| Performance Report - February | | Compare |Jan| |Dec| |Nov| |All| |
| Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 4.86 / -0.30 | 3.21 / 0.04 | 16.36 / 0.23 | 19.56 / -0.49 | 4.88 / -0.02 | 4.05 / 0.07 | 3.59 / -1.01 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 3.79 / -0.42 | 3.33 / 0.60 | 18.80 / 1.64 | 23.24 / -1.85 | 7.85 / 0.52 | 3.21 / -0.11 | 10.36 / -12.60 | AMQ 2005-R11 | 4.41 / -0.17 | 3.08 / 0.61 | 7.16 / -0.17 | 15.21 / 0.36 | 2.81 / 0.02 | 4.04 / 0.71 | 2.48 / 0.95 | ARSI 2005-W2 | 4.52 / -0.44 | 2.81 / -0.05 | 8.46 / -0.19 | 21.58 / 0.92 | 4.26 / -0.28 | 3.50 / 0.38 | 2.69 / 1.49 | BSAB 2005-HE11 | 3.02 / -0.37 | 2.91 / -0.79 | 37.28 / 1.45 | 5.81 / -1.13 | 2.81 / 0.23 | 2.42 / 0.10 | 1.84 / -1.40 | CWABS 2005-BC5 | 3.80 / 0.04 | 3.17 / -0.33 | 28.51 / 0.47 | 14.16 / -0.05 | 2.64 / 0.17 | 3.73 / -0.07 | 0.18 / -1.32 | FFMLT 2005-FF12 | 5.19 / -0.74 | 2.94 / 0.50 | 9.82 / 2.28 | 18.45 / -1.90 | 3.99 / 0.23 | 3.81 / -0.04 | 2.91 / 0.14 | GSAMP 2005-HE4 | 4.82 / -0.99 | 3.09 / 1.01 | 12.68 / 0.21 | 27.50 / -1.05 | 2.03 / -0.65 | 3.89 / 0.00 | 3.01 / 2.39 | HEAT 2005-8 | 4.64 / 0.16 | 3.12 / 0.08 | 20.69 / -0.95 | 13.14 / -0.62 | 4.58 / 0.11 | 4.03 / -0.42 | 1.50 / 0.11 | JPMA 2005-OPT1 | 6.88 / 0.59 | 2.63 / -0.30 | 8.30 / 0.91 | 15.18 / -0.78 | 2.53 / -0.05 | 4.39 / 0.54 | 4.76 / -0.19 | LBMLT 2005-WL2 | 5.20 / 0.09 | 3.67 / -0.43 | 28.32 / 1.62 | 12.90 / -1.31 | 4.77 / -0.28 | 3.72 / 0.22 | 0.52 / -0.43 | MABS 2005-NC2 | 4.56 / -0.59 | 3.43 / 0.57 | 11.65 / 0.96 | 17.37 / -2.38 | 12.84 / -0.03 | 5.04 / 0.63 | 1.82 / 1.09 | MLMI 2005-AR1 | 3.88 / -0.57 | 2.63 / -0.50 | 19.20 / 1.21 | 25.18 / -0.59 | 4.91 / 0.50 | 4.39 / -0.27 | 2.01 / -0.38 | MSAC 2005-HE5 | 5.77 / 0.27 | 3.63 / -0.00 | 19.23 / 0.11 | 19.40 / 0.69 | 3.85 / -0.09 | 6.28 / 0.09 | 9.65 / 2.86 | NCC 2005-4 | 4.54 / 0.03 | 2.42 / -0.81 | 14.58 / -0.03 | 14.01 / 0.73 | 10.35 / -0.29 | 2.70 / -0.10 | 2.23 / -2.23 | RAMP 2005-EFC4 | 5.98 / 0.56 | 3.26 / -0.62 | 10.49 / -0.92 | 18.80 / -0.81 | 1.26 / -0.53 | 3.75 / -0.11 | 1.08 / 0.27 | RASC 2005-KS11 | 4.87 / -0.62 | 3.71 / 0.59 | 8.36 / -4.96 | 18.40 / -0.65 | 1.46 / 0.01 | 3.17 / -0.01 | 1.84 / 0.66 | SABR 2005-HE1 | 2.88 / -0.73 | 2.60 / 0.27 | 8.67 / -0.07 | 41.65 / 1.86 | 4.78 / -0.17 | 5.31 / -0.46 | 10.79 / -9.44 | SAIL 2005-HE3 | 9.65 / 0.00 | 5.61 / 0.00 | 24.00 / 0.00 | 40.54 / 0.00 | 13.70 / 0.00 | 6.50 / 0.00 | 0.18 / -3.25 | SAIL 2005-WF4 | 4.75 / -0.63 | 3.51 / -0.06 | 12.67 / 0.67 | 9.34 / -0.70 | 4.00 / 0.26 | 3.52 / 0.04 | 10.94 / 0.67 | SVH 2005-4 | 4.13 / -1.45 | 2.75 / 0.37 | 18.28 / 0.45 | 19.33 / -0.63 | 2.21 / -0.18 | 3.52 / 0.22 | 1.04 / 0.42 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 4.72 / -0.08 | 3.29 / -0.08 | 17.51 / 0.18 | 20.85 / -0.34 | 5.94 / 0.21 | 3.54 / 0.07 | 8.57 / -3.36 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 3.69 / -0.31 | 2.49 / -1.41 | 11.61 / 1.16 | 24.57 / -1.45 | 4.62 / 0.22 | 3.37 / 0.03 | 13.94 / -6.54 | ARSI 2006-W1 | 4.73 / 0.10 | 2.89 / -0.26 | 9.08 / -0.58 | 29.57 / 1.84 | 6.24 / -0.43 | 3.68 / 0.28 | 4.05 / 0.75 | BSAB 2006-HE3 | 5.42 / 1.30 | 2.77 / -0.57 | 31.71 / 0.04 | 15.17 / -0.39 | 5.03 / -0.14 | 4.16 / 0.17 | 5.89 / 3.58 | CMLT 2006-NC1 | 4.14 / -0.24 | 2.04 / -0.15 | 11.94 / -1.01 | 12.34 / 0.65 | 20.92 / 0.84 | 2.78 / 0.48 | 2.71 / -0.63 | CWABS 2006-8 | 4.13 / 0.10 | 3.30 / -0.63 | 36.26 / 0.57 | 16.28 / 0.40 | 1.96 / 0.29 | 2.72 / -0.15 | 0.88 / -1.43 | FFMLT 2006-FF4 | 6.17 / -0.63 | 3.84 / 0.83 | 12.81 / 2.11 | 19.86 / -1.61 | 4.83 / 0.38 | 3.84 / 0.36 | 0.36 / -0.51 | GSAMP 2006-HE3 | 6.45 / 0.76 | 3.71 / -0.31 | 19.57 / -1.95 | 16.83 / -0.34 | 8.00 / 0.45 | 5.04 / 0.67 | 16.24 / -7.07 | HEAT 2006-4 | 4.17 / -0.51 | 3.78 / 0.82 | 17.50 / -1.33 | 20.84 / 0.37 | 5.03 / 0.11 | 3.28 / 0.07 | 0.19 / -1.21 | JPMA 2006-FRE1 | 5.60 / -0.71 | 3.89 / 0.44 | 12.17 / 0.19 | 35.74 / -0.93 | 2.04 / 0.03 | 4.19 / 0.57 | 12.58 / -0.79 | LBMLT 2006-1 | 5.19 / 0.45 | 3.35 / -0.11 | 29.28 / 1.05 | 15.64 / -1.22 | 7.82 / -0.13 | 3.30 / -0.13 | 1.11 / 0.78 | MABS 2006-NC1 | 3.27 / -0.42 | 2.89 / -0.15 | 17.69 / -0.03 | 19.27 / -0.51 | 6.70 / 0.18 | 4.41 / 0.12 | 18.45 / -0.24 | MLMI 2006-HE1 | 4.57 / 0.35 | 2.75 / -0.76 | 21.18 / 1.96 | 21.55 / -0.73 | 2.06 / 0.14 | 3.24 / 0.01 | 11.28 / -6.75 | MSCI 2006-HE2 | 5.01 / 0.22 | 3.12 / -0.29 | 18.43 / 1.16 | 20.59 / -1.19 | 7.65 / 0.17 | 4.75 / -0.15 | 18.38 / -8.48 | MSAC 2006-WMC2 | 3.06 / -0.38 | 2.71 / -0.03 | 20.96 / 0.86 | 20.47 / -2.27 | 11.04 / 1.09 | 3.44 / -0.12 | 21.29 / -5.57 | RASC 2006-KS3 | 5.15 / -0.91 | 4.13 / 0.31 | 12.94 / -0.59 | 25.29 / 0.13 | 1.34 / -0.15 | 2.74 / -0.34 | 4.27 / -22.59 | RAMP 2006-NC2 | 4.07 / 0.45 | 3.20 / -0.07 | 13.02 / -0.51 | 30.40 / -0.13 | 1.81 / 0.06 | 1.76 / -0.20 | 0.04 / -1.77 | SABR 2006-OP1 | 4.36 / -1.02 | 3.94 / 0.41 | 6.88 / 0.19 | 16.73 / 1.15 | 3.67 / -0.09 | 3.98 / 0.02 | 9.09 / -1.98 | SAIL 2006-4 | 4.04 / -0.36 | 3.10 / 0.19 | 18.93 / -0.12 | 22.37 / -0.60 | 8.33 / 0.22 | 2.90 / -0.04 | 17.12 / -0.06 | SASC 2006-WF2 | 5.00 / -0.30 | 4.17 / 0.25 | 17.36 / -0.31 | 11.98 / -0.69 | 5.91 / 0.87 | 3.11 / 0.03 | 11.62 / -7.08 | SVH 2006-OPT5 | 6.27 / 0.44 | 3.81 / -0.13 | 10.81 / 0.71 | 21.57 / 0.71 | 3.80 / -0.01 | 4.18 / -0.37 | 1.83 / 0.43 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 4.98 / -0.14 | 3.64 / -0.07 | 22.39 / 0.67 | 19.55 / -0.39 | 5.56 / 0.46 | 3.15 / -0.10 | 5.41 / -1.78 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 5.26 / -0.73 | 3.66 / -0.25 | 8.95 / 0.10 | 27.72 / 1.05 | 4.15 / 0.13 | 4.04 / 0.36 | 12.93 / 3.50 | ACE 2006-NC3 | 3.25 / -0.30 | 2.88 / 0.22 | 36.99 / 0.70 | 20.13 / -1.08 | 3.25 / 0.32 | 4.06 / 0.26 | 5.28 / 2.67 | BSAB 2006-HE10 | 3.66 / -0.22 | 3.81 / -0.62 | 44.32 / 1.39 | 10.20 / -0.53 | 2.36 / 0.04 | 1.93 / 0.10 | 1.59 / -4.09 | CBASS 2006-CB6 | 6.99 / 0.53 | 5.14 / -0.29 | 16.82 / 1.43 | 20.30 / -0.05 | 5.93 / 0.56 | 3.41 / 0.06 | 0.00 / -0.79 | CMLT 2006-NC4 | 4.99 / 0.30 | 2.74 / 0.16 | 14.31 / -0.09 | 13.81 / -0.28 | 19.84 / 1.11 | 2.22 / -0.16 | 0.58 / 0.04 | CTM 2006-WFHE3 | 4.57 / 0.36 | 3.21 / -0.44 | 18.50 / 0.32 | 12.24 / -0.42 | 6.38 / 3.70 | 2.63 / -3.36 | 3.88 / -2.05 | CWABS 2006-18 | 4.66 / 0.17 | 3.81 / 0.74 | 35.86 / 0.43 | 18.32 / -0.25 | 2.48 / 0.42 | 2.19 / 0.05 | 2.52 / 0.46 | FFMLT 