May | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.01 / -0.57 | 3.36 / -0.16 | 9.59 / 1.44 | 17.67 / 1.80 | 7.83 / -2.05 | 3.63 / 0.14 | 8.85 / 1.07 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 3.09 / -1.19 | 2.80 / -0.86 | 13.42 / 0.98 | 27.18/ 5.19 | 11.17/ -3.52 | 3.69 / -0.28 | 32.71 / 5.34 | AMQ 2005-R11 | 4.53 / -0.29 | 3.42 / 0.64 | 7.24 / 3.15 | 11.09/ 0.08 | 5.52/ -0.71 | 3.26 / 0.46 | 7.32 / 0.59 | ARSI 2005-W2 | 3.87 / -1.12 | 3.64 / 0.35 | 8.43 / 1.91 | 16.19/ 0.22 | 11.44/ -0.49 | 3.54 / 0.28 | 5.92 / 1.91 | BSAB 2005-HE11 | 4.96 / -1.34 | 4.56 / -0.50 | 22.44 / 2.96 | 9.40/ -0.69 | 2.85/ -0.07 | 2.61 / 0.38 | 1.61 / -0.64 | CWABS 2005-BC5 | 4.47 / -0.37 | 3.77 / -0.60 | 21.87 / 3.17 | 9.61 / 1.22 | 2.33/ -2.44 | 3.76 / -0.05 | 0.23 / -2.47 | FFMLT 2005-FF12 | 5.40 / -0.51 | 2.75 / -0.94 | 8.50 / 4.46 | 17.02/ 1.34 | 8.52/ -4.72 | 3.29 / -0.13 | 3.65 / -0.57 | GSAMP 2005-HE4 | 5.88 / -1.63 | 3.34 / 0.78 | 3.54 / 0.26 | 25.95/ 2.17 | 5.79/ -0.43 | 4.11 / 0.05 | 1.76 / -0.29 | HEAT 2005-8 | 5.03 / -1.11 | 3.75 / -1.37 | 14.83 / 2.81 | 15.54/ -1.26 | 9.43/ -2.33 | 3.84 / 0.25 | 0.03 / -0.15 | JPMA 2005-OPT1 | 6.50 / 0.91 | 3.12 / 0.55 | 4.14 / 0.39 | 11.45/ 2.27 | 5.93/ -1.99 | 3.62 / -0.26 | 9.56 / 3.38 | LBMLT 2005-WL2 | 7.15 / 0.21 | 4.25 / 0.07 | 9.04 / -0.30 | 20.27/ 3.38 | 7.66/ -2.70 | 3.30 / 0.25 | 2.52 / 1.98 | MABS 2005-NC2 | 5.70 / -1.19 | 2.30 / -3.52 | 4.46 / 0.76 | 27.31/ 1.84 | 21.46/ 0.80 | 3.37 / 0.34 | 1.39 / 0.61 | MLMI 2005-AR1 | 5.25 / 0.01 | 4.26 / -0.57 | 10.72 / -0.23 | 23.34/ 4.01 | 7.38/ -1.94 | 4.48 / 0.38 | 5.13 / 4.06 | MSAC 2005-HE5 | 4.67 / -0.83 | 3.84 / -0.15 | 14.59 / 3.68 | 15.92/ 0.19 | 6.68/ -3.22 | 6.37 / 0.26 | 30.12 / 3.65 | NCC 2005-4 | 4.40 / 0.62 | 5.90 / 4.22 | 4.87 / 0.01 | 7.07/ -0.30 | 12.85/ -0.97 | 2.44 / 0.40 | 4.77 / -1.82 | RAMP 2005-EFC4 | 5.91 / -0.96 | 2.42 / -0.24 | 6.03 / 2.20 | 17.26/ 2.87 | 2.02/ -2.85 | 2.79 / -0.02 | 2.40 / -5.40 | RASC 2005-KS11 | 5.57 / -1.72 | 3.43 / 0.68 | 6.24 / 1.66 | 18.70/ 1.81 | 2.75/ -1.60 | 2.92 / 0.28 | 3.55 / -1.36 | SABR 2005-HE1 | 3.75 / 0.30 | 3.39 / 0.66 | 9.46 / -2.63 | 28.23/ 7.14 | 13.34/ -5.33 | 4.07 / -0.50 | 38.40 / 6.28 | SAIL 2005-HE3 | 4.68 / 0.09 | 1.84 / -0.67 | 5.42 / 0.40 | 21.07/ 1.53 | 11.49/ -3.40 | 4.09 / 0.33 | 2.85 / -0.48 | SAIL 2005-WF4 | 4.52 / -0.27 | 2.45 / -0.37 | 5.94 / 0.67 | 12.43/ 1.34 | 4.23/ -1.05 | 3.16 / 0.11 | 20.56 / 5.30 | SVH 2005-4 | 4.85 / -0.95 | 2.03 / -1.34 | 10.69 / 2.55 | 18.41/ 1.62 | 3.78/ -2.12 | 3.92 / 0.25 | 2.62 / 1.39 