June | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 4.95 / -0.61 | 3.15 / -0.10 | 10.27 / 1.17 | 17.93 / 1.77 | 7.22 / -2.35 | 3.97 / 0.45 | 8.58 / 1.57 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 3.29 / -0.93 | 2.80 / -0.82 | 13.84 / 0.74 | 27.29/ 4.59 | 9.69/ -4.87 | 3.85 / -0.00 | 37.16 / 14.65 | AMQ 2005-R11 | 4.50 / -0.57 | 2.37 / -1.11 | 5.56 / -0.50 | 12.56/ 1.43 | 4.84/ -0.88 | 3.93 / 1.25 | 11.57 / 4.90 | ARSI 2005-W2 | 3.78 / -1.20 | 2.20 / -1.53 | 7.27 / -1.70 | 18.04/ 2.09 | 10.46/ -0.53 | 3.54 / 0.03 | 4.56 / 2.05 | BSAB 2005-HE11 | 5.54 / 0.15 | 4.36 / -1.02 | 23.00 / 2.91 | 10.15/ 0.30 | 2.73/ -0.40 | 2.57 / 0.35 | 1.48 / 0.76 | CWABS 2005-BC5 | 4.27 / -0.34 | 3.17 / -0.77 | 23.29 / 2.03 | 9.75 / 1.29 | 1.94/ -1.59 | 4.25 / 0.35 | 4.53 / 1.31 | FFMLT 2005-FF12 | 5.39 / -1.25 | 2.67 / 0.09 | 9.51 / 4.79 | 17.77/ 0.63 | 6.91/ -5.38 | 3.25 / -0.13 | 2.36 / 0.46 | GSAMP 2005-HE4 | 6.24 / -1.41 | 3.31 / 0.63 | 3.96 / -0.32 | 26.41/ 3.03 | 5.39/ -0.96 | 4.15 / 0.00 | 3.40 / 0.54 | HEAT 2005-8 | 5.39 / -0.72 | 3.35 / -0.82 | 16.24 / 2.53 | 14.84/ -1.18 | 8.96/ -3.01 | 3.90 / 0.35 | 1.02 / 0.00 | JPMA 2005-OPT1 | 6.19 / 0.80 | 2.35 / 0.16 | 4.45 / 0.08 | 12.07/ 2.31 | 4.89/ -2.66 | 4.01 / 0.25 | 8.10 / 1.00 | LBMLT 2005-WL2 | 6.19 / 0.04 | 5.24 / 0.72 | 10.44 / 2.25 | 19.39/ 1.38 | 8.09/ -2.18 | 3.35 / 0.24 | 0.59 / -2.22 | MABS 2005-NC2 | 4.48 / -3.23 | 3.93 / 0.51 | 6.94 / 0.75 | 21.80/ -4.47 | 21.37/ -0.00 | 3.87 / 0.88 | 1.75 / 1.53 | MLMI 2005-AR1 | 4.31 / -0.65 | 2.99 / -1.05 | 10.53 / -2.68 | 24.97/ 6.51 | 7.82/ -0.97 | 4.41 / -0.01 | 5.87 / 1.34 | MSAC 2005-HE5 | 4.86 / -0.37 | 2.67 / -0.81 | 15.86 / 3.17 | 16.94/ 2.29 | 5.78/ -3.61 | 6.10 / -0.51 | 20.34 / -5.85 | NCC 2005-4 | 4.79 / 1.27 | 3.25 / 1.62 | 10.05 / 5.40 | 7.57 / 0.57 | 11.90/ -2.20 | 2.66 / 0.62 | 2.07 / -2.78 | RAMP 2005-EFC4 | 5.22 / -2.50 | 3.77 / 1.08 | 5.18 / 1.47 | 18.31/ 2.95 | 1.38/ -2.79 | 2.95 / 0.06 | 2.29 / -0.46 | RASC 2005-KS11 | 6.41 / -1.22 | 3.07 / 0.13 | 6.83 / 1.77 | 18.31/ 0.95 | 2.43/ -1.51 | 2.99 / -0.02 | 4.32 / -0.15 | SABR 2005-HE1 | 3.55 / -0.03 | 2.97 / 0.26 | 8.30 / -2.39 | 31.87/ 8.19 | 11.13/ -7.04 | 4.12 / 0.22 | 38.87 / 5.82 | SAIL 2005-HE3 | 4.32 / -0.37 | 2.85 / 0.36 | 5.69 / -0.16 | 19.96/ 0.64 | 11.35/ -3.06 | 4.31 / 0.50 | 2.35 / -0.36 | SAIL 2005-WF4 | 4.52 / 0.06 | 2.94 / 0.25 | 7.32 / 1.77 | 12.81/ 0.71 | 4.20/ -1.15 | 7.32 / 4.72 | 15.79 / 8.40 | SVH 2005-4 | 5.72 / 0.24 | 2.64 / 0.19 | 11.18 / 1.53 | 17.82/ 1.16 | 3.13/ -2.19 | 3.87 / -0.19 | 3.18 / 0.55 