January | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.97 / 0.59 | 3.69 / 0.80 | 7.65 / 1.51 | 15.54 / -0.15 | 9.91 / -0.94 | 3.46 / 0.13 | 9.94 / -2.35 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 4.95 / -0.06 | 3.40 / 0.04 | 11.29 / 4.16 | 22.38/ 3.35 | 14.64/ -3.24 | 3.60 / -0.46 | 41.01 / -1.49 | AMQ 2005-R11 | 4.59 / 1.20 | 2.73 / 0.31 | 4.28 / 1.82 | 10.07/ -0.12 | 6.26 / 0.37 | 2.71 / 0.23 | 12.14 / 4.38 | ARSI 2005-W2 | 4.84 / 0.80 | 3.12 / 0.83 | 6.26 / 2.64 | 15.44/ -1.52 | 12.43/ -0.03 | 2.96 / 0.31 | 4.21 / -3.45 | BSAB 2005-HE11 | 6.80 / 1.49 | 5.78 / 0.55 | 17.68 / 3.32 | 10.07/ -0.42 | 2.67/ -1.84 | 2.00 / -0.13 | 5.08 / -0.77 | CWABS 2005-BC5 | 6.14 / -0.55 | 5.91 / 2.34 | 15.69 / 8.29 | 8.01/ -0.78 | 5.83/ -2.44 | 3.79 / -0.67 | 5.54 / -2.44 | FFMLT 2005-FF12 | 6.39 / 2.22 | 3.30 / 0.88 | 4.04 / 0.41 | 14.70/ 0.76 | 13.53/ -0.99 | 2.97 / 0.14 | 4.85 / -3.80 | GSAMP 2005-HE4 | 6.94 / 1.41 | 3.29 / 0.64 | 3.09 / -1.43 | 23.84/ 3.40 | 5.85/ -0.25 | 4.05 / 0.30 | 4.78 / 0.77 | HEAT 2005-8 | 6.47 / 0.11 | 4.75 / 1.46 | 11.04 / 2.52 | 18.59/ -1.07 | 11.00/ -0.99 | 3.38 / 0.37 | 1.61 / 0.07 | JPMA 2005-OPT1 | 6.81 / 1.92 | 2.41 / 0.94 | 3.46 / 1.17 | 9.13/ -5.10 | 7.99 / 0.64 | 4.21 / 0.10 | 7.70 / -3.33 | LBMLT 2005-WL2 | 7.05 / 1.09 | 4.31 / 0.30 | 10.42 / 1.29 | 15.03/ 1.89 | 10.63/ -3.31 | 3.20 / 0.10 | 0.86 / -0.94 | MABS 2005-NC2 | 8.20 / 1.99 | 5.79 / 2.46 | 3.23 / -0.29 | 26.66/ -0.26 | 17.50/ 5.84 | 3.09 / 0.24 | 1.24 / -5.98 | MLMI 2005-AR1 | 6.44 / -0.55 | 4.11 / 1.09 | 10.70 / 4.15 | 18.79/ -0.07 | 9.28/ -0.24 | 3.51 / 0.35 | 3.00 / -4.35 | MSAC 2005-HE5 | 5.86 / 0.14 | 4.53 / 2.68 | 8.58 / 0.53 | 15.99/ 1.17 | 10.49/ -2.05 | 6.30 / 0.35 | 28.50 / 0.28 | NCC 2005-4 | 4.69 / -0.78 | 3.41 / 0.37 | 5.70 / -2.69 | 8.73/ -2.91 | 13.17/ -0.64 | 2.12 / -0.25 | 9.71 / 2.72 | RAMP 2005-EFC4 | 6.22 / -0.03 | 2.39 / -0.20 | 3.28 / -0.29 | 13.31/ -2.38 | 5.74/ -2.68 | 3.58 / -0.05 | 3.12 / -6.34 | RASC 2005-KS11 | 7.09 / 0.62 | 2.58 / 0.17 | 4.57 / 0.21 | 15.90/ -0.87 | 4.84/ -3.09 | 3.21 / 0.45 | 5.84 / -3.14 | SABR 2005-HE1 | 4.39 / 0.50 | 3.21 / 0.65 | 12.28 / 3.29 | 19.05/ -1.53 | 19.53/ -0.10 | 4.80 / 0.72 | 35.57 / -11.37 | SAIL 2005-HE3 | 4.96 / 0.43 | 2.33 / -0.24 | 5.03 / -0.81 | 18.77/ 2.64 | 14.88/ -1.31 | 3.61 / -0.12 | 3.81 / -6.06 | SAIL 2005-WF4 | 4.42 / 0.84 | 2.75 / 0.43 | 5.59 / 0.68 | 9.83/ -0.33 | 5.44/ -0.10 | 2.81 / 0.32 | 13.43 / -2.46 | SVH 2005-4 | 6.10 / -1.03 | 3.68 / 0.35 | 6.78 / 1.30 | 16.48/ 1.17 | 6.57/ -2.38 | 3.28 / 0.40 | 6.89 / 0.68 