2006-FF13 | 5.62 / -0.24 | 3.85 / 0.15 | 14.22 / 2.24 | 19.38 / -1.54 | 5.85 / 0.49 | 3.12 / -0.06 | 2.13 / -2.21 | FRHE 2006-3 | 3.92 / -0.73 | 3.37 / 0.81 | 21.40 / 0.27 | 22.59 / -0.44 | 9.54 / 0.43 | 2.90 / -0.49 | 1.42 / -4.22 | GSAMP 2006-HE5 | 6.61 / 0.09 | 3.71 / -1.14 | 21.53 / 0.05 | 17.64 / 0.28 | 5.29 / 0.01 | 3.84 / 0.46 | 13.37 / -5.51 | HEAT 2006-7 | 5.28 / 0.91 | 3.44 / -0.67 | 28.57 / -1.64 | 17.26 / -0.48 | 5.69 / 1.15 | 3.05 / 0.26 | 1.91 / 0.94 | JPMA 2006-CH2 | 5.46 / -0.05 | 3.25 / -0.10 | 13.58 / -0.55 | 24.68 / 0.82 | 1.54 / -0.06 | 2.21 / -0.09 | 13.46 / 0.88 | LBMLT 2006-6 | 5.05 / -0.58 | 4.72 / 0.23 | 32.95 / 2.44 | 15.19 / -1.31 | 4.84 / -0.52 | 2.75 / 0.21 | 2.19 / 0.58 | MABS 2006-NC3 | 6.00 / -0.56 | 4.38 / 0.27 | 13.60 / -0.07 | 15.28 / 0.72 | 7.36 / 0.17 | 3.33 / -0.00 | 17.21 / -7.07 | MLMI 2006-HE5 | 4.71 / -0.30 | 3.16 / 0.12 | 21.84 / 2.14 | 28.00 / -1.52 | 3.25 / 0.53 | 4.33 / 0.37 | 0.31 / -1.55 | MSAC 2006-HE6 | 3.28 / -0.35 | 2.81 / -0.23 | 36.81 / 1.59 | 24.70 / -0.95 | 3.87 / 0.41 | 4.28 / 0.02 | 0.37 / -0.51 | RASC 2006-KS9 | 5.57 / 0.43 | 3.27 / 0.05 | 14.05 / 0.73 | 28.22 / -0.58 | 1.53 / -0.16 | 2.68 / -0.07 | 2.07 / 1.36 | SABR 2006-HE2 | 4.50 / -0.63 | 3.98 / -0.14 | 13.35 / -0.21 | 18.86 / 1.71 | 6.65 / 0.23 | 2.99 / -0.30 | 15.46 / -8.50 | SASC 2006-BC4 | 4.54 / -0.63 | 3.85 / 0.31 | 21.90 / 0.34 | 18.31 / -0.90 | 6.91 / 0.29 | 3.08 / 0.19 | 10.86 / -6.19 | SVH 2006-EQ1 | 5.72 / -0.34 | 3.68 / -0.52 | 18.23 / 1.87 | 18.25 / -1.96 | 4.58 / 0.02 | 3.89 / 0.23 | 0.72 / -3.35 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.17 / -0.29 | 3.74 / 0.06 | 19.95 / 0.66 | 21.01 / -0.45 | 5.37 / 0.15 | 3.11 / 0.02 | 7.76 / -2.95 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 6.27 / 0.29 | 3.07 / 0.43 | 5.62 / 0.20 | 26.75 / -2.34 | 22.74 / 1.73 | 7.14 / -0.36 | 30.78 / -9.91 | BSAB 2007-HE3 | 3.99 / -0.60 | 4.34 / 0.89 | 43.62 / 0.63 | 8.82 / -0.15 | 2.10 / -0.01 | 2.62 / -0.11 | 2.46 / -2.32 | CTM 2007-AMC2 | 5.12 / 0.35 | 3.02 / -0.21 | 22.72 / 0.37 | 17.16 / -0.26 | 6.24 / -0.24 | 2.85 / -0.03 | 14.13 / -11.16 | CWABS 2007-1 | 3.93 / -0.43 | 4.13 / 0.26 | 39.88 / 0.91 | 17.89 / 0.46 | 2.52 / -0.05 | 2.30 / -0.04 | 2.04 / -1.67 | FFMLT 2007-FF1 | 6.38 / 0.27 | 3.56 / 0.15 | 12.77 / 2.55 | 20.25 / -1.46 | 4.15 / 0.30 | 3.49 / -0.17 | 3.31 / -1.97 | GSAMP 2007-NC1 | 5.12 / -0.74 | 4.83 / -0.25 | 19.85 / -1.04 | 22.44 / 0.19 | 8.15 / 0.52 | 3.96 / 1.00 | 11.53 / -10.09 | HEAT 2007-2 | 4.51 / -0.28 | 3.55 / -0.88 | 30.66 / 0.26 | 12.48 / -0.99 | 4.54 / 0.11 | 2.28 / 0.25 | 1.35 / -0.39 | HSA 2007-NC1 | 3.33 / -0.88 | 3.36 / 0.24 | 23.44 / 1.48 | 27.22 / -0.97 | 5.88 / 0.18 | 2.64 / -0.03 | 15.37 / -5.55 | JPMA 2007-CH3 | 5.04 / -0.34 | 3.20 / -0.47 | 14.38 / 0.48 | 27.47 / 0.38 | 1.44 / -0.15 | 2.50 / -0.08 | 3.48 / 0.68 | FFMLT , 2007-2 | 6.52 / -0.47 | 3.76 / 0.04 | 13.57 / 1.97 | 22.98 / -1.07 | 4.65 / 0.48 | 2.68 / -0.24 | 1.53 / -0.87 | MLMI 2007-MLN1 | 4.02 / -0.39 | 3.05 / 0.11 | 25.45 / 1.93 | 27.60 / -0.38 | 2.20 / -0.07 | 2.70 / -0.02 | 0.62 / -1.16 | MSAC 2007-NC3 | 4.60 / -0.23 | 3.81 / 0.08 | 22.78 / 0.06 | 21.39 / -1.64 | 5.16 / 0.23 | 3.18 / 0.18 | 10.56 / -9.54 | NFHE 2007-1 | 4.15 / -0.20 | 3.09 / -0.43 | 14.65 / 0.57 | 31.79 / -0.97 | 6.93 / 0.36 | 2.89 / -0.10 | 4.05 / 1.49 | NMHE 2007-2 | 5.70 / -0.04 | 3.16 / -0.57 | 13.31 / 0.25 | 15.81 / -0.16 | 8.55 / 0.13 | 4.22 / -0.12 | 13.38 / -5.12 | OOML 2007-5 | 5.52 / -1.18 | 4.18 / 0.47 | 10.77 / 0.32 | 25.49 / 0.46 | 3.35 / -0.19 | 2.93 / 0.19 | 15.53 / 4.97 | RASC 2007-KS2 | 6.11 / 1.15 | 3.03 / -0.22 | 13.78 / 0.82 | 25.61 / -0.73 | 1.80 / 0.08 | 3.28 / 0.15 | 1.38 / -0.88 | SABR 2007-BR4 | 5.33 / -0.88 | 4.48 / 1.03 | 13.38 / -0.14 | 14.97 / 0.66 | 6.16 / -0.04 | 3.33 / 0.07 | 0.35 / 0.01 | SASC 2007-BC1 | 5.69 / -0.63 | 4.19 / 0.14 | 17.87 / -0.19 | 23.05 / 0.11 | 3.19 / 0.11 | 2.76 / -0.19 | 11.42 / -5.82 | SVH 2007-OPT1 | 5.93 / -0.20 | 3.93 / -0.12 | 12.20 / 0.46 | 21.63 / 1.17 | 3.35 / -0.12 | 2.38 / 0.00 | 10.73 / 1.43 | WAMU 2007-HE2 | 6.12 / -0.28 | 5.10 / 0.58 | 28.38 / 1.37 | 9.43 / -1.33 | 4.35 / -0.36 | 2.15 / 0.12 | 1.18 / -1.09 |
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