 2.92 / -3.78 | SAIL 2005-WF4 | 4.30 / 1.05 | 2.57 / -0.18 | 5.10 / 0.29 | 10.68/ 0.31 | 5.23 / 0.22 | 2.46 / -0.11 | 13.43 / -10.51 | SVH 2005-4 | 6.69 / 0.64 | 3.43 / -0.86 | 5.77 / 0.90 | 17.45/ 1.50 | 6.94/ -1.41 | 2.99 / -0.26 | 1.35 / 0.25 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.24 / 0.66 | 3.55 / 0.34 | 9.53 / 2.36 | 17.30 / -0.58 | 11.39 / -0.06 | 2.97 / 0.02 | 16.23 / -2.38 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 5.00 / 1.96 | 2.50 / -0.43 | 6.00 / -0.41 | 19.45/ 1.85 | 11.36/ -1.36 | 3.37 / 0.13 | 35.26 / 1.14 | ARSI 2006-W1 | 4.39 / 0.46 | 3.34 / 0.04 | 7.48 / 1.82 | 18.21/ -0.23 | 20.80/ -0.73 | 2.96 / 0.04 | 3.87 / -1.88 | BSAB 2006-HE3 | 6.06 / 0.13 | 4.02 / 1.22 | 12.99 / -0.06 | 17.13/ -0.01 | 12.36/ 0.26 | 3.30 / -0.14 | 3.08 / -0.81 | CMLT 2006-NC1 | 4.98 / -0.06 | 3.72 / 0.13 | 9.60 / 0.69 | 10.04/ -1.04 | 14.13/ 0.68 | 1.83 / 0.12 | 11.47 / -4.20 | CWABS 2006-8 | 8.20 / 1.37 | 5.60 / 0.03 | 17.33 / 4.00 | 11.84/ 0.45 | 5.19/ -0.85 | 2.66 / -0.12 | 6.48 / -1.23 | FFMLT 2006-FF4 | 7.10 / 1.05 | 3.23 / 0.27 | 5.35 / -0.06 | 15.56/ 1.08 | 14.36/ -0.20 | 3.15 / -0.02 | 3.98 / -0.37 | GSAMP 2006-HE3 | 7.42 / 0.88 | 4.14 / 0.00 | 7.42 / -0.06 | 14.23/ -0.58 | 11.84/ 0.77 | 4.20 / 0.60 | 24.15 / -5.68 | HEAT 2006-4 | 6.64 / 0.80 | 3.75 / 0.97 | 8.02 / -0.13 | 19.65/ -0.13 | 10.49/ 0.07 | 2.86 / 0.01 | 3.06 / -1.06 | JPMA 2006-FRE1 | 6.92 / 0.67 | 3.88 / 0.31 | 39.13 / 35.76 | 28.47/ 1.58 | 6.76 / 0.12 | 2.41 / -0.29 | 5.52 / -20.54 | LBMLT 2006-1 | 5.77 / -0.05 | 4.11 / 0.17 | 10.95 / 0.48 | 15.50/ -2.03 | 17.43/ 1.73 | 2.62 / 0.24 | 0.49 / -1.14 | MABS 2006-NC1 | 7.49 / 1.82 | 3.70 / 1.46 | 8.91 / 0.08 | 19.62/ -0.02 | 10.86/ -0.88 | 3.49 / 0.28 | 31.04 / 5.39 | MLMI 2006-HE1 | 6.43 / 0.28 | 4.40 / 0.83 | 10.59 / 1.96 | 14.46/ -0.24 | 9.05/ -0.34 | 3.11 / -0.01 | 27.68 / -9.72 | MSCI 2006-HE2 | 5.90 / 0.35 | 3.54 / 1.03 | 8.99 / -0.16 | 20.54/ 0.45 | 16.59/ -0.19 | 3.45 / 0.03 | 33.43 / -5.87 | MSAC 