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.31 / -0.40 | 3.51 / -0.32 | 9.69 / 1.68 | 21.23 / 2.61 | 8.76 / -2.17 | 3.08 / 0.15 | 15.54 / 1.53 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 3.54 / -0.11 | 2.59 / -0.85 | 3.29 / -2.25 | 27.63/ 5.72 | 6.04/ -5.06 | 3.66 / 0.80 | 36.26 / 11.54 | ARSI 2006-W1 | 4.66 / 0.34 | 3.61 / -0.34 | 11.05 / 4.23 | 20.47/ -0.98 | 18.35/ -1.72 | 3.41 / 0.60 | 2.12 / -0.32 | BSAB 2006-HE3 | 4.85 / -1.23 | 5.18 / 0.11 | 16.02 / 2.94 | 23.04/ 4.03 | 7.72/ -2.71 | 3.00 / -0.52 | 0.34 / -1.15 | CMLT 2006-NC1 | 5.04 / 0.98 | 4.98 / 2.67 | 5.60 / 0.07 | 6.48/ -0.69 | 15.85/ 0.61 | 2.37 / 0.63 | 2.74 / -1.22 | CWABS 2006-8 | 4.13 / -1.15 | 3.33 / -2.45 | 31.12 / 5.35 | 10.33/ 0.69 | 1.89/ -1.84 | 2.70 / 0.07 | 3.41 / -0.79 | FFMLT 2006-FF4 | 7.03 / 0.51 | 3.11 / -1.10 | 10.23 / 5.57 | 16.07/ -1.76 | 10.09/ -3.78 | 3.04 / 0.21 | 3.70 / 0.48 | GSAMP 2006-HE3 | 7.21 / -0.43 | 4.21 / -0.56 | 12.11 / 4.64 | 15.67/ -0.15 | 9.92/ -1.84 | 4.50 / 0.16 | 28.77 / 4.86 | HEAT 2006-4 | 5.48 / 0.13 | 3.33 / -1.28 | 8.96 / 0.43 | 23.17/ 2.75 | 8.33/ -2.47 | 2.75 / -0.20 | 0.90 / -1.77 | JPMA 2006-FRE1 | 6.23 / -0.90 | 3.65 / -0.31 | 4.11 / 1.18 | 32.95/ 3.78 | 5.29/ -2.18 | 2.46 / -0.40 | 28.77 / 12.41 | LBMLT 2006-1 | 5.61 / -0.82 | 4.62 / 0.68 | 11.41 / 1.10 | 22.41/ 4.01 | 10.70/ -4.71 | 2.52 / 0.13 | 0.41 / -1.36 | MABS 2006-NC1 | 4.36 / -1.68 | 3.37 / -0.56 | 9.68 / 0.80 | 26.51/ 5.29 | 9.84/ -2.19 | 3.74 / 0.14 | 24.78 / 0.92 | MLMI 2006-HE1 | 4.10 / -0.51 | 3.23 / -0.82 | 12.86 / 0.98 | 20.32/ 3.69 | 5.38/ -3.05 | 3.29 / -0.14 | 29.36 / 7.66 | MSCI 2006-HE2 | 5.12 / -0.71 | 3.00 / -0.75 | 8.30 / -0.24 | 26.12/ 2.93 | 13.92/ -1.87 | 3.84 / 0.55 | 31.33 / -5.99 | MSAC 2006-WMC2 | 3.32 / -2.08 | 3.64 / -0.18 | 9.08 / -0.45 | 29.81/ 4.64 | 16.06/ -2.44 | 3.06 / 0.08 | 35.07 / 1.91 | RASC 2006-KS3 | 6.10 / -0.96 | 3.17 / 0.69 | 7.32 / 2.56 | 22.25/ 3.63 | 2.04/ -2.09 | 2.82 / 0.08 | 3.48 / -0.14 | RAMP 2006-NC2 | 5.75 / 1.35 | 2.33 / -0.49 | 8.94 / 4.00 | 25.05/ 3.52 | 3.10/ -0.52 | 2.09 / 0.37 | 5.60 / 0.77 | SABR 2006-OP1 | 5.97 / 1.17 | 2.40 / 0.62 | 3.76 / 0.66 | 11.82/ 0.47 | 6.32/ -1.23 | 3.44 / 0.10 | 12.22 / -5.03 | SAIL 2006-4 | 5.20 / -0.44 | 3.56 / -0.01 | 6.88 / 0.31 | 28.24/ 3.29 | 11.85/ -2.18 | 2.95 / -0.13 | 32.90 / 5.42 | SASC 2006-WF2 | 5.81 / -0.66 | 3.88 / -1.00 | 7.12 / 0.94 | 18.77/ 3.97 | 5.88/ -1.01 | 2.52 / 0.30 | 22.65 / 10.13 | SVH 2006-OPT5 | 6.70 / -0.76 | 3.09 / -0.51 | 5.91 / 0.73 | 17.47/ 3.46 | 6.67/ -1.22 | 3.46 / 0.07 | 5.95 / -7.77 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.17 / -0.84 | 3.70 / -0.62 | 13.37 / 2.24 | 19.25 / 1.77 | 7.58 / -1.94 | 2.76 / 0.19 | 9.89 / 1.14 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 5.96 / -0.73 | 3.42 / -0.58 | 4.95 / -1.77 | 18.74/ 3.31 | 7.31 / 0.28 | 3.21 / -0.21 | 17.97 / 1.30 | ACE 2006-NC3 | 3.39 / -1.23 | 3.20 / -1.93 | 33.86 / 7.82 | 16.37/ -1.18 | 3.60/ -3.41 | 3.06 / 0.61 | 18.84 / 1.48 | BSAB 2006-HE10 | 5.42 / -1.96 | 5.38 / -0.80 | 24.47 / 4.24 | 13.02/ 0.66 | 5.21/ -0.09 | 2.35 / 0.21 | 2.88 / -5.88 | CBASS 2006-CB6 | 6.36 / -0.94 | 4.08 / -0.53 | 5.78 / 0.80 | 16.96/ 2.36 | 8.32 / 0.33 | 1.77 / -0.07 | 6.75 / 2.42 | CMLT 2006-NC4 | 4.96 / 0.91 | 3.34 / 1.39 | 6.69 / -1.75 | 9.47/ -3.18 | 14.32/ 1.56 | 1.92 / 0.32 | 1.15 / 0.60 | CTM 2006-WFHE3 | 4.89 / -0.75 | 3.09 / -1.53 | 8.31 / 1.41 | 18.93/ 2.91 | 7.29/ -0.92 | 2.31 / 0.21 | 4.13 / -1.32 | CWABS 2006-18 | 4.72 / -0.65 | 3.91 / -2.70 | 31.28 / 5.01 | 12.55/ 1.33 | 2.27/ -8.95 | 2.47 / -0.07 | 2.03 / -2.38 | FFMLT 2006-FF13 | 4.75 / -1.74 | 3.42 / -0.20 | 9.17 / 3.98 | 20.70/ 0.67 | 8.65/ -2.73 | 2.94 / 0.39 | 3.66 / 0.36 | FRHE 2006-3 | 4.75 / -0.27 | 3.30 / -0.62 | 10.97 / 1.22 | 31.12/ 3.85 | 11.56/ -2.59 | 3.16 / 0.50 | 1.26 / -0.93 | GSAMP 2006-HE5 | 6.14 / -1.46 | 4.70 / -0.66 | 10.89 / 2.44 | 13.74/ 0.14 | 8.94/ -1.10 | 3.15 / 0.60 | 25.18 / 6.61 | HEAT 2006-7 | 5.32 / -1.29 | 4.91 / -0.41 | 20.79 / 9.64 | 18.88/ -2.64 | 7.34/ -1.94 | 3.03 / -0.28 | 2.14 / -0.82 | JPMA 2006-CH2 | 6.29 / -0.74 | 2.95 / -0.37 | 4.23 / 0.38 | 21.88/ 4.11 | 2.67/ -0.67 | 2.06 / 0.17 | 17.08 / 7.48 | LBMLT 2006-6 | 6.29 / -0.58 | 3.99 / -0.40 | 11.11 / 0.98 | 22.70/ 3.69 | 8.09/ -2.71 | 2.51 / 0.03 | 2.29 / -0.91 | MABS 2006-NC3 | 4.94 / 0.18 | 3.05 / -0.47 | 9.96 / -0.40 | 14.48/ -1.50 | 12.03/ -1.31 | 3.50 / 0.31 | 33.11 / 11.36 | MLMI 2006-HE5 | 4.24 / -2.83 | 3.90 / -0.27 | 11.96 / 0.35 | 26.76/ 4.47 | 7.39/ -0.87 | 2.72 / 0.25 | 1.70 / -1.59 | MSAC 2006-HE6 | 4.46 / -1.50 | 3.99 / -1.49 | 28.83 / 5.10 | 21.03/ 3.80 | 5.48/ -3.63 | 3.55 / 0.25 | 1.83 / 1.37 | RASC 2006-KS9 | 6.90 / 1.27 | 4.13 / 1.42 | 7.71 / 3.27 | 23.28/ 5.18 | 1.96/ -2.20 | 2.14 / 0.27 | 4.01 / -0.30 | SABR 2006-HE2 | 3.93 / -0.93 | 2.70 / -0.26 | 9.72 / 0.86 | 18.90/ 0.24 | 14.05/ -1.49 | 2.66 / -0.52 | 22.74 / -4.06 | SASC 2006-BC4 | 4.92 / -0.72 | 3.41 / -1.34 | 12.48 / 3.80 | 22.30/ 2.28 | 9.39/ -3.01 | 2.87 / 0.42 | 26.14 / 8.99 | SVH 2006-EQ1 | 4.67 / -0.82 | 3.14 / -0.57 | 4.30 / -2.61 | 23.21/ 4.87 | 5.74/ -3.30 | 3.73 / 0.43 | 2.93 / -1.05 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.97 / -1.17 | 4.17 / -0.46 | 11.94 / 2.47 | 20.31 / 3.00 | 7.11 / -1.06 | 2.45 / 0.22 | 11.61 / -1.49 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 7.59 / -1.15 | 4.74 / -1.25 | 3.50 / -0.17 | 31.57/ 6.38 | 16.88/ 2.29 | 3.13 / 0.89 | 25.29 / 0.58 | BSAB 2007-HE3 | 5.88 / -1.14 | 5.33 / 0.07 | 23.54 / 5.14 | 11.62/ -0.25 | 4.21/ -0.66 | 2.84 / 0.43 | 1.61 / -1.92 | CTM 2007-AMC2 | 5.84 / -2.04 | 3.44 / -1.24 | 12.78 / 4.06 | 19.65/ 2.47 | 10.64/ -0.91 | 2.31 / -0.17 | 17.58 / -5.22 | CWABS 2007-1 | 5.24 / -0.77 | 5.24 / -0.83 | 30.32 / 6.44 | 12.49/ 0.88 | 2.46/ -1.38 | 2.18 / 0.22 | 4.16 / -3.39 | FFMLT 2007-FF1 | 6.30 / -0.57 | 3.38 / -0.72 | 9.95 / 6.14 | 17.38/ -0.71 | 8.34/ -2.15 | 2.90 / 0.75 | 3.05 / -4.78 | GSAMP 2007-NC1 | 6.54 / -1.56 | 5.32 / -0.55 | 10.64 / 1.68 | 19.18/ 2.39 | 8.59 / 0.53 | 2.62 / 0.42 | 24.39 / -4.75 | HEAT 2007-2 | 6.03 / -1.34 | 5.45 / -0.18 | 22.65 / 10.51 | 12.45/ -3.79 | 6.29/ -1.54 | 1.86 / -0.51 | 0.96 / -6.92 | HSA 2007-NC1 | 4.40 / -1.70 | 4.85 / -1.10 | 17.89 / 4.52 | 25.72/ 5.02 | 7.78/ -2.31 | 2.33 / 0.70 | 23.77 / 5.35 | JPMA 2007-CH3 | 7.38 / -1.01 | 3.58 / -0.29 | 5.34 / 1.73 | 23.22/ 4.59 | 2.94/ -0.44 | 2.09 / 0.17 | 3.48 / -4.47 | FFMLT , 2007-2 | 7.02 / -0.80 | 3.86 / 0.09 | 9.09 / 4.81 | 19.81/ 0.34 | 7.28/ -1.85 | 2.28 / 0.32 | 6.34 / 2.44 | MLMI 2007-MLN1 | 4.40 / -1.42 | 3.61 / 0.01 | 13.30 / -0.84 | 26.84/ 5.86 | 5.49/ -1.51 | 2.49 / 0.46 | 1.98 / -3.61 | MSAC 2007-NC3 | 5.13 / -1.17 | 4.13 / -0.54 | 10.48 / 0.28 | 27.05/ 5.80 | 6.17/ -3.04 | 2.43 / -0.34 | 21.62 / 1.98 | NFHE 2007-1 | 4.39 / -0.58 | 2.84 / -1.03 | 17.61 / -0.59 | 22.65/ 3.79 | 8.55/ -0.43 | 2.71 / -0.20 | 3.66 / -0.66 | NMHE 2007-2 | 6.57 / -1.93 | 4.20 / -0.03 | 4.53 / -2.66 | 22.30/ 3.86 | 9.27/ -0.34 | 2.59 / -0.06 | 23.12 / -6.73 | OOML 2007-5 | 6.60 / -1.26 | 3.47 / -0.69 | 6.78 / 1.28 | 18.14/ 5.71 | 6.90/ -0.79 | 1.98 / 0.16 | 21.81 / -1.44 | RASC 2007-KS2 | 5.69 / -0.77 | 3.63 / -0.57 | 8.46 / 3.10 | 23.53/ 5.03 | 2.40/ -2.08 | 2.62 / 0.52 | 3.96 / -2.02 | SABR 2007-BR4 | 5.04 / -1.30 | 4.12 / 1.02 | 10.55 / 2.39 | 16.30/ -0.16 | 10.32/ -0.22 | 3.34 / 0.14 | 1.51 / -6.08 | SASC 2007-BC1 | 6.31 / -1.52 | 3.92 / -0.34 | 5.47 / 1.65 | 21.80/ 4.20 | 5.21/ -1.41 | 1.91 / 0.25 | 20.74 / 9.11 | SVH 2007-OPT1 | 7.31 / -0.04 | 3.46 / -1.36 | 6.55 / 1.12 | 14.27/ 2.63 | 5.95/ -0.66 | 2.54 / 0.35 | 20.20 / 3.76 | WAMU 2007-HE2 | 5.83 / -1.25 | 4.72 / 0.41 | 9.42 / -1.12 | 20.27/ 5.88 | 6.52/ -2.28 | 1.78 / -0.07 | 2.92 / -1.06 |
| | |
