| Performance Report - February
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| Compare |Jan| |Dec| |Nov| |All| |
| 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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