| Performance Report - December | | Compare |Nov| |Oct| |Sep| |All| |
| Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 4.77 / -0.14 | 3.14 / 0.02 | 14.84 / 0.41 | 18.75 / -0.18 | 4.58 / -0.04 | 3.87 / 0.02 | 4.61 / -2.59 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 4.07 / 0.11 | 2.59 / 0.62 | 16.36 / 1.03 | 24.48 / -0.63 | 8.38 / -0.08 | 2.97 / -0.12 | 21.43 / -9.44 | AMQ 2005-R11 | 4.33 / 0.40 | 2.59 / 0.64 | 6.90 / -0.22 | 14.21 / 0.74 | 3.07 / -0.22 | 3.46 / 0.03 | 1.80 / 0.30 | ARSI 2005-W2 | 4.59 / 0.17 | 2.79 / 0.13 | 8.78 / -0.19 | 19.82 / 1.01 | 4.98 / -0.42 | 3.07 / -0.12 | 1.20 / -5.26 | BSAB 2005-HE11 | 3.32 / -1.28 | 4.64 / 0.62 | 33.81 / 0.76 | 7.01 / -1.00 | 2.42 / 0.60 | 2.57 / -0.07 | 1.52 / -0.78 | CWABS 2005-BC5 | 3.82 / -0.65 | 3.88 / 0.32 | 27.23 / 1.16 | 13.72 / 0.49 | 2.28 / 0.40 | 3.55 / -0.14 | 0.44 / -4.30 | FFMLT 2005-FF12 | 4.91 / -0.09 | 3.07 / 0.73 | 6.07 / -2.58 | 15.56 / -5.01 | 2.67 / 0.05 | 3.79 / 0.13 | 3.14 / -1.01 | GSAMP 2005-HE4 | 4.98 / -0.31 | 3.26 / 0.09 | 10.72 / 1.36 | 29.49 / -0.48 | 2.52 / -0.06 | 4.23 / 0.16 | 0.00 / -1.27 | HEAT 2005-8 | 4.40 / -0.59 | 3.54 / -0.38 | 22.18 / 1.25 | 13.97 / 0.02 | 5.44 / -0.13 | 4.26 / 0.13 | 0.60 / -1.50 | JPMA 2005-OPT1 | 5.31 / -1.07 | 2.79 / -0.16 | 8.14 / 1.27 | 14.59 / 1.29 | 2.27 / -0.34 | 3.96 / 0.06 | 4.34 / -5.27 | LBMLT 2005-WL2 | 5.56 / -0.17 | 4.12 / -0.40 | 26.39 / 2.33 | 14.14 / -0.27 | 5.39 / -0.60 | 3.61 / -0.11 | 0.46 / -3.89 | MABS 2005-NC2 | 5.16 / 1.08 | 1.85 / -0.85 | 11.68 / -1.41 | 21.21 / -0.24 | 12.93 / -0.11 | 4.70 / 0.22 | 3.04 / 1.85 | MLMI 2005-AR1 | 5.10 / -0.30 | 2.94 / -0.28 | 18.80 / 1.49 | 24.62 / -0.42 | 4.54 / -0.18 | 4.67 / 0.26 | 0.76 / -2.14 | MSAC 2005-HE5 | 5.72 / -0.30 | 3.58 / 0.88 | 17.94 / 0.32 | 19.60 / 0.12 | 3.44 / 0.68 | 6.17 / -0.34 | 9.89 / -4.40 | NCC 2005-4 | 4.91 / -0.09 | 3.44 / 0.00 | 14.54 / 0.05 | 14.41 / 0.31 | 9.34 / 0.10 | 3.31 / 0.09 | 1.90 / -1.30 | RAMP 2005-EFC4 | 5.77 / -0.40 | 4.10 / 0.64 | 10.01 / 0.62 | 20.01 / -0.15 | 1.59 / 0.40 | 3.78 / 0.37 | 2.18 / -1.56 | RASC 2005-KS11 | 5.15 / 0.19 | 