| Performance Report - January
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| Compare |Dec| |Nov| |Oct| |All| |
| Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.97 / 0.03 | 3.69 / 0.18 | 7.65 / 0.62 | 15.54 / 0.13 | 9.91 / -0.35 | 3.46 / 0.03 | 9.94 / 0.02 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 4.95 / -0.91 | 3.40 / -1.31 | 11.29 / 1.58 | 22.38 / 2.36 | 14.64 / -0.48 | 3.60 / -0.42 | 41.01 / 3.03 | AMQ 2005-R11 | 4.59 / 0.65 | 2.73 / 0.23 | 4.28 / -0.13 | 10.07 / 0.39 | 6.26 / 0.26 | 2.71 / 0.17 | 12.14 / 0.00 | ARSI 2005-W2 | 4.84 / 0.27 | 3.12 / -0.10 | 6.26 / 0.97 | 15.44 / 0.17 | 12.43 / -0.48 | 2.96 / -0.07 | 4.21 / 1.07 | BSAB 2005-HE11 | 6.80 / -1.03 | 5.78 / 1.76 | 17.68 / 0.55 | 10.07 / 0.58 | 2.67 / -0.49 | 2.00 / -0.30 | 5.08 / 1.68 | CWABS 2005-BC5 | 6.14 / -0.74 | 5.91 / 0.03 | 15.69 / 4.17 | 8.01 / -1.76 | 5.83 / -1.09 | 3.79 / 0.07 | 5.54 / 3.63 | FFMLT 2005-FF12 | 6.39 / 0.89 | 3.30 / 0.34 | 4.04 / -0.69 | 14.70 / 0.53 | 13.53 / 0.86 | 2.97 / 0.14 | 4.85 / -2.10 | GSAMP 2005-HE4 | 6.94 / -0.23 | 3.29 / -0.05 | 3.09 / 0.90 | 23.84 / 1.08 | 5.85 / -0.44 | 4.05 / 0.29 | 4.78 / 2.80 | HEAT 2005-8 | 6.47 / -0.15 | 4.75 / 0.70 | 11.04 / 0.93 | 18.59 / 0.81 | 11.00 / -0.90 | 3.38 / -0.12 | 1.61 / -0.43 | JPMA 2005-OPT1 | 6.81 / 1.76 | 2.41 / 0.18 | 3.46 / 1.01 | 9.13 / -1.67 | 7.99 / 0.61 | 4.21 / -0.24 | 7.70 / -3.44 | LBMLT 2005-WL2 | 7.05 / 0.04 | 4.31 / -0.21 | 10.42 / -0.14 | 15.03 / 2.34 | 10.63 / -1.66 | 3.20 / 0.00 | 0.86 / -2.36 | MABS 2005-NC2 | 8.20 / 0.12 | 5.79 / 0.58 | 3.23 / 1.36 | 26.66 / -0.11 | 17.50 / 2.66 | 3.09 / -0.37 | 1.24 / -2.33 | MLMI 2005-AR1 | 6.44 / 0.21 | 4.11 / -0.13 | 10.70 / 0.73 | 18.79 / 0.73 | 9.28 / -0.13 | 3.51 / 0.29 | 3.00 / 0.32 | MSAC 2005-HE5 | 5.86 / -0.70 | 4.53 / 1.43 | 8.58 / 0.88 | 15.99 / 0.41 | 10.49 / -0.97 | 6.30 / -0.07 | 28.50 / -2.70 | NCC 2005-4 | 4.69 / 0.15 | 3.41 / 0.10 | 5.70 / -2.67 | 8.73 / -3.19 | 13.17 / -0.38 | 2.12 / -0.28 | 9.71 / 3.92 | RAMP 2005-EFC4 | 6.22 / -0.66 | 