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.47 / -0.67 | 3.33 / -0.20 | 10.09 / 1.42 | 22.10 / 2.74 | 8.16 / -3.20 | 3.24 / 0.25 | 15.25 / 1.62 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 4.75 / 0.24 | 2.85 / 0.54 | 3.69 / -0.16 | 29.25/ 4.11 | 5.29/ -4.00 | 3.62 / 0.23 | 17.62 / -20.82 | ARSI 2006-W1 | 4.18 / -0.96 | 2.73 / -0.38 | 9.63 / -0.51 | 22.31/ 1.04 | 17.63/ -1.45 | 3.68 / 0.45 | 5.11 / 3.12 | BSAB 2006-HE3 | 6.26 / 0.96 | 2.79 / -2.22 | 17.89 / 3.96 | 22.95/ 2.42 | 8.00/ -1.38 | 2.95 / -0.56 | 1.69 / 0.22 | CMLT 2006-NC1 | 4.61 / 1.19 | 4.17 / 2.97 | 9.66 / 4.06 | 6.87/ -0.01 | 15.68/ 0.02 | 2.22 / -0.01 | 11.73 / 4.85 | CWABS 2006-8 | 4.56 / -0.29 | 3.22 / -1.49 | 31.59 / 2.95 | 10.86/ 1.47 | 1.65/ -1.43 | 2.82 / 0.17 | 3.01 / 1.00 | FFMLT 2006-FF4 | 6.70 / 0.79 | 3.47 / -0.17 | 9.51 / 3.62 | 18.32/ 0.07 | 7.97/ -5.41 | 3.01 / 0.51 | 1.49 / -2.05 | GSAMP 2006-HE3 | 8.16 / 0.82 | 4.31 / 0.12 | 14.13 / 5.86 | 15.40/ -0.87 | 8.99/ -2.26 | 4.59 / -0.10 | 27.55 / 3.09 | HEAT 2006-4 | 4.89 / 0.04 | 4.31 / 0.69 | 9.08 / -0.71 | 23.87/ 2.98 | 7.27/ -3.61 | 2.90 / 0.20 | 0.78 / -0.54 | JPMA 2006-FRE1 | 7.98 / -0.03 | 1.94 / -1.25 | 5.31 / 0.35 | 33.55/ 5.45 | 5.20/ -2.17 | 2.69 / -0.53 | 23.36 / 0.27 | LBMLT 2006-1 | 5.81 / -0.83 | 4.25 / -0.23 | 12.63 / 2.97 | 21.99/ 1.26 | 10.67/ -3.39 | 2.78 / 0.69 | 1.77 / 0.90 | MABS 2006-NC1 | 4.71 / -1.84 | 2.35 / -2.07 | 9.81 / 1.17 | 26.74/ 3.37 | 8.87/ -2.90 | 4.77 / 1.62 | 30.41 / 8.69 | MLMI 2006-HE1 | 4.49 / -0.53 | 2.57 / -1.27 | 12.01 / -1.11 | 22.13/ 5.89 | 4.60/ -3.68 | 3.87 / 0.56 | 26.58 / -4.48 | MSCI 2006-HE2 | 5.39 / -0.03 | 3.06 / -0.46 | 7.98 / -0.38 | 26.47/ 2.29 | 12.70/ -2.89 | 4.09 / 0.58 | 37.36 / 9.42 | MSAC 2006-WMC2 | 3.57 / -0.68 | 2.90 / -1.39 | 9.20 / -0.28 | 30.90/ 3.92 | 15.18/ -2.93 | 3.19 / 0.26 | 39.62 / 11.71 | RASC 2006-KS3 | 6.51 / -4.26 | 3.31 / 0.09 | 6.58 / 1.77 | 23.66/ 3.98 | 1.97/ -17.71 | 2.74 / 0.11 | 2.85 / -2.59 | RAMP 2006-NC2 | 4.74 / -6.85 | 3.30 / 0.60 | 8.23 / 3.42 | 26.71/ 6.18 | 2.52/ -1.95 | 2.09 / 0.05 | 3.05 / -0.92 | SABR 2006-OP1 | 4.92 / 0.31 | 2.69 / 1.04 | 4.26 / 0.48 | 13.28/ 1.13 | 5.72/ -1.09 | 3.66 / 0.20 | 16.36 / 2.55 | SAIL 2006-4 | 4.89 / -0.80 | 3.34 / -0.16 | 7.56 / 0.84 | 28.63/ 3.48 | 11.16/ -3.19 | 2.93 / -0.25 | 32.02 / 12.94 | SASC 2006-WF2 | 5.90 / 0.26 | 5.90 / 1.21 | 7.30 / 0.26 | 19.14/ 3.07 | 5.98/ -1.27 | 2.56 / 0.43 | 18.73 / 5.30 | SVH 2006-OPT5 | 6.30 / -0.88 | 3.22 / -0.12 | 5.73 / -0.11 | 19.06/ 3.54 | 6.18/ -1.37 | 3.72 / 0.32 | 3.89 / -0.29 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.30 / -0.73 | 3.53 / -0.42 | 14.32 / 2.24 | 19.12 / 1.24 | 7.15 / -1.68 | 2.84 / 0.20 | 8.86 / 0.47 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 5.60 / -1.48 | 2.87 / -0.52 | 5.71 / -0.83 | 19.87/ 3.86 | 7.16/ -0.01 | 3.37 / 0.38 | 16.78 / 3.08 | ACE 2006-NC3 | 3.26 / -1.90 | 2.83 / -1.00 | 34.89 / 4.22 | 17.00/ 1.91 | 2.97/ -3.10 | 3.12 / -0.15 | 10.50 / -3.20 | BSAB 2006-HE10 | 5.95 / -0.28 | 5.03 / -0.68 | 26.49 / 4.92 | 13.19/ 0.37 | 4.28/ -1.33 | 2.15 / -0.06 | 0.77 / -0.42 | CBASS 2006-CB6 | 7.44 / 0.73 | 3.59 / -0.80 | 6.63 / 1.33 | 17.99/ 2.97 | 7.95/ -0.23 | 1.94 / 0.23 | 3.39 / 0.28 | CMLT 2006-NC4 | 7.20 / 4.11 | 3.67 / 2.03 | 9.13 / 1.52 | 9.63 / 0.04 | 14.44/ 0.45 | 2.10 / 0.17 | 5.71 / 5.26 | CTM 2006-WFHE3 | 4.93 / -0.76 | 3.94 / -0.27 | 9.14 / 1.20 | 9.14/ -8.03 | 6.90/ -1.23 | 2.52 / 0.31 | 4.62 / 0.40 | CWABS 2006-18 | 5.12 / -0.13 | 3.55 / -0.39 | 31.56 / 1.39 | 12.92/ 2.31 | 2.09/ -1.74 | 2.55 / 0.09 | 4.12 / 1.47 | FFMLT 2006-FF13 | 5.16 / -0.46 | 3.04 / -0.76 | 8.75 / 3.27 | 21.87/ 0.88 | 7.92/ -3.28 | 3.17 / 0.66 | 3.28 / 0.58 | FRHE 2006-3 | 3.87 / -1.26 | 3.36 / 0.19 | 11.30 / 0.45 | 31.95/ 3.20 | 10.69/ -2.88 | 3.15 / 0.74 | 4.07 / 2.30 | GSAMP 2006-HE5 | 6.76 / -0.53 | 4.64 / -0.07 | 12.96 / 2.88 | 14.08/ 0.74 | 8.00/ -1.60 | 2.77 / 0.30 | 24.25 / 1.42 | HEAT 2006-7 | 4.69 / -0.84 | 4.71 / -0.28 | 24.66 / 11.62 | 16.56/ -5.23 | 6.91/ -2.14 | 2.99 / -0.59 | 0.71 / 0.50 | JPMA 2006-CH2 | 6.20 / -0.50 | 3.05 / -0.35 | 5.11 / -0.23 | 22.52/ 5.05 | 2.82/ -0.54 | 2.12 / 0.32 | 15.06 / 3.05 | LBMLT 2006-6 | 6.75 / 0.18 | 3.97 / -0.91 | 13.46 / 3.97 | 20.59/ 0.07 | 8.79/ -1.58 | 2.60 / -0.28 | 3.18 / 0.86 | MABS 2006-NC3 | 5.49 / 0.17 | 2.92 / 0.40 | 11.04 / 0.36 | 13.40/ -2.26 | 12.26/ -0.68 | 3.25 / -0.08 | 17.39 / -11.18 | MLMI 2006-HE5 | 4.50 / -1.14 | 3.26 / -1.88 | 10.72 / -1.42 | 29.42/ 6.43 | 6.30/ -1.80 | 3.30 / 0.88 | 2.94 / 0.89 | MSAC 2006-HE6 | 3.69 / -1.77 | 3.35 / -1.53 | 29.49 / 4.13 | 22.64/ 4.08 | 4.58/ -3.40 | 3.75 / 0.23 | 0.84 / 0.21 | RASC 2006-KS9 | 5.48 / -7.30 | 3.67 / 1.11 | 7.43 / 2.54 | 24.92/ 5.78 | 2.28/ -1.20 | 2.40 / 0.38 | 3.07 / -0.53 | SABR 2006-HE2 | 4.53 / 0.48 | 2.61 / -1.08 | 10.22 / 0.41 | 18.03/ -0.97 | 13.29/ -0.80 | 2.89 / -0.36 | 30.12 / 5.09 | SASC 2006-BC4 | 4.50 / -1.12 | 3.28 / -1.03 | 13.23 / 4.01 | 22.24/ 0.62 | 9.11/ -2.54 | 2.88 / 0.32 | 23.54 / -0.54 | SVH 2006-EQ1 | 4.97 / -0.72 | 3.17 / -0.59 | 4.38 / -0.92 | 24.53/ 3.07 | 4.19/ -3.94 | 3.85 / 0.53 | 2.95 / -0.03 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.93 / -1.17 | 3.80 / -0.70 | 12.71 / 1.96 | 20.87 / 2.81 | 6.78 / -1.28 | 2.58 / 0.35 | 11.04 / -0.41 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 7.26 / -1.22 | 4.51 / -0.36 | 8.78 / 4.63 | 29.10/ 0.36 | 16.76/ 1.77 | 2.96 / 0.90 | 29.22 / -9.22 | BSAB 2007-HE3 | 5.87 / -1.24 | 5.32 / -0.01 | 24.43 / 4.74 | 11.75/ -0.15 | 4.08/ -0.89 | 3.34 / 0.79 | 0.92 / -0.07 | CTM 2007-AMC2 | 5.39 / -2.64 | 3.86 / -1.71 | 14.47 / 0.78 | 19.04/ 1.96 | 10.22/ -1.52 | 2.51 / 0.76 | 16.84 / 7.49 | CWABS 2007-1 | 5.05 / -1.49 | 4.02 / -0.72 | 31.72 / 4.69 | 13.09/ 1.63 | 2.25/ -1.07 | 2.13 / 0.14 | 3.12 / -2.76 | FFMLT 2007-FF1 | 6.34 / -1.44 | 3.71 / -0.37 | 10.91 / 6.87 | 17.93/ -1.16 | 7.03/ -3.51 | 2.86 / 0.43 | 2.85 / -1.51 | GSAMP 2007-NC1 | 6.81 / -0.79 | 4.59 / -0.91 | 11.30 / 1.79 | 20.69/ 4.34 | 8.18/ -1.03 | 2.88 / 0.50 | 25.95 / 0.87 | HEAT 2007-2 | 5.42 / -0.78 | 4.54 / -1.45 | 25.79 / 10.26 | 11.02/ -4.41 | 5.46/ -2.30 | 2.33 / 0.14 | 0.90 / -3.33 | HSA 2007-NC1 | 3.98 / -2.32 | 3.53 / -1.24 | 18.88 / 3.27 | 26.66/ 3.98 | 7.35/ -1.96 | 2.35 / 0.31 | 18.61 / 1.57 | JPMA 2007-CH3 | 7.55 / -1.18 | 3.22 / -0.88 | 5.58 / 0.25 | 24.56/ 6.02 | 2.72/ -0.78 | 2.33 / 0.38 | 2.45 / -1.90 | FFMLT , 2007-2 | 6.35 / -0.64 | 3.60 / -0.60 | 9.91 / 5.10 | 21.01/ 1.01 | 6.47/ -2.76 | 2.21 / 0.12 | 5.89 / 0.48 | MLMI 2007-MLN1 | 5.13 / -0.64 | 3.20 / -0.78 | 11.98 / -3.14 | 29.10/ 7.73 | 4.66/ -2.17 | 2.88 / 0.86 | 1.93 / -1.34 | MSAC 2007-NC3 | 4.68 / -1.31 | 3.71 / -0.84 | 10.80 / -0.45 | 28.88/ 5.96 | 5.02/ -3.10 | 2.43 / -0.54 | 25.81 / 1.00 | NFHE 2007-1 | 4.69 / 0.08 | 2.83 / -0.55 | 12.92 / -5.42 | 28.58/ 7.82 | 7.64/ -1.39 | 2.79 / 0.14 | 2.59 / -1.38 | NMHE 2007-2 | 7.42 / 0.38 | 3.54 / -1.36 | 6.06 / -1.91 | 21.03/ 2.34 | 9.92 / 0.70 | 2.74 / 0.34 | 20.70 / -0.53 | OOML 2007-5 | 7.41 / -0.01 | 3.28 / -0.86 | 6.87 / 0.64 | 19.98/ 6.30 | 6.38/ -0.90 | 2.18 / 0.40 | 19.55 / 0.39 | RASC 2007-KS2 | 5.70 / -4.16 | 3.91 / 0.31 | 7.24 / 0.21 | 23.99/ 5.79 | 2.33/ -2.20 | 2.72 / 0.41 | 4.53 / -0.16 | SABR 2007-BR4 | 5.29 / 0.26 | 2.68 / -0.82 | 12.03 / 3.51 | 14.95/ -1.95 | 10.26/ -0.37 | 3.27 / -0.04 | 0.08 / -4.47 | SASC 2007-BC1 | 6.08 / -2.34 | 4.24 / 0.05 | 5.93 / 1.38 | 22.47/ 4.33 | 5.34/ -1.15 | 2.04 / 0.36 | 18.50 / 2.60 | SVH 2007-OPT1 | 6.94 / -0.54 | 3.74 / -0.10 | 6.78 / 0.43 | 15.50/ 3.16 | 5.56/ -0.96 | 2.53 / 0.25 | 17.79 / 3.38 | WAMU 2007-HE2 | 5.26 / -1.48 | 4.00 / -0.79 | 11.86 / 1.58 | 18.14/ 1.19 | 7.89/ -0.06 | 2.16 / 0.46 | 2.48 / 0.71 |
| | |