3.95 / -1.01 | 13.00 / 0.94 | 19.09 / -0.26 | 1.56 / -0.08 | 3.11 / -0.12 | 2.82 / -0.43 | SABR 2005-HE1 | 2.79 / -0.26 | 1.99 / 0.34 | 8.37 / 0.45 | 39.21 / 0.70 | 5.30 / -0.76 | 5.92 / 0.04 | 23.90 / -5.45 | SAIL 2005-HE3 | 5.14 / 0.39 | 1.76 / -1.11 | 8.75 / -1.54 | 18.91 / 0.09 | 7.30 / 0.12 | 4.14 / 0.03 | 1.25 / -3.03 | SAIL 2005-WF4 | 5.30 / 0.58 | 2.97 / -0.02 | 10.55 / 0.66 | 10.26 / -0.33 | 3.86 / 0.14 | 3.33 / 0.24 | 9.26 / -4.08 | SVH 2005-4 | 5.14 / -0.29 | 2.88 / -0.38 | 16.58 / 0.43 | 20.70 / 0.43 | 2.42 / -0.25 | 2.81 / -0.39 | 2.20 / 1.08 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 4.95 / -0.11 | 3.44 / -0.20 | 16.53 / 0.93 | 21.38 / 0.13 | 5.93 / -0.16 | 3.56 / 0.19 | 9.92 / -2.36 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 5.02 / -0.25 | 3.43 / 0.16 | 7.89 / -0.99 | 28.24 / 1.82 | 4.09 / -0.55 | 4.44 / 0.68 | 23.34 / -0.08 | ARSI 2006-W1 | 4.61 / 0.14 | 3.01 / -0.07 | 10.55 / -0.30 | 25.58 / 1.08 | 7.66 / -0.07 | 3.60 / 0.34 | 4.54 / 0.93 | BSAB 2006-HE3 | 3.75 / -0.28 | 3.49 / -1.05 | 29.29 / 2.38 | 17.46 / -0.79 | 5.53 / -0.59 | 4.07 / 0.06 | 5.36 / 4.29 | CMLT 2006-NC1 | 4.20 / -0.90 | 3.01 / 0.60 | 12.94 / -0.23 | 13.60 / 0.50 | 18.14 / 0.82 | 1.98 / -0.24 | 1.67 / -2.91 | CWABS 2006-8 | 4.17 / 0.04 | 3.46 / -0.26 | 35.86 / 1.33 | 14.55 / 0.30 | 1.82 / 0.32 | 2.85 / 0.21 | 3.47 / -0.06 | FFMLT 2006-FF4 | 6.99 / 0.50 | 3.20 / -0.13 | 10.05 / -0.57 | 22.12 / 0.77 | 4.44 / 0.23 | 3.24 / 0.23 | 0.00 / -4.55 | GSAMP 2006-HE3 | 6.02 / -0.54 | 5.36 / 0.28 | 19.24 / -0.00 | 17.88 / 0.58 | 7.81 / 0.22 | 4.87 / 0.33 | 17.71 / -1.93 | HEAT 2006-4 | 4.34 / -0.42 | 3.53 / -0.40 | 18.49 / 1.43 | 21.32 / -0.21 | 5.47 / -0.19 | 3.07 / 0.16 | 1.56 / 1.31 | JPMA 2006-FRE1 | 6.67 / -0.27 | 3.56 / 0.00 | 11.36 / 1.96 | 36.42 / -0.72 | 2.54 / -0.44 | 3.63 / 0.75 | 17.14 / 0.80 | LBMLT 2006-1 | 4.77 / -0.40 | 3.71 / -0.22 | 27.91 / 1.30 | 17.38 / 0.31 | 8.00 / -0.50 | 3.21 / 0.39 | 0.28 / -2.21 | MABS 2006-NC1 | 3.42 / -0.42 | 2.60 / -1.13 | 17.26 / 3.25 | 19.84 / -1.26 | 7.11 / -0.32 | 4.59 / -0.15 | 19.28 / -3.75 | MLMI 2006-HE1 | 4.91 / -0.31 | 3.00 / -0.74 | 18.95 / 1.37 | 22.13 / 0.35 | 1.66 / -0.00 | 3.49 / 0.01 | 15.84 / -5.21 | MSCI 2006-HE2 | 5.32 / 0.86 | 2.91 / 0.17 | 16.56 / 0.90 | 21.74 / -0.05 | 7.92 / -1.05 | 4.82 / 0.21 | 0.00 / -32.46 | MSAC 2006-WMC2 | 3.44 / -0.29 | 3.04 / -0.07 | 18.86 / 1.77 | 22.46 / -0.71 | 10.92 / -1.00 | 3.40 / 0.12 | 29.74 / 0.99 | RASC 2006-KS3 | 5.58 / -0.05 | 3.83 / -0.27 | 11.96 / -0.03 | 26.26 / 1.22 | 1.67 / -0.19 | 2.88 / 0.13 | 3.92 / -1.10 | RAMP 2006-NC2 | 4.54 / -1.50 | 4.15 / -0.19 | 11.82 / 1.61 | 31.09 / -0.18 | 1.63 / -0.02 | 1.95 / 0.05 | 2.00 / 0.48 | SABR 2006-OP1 | 5.40 / 1.40 | 2.39 / -0.78 | 7.08 / -0.44 | 14.62 / 0.83 | 4.04 / 0.30 | 4.11 / -0.14 | 12.54 / 1.94 | SAIL 2006-4 | 4.51 / 0.23 | 3.18 / -0.02 | 17.60 / 1.53 | 23.10 / -1.10 | 8.52 / -0.20 | 3.28 / 0.19 | 21.01 / -3.77 | SASC 2006-WF2 | 5.29 / 0.20 | 4.26 / 0.02 | 16.39 / 1.74 | 12.22 / -1.21 | 5.67 / 0.30 | 3.09 / 0.25 | 17.02 / 1.05 | SVH 2006-OPT5 | 5.99 / 0.01 | 3.75 / 0.16 | 10.61 / 0.54 | 19.58 / 0.97 | 3.97 / -0.24 | 4.61 / 0.20 | 2.01 / -0.93 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.29 / 0.08 | 3.73 / -0.17 | 21.21 / 1.07 | 19.89 / 0.25 | 5.36 / -0.06 | 3.07 / 0.03 | 6.66 / -2.32 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 6.03 / 0.40 | 2.61 / -0.77 | 10.19 / -0.74 | 24.47 / 3.09 | 4.06 / -0.16 | 3.56 / -0.01 | 16.18 / -1.07 | ACE 2006-NC3 | 3.20 / 0.15 | 2.45 / 0.52 | 36.46 / -0.09 | 21.38 / 0.58 | 2.57 / 0.36 | 3.47 / -0.12 | 8.11 / -1.18 | BSAB 2006-HE10 | 4.30 / 0.40 | 4.47 / -1.71 | 41.79 / 2.82 | 10.16 / -0.57 | 2.71 / 0.07 | 2.16 / 0.15 | 1.73 / -0.80 | CBASS 2006-CB6 | 7.89 / 0.61 | 4.76 / -0.83 | 14.61 / 0.91 | 20.76 / 0.54 | 5.64 / 0.08 | 2.91 / 0.25 | 0.00 / 0.00 | CMLT 2006-NC4 | 5.27 / 0.66 | 3.13 / -0.13 | 14.64 / 0.70 | 15.20 / -0.18 | 16.82 / 0.92 | 2.23 / -0.01 | 3.48 / -2.56 | CTM 2006-WFHE3 | 4.67 / -0.24 | 3.75 / -0.05 | 18.14 / 1.54 | 12.89 / -1.74 | 6.55 / 0.15 | 2.68 / -0.00 | 3.01 / -1.58 | CWABS 2006-18 | 4.09 / 0.09 | 3.50 / -0.51 | 35.42 / 1.34 | 16.99 / 0.69 | 2.10 / 0.20 | 2.25 / 0.05 | 0.68 / -0.62 | FFMLT 