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.16 / 0.61 | 3.78 / 0.60 | 9.68 / 3.72 | 17.81 / 0.24 | 11.06 / 0.27 | 2.97 / 0.06 | 15.88 / -1.34 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 4.81 / 0.92 | 3.71 / 1.45 | 5.86 / 1.64 | 19.47/ 0.45 | 11.30/ -1.99 | 3.17 / -0.25 | 35.62 / 4.73 | ARSI 2006-W1 | 4.82 / 0.67 | 3.59 / 0.78 | 7.64 / 3.27 | 19.03/ -1.13 | 20.43/ -0.34 | 3.02 / 0.33 | 4.30 / 0.31 | BSAB 2006-HE3 | 6.78 / 2.92 | 3.91 / 1.14 | 12.00 / 4.38 | 19.57/ 11.94 | 10.62/ 6.98 | 3.13 / -0.58 | 2.55 / -4.69 | CMLT 2006-NC1 | 5.56 / 0.53 | 3.20 / -0.03 | 6.85 / -2.18 | 8.06/ -2.58 | 14.17/ 1.85 | 1.66 / -0.23 | 8.16 / -3.64 | CWABS 2006-8 | 6.80 / -0.27 | 6.75 / 1.91 | 21.91 / 10.36 | 10.37/ -0.81 | 4.40/ -2.13 | 2.70 / -0.31 | 4.54 / -7.27 | FFMLT 2006-FF4 | 6.84 / -1.61 | 3.73 / -0.71 | 5.22 / 3.51 | 15.82/ 2.13 | 14.47/ 4.18 | 2.96 / 1.01 | 2.78 / -0.20 | GSAMP 2006-HE3 | 7.98 / 1.47 | 4.58 / 0.01 | 7.52 / -0.36 | 15.06/ 1.73 | 11.47/ 0.46 | 4.28 / 0.50 | 25.14 / 3.40 | HEAT 2006-4 | 6.72 / 1.63 | 3.54 / 0.14 | 8.35 / 1.93 | 20.44/ -0.11 | 10.58/ 0.32 | 2.79 / 0.15 | 1.72 / -2.18 | JPMA 2006-FRE1 | 8.15 / 2.02 | 3.68 / 1.27 | 40.68 / 35.85 | 28.26/ 1.39 | 6.86 / 0.18 | 3.02 / 0.09 | 20.39 / -4.83 | LBMLT 2006-1 | 5.40 / -1.39 | 4.68 / -0.09 | 9.90 / 3.59 | 17.39/ -0.71 | 15.93/ 1.78 | 2.45 / 0.18 | 0.65 / -0.34 | MABS 2006-NC1 | 5.44 / 0.28 | 3.87 / 1.05 | 9.20 / 2.00 | 20.71/ 1.00 | 12.02/ -0.01 | 3.33 / 0.15 | 27.83 / 0.73 | MLMI 2006-HE1 | 5.64 / 0.02 | 4.56 / 0.56 | 11.61 / 5.22 | 15.41/ -0.60 | 8.22/ -1.50 | 3.16 / -0.08 | 31.23 / 0.57 | MSCI 2006-HE2 | 5.59 / 1.04 | 3.48 / 0.84 | 8.84 / 0.55 | 21.64/ 1.12 | 16.23/ -0.76 | 3.51 / 0.01 | 34.96 / 6.43 | MSAC 2006-WMC2 | 5.37 / -0.02 | 3.36 / 0.43 | 9.60 / 1.85 | 24.08/ 0.62 | 18.43/ 0.55 | 3.06 / 0.21 | 32.28 / -2.51 | RASC 2006-KS3 | 6.05 / 0.08 | 1.97 / -0.33 | 4.46 / 0.64 | 17.15/ -3.48 | 4.99/ -2.77 | 3.69 / 0.45 | 6.25 / 0.63 | RAMP 2006-NC2 | 5.38 / -0.54 | 2.51 / 0.61 | 4.23 / 1.00 | 21.00/ -6.57 | 4.29/ -0.98 | 2.02 / 0.11 | 9.62 / 4.57 | SABR 2006-OP1 | 5.39 / 0.75 | 2.37 / 0.69 | 3.47 / 1.50 | 11.13/ -3.89 | 7.94/ -0.00 | 3.21 / -0.29 | 19.96 / 0.96 | SAIL 2006-4 | 6.16 / 0.29 | 3.96 / 0.68 | 6.23 / -0.66 | 23.54/ 4.00 | 14.44/ -0.10 | 2.94 / -0.06 | 28.74 / 1.80 | SASC 2006-WF2 | 6.83 / 1.44 | 4.37 / 0.60 | 6.02 / -0.42 | 14.07/ 2.24 | 5.86 / 0.89 | 2.06 / 0.28 | 15.53 / -5.23 | SVH 2006-OPT5 | 7.41 / 1.94 | 3.80 / 1.07 | 3.93 / 0.76 | 13.94/ -1.86 | 8.49/ -1.27 | 3.23 / -0.44 | 5.36 / -20.09 