| March | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.56 / -0.02 | 3.24 / -0.28 | 9.10 / 0.95 | 16.16 / 0.29 | 9.57 / -0.32 | 3.52 / 0.03 | 7.01 / -0.78 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 4.22 / -0.06 | 3.62 / -0.05 | 13.10 / 0.67 | 22.69/ 0.70 | 14.56/ -0.14 | 3.86 / -0.12 | 22.51 / -4.86 | AMQ 2005-R11 | 5.07 / 0.25 | 3.48 / 0.70 | 6.06 / 1.97 | 11.13/ 0.12 | 5.72/ -0.51 | 2.68 / -0.12 | 6.67 / -0.06 | ARSI 2005-W2 | 4.98 / -0.01 | 3.73 / 0.44 | 8.97 / 2.45 | 15.95/ -0.02 | 10.99/ -0.94 | 3.51 / 0.25 | 2.52 / -1.49 | BSAB 2005-HE11 | 5.39 / -0.91 | 5.38 / 0.32 | 20.09 / 0.61 | 9.85/ -0.24 | 3.13 / 0.21 | 2.22 / -0.01 | 0.73 / -1.53 | CWABS 2005-BC5 | 4.61 / -0.23 | 3.94 / -0.43 | 21.26 / 2.56 | 8.46 / 0.07 | 3.53/ -1.24 | 3.90 / 0.09 | 3.22 / 0.53 | FFMLT 2005-FF12 | 6.64 / 0.73 | 2.58 / -1.11 | 4.72 / 0.68 | 17.14/ 1.46 | 12.29/ -0.95 | 3.38 / -0.04 | 1.90 / -2.31 | GSAMP 2005-HE4 | 7.65 / 0.14 | 2.68 / 0.12 | 4.28 / 1.00 | 23.38/ -0.40 | 6.35 / 0.13 | 4.15 / 0.09 | 2.86 / 0.81 | HEAT 2005-8 | 6.11 / -0.03 | 4.17 / -0.95 | 13.71 / 1.69 | 16.02/ -0.78 | 11.97/ 0.21 | 3.55 / -0.04 | 1.01 / 0.83 | JPMA 2005-OPT1 | 5.39 / -0.20 | 2.19 / -0.38 | 4.37 / 0.62 | 9.76 / 0.58 | 7.55/ -0.37 | 3.76 / -0.12 | 7.10 / 0.92 | LBMLT 2005-WL2 | 6.15 / -0.79 | 4.52 / 0.34 | 8.19 / -1.15 | 18.01/ 1.12 | 10.27/ -0.09 | 3.11 / 0.06 | 2.81 / 2.28 | MABS 2005-NC2 | 7.71 / 0.82 | 3.42 / -2.40 | 6.18 / 2.48 | 26.27/ 0.81 | 21.37/ 0.72 | 2.99 / -0.04 | 0.22 / -0.55 | MLMI 2005-AR1 | 4.96 / -0.28 | 4.04 / -0.79 | 13.21 / 2.26 | 18.46/ -0.87 | 8.79/ -0.53 | 4.42 / 0.32 | 4.53 / 3.45 | MSAC 2005-HE5 | 5.23 / -0.27 | 3.49 / -0.51 | 12.69 / 1.78 | 14.66/ -1.08 | 9.40/ -0.51 | 6.60 / 0.50 | 26.19 / -0.28 | NCC 2005-4 | 3.52 / -0.26 | 1.63 / -0.05 | 4.65 / -0.21 | 7.00/ -0.37 | 14.10/ 0.28 | 2.04 / 0.00 | 4.85 / -1.74 | RAMP 2005-EFC4 | 7.72 / 0.85 | 2.69 / 0.03 | 3.71 / -0.12 | 15.36/ 0.97 | 4.17/ -0.70 | 2.89 / 0.08 | 2.75 / -5.05 | RASC 2005-KS11 | 7.63 / 0.34 | 2.94 / 0.19 | 5.06 / 0.48 | 17.36/ 0.47 | 3.94/ -0.41 | 3.01 / 0.37 | 4.47 / -0.44 | SABR 2005-HE1 | 3.58 / 0.12 | 2.71 / -0.02 | 10.68 / -1.41 | 23.68/ 2.60 | 18.16/ -0.51 | 3.91 / -0.66 | 33.05 / 0.92 | SAIL 2005-HE3 | 4.69 / 0.10 | 2.49 / -0.02 | 5.85 / 0.83 | 19.32/ -0.22 | 14.41/ -0.48 | 3.81 / 0.05 | 2.72 / -0.61 | SAIL 2005-WF4 | 4.46 / -0.33 | 2.69 / -0.13 | 5.55 / 0.29 | 12.09/ 1.00 | 5.35 / 0.07 | 2.60 / -0.45 | 7.39 / -7.87 | SVH 2005-4 | 5.48 / -0.32 | 2.45 / -0.92 | 9.65 / 1.51 | 16.66/ -0.13 | 5.32/ -0.58 | 4.06 / 0.39 | 2.63 / 1.40 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.13 / 0.43 | 3.53 / -0.30 | 8.67 / 0.66 | 19.37 / 0.75 | 11.37 / 0.43 | 3.00 / 0.06 | 13.63 / -0.38 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 4.51 / 0.86 | 2.31 / -1.12 | 3.84 / -1.69 | 25.15/ 3.23 | 9.29/ -1.80 | 3.39 / 0.54 | 38.44 / 13.72 | ARSI 2006-W1 | 5.14 / 0.82 | 3.11 / -0.84 | 10.14 / 3.32 | 21.27/ -0.18 | 19.08/ -0.99 | 3.23 / 0.42 | 1.99 / -0.45 | BSAB 2006-HE3 | 5.30 / -0.78 | 5.01 / -0.06 | 13.93 / 0.85 | 20.53/ 1.52 | 9.38/ -1.05 | 3.51 / -0.01 | 1.48 / -0.01 | CMLT 2006-NC1 | 3.42 / -0.64 | 1.20 / -1.10 | 5.60 / 0.07 | 6.88/ -0.29 | 15.66/ 0.42 | 2.23 / 0.48 | 6.88 / 2.91 | CWABS 2006-8 | 4.85 / -0.43 | 4.71 / -1.07 | 28.64 / 2.87 | 9.39/ -0.25 | 3.08/ -0.65 | 2.65 / 0.02 | 2.01 / -2.19 | FFMLT 2006-FF4 | 5.91 / -0.61 | 3.64 / -0.57 | 5.89 / 1.23 | 18.25/ 0.42 | 13.38/ -0.49 | 2.50 / -0.33 | 3.54 / 0.33 | GSAMP 2006-HE3 | 7.34 / -0.30 | 4.18 / -0.60 | 8.27 / 0.80 | 16.26/ 0.45 | 11.25/ -0.50 | 4.69 / 0.34 | 24.46 / 0.55 | HEAT 2006-4 | 4.85 / -0.50 | 3.62 / -0.99 | 9.79 / 1.26 | 20.89/ 0.47 | 10.88/ 0.08 | 2.70 / -0.25 | 1.32 / -1.35 | JPMA 2006-FRE1 | 8.01 / 0.88 | 3.19 / -0.77 | 4.96 / 2.03 | 28.10/ -1.07 | 7.37/ -0.10 | 3.22 / 0.36 | 23.10 / 6.73 | LBMLT 2006-1 | 6.64 / 0.21 | 4.48 / 0.54 | 9.66 / -0.65 | 20.73/ 2.33 | 14.06/ -1.35 | 2.09 / -0.30 | 0.86 / -0.91 | MABS 2006-NC1 | 6.55 / 0.50 | 4.42 / 0.50 | 8.64 / -0.24 | 23.36/ 2.14 | 11.77/ -0.26 | 3.15 / -0.45 | 21.72 / -2.14 | MLMI 2006-HE1 | 5.02 / 0.41 | 3.84 / -0.21 | 13.12 / 1.24 | 16.24/ -0.40 | 8.28/ -0.14 | 3.30 / -0.12 | 31.06 / 9.36 | MSCI 2006-HE2 | 5.42 / -0.40 | 3.52 / -0.23 | 8.36 / -0.19 | 24.18/ 0.99 | 15.58/ -0.21 | 3.52 / 0.23 | 27.94 / -9.39 | MSAC 2006-WMC2 | 4.25 / -1.16 | 4.28 / 0.47 | 9.48 / -0.04 | 26.98/ 1.81 | 18.11/ -0.39 | 2.93 / -0.05 | 27.91 / -5.25 | RASC 2006-KS3 | 10.77 / 3.71 | 3.22 / 0.74 | 4.81 / 0.05 | 19.68/ 1.06 | 19.68/ 15.55 | 2.63 / -0.11 | 5.44 / 1.82 | RAMP 2006-NC2 | 11.59 / 7.19 | 2.70 / -0.12 | 4.81 / -0.13 | 20.53/ -1.00 | 4.47 / 0.85 | 2.04 / 0.32 | 3.97 / -0.87 | SABR 2006-OP1 | 4.61 / -0.19 | 1.65 / -0.13 | 3.78 / 0.69 | 12.16/ 0.81 | 6.81/ -0.73 | 3.45 / 0.11 | 13.80 / -3.45 | SAIL 2006-4 | 5.69 / 0.04 | 3.51 / -0.05 | 6.72 / 0.15 | 25.14/ 0.19 | 14.35/ 0.32 | 3.18 / 0.10 | 19.08 / -8.40 | SASC 2006-WF2 | 5.64 / -0.83 | 4.69 / -0.20 | 7.04 / 0.87 | 16.07/ 1.27 | 7.25 / 0.36 | 2.13 / -0.09 | 13.43 / 0.91 | SVH 2006-OPT5 | 7.18 / -0.28 | 3.34 / -0.26 | 5.84 / 0.66 | 15.52/ 1.51 | 7.55/ -0.34 | 3.40 / 0.01 | 4.18 / -9.54 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.03 / 0.03 | 3.95 / -0.37 | 12.08 / 0.94 | 17.88 / 0.40 | 8.82 / -0.69 | 2.64 / 0.08 | 8.39 / -0.36 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 7.08 / 0.39 | 3.39 / -0.62 | 6.54 / -0.18 | 16.02/ 0.58 | 7.17 / 0.14 | 2.99 / -0.43 | 13.70 / -2.97 | ACE 2006-NC3 | 5.16 / 0.54 | 3.83 / -1.31 | 30.68 / 4.64 | 15.10/ -2.46 | 6.07/ -0.94 | 3.26 / 0.82 | 13.70 / -3.66 | BSAB 2006-HE10 | 6.23 / -1.15 | 5.71 / -0.47 | 21.57 / 1.34 | 12.82/ 0.46 | 5.61 / 0.31 | 2.21 / 0.07 | 1.19 / -7.57 | CBASS 2006-CB6 | 6.71 / -0.59 | 4.39 / -0.22 | 5.30 / 0.32 | 15.02/ 0.42 | 8.18 / 0.19 | 1.71 / -0.13 | 3.11 / -1.22 | CMLT 2006-NC4 | 3.09 / -0.97 | 1.64 / -0.30 | 7.61 / -0.83 | 9.59/ -3.06 | 13.99/ 1.23 | 1.93 / 0.33 | 0.45 / -0.10 | CTM 2006-WFHE3 | 5.69 / 0.04 | 4.21 / -0.41 | 7.94 / 1.04 | 17.17/ 1.15 | 8.13/ -0.08 | 2.20 / 0.10 | 4.22 / -1.22 | CWABS 2006-18 | 5.25 / -0.12 | 3.94 / -2.67 | 30.17 / 3.90 | 10.61/ -0.61 | 3.83/ -7.39 | 2.46 / -0.08 | 2.65 / -1.76 | FFMLT 2006-FF13 | 5.62 / -0.87 | 3.80 / 0.18 | 5.48 / 0.29 | 20.99/ 0.96 | 11.20/ -0.18 | 2.51 / -0.04 | 2.70 / -0.60 | FRHE 2006-3 | 5.13 / 0.11 | 3.17 / -0.75 | 10.85 / 1.10 | 28.75/ 1.48 | 13.57/ -0.58 | 2.41 / -0.25 | 1.78 / -0.41 | GSAMP 2006-HE5 | 7.28 / -0.32 | 4.72 / -0.65 | 10.08 / 1.63 | 13.34/ -0.26 | 9.60/ -0.44 | 2.46 / -0.08 | 22.83 / 4.26 | HEAT 2006-7 | 5.53 / -1.08 | 4.99 / -0.33 | 13.04 / 1.89 | 21.79/ 0.27 | 9.05/ -0.23 | 3.58 / 0.27 | 0.21 / -2.74 | JPMA 2006-CH2 | 6.70 / -0.33 | 3.40 / 0.08 | 5.34 / 1.49 | 17.47/ -0.30 | 3.36 / 0.02 | 1.80 / -0.09 | 12.01 / 2.40 | LBMLT 2006-6 | 6.57 / -0.30 | 4.88 / 0.49 | 9.49 / -0.64 | 20.52/ 1.51 | 10.37/ -0.43 | 2.88 / 0.40 | 2.32 / -0.89 | MABS 2006-NC3 | 5.32 / 0.55 | 2.52 / -1.00 | 10.68 / 0.31 | 15.65/ -0.33 | 12.95/ -0.40 | 3.33 / 0.14 | 28.57 / 6.83 | MLMI 2006-HE5 | 5.64 / -1.43 | 5.14 / 0.97 | 12.14 / 0.53 | 22.99/ 0.70 | 8.10/ -0.16 | 2.42 / -0.05 | 2.05 / -1.24 | MSAC 2006-HE6 | 5.46 / -0.50 | 4.88 / -0.60 | 25.36 / 1.63 | 18.56/ 1.33 | 7.98/ -1.13 | 3.52 / 0.22 | 0.63 / 0.16 | RASC 2006-KS9 | 12.78 / 7.15 | 2.56 / -0.15 | 4.89 / 0.45 | 19.14/ 1.04 | 3.48/ -0.68 | 2.02 / 0.15 | 3.60 / -0.71 | SABR 2006-HE2 | 4.05 / -0.81 | 3.69 / 0.73 | 9.81 / 0.96 | 19.00/ 0.33 | 14.08/ -1.46 | 3.25 / 0.08 | 25.03 / -1.77 | SASC 2006-BC4 | 5.62 / -0.01 | 4.31 / -0.44 | 9.22 / 0.54 | 21.62/ 1.60 | 11.65/ -0.75 | 2.56 / 0.10 | 24.08 / 6.93 | SVH 2006-EQ1 | 5.69 / 0.20 | 3.76 / 0.05 | 5.30 / -1.61 | 21.46/ 3.12 | 8.13/ -0.91 | 3.32 / 0.02 | 2.98 / -1.00 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 