2006-FF13 | 6.31 / -0.24 | 4.08 / 1.33 | 11.17 / -0.84 | 21.40 / 1.08 | 5.15 / 0.27 | 3.04 / -0.21 | 2.37 / -1.22 | FRHE 2006-3 | 3.75 / -0.52 | 2.94 / 0.01 | 20.47 / 1.56 | 24.90 / -1.86 | 8.59 / -0.07 | 3.08 / 0.25 | 4.89 / 1.59 | GSAMP 2006-HE5 | 7.20 / -1.15 | 5.38 / 0.34 | 19.81 / 0.55 | 17.66 / 1.30 | 5.83 / -0.03 | 3.49 / 0.15 | 14.36 / -5.97 | HEAT 2006-7 | 4.98 / -0.05 | 4.51 / -0.15 | 31.41 / -0.50 | 16.93 / 2.33 | 4.89 / -0.60 | 2.81 / -0.01 | 0.91 / -0.00 | JPMA 2006-CH2 | 5.34 / -0.26 | 3.85 / 0.00 | 12.64 / 1.69 | 24.87 / -0.06 | 1.56 / -0.18 | 2.21 / 0.03 | 11.96 / -5.62 | LBMLT 2006-6 | 5.46 / -0.46 | 5.09 / 0.30 | 28.75 / 1.10 | 16.26 / 1.61 | 5.82 / -0.75 | 2.61 / -0.31 | 2.44 / -0.83 | MABS 2006-NC3 | 6.00 / -0.12 | 3.93 / -0.50 | 13.82 / 0.54 | 13.19 / 0.92 | 7.90 / 0.04 | 3.66 / 0.26 | 19.91 / -4.46 | MLMI 2006-HE5 | 4.85 / 0.02 | 3.00 / 0.19 | 18.61 / 1.80 | 29.75 / -1.09 | 2.81 / -0.20 | 4.50 / -0.06 | 1.76 / -0.98 | MSAC 2006-HE6 | 3.56 / 0.33 | 2.68 / -0.40 | 34.88 / 1.62 | 25.25 / -0.33 | 3.61 / -0.06 | 4.14 / 0.12 | 0.39 / -1.16 | RASC 2006-KS9 | 5.53 / 0.16 | 3.68 / -0.20 | 12.30 / 1.31 | 29.00 / -0.41 | 1.56 / -0.20 | 2.70 / 0.18 | 3.31 / 0.61 | SABR 2006-HE2 | 5.98 / 1.43 | 2.75 / -0.16 | 13.58 / 1.06 | 17.44 / -0.14 | 6.71 / -0.22 | 3.31 / -0.08 | 17.88 / -14.47 | SASC 2006-BC4 | 5.06 / 0.35 | 3.36 / -0.20 | 21.54 / 1.37 | 18.34 / 0.54 | 7.09 / -0.77 | 3.03 / 0.29 | 17.57 / -5.34 | SVH 2006-EQ1 | 6.37 / -0.03 | 4.74 / -0.45 | 14.00 / 3.62 | 20.94 / -1.27 | 5.17 / 0.02 | 3.63 / -0.23 | 2.22 / -0.67 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.49 / -0.07 | 3.83 / -0.09 | 18.61 / 0.76 | 21.81 / 0.43 | 5.32 / -0.14 | 3.04 / 0.06 | 9.05 / -1.59 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 5.95 / -0.06 | 3.37 / 1.17 | 4.76 / 0.59 | 31.06 / -1.59 | 19.72 / -0.01 | 6.79 / 0.73 | 31.79 / -6.17 | BSAB 2007-HE3 | 3.99 / -0.90 | 4.47 / -1.47 | 41.59 / 3.31 | 8.14 / 0.24 | 2.59 / -0.79 | 2.71 / -0.19 | 1.71 / -0.17 | CTM 2007-AMC2 | 5.10 / -0.22 | 3.82 / -0.10 | 20.50 / -0.70 | 18.19 / 0.43 | 7.28 / 0.37 | 2.86 / 0.00 | 