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.59 / 0.32 | 4.66 / 0.83 | 11.37 / 4.32 | 16.71 / 1.72 | 9.16 / -0.17 | 2.61 / 0.13 | 10.30 / -4.08 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 7.65 / 0.37 | 4.42 / 1.62 | 5.33 / 2.28 | 14.50/ -2.78 | 7.58/ -1.50 | 3.32 / -0.75 | 19.72 / -4.25 | ACE 2006-NC3 | 6.41 / 0.84 | 6.17 / 1.67 | 22.07 / 11.76 | 17.56/ 2.32 | 8.06/ -3.95 | 2.69 / -0.80 | 17.89 / 12.28 | BSAB 2006-HE10 | 8.62 / 3.12 | 5.67 / 0.69 | 19.49 / 3.58 | 11.94/ -1.89 | 5.31/ -0.12 | 1.98 / 0.37 | 5.91 / -4.40 | CBASS 2006-CB6 | 7.47 / 0.86 | 3.83 / -0.79 | 5.48 / 0.07 | 13.32/ 1.54 | 8.38 / 0.25 | 1.92 / 0.58 | 2.59 / -4.12 | CMLT 2006-NC4 | 5.06 / -1.10 | 3.89 / -0.07 | 9.84 / -0.84 | 13.00/ 1.34 | 11.82/ 0.90 | 1.74 / -0.11 | 2.96 / -9.76 | CTM 2006-WFHE3 | 5.99 / 2.10 | 4.32 / 1.47 | 7.08 / 5.03 | 15.00/ 10.47 | 7.51 / 5.73 | 2.06 / 1.22 | 9.23 / -6.62 | CWABS 2006-18 | 8.48 / 1.27 | 7.92 / 2.77 | 21.82 / 13.84 | 12.14/ -1.97 | 5.39/ -1.66 | 2.57 / -0.24 | 6.31 / -11.39 | FFMLT 2006-FF13 | 6.38 / -0.34 | 3.85 / 0.34 | 5.33 / 1.22 | 18.36/ 3.49 | 11.09/ 0.16 | 2.60 / -0.06 | 5.96 / -6.38 | FRHE 2006-3 | 5.41 / -0.30 | 4.96 / 1.70 | 9.66 / 2.82 | 24.76/ 1.80 | 14.35/ 0.44 | 2.76 / 0.29 | 3.12 / -4.70 | GSAMP 2006-HE5 | 8.24 / -0.05 | 4.46 / 0.25 | 8.81 / -0.51 | 13.30/ 2.99 | 9.56/ -0.25 | 2.35 / -0.54 | 22.23 / -2.39 | HEAT 2006-7 | 6.87 / -0.61 | 5.06 / 0.13 | 10.62 / 2.99 | 21.21/ 2.95 | 9.09/ -0.52 | 3.36 / 0.45 | 3.38 / -1.32 | JPMA 2006-CH2 | 7.35 / 1.88 | 3.89 / 1.31 | 23.63 / 20.36 | 16.89/ 3.44 | 2.97 / 0.04 | 2.00 / 0.29 | 15.01 / 1.12 | LBMLT 2006-6 | 6.12 / -0.08 | 3.70 / -0.94 | 9.14 / -1.63 | 18.49/ 5.28 | 11.57/ -2.57 | 2.72 / 0.52 | 3.24 / -0.28 | MABS 2006-NC3 | 4.97 / -2.46 | 4.89 / 1.94 | 8.71 / 2.37 | 15.91/ 2.91 | 12.92/ 0.95 | 3.14 / 0.12 | 25.28 / -12.63 | MLMI 2006-HE5 | 6.16 / -0.54 | 4.69 / 0.62 | 12.25 / 4.85 | 20.02/ 1.76 | 8.16/ -0.59 | 2.39 / -0.01 | 2.30 / -3.65 | MSAC 2006-HE6 | 6.71 / 0.64 | 6.32 / 1.71 | 21.73 / 10.89 | 16.97/ -0.98 | 9.34/ -2.47 | 3.47 / -0.06 | 1.99 / -6.33 | RASC 2006-KS9 | 6.40 / -0.21 | 2.95 / 0.10 | 3.50 / 0.77 | 16.38/ -5.04 | 4.28/ -1.96 | 2.22 / 0.29 | 9.37 / -5.83 | SABR 2006-HE2 | 5.49 / 0.86 | 3.53 / 0.40 | 8.38 / 1.87 | 17.90/ -0.57 | 14.85/ 2.23 | 2.96 / -0.28 | 23.32 / -2.19 | SASC 2006-BC4 | 6.61 / 0.90 | 4.51 / 0.86 | 8.29 / 2.37 | 18.74/ 4.46 | 11.83/ 0.58 | 2.70 / 1.02 | 19.78 / -4.22 | SVH 2006-EQ1 | 5.49 / -0.68 | 4.28 / 0.83 | 6.16 / 2.24 | 17.74/ 2.97 | 9.06 / 0.96 | 3.21 / 0.26 | 6.41 / -4.59 