2.39 / 0.47 | 3.28 / 0.22 | 13.31 / 0.64 | 5.74 / -1.34 | 3.58 / 0.19 | 3.12 / -13.37 | RASC 2005-KS11 | 7.09 / 0.26 | 2.58 / -0.07 | 4.57 / 0.30 | 15.90 / 1.06 | 4.84 / -2.01 | 3.21 / 0.05 | 5.84 / -4.31 | SABR 2005-HE1 | 4.39 / 0.08 | 3.21 / -0.54 | 12.28 / 1.33 | 19.05 / -0.52 | 19.53 / -0.52 | 4.80 / 0.55 | 35.57 / 8.62 | SAIL 2005-HE3 | 4.96 / 1.10 | 2.33 / -0.19 | 5.03 / -0.40 | 18.77 / 0.59 | 14.88 / -0.33 | 3.61 / 0.03 | 3.81 / 0.89 | SAIL 2005-WF4 | 4.42 / 0.11 | 2.75 / 0.18 | 5.59 / 0.49 | 9.83 / -0.85 | 5.44 / 0.21 | 2.81 / 0.35 | 13.43 / -0.00 | SVH 2005-4 | 6.10 / -0.59 | 3.68 / 0.25 | 6.78 / 1.01 | 16.48 / -0.97 | 6.57 / -0.37 | 3.28 / 0.29 | 6.89 / 5.54 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.16 / -0.08 | 3.78 / 0.24 | 9.68 / 0.14 | 17.81 / 0.51 | 11.06 / -0.33 | 2.97 / -0.01 | 15.88 / -1.29 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 4.81 / -0.19 | 3.71 / 1.20 | 5.86 / -0.15 | 19.47 / 0.02 | 11.30 / -0.06 | 3.17 / -0.20 | 35.62 / 0.36 | ARSI 2006-W1 | 4.82 / 0.43 | 3.59 / 0.25 | 7.64 / 0.16 | 19.03 / 0.82 | 20.43 / -0.37 | 3.02 / 0.06 | 4.30 / 0.42 | BSAB 2006-HE3 | 6.78 / 0.72 | 3.91 / -0.11 | 12.00 / -0.99 | 19.57 / 2.44 | 10.62 / -1.74 | 3.13 / -0.17 | 2.55 / -0.53 | CMLT 2006-NC1 | 5.56 / 0.58 | 3.20 / -0.52 | 6.85 / -2.76 | 8.06 / -1.98 | 14.17 / 0.04 | 1.66 / -0.16 | 8.16 / -3.31 | CWABS 2006-8 | 6.80 / -1.40 | 6.75 / 1.15 | 21.91 / 4.58 | 10.37 / -1.47 | 4.40 / -0.79 | 2.70 / 0.04 | 4.54 / -1.94 | FFMLT 2006-FF4 | 6.84 / -0.26 | 3.73 / 0.50 | 5.22 / -0.13 | 15.82 / 0.26 | 14.47 / 0.11 | 2.96 / -0.19 | 2.78 / -1.21 | GSAMP 2006-HE3 | 7.98 / 0.55 | 4.58 / 0.45 | 7.52 / 0.10 | 15.06 / 0.83 | 11.47 / -0.37 | 4.28 / 0.08 | 25.14 / 0.99 | HEAT 2006-4 | 6.72 / 0.08 | 3.54 / -0.21 | 8.35 / 0.33 | 20.44 / 0.79 | 10.58 / 0.09 | 2.79 / -0.07 | 1.72 / -1.34 | JPMA 2006-FRE1 | 8.15 / 1.23 | 3.68 / -0.20 | 40.68 / 1.55 | 28.26 / -0.21 | 6.86 / 0.10 | 3.02 / 0.61 | 20.39 / -3.88 | LBMLT 2006-1 | 5.40 / -0.37 | 4.68 / 0.57 | 9.90 / -1.05 | 17.39 / 1.89 | 15.93 / -1.50 | 2.45 / -0.17 | 0.65 / 0.16 | MABS 2006-NC1 | 5.44 / -2.05 | 3.87 / 0.17 | 9.20 / 0.29 | 20.71 / 1.09 | 12.02 / 1.16 | 3.33 / -0.16 | 27.83 / -3.22 | MLMI 2006-HE1 | 5.64 / -0.80 | 4.56 / 0.17 | 11.61 / 1.02 | 15.41 / 0.94 | 8.22 / -0.82 | 3.16 / 0.05 | 31.23 / 3.55 | MSCI 2006-HE2 | 5.59 / -0.31 | 3.48 / -0.06 | 8.84 / -0.15 | 21.64 / 1.10 | 16.23 / -0.36 | 3.51 / 0.06 | 34.96 / 1.53 | MSAC 2006-WMC2 | 5.37 / -0.35 | 3.36 / -0.22 | 9.60 / -0.53 | 24.08 / 1.32 | 18.43 / 0.60 | 3.06 / 0.29 | 32.28 / 1.66 | RASC 2006-KS3 | 6.05 / -0.17 | 1.97 / -0.34 | 4.46 / 0.65 | 17.15 / 0.97 | 4.99 / -1.57 | 3.69 / -0.01 | 6.25 / -7.18 | RAMP 2006-NC2 | 5.38 / -0.41 | 2.51 / 0.10 | 4.23 / 1.33 | 21.00 / 0.21 | 4.29 / -1.55 | 2.02 / 0.03 | 9.62 / -5.06 | SABR 2006-OP1 | 5.39 / 1.10 | 2.37 / 0.44 | 3.47 / 0.00 | 11.13 / -1.46 | 7.94 / -0.25 | 3.21 / 0.02 | 19.96 / 8.40 | SAIL 2006-4 | 6.16 / -0.45 | 3.96 / 0.12 | 6.23 / -0.05 | 23.54 / 1.44 | 14.44 / 0.32 | 2.94 / -0.05 | 28.74 / 4.34 | SASC 2006-WF2 | 6.83 / 0.06 | 4.37 / 0.17 | 6.02 / -0.62 | 14.07 / 1.02 | 5.86 / 0.56 | 2.06 / -0.08 | 15.53 / -3.03 | SVH 2006-OPT5 | 7.41 / 0.33 | 3.80 / 1.09 | 3.93 / -0.74 | 13.94 / 0.12 | 8.49 / -0.23 | 3.23 / -0.07 | 5.36 / -16.58 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 6.59 / -0.29 | 4.66 / -0.01 | 11.37 / 2.19 | 16.71 / 0.55 | 9.16 / -0.08 | 2.61 / 0.03 | 10.30 / -1.14 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 7.65 / -1.29 | 4.42 / 0.82 | 5.33 / 1.02 | 14.50 / -0.30 | 7.58 / -0.79 | 3.32 / -0.14 | 19.72 / -5.58 | ACE 2006-NC3 | 6.41 / -1.00 | 6.17 / -0.16 | 22.07 / 4.58 | 17.56 / 0.28 | 8.06 / -1.00 | 2.69 / -0.08 | 17.89 / 0.88 | BSAB 2006-HE10 | 8.62 / 1.53 | 5.67 / 0.13 | 19.49 / 2.01 | 11.94 / -1.27 | 5.31 / 0.43 | 1.98 / 0.27 | 5.91 / -1.86 | CBASS 2006-CB6 | 7.47 / 0.88 | 3.83 / -1.44 | 5.48 / 0.31 | 13.32 / 0.68 | 8.38 / 0.50 | 1.92 / -0.09 | 2.59 / 0.71 | CMLT 2006-NC4 | 5.06 / -0.24 | 3.89 / -0.16 | 9.84 / -0.94 | 13.00 / -0.89 | 11.82 / 