7.10 / -0.04 | 4.50 / -0.12 | 10.75 / 1.28 | 18.06 / 0.74 | 8.06 / -0.11 | 2.23 / 0.00 | 11.44 / -1.65 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 8.47 / -0.27 | 4.88 / -1.12 | 4.14 / 0.48 | 28.74/ 3.55 | 14.98/ 0.39 | 2.07 / -0.17 | 38.44 / 13.72 | BSAB 2007-HE3 | 7.11 / 0.09 | 5.33 / 0.07 | 19.69 / 1.29 | 11.90/ 0.03 | 4.97 / 0.10 | 2.55 / 0.14 | 0.99 / -2.54 | CTM 2007-AMC2 | 8.03 / 0.15 | 5.57 / 0.89 | 13.69 / 4.97 | 17.08/ -0.11 | 11.73/ 0.18 | 1.76 / -0.73 | 9.35 / -13.45 | CWABS 2007-1 | 6.54 / 0.53 | 4.74 / -1.33 | 27.03 / 3.15 | 11.46/ -0.15 | 3.32/ -0.52 | 1.99 / 0.03 | 5.88 / -1.68 | FFMLT 2007-FF1 | 7.78 / 0.91 | 4.08 / -0.02 | 4.04 / 0.23 | 19.09/ 1.00 | 10.54/ 0.05 | 2.43 / 0.28 | 4.35 / -3.48 | GSAMP 2007-NC1 | 7.60 / -0.50 | 5.50 / -0.37 | 9.50 / 0.53 | 16.35/ -0.44 | 9.20 / 1.15 | 2.38 / 0.18 | 25.08 / -4.06 | HEAT 2007-2 | 6.20 / -1.17 | 5.99 / 0.36 | 15.53 / 3.39 | 15.43/ -0.81 | 7.76/ -0.07 | 2.19 / -0.18 | 4.23 / -3.65 | HSA 2007-NC1 | 6.29 / 0.20 | 4.77 / -1.19 | 15.61 / 2.24 | 22.68/ 1.98 | 9.32/ -0.77 | 2.04 / 0.40 | 17.05 / -1.37 | JPMA 2007-CH3 | 8.73 / 0.34 | 4.10 / 0.23 | 5.33 / 1.72 | 18.54/ -0.09 | 3.50 / 0.12 | 1.95 / 0.03 | 4.35 / -3.60 | FFMLT , 2007-2 | 6.99 / -0.83 | 4.20 / 0.43 | 4.81 / 0.53 | 20.00/ 0.53 | 9.23 / 0.10 | 2.09 / 0.13 | 5.42 / 1.52 | MLMI 2007-MLN1 | 5.77 / -0.05 | 3.98 / 0.38 | 15.12 / 0.98 | 21.37/ 0.39 | 6.83/ -0.17 | 2.02 / -0.01 | 3.26 / -2.32 | MSAC 2007-NC3 | 5.99 / -0.31 | 4.54 / -0.13 | 11.24 / 1.05 | 22.92/ 1.67 | 8.12/ -1.09 | 2.97 / 0.19 | 24.81 / 5.17 | NFHE 2007-1 | 4.61 / -0.36 | 3.38 / -0.49 | 18.34 / 0.14 | 20.76/ 1.90 | 9.03 / 0.05 | 2.65 / -0.26 | 3.97 / -0.34 | NMHE 2007-2 | 7.04 / -1.46 | 4.90 / 0.66 | 7.97 / 0.78 | 18.69/ 0.26 | 9.22/ -0.39 | 2.40 / -0.25 | 21.23 / -8.61 | OOML 2007-5 | 7.41 / -0.44 | 4.13 / -0.02 | 6.23 / 0.74 | 13.67/ 1.25 | 7.28/ -0.41 | 1.78 / -0.04 | 19.15 / -4.10 | RASC 2007-KS2 | 9.86 / 3.40 | 3.60 / -0.60 | 7.03 / 1.67 | 18.20/ -0.30 | 4.53 / 0.05 | 2.31 / 0.21 | 4.69 / -1.29 | SABR 2007-BR4 | 5.03 / -1.31 | 3.50 / 0.40 | 8.52 / 0.36 | 16.90/ 0.44 | 10.63/ 0.09 | 3.31 / 0.11 | 4.55 / -3.04 | SASC 2007-BC1 | 8.41 / 0.58 | 4.19 / -0.08 | 4.55 / 0.73 | 18.14/ 0.53 | 6.49/ -0.14 | 1.68 / 0.02 | 15.90 / 4.27 | SVH 2007-OPT1 | 7.48 / 0.12 | 3.84 / -0.97 | 6.35 / 0.91 | 12.34/ 0.70 | 6.52/ -0.08 | 2.28 / 0.09 | 14.41 / -2.02 | WAMU 2007-HE2 | 6.74 / -0.34 | 4.79 / 0.49 | 10.28 / -0.25 | 16.95/ 2.56 | 7.95/ -0.86 | 1.70 / -0.15 | 1.77 / -2.22 |
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