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 7.31 / 0.95 | 4.57 / 0.91 | 8.43 / 1.82 | 16.10 / 2.06 | 7.82 / 0.46 | 2.23 / 0.34 | 14.14 / 2.73 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 9.48 / 2.13 | 5.52 / 1.32 | 3.34 / -2.38 | 23.01/ 7.57 | 13.68/ 0.34 | 1.76 / 0.70 | 28.40 / -2.49 | BSAB 2007-HE3 | 7.04 / 0.54 | 5.41 / 0.11 | 17.12 / 2.85 | 11.40/ -0.12 | 4.75 / 0.22 | 2.37 / 0.64 | 5.06 / 1.46 | CTM 2007-AMC2 | 7.18 / 1.07 | 4.31 / 1.15 | 8.23 / 2.22 | 17.88/ 1.78 | 10.25/ -1.00 | 2.35 / 0.54 | 21.71 / 3.33 | CWABS 2007-1 | 7.33 / 0.65 | 6.65 / 2.38 | 18.58 / 10.84 | 12.81/ -1.01 | 4.24/ -1.26 | 1.86 / -0.23 | 8.41 / 1.04 | FFMLT 2007-FF1 | 6.58 / -0.16 | 4.43 / 1.07 | 4.10 / -0.23 | 15.75/ 3.68 | 10.27/ 1.57 | 2.02 / -0.13 | 11.86 / 6.38 | GSAMP 2007-NC1 | 8.82 / 1.69 | 4.87 / -0.83 | 9.54 / -4.60 | 15.34/ 8.55 | 8.52/ -1.26 | 2.31 / 0.27 | 36.11 / 17.27 | HEAT 2007-2 | 8.04 / 1.28 | 4.92 / 0.27 | 10.94 / 4.90 | 15.52/ 0.86 | 7.34/ -0.63 | 2.42 / 0.17 | 8.12 / 2.52 | HSA 2007-NC1 | 7.32 / 1.63 | 5.02 / 1.59 | 12.12 / 4.54 | 19.09/ 0.57 | 9.86 / 0.89 | 1.55 / -0.16 | 21.30 / 6.93 | JPMA 2007-CH3 | 8.41 / 1.94 | 3.65 / 0.83 | 3.06 / -0.88 | 17.77/ 4.72 | 2.83 / 0.18 | 1.73 / 0.51 | 6.52 / -2.04 | FFMLT , 2007-2 | 7.45 / 0.83 | 4.20 / 0.46 | 4.67 / 0.50 | 17.03/ 2.33 | 9.16 / 1.17 | 2.14 / 0.54 | 4.22 / -2.30 | MLMI 2007-MLN1 | 5.54 / -0.32 | 4.58 / 0.60 | 13.13 / 4.94 | 19.84/ 0.57 | 6.51 / 1.00 | 2.13 / -0.18 | 6.34 / 2.38 | MSAC 2007-NC3 | 6.86 / 1.81 | 4.82 / 1.30 | 8.90 / 1.95 | 19.03/ 2.75 | 9.26/ -0.68 | 3.07 / 0.87 | 25.37 / 10.44 | NFHE 2007-1 | 5.42 / -0.69 | 4.45 / 1.05 | 16.98 / 3.66 | 18.65/ 0.00 | 7.84 / 2.47 | 3.02 / 0.84 | 5.24 / -0.49 | NMHE 2007-2 | 7.72 / -0.12 | 5.93 / 2.40 | 7.34 / 2.22 | 16.09/ 3.15 | 10.00/ -0.46 | 2.55 / 0.35 | 24.08 / -3.05 | OOML 2007-5 | 7.55 / 2.09 | 3.55 / 0.98 | 4.56 / 0.93 | 12.49/ -3.19 | 7.76/ -0.11 | 1.89 / -0.20 | 17.78 / 4.56 | RASC 2007-KS2 | 7.26 / 0.14 | 3.41 / 0.56 | 4.44 / 1.02 | 17.03/ -0.84 | 4.52/ -1.51 | 2.45 / 0.30 | 9.02 / 3.56 | SABR 2007-BR4 | 5.72 / 0.25 | 3.13 / 0.02 | 7.63 / 2.52 | 14.84/ -0.47 | 10.61/ 1.38 | 3.01 / 0.01 | 5.69 / 1.65 | SASC 2007-BC1 | 6.93 / 0.19 | 3.87 / 0.65 | 2.97 / -2.89 | 16.94/ 6.49 | 6.05 / 0.04 | 2.16 / 0.54 | 20.73 / 3.11 | SVH 2007-OPT1 | 8.79 / 2.48 | 3.69 / 0.94 | 4.97 / 1.86 | 11.26/ -2.60 | 6.79 / 0.78 | 2.01 / 0.11 | 13.60 / 0.48 | WAMU 2007-HE2 | 6.75 / 1.57 | 4.98 / 1.39 | 6.03 / 2.38 | 10.24/ 6.32 | 6.13 / 6.13 | 1.81 / 1.40 | 3.16 / -0.08 |