0.22 | 1.74 / -0.16 | 2.96 / -1.56 | CTM 2006-WFHE3 | 5.99 / 0.37 | 4.32 / -0.24 | 7.08 / -0.07 | 15.00 / 0.58 | 7.51 / 0.89 | 2.06 / 0.29 | 9.23 / -0.43 | CWABS 2006-18 | 8.48 / -1.43 | 7.92 / 0.18 | 21.82 / 7.13 | 12.14 / -1.89 | 5.39 / -0.72 | 2.57 / -0.32 | 6.31 / -0.40 | FFMLT 2006-FF13 | 6.38 / 0.37 | 3.85 / -0.50 | 5.33 / -0.11 | 18.36 / 1.53 | 11.09 / 0.04 | 2.60 / 0.16 | 5.96 / 0.16 | FRHE 2006-3 | 5.41 / -1.01 | 4.96 / 0.25 | 9.66 / 1.22 | 24.76 / 1.09 | 14.35 / 0.23 | 2.76 / -0.25 | 3.12 / -1.02 | GSAMP 2006-HE5 | 8.24 / 0.91 | 4.46 / -0.12 | 8.81 / 0.00 | 13.30 / 0.92 | 9.56 / 0.18 | 2.35 / -0.42 | 22.23 / -3.64 | HEAT 2006-7 | 6.87 / -0.58 | 5.06 / 0.48 | 10.62 / -0.02 | 21.21 / 2.51 | 9.09 / -0.84 | 3.36 / 0.26 | 3.38 / 1.59 | JPMA 2006-CH2 | 7.35 / 0.02 | 3.89 / 0.56 | 23.63 / 21.97 | 16.89 / 0.41 | 2.97 / -0.18 | 2.00 / 0.10 | 15.01 / 3.84 | LBMLT 2006-6 | 6.12 / 0.49 | 3.70 / -0.68 | 9.14 / -2.62 | 18.49 / 4.09 | 11.57 / -1.27 | 2.72 / 0.17 | 3.24 / 0.48 | MABS 2006-NC3 | 4.97 / -1.86 | 4.89 / 0.36 | 8.71 / 1.10 | 15.91 / 0.03 | 12.92 / 0.70 | 3.14 / 0.10 | 25.28 / -1.72 | MLMI 2006-HE5 | 6.16 / -0.45 | 4.69 / -0.10 | 12.25 / 1.38 | 20.02 / 1.01 | 8.16 / -0.20 | 2.39 / 0.18 | 2.30 / -1.62 | MSAC 2006-HE6 | 6.71 / -0.81 | 6.32 / 0.03 | 21.73 / 5.42 | 16.97 / -1.00 | 9.34 / -1.18 | 3.47 / -0.25 | 1.99 / -1.69 | RASC 2006-KS9 | 6.40 / -1.26 | 2.95 / 0.53 | 3.50 / 0.32 | 16.38 / 1.69 | 4.28 / -1.18 | 2.22 / 0.02 | 9.37 / -8.05 | SABR 2006-HE2 | 5.49 / 0.45 | 3.53 / 0.35 | 8.38 / -0.08 | 17.90 / -0.51 | 14.85 / 1.52 | 2.96 / 0.23 | 23.32 / -2.46 | SASC 2006-BC4 | 6.61 / -0.24 | 4.51 / -0.29 | 8.29 / 1.16 | 18.74 / 1.07 | 11.83 / 0.39 | 2.70 / 0.39 | 19.78 / -1.80 | SVH 2006-EQ1 | 5.49 / -0.56 | 4.28 / -0.20 | 6.16 / -0.05 | 17.74 / 0.89 | 9.06 / 0.66 | 3.21 / 0.13 | 6.41 / 1.38 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 7.31 / 0.32 | 4.57 / -0.05 | 8.43 / 0.92 | 16.10 / 0.56 | 7.82 / -0.09 | 2.23 / 0.05 | 14.14 / 0.75 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 