6.39 / -10.74 | CWABS 2007-1 | 4.20 / -0.48 | 4.02 / 0.53 | 38.60 / 0.84 | 16.12 / 0.15 | 2.57 / 0.24 | 2.12 / 0.10 | 3.08 / -0.48 | FFMLT 2007-FF1 | 6.59 / 0.50 | 2.97 / -0.18 | 10.28 / -0.74 | 22.28 / 1.04 | 3.27 / 0.28 | 3.45 / 0.30 | 7.35 / 4.16 | GSAMP 2007-NC1 | 6.66 / -0.38 | 4.97 / -0.21 | 18.22 / 1.57 | 23.42 / 0.04 | 7.60 / 0.07 | 3.66 / 0.14 | 15.57 / -6.15 | HEAT 2007-2 | 5.71 / 0.06 | 4.41 / -0.90 | 32.28 / 0.88 | 12.94 / 1.17 | 4.53 / 0.28 | 2.01 / -0.05 | 3.30 / 3.18 | HSA 2007-NC1 | 3.47 / -0.58 | 3.42 / 0.44 | 21.06 / 0.69 | 28.18 / 0.57 | 6.17 / -0.36 | 2.75 / -0.00 | 19.75 / 1.19 | JPMA 2007-CH3 | 5.77 / -0.49 | 4.13 / 0.12 | 12.97 / 1.74 | 27.37 / -0.23 | 1.79 / -0.40 | 2.45 / -0.13 | 3.34 / 1.37 | FFMLT , 2007-2 | 6.81 / 0.29 | 3.80 / 0.00 | 10.83 / -0.10 | 24.83 / 0.85 | 4.11 / 0.15 | 2.88 / 0.11 | 3.51 / 0.07 | MLMI 2007-MLN1 | 4.57 / 0.43 | 3.47 / -0.07 | 22.93 / 1.46 | 27.96 / 0.65 | 2.17 / -0.18 | 2.86 / -0.36 | 1.16 / -0.90 | MSAC 2007-NC3 | 5.54 / 0.59 | 4.20 / 0.10 | 19.21 / 2.50 | 26.18 / -0.24 | 4.20 / -0.82 | 3.22 / -0.12 | 18.48 / 0.64 | NFHE 2007-1 | 4.81 / -0.05 | 3.44 / -0.34 | 14.41 / 0.78 | 31.92 / 0.95 | 7.31 / -0.75 | 3.03 / 0.05 | 1.92 / -0.27 | NMHE 2007-2 | 6.25 / 0.81 | 3.13 / -0.15 | 13.92 / -2.13 | 16.60 / 0.38 | 7.90 / -0.12 | 4.22 / 0.19 | 15.37 / -4.90 | OOML 2007-5 | 6.38 / 0.10 | 3.44 / -0.22 | 10.55 / -0.19 | 23.85 / 1.57 | 3.65 / -0.32 | 2.83 / 0.33 | 14.99 / -10.47 | RASC 2007-KS2 | 4.83 / -0.14 | 3.63 / -0.60 | 12.09 / 1.00 | 26.31 / 0.05 | 1.69 / -0.08 | 2.79 / -0.02 | 4.05 / 0.74 | SABR 2007-BR4 | 6.07 / 0.60 | 3.17 / 0.06 | 13.28 / 0.52 | 14.24 / -0.08 | 6.12 / -0.03 | 3.33 / 0.04 | 0.46 / 0.04 | SASC 2007-BC1 | 4.99 / -1.24 | 4.61 / 0.45 | 15.95 / 1.42 | 24.54 / 0.17 | 3.53 / 0.11 | 2.32 / 0.03 | 14.41 / 0.53 | SVH 2007-OPT1 | 6.42 / -0.18 | 4.01 / -0.42 | 12.41 / 0.61 | 18.77 / 1.75 | 3.38 / -0.31 | 2.31 / 0.04 | 13.81 / -0.94 | WAMU 2007-HE2 | 5.70 / -0.08 | 4.08 / 0.03 | 26.42 / 1.18 | 13.24 / 0.72 | 6.89 / -0.22 | 2.28 / 0.08 | 0.60 / -2.62 |
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