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October | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.38 / 0.29 | 2.89 / -0.13 | 6.14 / 0.22 | 15.69 / -0.31 | 10.85 / -0.54 | 3.32 / 0.18 | 12.29 / 0.47 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 5.01 / 0.22 | 3.36 / -0.41 | 7.13 / -0.15 | 19.03/ 2.66 | 17.88/ -1.64 | 4.06 / 0.45 | 42.50 / -1.28 | AMQ 2005-R11 | 3.39 / -0.07 | 2.42 / 0.69 | 2.46 / 0.27 | 10.19/ 0.07 | 5.89 / 0.11 | 2.48 / -0.07 | 7.75 / 0.86 | ARSI 2005-W2 | 4.04 / 0.19 | 2.29 / -0.03 | 3.62 / 0.25 | 16.96/ 0.24 | 12.46/ -0.30 | 2.65 / -0.05 | 7.66 / -3.31 | BSAB 2005-HE11 | 5.31 / -0.57 | 5.23 / 0.81 | 14.36 / -0.30 | 10.49/ 0.71 | 4.51/ -0.18 | 2.13 / -0.20 | 5.85 / -2.98 | CWABS 2005-BC5 | 6.69 / 0.28 | 3.57 / -0.46 | 7.40 / 0.61 | 8.79/ -0.96 | 8.27 / 0.18 | 4.46 / 0.28 | 7.98 / -1.12 | FFMLT 2005-FF12 | 4.17 / -0.31 | 2.42 / -0.24 | 3.63 / 1.72 | 13.94/ -1.10 | 14.52/ -0.17 | 2.83 / -0.11 | 8.65 / 4.21 | GSAMP 2005-HE4 | 5.53 / -0.80 | 2.65 / 0.04 | 4.52 / -0.23 | 20.44/ 0.22 | 6.10/ -1.09 | 3.75 / 0.27 | 4.01 / -0.48 | HEAT 2005-8 | 6.36 / 1.31 | 3.29 / -1.67 | 8.52 / 0.45 | 19.66/ 1.59 | 11.99/ -1.09 | 3.01 / -0.23 | 1.53 / -5.83 | JPMA 2005-OPT1 | 4.89 / -0.56 | 1.47 / 0.10 | 2.29 / 0.24 | 14.23/ -0.40 | 7.35/ -0.29 | 4.11 / 0.45 | 11.03 / -0.86 | LBMLT 2005-WL2 | 5.96 / -0.60 | 4.01 / -0.15 | 9.13 / 0.08 | 13.14/ 0.21 | 13.94/ -0.80 | 3.10 / 0.02 | 1.79 / -2.32 | MABS 2005-NC2 | 6.21 / 1.09 | 3.33 / -0.44 | 3.52 / -1.28 | 26.92/ -0.14 | 11.65/ 1.62 | 2.85 / 0.22 | 7.22 / 1.85 | MLMI 2005-AR1 | 6.99 / 1.95 | 3.02 / -0.48 | 6.55 / 1.27 | 18.86/ -0.35 | 9.52 / 0.75 | 3.16 / -0.48 | 7.36 / 3.93 | MSAC 2005-HE5 | 5.72 / 1.93 | 1.84 / -1.07 | 8.04 / -0.39 | 14.82/ -8.06 | 12.54/ -6.71 | 5.95 / 2.60 | 28.22 / 1.70 | NCC 2005-4 | 5.47 / 0.68 | 3.04 / 0.17 | 8.39 / 0.64 | 11.64/ 0.61 | 13.81/ -0.59 | 2.37 / 0.00 | 6.98 / -2.58 | RAMP 2005-EFC4 | 6.25 / 0.44 | 2.59 / 0.38 | 3.57 / 0.03 | 15.69/ 0.52 | 8.42/ -1.51 | 3.63 / 0.01 | 9.47 / -3.24 | RASC 2005-KS11 | 6.47 / 0.13 | 2.41 / 0.34 | 4.36 / 0.04 | 16.77/ -0.92 | 7.93 / 0.30 | 2.76 / 0.15 | 8.97 / -0.35 | SABR 2005-HE1 | 3.90 / 0.10 | 2.56 / -0.36 | 8.99 / 0.56 | 20.58/ -2.30 | 19.63/ 0.38 | 4.08 / 0.73 | 46.94 / 11.70 | SAIL 2005-HE3 | 4.53 / -0.40 | 2.57 / 0.17 | 5.84 / -0.03 | 16.13/ 1.18 | 16.19/ -0.27 | 3.73 / -0.25 | 9.87 / 6.22 | SAIL 2005-WF4 | 3.58 / 0.08 | 2.32 / -0.23 | 4.92 / 0.04 | 10.16/ 0.97 | 5.54/ -0.10 | 2.49 / -0.16 | 15.88 / 1.18 | SVH 2005-4 | 7.13 / 0.69 | 3.33 / 0.28 | 5.48 / 0.51 | 15.31/ -1.04 | 8.95 / 0.51 | 2.88 / 0.04 | 6.21 / 2.17 