2006-WMC2 | 5.72 / 1.03 | 3.58 / 0.20 | 10.12 / 1.08 | 22.76/ 0.04 | 17.83/ -0.10 | 2.77 / -0.46 | 30.61 / -11.64 | RASC 2006-KS3 | 6.22 / -0.15 | 2.31 / 0.79 | 3.81 / -0.72 | 16.18/ -4.96 | 6.56/ -0.58 | 3.70 / 0.10 | 13.42 / 5.72 | RAMP 2006-NC2 | 5.79 / -0.16 | 2.41 / -0.14 | 2.90 / -0.26 | 20.79/ -7.19 | 5.84 / 0.25 | 1.99 / 0.16 | 14.68 / 8.99 | SABR 2006-OP1 | 4.29 / -0.45 | 1.94 / -0.71 | 3.47 / 1.40 | 12.59/ -1.93 | 8.19 / 0.55 | 3.19 / -0.14 | 11.56 / -7.79 | SAIL 2006-4 | 6.61 / 0.64 | 3.84 / 0.71 | 6.28 / 0.62 | 22.10/ 0.44 | 14.11/ -0.18 | 2.99 / 0.06 | 24.40 / -4.96 | SASC 2006-WF2 | 6.78 / 1.19 | 4.20 / -0.05 | 6.64 / -0.39 | 13.05/ 1.31 | 5.30 / 0.31 | 2.14 / 0.21 | 18.56 / -5.61 | SVH 2006-OPT5 | 7.08 / 1.43 | 2.71 / -0.01 | 4.67 / 1.55 | 13.82/ -0.38 | 8.72/ -0.45 | 3.30 / -0.45 | 21.93 / 13.57 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.89 / 0.43 | 4.66 / 0.60 | 9.15 / 0.96 | 15.99 / 0.19 | 9.21 / -0.02 | 2.93 / 0.31 | 11.13 / -1.10 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 8.94 / 1.44 | 3.60 / -0.10 | 4.30 / 0.64 | 14.80/ -0.50 | 8.37/ -0.41 | 3.47 / -0.10 | 25.30 / 4.88 | ACE 2006-NC3 | 7.42 / 0.88 | 6.33 / 1.65 | 17.49 / 4.34 | 17.28/ 2.87 | 9.06/ -2.15 | 2.77 / -1.80 | 17.01 / 13.23 | BSAB 2006-HE10 | 7.09 / 0.90 | 5.54 / 1.37 | 17.48 / 0.88 | 13.21/ 3.40 | 4.88 / 1.50 | 1.71 / -0.49 | 7.77 / 0.67 | CBASS 2006-CB6 | 6.59 / -0.72 | 5.27 / 0.82 | 5.17 / -0.52 | 12.64/ 0.41 | 7.88 / 0.61 | 2.01 / 0.25 | 1.88 / -3.91 | CMLT 2006-NC4 | 5.30 / -0.42 | 4.05 / -0.01 | 10.78 / -0.55 | 13.88/ 0.93 | 11.60/ 0.39 | 1.91 / 0.02 | 4.53 / -5.60 | CTM 2006-WFHE3 | 5.79 / 0.31 | 4.19 / 0.44 | 6.58 / -0.28 | 11.05/ -2.52 | 5.50/ -0.44 | 1.94 / 0.10 | 9.66 / -2.61 | CWABS 2006-18 | 9.91 / 1.72 | 7.74 / 2.30 | 14.69 / 3.85 | 14.03/ 0.09 | 6.11/ -0.65 | 2.89 / 0.13 | 6.72 / -8.12 | FFMLT 2006-FF13 | 6.01 / -0.05 | 4.35 / 0.51 | 5.44 / 0.25 | 16.83/ 1.59 | 11.05/ 0.06 | 2.44 / -0.24 | 5.80 / -2.13 | FRHE 2006-3 | 6.42 / 0.41 | 4.71 / 0.81 | 8.44 / 0.29 | 23.67/ 0.45 | 14.12/ 0.51 | 3.01 / 0.28 | 4.14 / -0.53 | GSAMP 2006-HE5 | 7.33 / -0.35 | 4.58 / -0.00 | 8.80 / 0.62 | 12.38/ 0.39 | 9.38/ -0.06 | 2.77 / -0.02 | 25.88 / -1.49 | HEAT 2006-7 | 7.45 / 0.63 | 4.58 / 0.12 | 10.64 / 1.52 | 18.70/ -0.46 | 9.93 / 0.27 | 3.10 / 0.09 | 1.78 / -6.09 | JPMA 2006-CH2 | 7.33 / 1.00 | 3.33 / 0.65 | 1.66 / -1.08 | 16.48/ 2.06 | 3.15 / 0.00 | 1.90 / 0.06 | 4.41 / -9.18 | LBMLT 2006-6 | 5.63 / -0.03 | 4.38 / -0.33 | 11.76 / -0.36 | 14.40/ 0.13 | 12.84/ 0.08 | 2.55 / 0.21 | 2.75 / -0.49 | MABS 2006-NC3 | 6.82 / 0.07 | 4.53 / 0.03 | 7.60 / 1.84 | 15.89/ 0.87 | 12.21/ 0.01 | 3.05 / 0.01 | 27.00 / -2.34 | MLMI 2006-HE5 | 6.61 / 0.14 | 4.79 / 0.45 | 10.87 / 2.14 | 19.01/ 0.29 | 8.36/ -0.34 | 2.21 / 0.17 | 4.49 / 0.11 | MSAC 2006-HE6 | 7.52 / 0.80 | 6.29 / 2.03 | 16.31 / 2.61 | 17.97/ 0.26 | 11.23/ 0.00 | 10.52 / 6.94 | 3.68 / -0.40 | RASC 2006-KS9 | 7.66 / 1.09 | 2.42 / -0.46 | 3.18 / -0.35 | 14.69/ -8.10 | 5.46/ -0.15 | 2.20 / 0.15 | 17.43 / 6.05 | SABR 2006-HE2 | 5.05 / 0.33 | 3.18 / 0.51 | 8.47 / 1.09 | 18.41/ -0.54 | 13.33/ 0.39 | 2.73 / 0.08 | 25.78 / 4.42 | SASC 2006-BC4 | 6.85 / 0.49 | 4.80 / 1.26 | 7.12 / 0.83 | 17.67/ 0.79 | 11.44/ -0.25 | 2.31 / 0.35 | 21.58 / -3.61 | SVH 2006-EQ1 | 6.05 / -0.02 | 4.48 / -0.04 | 6.21 / 1.50 | 16.85/ 1.31 | 8.40 / 0.15 | 3.08 / 0.10 | 5.02 / -4.77 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.99 / 0.60 | 4.62 / 0.76 | 7.51 / 0.42 | 15.54 / 0.30 | 7.91 / 0.08 | 2.18 / -0.05 | 13.38 / 0.45 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 8.49 / 0.84 | 5.68 / 1.11 | 3.11 / -0.55 | 19.95/ 1.85 | 13.77/ 0.46 | 1.70 / 0.33 | 35.26 / 1.14 | BSAB 2007-HE3 | 7.21 / 1.20 | 4.84 / -0.55 | 15.59 / 0.92 | 11.68/ 0.38 | 4.94 / 0.38 | 2.35 / 0.22 | 3.31 / -0.60 | CTM 2007-AMC2 | 7.10 / 1.17 | 4.00 / 0.22 | 7.74 / 0.78 | 16.52/ 1.23 | 10.88/ -0.57 | 2.23 / 0.11 | 19.51 / -4.01 | CWABS 2007-1 | 7.49 / -0.29 | 7.26 / 2.61 | 13.02 / 2.93 | 13.89/ -0.01 | 4.75/ -0.43 | 1.97 / -3.21 | 6.20 / 0.03 | FFMLT 2007-FF1 | 6.86 / 0.62 | 3.74 / 0.36 | 4.41 / -0.13 | 14.38/ 1.65 | 9.76 / 0.41 | 2.13 / 0.05 | 11.99 / 4.80 | GSAMP 2007-NC1 | 7.42 / -0.08 | 5.38 / 0.65 | 9.98 / -1.75 | 14.36/ 2.79 | 8.57/ -0.13 | 2.37 / 0.31 | 26.44 / 1.32 | HEAT 2007-2 | 6.74 / 0.40 | 5.13 / 0.54 | 9.07 / 1.93 | 14.56/ -0.48 | 8.11 / 0.24 | 2.31 / -0.02 | 5.26 / 1.47 | HSA 2007-NC1 | 6.18 / 0.99 | 4.39 / 0.45 | 11.11 / 1.72 | 18.30/ 0.54 | 9.45 / 0.26 | 1.65 / -0.61 | 20.11 / 3.14 | JPMA 2007-CH3 | 7.98 / 0.90 | 3.75 / 0.75 | 1.82 / -1.64 | 17.41/ 2.88 | 2.68 / 0.13 | 1.39 / 0.15 | 7.89 / 1.66 | FFMLT , 2007-2 | 7.43 / 0.79 | 3.49 / 0.07 | 4.93 / -0.13 | 16.07/ 1.56 | 8.90 / 0.27 | 2.07 / 0.09 | 3.31 / -1.77 | MLMI 2007-MLN1 | 6.07 / -0.59 | 4.95 / 1.02 | 11.36 / 1.87 | 20.00/ 0.28 | 5.66 / 0.15 | 2.05 / -0.17 | 4.53 / -2.05 | MSAC 2007-NC3 | 6.53 / 1.03 | 4.03 / 0.28 | 8.72 / 1.51 | 18.76/ 0.80 | 8.88/ -0.95 | 2.49 / 0.31 | 27.40 / 9.64 | NFHE 2007-1 | 6.12 / 0.51 | 3.86 / -0.45 | 16.92 / 2.36 | 18.48/ 0.13 | 6.68 / 0.49 | 2.76 / 0.29 | 4.62 / 0.33 | NMHE 2007-2 | 9.06 / 0.84 | 5.43 / 0.92 | 6.04 / 0.62 | 14.86/ 1.40 | 9.66/ -0.34 | 2.55 / 0.26 | 29.10 / 1.25 | OOML 2007-5 | 6.74 / 1.39 | 2.76 / 0.26 | 4.08 / 0.30 | 13.34/ -2.40 | 7.97 / 0.13 | 2.04 / 0.02 | 13.27 / -6.34 | RASC 2007-KS2 | 7.27 / 1.02 | 2.94 / -0.85 | 4.67 / 0.66 | 14.57/ -4.30 | 5.86/ -0.28 | 2.39 / 0.07 | 16.28 / 7.26 | SABR 2007-BR4 | 5.70 / 0.72 | 3.42 / 0.86 | 7.26 / 1.47 | 14.58/ -1.50 | 9.76 / 0.58 | 3.13 / 0.35 | 1.65 / -0.76 | SASC 2007-BC1 | 6.79 / 0.09 | 4.44 / 1.19 | 2.08 / -0.16 | 15.63/ 1.01 | 5.83/ -0.03 | 2.17 / 0.43 | 17.82 / -4.45 | SVH 2007-OPT1 | 6.88 / 0.64 | 3.33 / 0.32 | 3.85 / 0.42 | 12.08/ -1.51 | 6.74 / 0.35 | 2.12 / 0.02 | 11.43 / -2.47 | WAMU 2007-HE2 | 5.81 / -0.12 | 9.66 / 5.51 | 4.39 / -4.66 | 11.44/ -0.20 | 9.41 / 0.55 | 1.76 / -0.03 | 2.31 / -0.66 |
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