| February | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.58 / -0.39 | 3.52 / -0.17 | 8.15 / 0.50 | 15.87 / 0.34 | 9.88 / -0.03 | 3.49 / 0.03 | 7.79 / -2.15 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 4.28 / -0.68 | 3.67 / 0.26 | 12.43 / 1.14 | 21.99/ -0.39 | 14.70/ 0.05 | 3.98 / 0.37 | 27.37 / -13.64 | AMQ 2005-R11 | 4.82 / 0.23 | 2.78 / 0.05 | 4.09 / -0.19 | 11.01/ 0.94 | 6.23/ -0.03 | 2.80 / 0.09 | 6.73 / -5.40 | ARSI 2005-W2 | 4.99 / 0.15 | 3.29 / 0.17 | 6.52 / 0.26 | 15.97/ 0.53 | 11.93/ -0.50 | 3.26 / 0.30 | 4.01 / -0.20 | BSAB 2005-HE11 | 6.30 / -0.50 | 5.06 / -0.72 | 19.48 / 1.80 | 10.09/ 0.02 | 2.92 / 0.25 | 2.23 / 0.23 | 2.26 / -2.82 | CWABS 2005-BC5 | 4.84 / -1.30 | 4.37 / -1.54 | 18.70 / 3.01 | 8.39 / 0.38 | 4.77/ -1.06 | 3.81 / 0.02 | 2.69 / -2.84 | FFMLT 2005-FF12 | 5.91 / -0.48 | 3.69 / 0.39 | 4.04 / 0.00 | 15.68/ 0.98 | 13.24/ -0.29 | 3.42 / 0.45 | 4.21 / -0.63 | GSAMP 2005-HE4 | 7.51 / 0.57 | 2.56 / -0.73 | 3.28 / 0.19 | 23.78/ -0.06 | 6.22 / 0.37 | 4.06 / 0.01 | 2.05 / -2.73 | HEAT 2005-8 | 6.14 / -0.33 | 5.12 / 0.37 | 12.02 / 0.98 | 16.80/ -1.79 | 11.76/ 0.76 | 3.59 / 0.21 | 0.18 / -1.43 | JPMA 2005-OPT1 | 5.59 / -1.22 | 2.57 / 0.16 | 3.75 / 0.29 | 9.18 / 0.05 | 7.92/ -0.07 | 3.88 / -0.33 | 6.18 / -1.52 | LBMLT 2005-WL2 | 6.94 / -0.11 | 4.18 / -0.13 | 9.34 / -1.08 | 16.89/ 1.86 | 10.36/ -0.27 | 3.05 / -0.15 | 0.53 / -0.32 | MABS 2005-NC2 | 6.89 / -1.31 | 5.82 / 0.03 | 3.70 / 0.47 | 25.46/ -1.20 | 20.66/ 3.16 | 3.03 / -0.06 | 0.77 / -0.47 | MLMI 2005-AR1 | 5.24 / -1.20 | 4.83 / 0.72 | 10.95 / 0.25 | 19.33/ 0.54 | 9.32 / 0.04 | 4.10 / 0.59 | 1.08 / -1.93 | MSAC 2005-HE5 | 5.50 / -0.36 | 4.00 / -0.53 | 10.90 / 2.33 | 15.73/ -0.26 | 9.90/ -0.58 | 6.11 / -0.19 | 26.47 / -2.03 | NCC 2005-4 | 3.78 / -0.91 | 1.68 / -1.73 | 4.86 / -0.84 | 7.37/ -1.36 | 13.82/ 0.65 | 2.04 / -0.08 | 6.59 / -3.12 | RAMP 2005-EFC4 | 6.87 / 0.65 | 2.66 / 0.27 | 3.83 / 0.55 | 14.39/ 1.08 | 4.87/ -0.87 | 2.81 / -0.77 | 7.80 / 4.68 | RASC 2005-KS11 | 7.29 / 0.20 | 2.75 / 0.17 | 4.58 / 0.01 | 16.89/ 0.99 | 4.35/ -0.49 | 2.64 / -0.57 | 4.91 / -0.92 | SABR 2005-HE1 | 3.45 / -0.94 | 2.73 / -0.48 | 12.09 / -0.20 | 21.08/ 2.04 | 18.67/ -0.86 | 4.56 / -0.24 | 32.12 / -3.44 | SAIL 2005-HE3 | 4.59 / -0.37 | 2.51 / 0.18 | 5.02 / -0.01 | 19.54/ 0.77 | 14.89/ 0.01 | 3.76 / 0.15 | 3.33 / -0.49 | SAIL 2005-WF4 | 4.79 / 0.37 | 2.82 / 0.07 | 5.26 / -0.33 | 11.09/ 1.26 | 5.27/ -0.16 | 3.05 / 0.24 | 15.25 / 1.83 | SVH 2005-4 | 5.80 / -0.30 | 3.37 / -0.31 | 8.14 / 1.36 | 16.79/ 0.31 | 5.90/ -0.67 | 3.67 / 0.39 | 1.23 / -5.66 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.71 / -0.45 | 3.84 / 0.05 | 8.01 / -1.67 | 18.61 / 0.81 | 10.94 / -0.12 | 2.94 / -0.03 | 14.01 / -1.87 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 3.65 / -1.17 | 3.44 / -0.27 | 5.54 / -0.32 | 21.91/ 2.45 | 11.09/ -0.21 | 2.86 / -0.31 | 24.72 / -10.91 | ARSI 2006-W1 | 4.32 / -0.50 | 3.95 / 0.36 | 6.82 / -0.82 | 21.45/ 2.42 | 20.07/ -0.36 | 2.81 / -0.21 | 2.44 / -1.86 | BSAB 2006-HE3 | 6.08 / -0.70 | 5.07 / 1.16 | 13.08 / 1.08 | 19.01/ -0.56 | 10.43/ -0.19 | 3.52 / 0.39 | 1.49 / -1.06 | CMLT 2006-NC1 | 4.06 / -1.50 | 2.30 / -0.90 | 5.53 / -1.32 | 7.17/ -0.88 | 15.24/ 1.07 | 1.74 / 0.08 | 3.96 / -4.19 | CWABS 2006-8 | 5.28 / -1.52 | 5.78 / -0.97 | 25.77 / 3.86 | 9.64/ -0.73 | 3.73/ -0.67 | 2.63 / -0.07 | 4.20 / -0.34 | FFMLT 2006-FF4 | 6.52 / -0.32 | 4.21 / 0.48 | 4.66 / -0.56 | 17.83/ 2.01 | 13.87/ -0.60 | 2.83 / -0.13 | 3.21 / 0.44 | GSAMP 2006-HE3 | 7.65 / -0.33 | 4.78 / 0.20 | 7.46 / -0.06 | 15.81/ 0.75 | 11.76/ 0.29 | 4.35 / 0.06 | 23.91 / -1.22 | HEAT 2006-4 | 5.35 / -1.37 | 4.61 / 1.07 | 8.53 / 0.18 | 20.42/ -0.02 | 10.80/ 0.22 | 2.95 / 0.16 | 2.67 / 0.95 | JPMA 2006-FRE1 | 7.13 / -1.02 | 3.96 / 0.28 | 2.93 / -37.75 | 29.17/ 0.91 | 7.47 / 0.61 | 2.86 / -0.16 | 16.37 / -4.02 | LBMLT 2006-1 | 6.43 / 1.03 | 3.94 / -0.74 | 10.31 / 0.41 | 18.40/ 1.01 | 15.41/ -0.52 | 2.39 / -0.06 | 1.77 / 1.12 | MABS 2006-NC1 | 6.04 / 0.60 | 3.93 / 0.06 | 8.88 / -0.32 | 21.22/ 0.51 | 12.03/ 0.01 | 3.60 / 0.26 | 23.86 / -3.97 | MLMI 2006-HE1 | 4.61 / -1.02 | 4.05 / -0.51 | 11.88 / 0.27 | 16.64/ 1.23 | 8.43 / 0.20 | 3.43 / 0.26 | 21.70 / -9.52 | MSCI 2006-HE2 | 5.83 / 0.23 | 3.75 / 0.27 | 8.55 / -0.29 | 23.19/ 1.55 | 15.80/ -0.43 | 3.28 / -0.23 | 37.32 / 2.37 | MSAC 2006-WMC2 | 5.40 / 0.03 | 3.82 / 0.45 | 9.52 / -0.07 | 25.17/ 1.09 | 18.50/ 0.07 | 2.98 / -0.08 | 33.16 / 0.88 | RASC 2006-KS3 | 7.06 / 1.01 | 2.48 / 0.51 | 4.76 / 0.30 | 18.62/ 1.47 | 4.13/ -0.86 | 2.74 / -0.95 | 3.62 / -2.62 | RAMP 2006-NC2 | 4.40 / -0.98 | 2.82 / 0.31 | 4.94 / 0.71 | 21.53/ 0.53 | 3.62/ -0.67 | 1.72 / -0.30 | 4.84 / -4.78 | SABR 2006-OP1 | 4.80 / -0.59 | 1.78 / -0.60 | 3.10 / -0.37 | 11.35/ 0.22 | 7.55/ -0.40 | 3.35 / 0.14 | 17.25 / -2.71 | SAIL 2006-4 | 5.65 / -0.52 | 3.56 / -0.40 | 6.57 / 0.34 | 24.95/ 1.42 | 14.04/ -0.40 | 3.08 / 0.14 | 27.48 / -1.26 | SASC 2006-WF2 | 6.46 / -0.37 | 4.89 / 0.52 | 6.17 / 0.15 | 14.80/ 0.73 | 6.90 / 1.03 | 2.22 / 0.17 | 12.52 / -3.01 | SVH 2006-OPT5 | 7.46 / 0.05 | 3.60 / -0.20 | 5.18 / 1.25 | 14.01/ 0.07 | 7.89/ -0.60 | 3.39 / 0.16 | 13.72 / 8.37 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.00 / -0.59 | 4.32 / -0.35 | 11.13 / -0.23 | 17.48 / 0.78 | 9.52 / 0.36 | 2.56 / -0.04 | 8.75 / -1.55 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 6.69 / -0.97 | 4.00 / -0.42 | 6.72 / 1.39 | 15.43/ 0.93 | 7.03/ -0.55 | 3.42 / 0.09 | 16.67 / -3.04 | ACE 2006-NC3 | 4.62 / -1.79 | 5.13 / -1.04 | 26.04 / 3.97 | 17.55/ -0.00 | 7.01/ -1.04 | 2.45 / -0.24 | 17.36 / -0.53 | BSAB 2006-HE10 | 7.38 / -1.24 | 6.18 / 0.51 | 20.23 / 0.74 | 12.36/ 0.42 | 5.30/ -0.01 | 2.14 / 0.16 | 8.76 / 2.85 | CBASS 2006-CB6 | 7.30 / -0.17 | 4.61 / 0.78 | 4.98 / -0.50 | 14.60/ 1.28 | 7.99/ -0.39 | 1.84 / -0.08 | 4.33 / 1.74 | CMLT 2006-NC4 | 4.06 / -1.00 | 1.94 / -1.94 | 8.44 / -1.40 | 12.65/ -0.35 | 12.76/ 0.94 | 1.60 / -0.14 | 0.55 / -2.42 | CTM 2006-WFHE3 | 5.64 / -0.35 | 4.62 / 0.30 | 6.90 / -0.18 | 16.02/ 1.02 | 8.21 / 0.70 | 2.10 / 0.05 | 5.45 / -3.78 | CWABS 2006-18 | 5.37 / -3.11 | 6.61 / -1.31 | 26.27 / 4.45 | 11.22/ -0.92 | 11.22/ 5.83 | 2.54 / -0.03 | 4.42 / -1.90 | FFMLT 2006-FF13 | 6.49 / 0.11 | 3.62 / -0.23 | 5.19 / -0.14 | 20.03/ 1.67 | 11.38/ 0.29 | 2.55 / -0.05 | 3.30 / -2.66 | FRHE 2006-3 | 5.02 / -0.39 | 3.92 / -1.04 | 9.75 / 0.09 | 27.27/ 2.51 | 14.15/ -0.20 | 2.66 / -0.10 | 2.18 / -0.94 | GSAMP 2006-HE5 | 7.61 / -0.63 | 5.36 / 0.90 | 8.45 / -0.36 | 13.60/ 0.30 | 10.05/ 0.49 | 2.54 / 0.20 | 18.57 / -3.66 | HEAT 2006-7 | 6.61 / -0.26 | 5.32 / 0.26 | 11.15 / 0.53 | 21.52/ 0.31 | 9.28 / 0.19 | 3.31 / -0.05 | 2.95 / -0.42 | JPMA 2006-CH2 | 7.03 / -0.32 | 3.32 / -0.57 | 3.85 / -19.78 | 17.77/ 0.88 | 3.34 / 0.37 | 1.89 / -0.11 | 9.61 / -5.40 | LBMLT 2006-6 | 6.87 / 0.75 | 4.39 / 0.69 | 10.13 / 0.99 | 19.01/ 0.52 | 10.80/ -0.77 | 2.48 / -0.24 | 3.20 / -0.03 | MABS 2006-NC3 | 4.76 / -0.20 | 3.52 / -1.37 | 10.37 / 1.66 | 15.98/ 0.07 | 13.34/ 0.43 | 3.19 / 0.05 | 21.74 / -3.53 | MLMI 2006-HE5 | 7.07 / 0.91 | 4.17 / -0.52 | 11.61 / -0.64 | 22.29/ 2.27 | 8.26 / 0.10 | 2.47 / 0.08 | 3.29 / 0.99 | MSAC 2006-HE6 | 5.96 / -0.75 | 5.48 / -0.84 | 23.73 / 2.00 | 17.23/ 0.26 | 9.11/ -0.23 | 3.30 / -0.17 | 0.46 / -1.53 | RASC 2006-KS9 | 5.63 / -0.77 | 2.71 / -0.24 | 4.44 / 0.94 | 18.10/ 1.72 | 4.16/ -0.12 | 1.87 / -0.35 | 4.31 / -5.06 | SABR 2006-HE2 | 4.86 / -0.64 | 2.96 / -0.56 | 8.85 / 0.47 | 18.67/ 0.77 | 15.54/ 0.69 | 3.17 / 0.21 | 26.80 / 3.48 | SASC 2006-BC4 | 5.64 / -0.98 | 4.75 / 0.24 | 8.68 / 0.39 | 20.02/ 1.28 | 12.40/ 0.57 | 2.45 / -0.25 | 17.16 / -2.63 | SVH 2006-EQ1 | 5.49 / 0.00 | 3.71 / -0.57 | 6.91 / 0.75 | 18.34/ 0.60 | 9.04/ -0.02 | 3.30 / 0.09 | 3.98 / -2.43 |
| | | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 7.14 / -0.17 | 4.62 / 0.05 | 9.47 / 1.04 | 17.32 / 1.22 | 8.17 / 0.35 | 2.23 / -0.01 | 13.10 / -1.04 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 8.74 / -0.74 | 6.00 / 0.48 | 3.67 / 0.33 | 25.19/ 2.18 | 14.59/ 0.91 | 2.24 / 0.48 | 24.72 / -3.69 | BSAB 2007-HE3 | 7.02 / -0.02 | 5.26 / -0.15 | 18.40 / 1.28 | 11.87/ 0.47 | 4.87 / 0.12 | 2.41 / 0.04 | 3.53 / -1.53 | CTM 2007-AMC2 | 7.88 / 0.70 | 4.69 / 0.37 | 8.72 / 0.49 | 17.18/ -0.70 | 11.55/ 1.31 | 2.49 / 0.13 | 22.80 / 1.10 | CWABS 2007-1 | 6.01 / -1.32 | 6.07 / -0.58 | 23.88 / 5.30 | 11.61/ -1.20 | 3.84/ -0.40 | 1.96 / 0.10 | 7.56 / -0.86 | FFMLT 2007-FF1 | 6.87 / 0.29 | 4.10 / -0.33 | 3.81 / -0.29 | 18.09/ 2.34 | 10.49/ 0.22 | 2.15 / 0.13 | 7.83 / -4.02 | GSAMP 2007-NC1 | 8.10 / -0.72 | 5.87 / 1.00 | 8.97 / -0.58 | 16.79/ 1.46 | 8.05/ -0.47 | 2.20 / -0.11 | 29.14 / -6.97 | HEAT 2007-2 | 7.37 / -0.67 | 5.63 / 0.71 | 12.14 / 1.20 | 16.24/ 0.72 | 7.83 / 0.49 | 2.37 / -0.05 | 7.88 / -0.24 | HSA 2007-NC1 | 6.09 / -1.23 | 5.96 / 0.94 | 13.37 / 1.25 | 20.70/ 1.61 | 10.08/ 0.22 | 1.64 / 0.08 | 18.42 / -2.89 | JPMA 2007-CH3 | 8.39 / -0.02 | 3.87 / 0.22 | 3.61 / 0.55 | 18.63/ 0.86 | 3.38 / 0.55 | 1.92 / 0.19 | 7.95 / 1.43 | FFMLT , 2007-2 | 7.82 / 0.37 | 3.77 / -0.43 | 4.28 / -0.39 | 19.47/ 2.44 | 9.13/ -0.03 | 1.96 / -0.18 | 3.90 / -0.33 | MLMI 2007-MLN1 | 5.82 / 0.28 | 3.60 / -0.98 | 14.14 / 1.01 | 20.98/ 1.14 | 7.00 / 0.49 | 2.03 / -0.10 | 5.59 / -0.75 | MSAC 2007-NC3 | 6.31 / -0.56 | 4.67 / -0.15 | 10.20 / 1.29 | 21.26/ 2.23 | 9.21/ -0.05 | 2.77 / -0.30 | 19.64 / -5.73 | NFHE 2007-1 | 4.97 / -0.45 | 3.87 / -0.58 | 18.20 / 1.22 | 18.86/ 0.21 | 8.98 / 1.14 | 2.91 / -0.11 | 4.32 / -0.92 | NMHE 2007-2 | 8.50 / 0.78 | 4.24 / -1.69 | 7.19 / -0.15 | 18.44/ 2.35 | 9.61/ -0.39 | 2.65 / 0.09 | 29.84 / 5.76 | OOML 2007-5 | 7.86 / 0.31 | 4.16 / 0.60 | 5.50 / 0.94 | 12.42/ -0.06 | 7.69/ -0.06 | 1.82 / -0.07 | 23.25 / 5.47 | RASC 2007-KS2 | 6.46 / -0.80 | 4.20 / 0.79 | 5.36 / 0.92 | 18.50/ 1.47 | 4.48/ -0.04 | 2.10 / -0.35 | 5.98 / -3.03 | SABR 2007-BR4 | 6.34 / 0.62 | 3.10 / -0.03 | 8.16 / 0.53 | 16.46/ 1.62 | 10.54/ -0.07 | 3.20 / 0.19 | 7.59 / 1.90 | SASC 2007-BC1 | 7.83 / 0.90 | 4.26 / 0.39 | 3.82 / 0.86 | 17.60/ 0.67 | 6.63 / 0.58 | 1.66 / -0.50 | 11.63 / -9.10 | SVH 2007-OPT1 | 7.36 / -1.44 | 4.82 / 1.13 | 5.43 / 0.46 | 11.64/ 0.38 | 6.60/ -0.19 | 2.19 / 0.18 | 16.43 / 2.83 | WAMU 2007-HE2 | 7.08 / 0.33 | 4.30 / -0.68 | 10.53 / 4.51 | 14.39/ 4.15 | 8.80 / 2.67 | 1.85 / 0.04 | 3.99 / 0.83 |
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