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.55 / 0.32 | 3.18 / -0.14 | 5.95 / 0.10 | 17.56 / -0.61 | 10.79 / -0.69 | 2.91 / 0.01 | 17.22 / 0.62 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 3.89 / 0.78 | 2.26 / -0.38 | 4.22 / 1.00 | 19.02/ -0.57 | 13.30/ -0.24 | 3.42 / 0.09 | 30.89 / 13.20 | ARSI 2006-W1 | 4.15 / 0.22 | 2.81 / -0.22 | 4.37 / 1.03 | 20.16/ -0.97 | 20.77/ 0.17 | 2.69 / -0.06 | 3.98 / -0.45 | BSAB 2006-HE3 | 3.86 / -1.78 | 2.77 / -1.45 | 7.62 / -4.14 | 7.63/ -9.77 | 3.64/ -8.90 | 3.71 / 0.38 | 7.24 / 3.45 | CMLT 2006-NC1 | 5.02 / 0.29 | 3.23 / 0.16 | 9.02 / 0.88 | 10.64/ -0.17 | 12.32/ 0.93 | 1.89 / -0.03 | 11.80 / -0.36 | CWABS 2006-8 | 7.07 / 0.63 | 4.84 / -0.33 | 11.55 / 2.99 | 11.18/ -0.90 | 6.53/ -0.11 | 3.01 / 0.18 | 11.81 / -0.98 | FFMLT 2006-FF4 | 8.45 / 2.65 | 4.44 / 1.19 | 1.71 / -1.17 | 13.69/ -2.99 | 10.29/ -4.37 | 1.95 / -0.88 | 2.97 / 0.27 | GSAMP 2006-HE3 | 6.50 / -0.23 | 4.57 / 0.20 | 7.88 / 0.01 | 13.33/ 0.06 | 11.01/ 0.69 | 3.78 / 0.04 | 21.74 / -5.30 | HEAT 2006-4 | 5.09 / 0.27 | 3.40 / 0.10 | 6.42 / 0.04 | 20.55/ 0.02 | 10.26/ 0.41 | 2.64 / -0.05 | 3.90 / -4.82 | JPMA 2006-FRE1 | 6.13 / 0.28 | 2.41 / -0.60 | 4.83 / -0.34 | 26.87/ 0.98 | 6.68/ -0.63 | 2.93 / 0.19 | 25.22 / 1.96 | LBMLT 2006-1 | 6.79 / 1.10 | 4.77 / 0.97 | 6.31 / -4.03 | 18.10/ 1.22 | 14.15/ -4.45 | 2.27 / 0.29 | 1.00 / -0.95 | MABS 2006-NC1 | 5.16 / 0.75 | 2.82 / -1.28 | 7.20 / 0.73 | 19.71/ 0.52 | 12.03/ -0.10 | 3.18 / 0.05 | 27.10 / 4.33 | MLMI 2006-HE1 | 5.62 / -0.23 | 4.00 / 0.69 | 6.39 / 1.35 | 16.00/ -0.11 | 9.73 / 0.19 | 3.24 / -0.27 | 30.66 / -5.64 | MSCI 2006-HE2 | 4.55 / -0.30 | 2.65 / -0.34 | 8.28 / 0.28 | 20.52/ -0.48 | 16.98/ 1.18 | 3.50 / -0.14 | 28.52 / -7.57 | MSAC 2006-WMC2 | 5.39 / 0.48 | 2.93 / -1.64 | 7.74 / 0.90 | 23.46/ 1.29 | 17.89/ 0.73 | 2.85 / -0.03 | 34.79 / -0.73 | RASC 2006-KS3 | 5.97 / -0.19 | 2.30 / 0.16 | 3.82 / -0.19 | 20.63/ 0.97 | 7.76/ -0.06 | 3.24 / 0.20 | 5.62 / -2.22 | RAMP 2006-NC2 | 5.92 / 0.66 | 1.90 / -0.78 | 3.23 / 0.88 | 27.57/ 0.48 | 5.27/ -0.23 | 1.91 / -0.01 | 5.05 / -0.91 | SABR 2006-OP1 | 4.64 / 0.65 | 1.68 / 0.16 | 1.97 / 0.41 | 15.02/ -1.09 | 7.95 / 0.41 | 3.49 / 0.42 | 19.00 / -0.51 | SAIL 2006-4 | 5.87 / 0.12 | 3.28 / -0.48 | 6.90 / 0.03 | 19.53/ 1.19 | 14.54/ 0.25 | 3.00 / -0.13 | 26.94 / -0.78 | SASC 2006-WF2 | 5.39 / 0.42 | 3.77 / 0.52 | 6.44 / 0.91 | 11.83/ -0.00 | 4.98 / 0.15 | 1.78 / -0.14 | 20.76 / 2.12 | SVH 2006-OPT5 | 5.47 / -0.12 | 2.73 / 0.65 | 3.17 / 0.53 | 15.80/ -1.81 | 9.76 / 0.16 | 3.67 / 0.12 | 25.44 / 18.26 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.27 / 0.19 | 3.83 / 0.16 | 7.05 / 0.53 | 14.98 / -0.02 | 9.32 / -0.07 | 2.48 / 0.06 | 14.38 / 0.92 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 7.28 / 1.43 | 2.80 / 0.74 | 3.05 / 0.80 | 17.29/ -1.06 | 9.09 / 0.07 | 4.08 / 0.19 | 23.96 / -8.69 | ACE 2006-NC3 | 5.57 / -0.07 | 4.50 / 0.87 | 10.31 / 0.96 | 15.24/ 0.68 | 12.00/ -0.30 | 3.48 / 0.27 | 5.60 / 0.47 | BSAB 2006-HE10 | 5.50 / -0.49 | 4.98 / -0.08 | 15.91 / 0.47 | 13.83/ 0.76 | 5.43/ -0.53 | 1.61 / 0.02 | 10.31 / 1.73 | CBASS 2006-CB6 | 6.61 / 0.05 | 4.62 / -0.30 | 5.41 / 1.47 | 11.78/ 0.20 | 8.13/ -0.22 | 1.34 / -0.19 | 6.71 / 4.50 | CMLT 2006-NC4 | 6.16 / 0.50 | 3.96 / -0.26 | 10.68 / 0.69 | 11.66/ 0.92 | 10.92/ 0.65 | 1.85 / 0.13 | 12.72 / 0.21 | CTM 2006-WFHE3 | 3.90 / -0.92 | 2.85 / -0.90 | 2.05 / -3.40 | 4.53/ -7.00 | 1.77/ -3.84 | 0.84 / -1.14 | 15.85 / -4.59 | CWABS 2006-18 | 7.21 / 0.80 | 5.15 / 1.07 | 7.98 / 0.82 | 14.11/ 0.14 | 7.05 / 0.09 | 2.81 / 0.14 | 17.70 / 0.58 | FFMLT 2006-FF13 | 6.72 / 0.68 | 3.51 / -0.05 | 4.11 / 1.36 | 14.87/ -0.41 | 10.93/ 0.40 | 2.66 / 0.20 | 12.34 / -6.26 | FRHE 2006-3 | 5.71 / 0.25 | 3.26 / -1.10 | 6.84 / 0.38 | 22.96/ 2.79 | 13.91/ 0.08 | 2.47 / -0.34 | 7.82 / 0.34 | GSAMP 2006-HE5 | 8.29 / 0.99 | 4.21 / 0.10 | 9.32 / 0.28 | 10.31/ 0.76 | 9.81 / 1.16 | 2.89 / 0.12 | 24.62 / 17.14 | HEAT 2006-7 | 7.48 / -0.45 | 4.93 / 0.43 | 7.63 / 0.39 | 18.26/ 0.78 | 9.61/ -0.08 | 2.91 / 0.12 | 4.70 / -2.58 | JPMA 2006-CH2 | 5.47 / -0.02 | 2.58 / 0.04 | 3.27 / 0.57 | 13.45/ 0.60 | 2.93/ -0.07 | 1.71 / 0.10 | 13.89 / 10.33 | LBMLT 2006-6 | 6.20 / -0.15 | 4.64 / 0.04 | 10.77 / 1.01 | 13.21/ -0.02 | 14.14/ -0.39 | 2.20 / -0.06 | 3.51 / -1.54 | MABS 2006-NC3 | 7.43 / 1.59 | 2.96 / 0.21 | 6.34 / 0.69 | 13.00/ -0.38 | 11.97/ 0.12 | 3.02 / 0.42 | 37.91 / 3.33 | MLMI 2006-HE5 | 6.70 / 0.27 | 4.07 / -0.08 | 7.40 / 1.09 | 18.26/ 0.10 | 8.75 / 0.42 | 2.40 / -0.01 | 5.95 / -1.48 | MSAC 2006-HE6 | 6.07 / -0.37 | 4.61 / 0.17 | 10.84 / 1.48 | 17.95/ -0.45 | 11.81/ 0.51 | 3.53 / 0.32 | 8.32 / 1.35 | RASC 2006-KS9 | 6.61 / -0.01 | 2.85 / 1.07 | 2.73 / -0.08 | 21.42/ 0.90 | 6.24 / 0.09 | 1.93 / 0.23 | 15.20 / 4.02 | SABR 2006-HE2 | 4.64 / -1.60 | 3.13 / 0.66 | 6.51 / 1.04 | 18.48/ -0.42 | 12.62/ 0.62 | 3.24 / 0.34 | 25.51 / 2.66 | SASC 2006-BC4 | 5.71 / 0.00 | 3.65 / 0.00 | 5.91 / 0.00 | 14.28/ 0.00 | 11.25/ 0.00 | 1.68 / 0.00 | 24.00 / 0.00 | SVH 2006-EQ1 | 6.17 / 1.36 | 3.45 / 0.57 | 3.92 / 0.51 | 14.77/ 0.74 | 8.10/ -0.18 | 2.95 / 0.42 | 11.00 / -3.07 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.36 / 0.31 | 3.66 / 0.20 | 6.61 / 0.47 | 14.04 / -0.41 | 7.35 / -0.07 | 1.89 / 0.08 | 11.40 / 0.68 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 7.35 / 0.28 | 4.20 / 0.86 | 5.71 / -1.57 | 15.44/ 0.03 | 13.34/ 1.09 | 1.06 / 0.09 | 30.89 / 0.83 | BSAB 2007-HE3 | 6.50 / -0.36 | 5.30 / 0.69 | 14.27 / 1.95 | 11.52/ -1.22 | 4.53/ -0.15 | 1.73 / 0.12 | 3.60 / -0.75 | CTM 2007-AMC2 | 6.12 / 0.04 | 3.16 / -0.13 | 6.01 / -0.17 | 16.10/ -1.38 | 11.25/ 2.26 | 1.82 / 0.23 | 18.38 / 2.00 | CWABS 2007-1 | 6.68 / 0.59 | 4.27 / 0.33 | 7.74 / 1.00 | 13.82/ 0.20 | 5.50 / 0.07 | 2.09 / 0.14 | 7.38 / -0.20 | FFMLT 2007-FF1 | 6.74 / 0.67 | 3.36 / -0.20 | 4.33 / 2.16 | 12.07/ -1.29 | 8.70 / 0.43 | 2.15 / 0.06 | 5.48 / 1.83 | GSAMP 2007-NC1 | 7.14 / -1.03 | 5.70 / 0.73 | 14.14 / 1.20 | 6.78/ -0.94 | 9.78 / 0.22 | 2.04 / 0.19 | 18.84 / -5.97 | HEAT 2007-2 | 6.76 / 0.26 | 4.65 / 0.21 | 6.04 / 0.78 | 14.66/ 0.23 | 7.97/ -0.34 | 2.25 / 0.49 | 5.60 / 0.47 | HSA 2007-NC1 | 5.68 / 0.41 | 3.43 / -0.80 | 7.58 / 0.59 | 18.53/ 1.60 | 8.97 / 0.74 | 1.72 / -0.00 | 14.37 / 5.14 | JPMA 2007-CH3 | 6.47 / 0.59 | 2.82 / 0.16 | 3.94 / 0.92 | 13.05/ 0.43 | 2.65 / 0.02 | 1.22 / 0.05 | 8.56 / 2.47 | FFMLT , 2007-2 | 6.62 / 0.22 | 3.74 / 0.12 | 4.17 / 2.33 | 14.70/ -1.09 | 7.99 / 0.52 | 1.60 / -0.04 | 6.52 / 2.88 | MLMI 2007-MLN1 | 5.86 / -0.47 | 3.98 / 0.40 | 8.19 / 1.42 | 19.27/ -0.25 | 5.51 / 0.28 | 2.31 / 0.14 | 3.96 / 0.65 | MSAC 2007-NC3 | 5.06 / 0.65 | 3.52 / -0.41 | 6.95 / 2.80 | 16.28/ -1.43 | 9.93 / 0.63 | 2.20 / 0.17 | 14.93 / 4.98 | NFHE 2007-1 | 6.11 / 1.23 | 3.40 / -0.31 | 13.32 / 1.13 | 18.65/ 0.23 | 5.37 / 0.75 | 2.18 / 0.08 | 5.73 / -0.56 | NMHE 2007-2 | 7.84 / 0.87 | 3.53 / 0.36 | 5.11 / -0.50 | 12.93/ 0.32 | 10.46/ 0.54 | 2.20 / 0.14 | 27.13 / 2.20 | OOML 2007-5 | 5.46 / -0.02 | 2.57 / 0.44 | 3.63 / 1.26 | 15.68/ -0.78 | 7.87 / 0.37 | 2.09 / 0.29 | 13.22 / -1.69 | RASC 2007-KS2 | 7.12 / 1.66 | 2.85 / 0.59 | 3.42 / -2.29 | 17.87/ 2.92 | 6.03/ -0.10 | 2.15 / 0.16 | 5.45 / -0.54 | SABR 2007-BR4 | 5.47 / -0.29 | 3.11 / 0.71 | 5.11 / 0.53 | 15.31/ 0.16 | 9.23 / 0.36 | 3.00 / 0.21 | 4.03 / 0.01 | SASC 2007-BC1 | 6.74 / 0.51 | 3.22 / 0.40 | 5.85 / -0.85 | 10.45/ 1.50 | 6.00/ -0.01 | 1.61 / 0.03 | 17.62 / -0.12 | SVH 2007-OPT1 | 6.31 / 0.74 | 2.75 / 0.52 | 3.11 / 0.40 | 13.87/ -0.73 | 6.02 / 0.63 | 1.90 / 0.24 | 13.12 / -0.08 | WAMU 2007-HE2 | 5.18 / -0.44 | 3.59 / -0.74 | 3.64 / -3.70 | 3.92/ -6.76 | 0.00/ -9.70 | 0.40 / -1.21 | 3.24 / 0.06 |
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