9.48 / 0.99 | 5.52 / -0.17 | 3.34 / 0.23 | 23.01 / 3.06 | 13.68 / -0.09 | 1.76 / 0.06 | 28.40 / -6.86 | BSAB 2007-HE3 | 7.04 / -0.17 | 5.41 / 0.57 | 17.12 / 1.53 | 11.40 / -0.28 | 4.75 / -0.19 | 2.37 / 0.02 | 5.06 / 1.74 | CTM 2007-AMC2 | 7.18 / 0.09 | 4.31 / 0.31 | 8.23 / 0.49 | 17.88 / 1.36 | 10.25 / -0.63 | 2.35 / 0.12 | 21.71 / 2.20 | CWABS 2007-1 | 7.33 / -0.16 | 6.65 / -0.61 | 18.58 / 5.56 | 12.81 / -1.08 | 4.24 / -0.51 | 1.86 / -0.11 | 8.41 / 2.22 | FFMLT 2007-FF1 | 6.58 / -0.28 | 4.43 / 0.69 | 4.10 / -0.31 | 15.75 / 1.37 | 10.27 / 0.51 | 2.02 / -0.11 | 11.86 / -0.13 | GSAMP 2007-NC1 | 8.82 / 1.40 | 4.87 / -0.51 | 9.54 / -0.44 | 15.34 / 0.97 | 8.52 / -0.05 | 2.31 / -0.06 | 36.11 / 9.66 | HEAT 2007-2 | 8.04 / 1.30 | 4.92 / -0.21 | 10.94 / 1.87 | 15.52 / 0.96 | 7.34 / -0.77 | 2.42 / 0.11 | 8.12 / 2.86 | HSA 2007-NC1 | 7.32 / 1.14 | 5.02 / 0.63 | 12.12 / 1.01 | 19.09 / 0.79 | 9.86 / 0.42 | 1.55 / -0.10 | 21.30 / 1.20 | JPMA 2007-CH3 | 8.41 / 0.43 | 3.65 / -0.10 | 3.06 / 1.24 | 17.77 / 0.36 | 2.83 / 0.15 | 1.73 / 0.34 | 6.52 / -1.37 | FFMLT , 2007-2 | 7.45 / 0.02 | 4.20 / 0.71 | 4.67 / -0.26 | 17.03 / 0.96 | 9.16 / 0.26 | 2.14 / 0.07 | 4.22 / 0.92 | MLMI 2007-MLN1 | 5.54 / -0.53 | 4.58 / -0.37 | 13.13 / 1.77 | 19.84 / -0.16 | 6.51 / 0.85 | 2.13 / 0.08 | 6.34 / 1.81 | MSAC 2007-NC3 | 6.86 / 0.33 | 4.82 / 0.79 | 8.90 / 0.18 | 19.03 / 0.27 | 9.26 / 0.38 | 3.07 / 0.58 | 25.37 / -2.03 | NFHE 2007-1 | 5.42 / -0.70 | 4.45 / 0.59 | 16.98 / 0.06 | 18.65 / 0.17 | 7.84 / 1.16 | 3.02 / 0.26 | 5.24 / 0.62 | NMHE 2007-2 | 7.72 / -1.34 | 5.93 / 0.50 | 7.34 / 1.29 | 16.09 / 1.23 | 10.00 / 0.33 | 2.55 / 0.01 | 24.08 / -5.02 | OOML 2007-5 | 7.55 / 0.80 | 3.55 / 0.79 | 4.56 / 0.48 | 12.49 / -0.85 | 7.76 / -0.21 | 1.89 / -0.15 | 17.78 / 4.51 | RASC 2007-KS2 | 7.26 / -0.01 | 3.41 / 0.47 | 4.44 / -0.23 | 17.03 / 2.46 | 4.52 / -1.34 | 2.45 / 0.06 | 9.02 / -7.26 | SABR 2007-BR4 | 5.72 / 0.02 | 3.13 / -0.29 | 7.63 / 0.37 | 14.84 / 0.26 | 10.61 / 0.85 | 3.01 / -0.12 | 5.69 / 4.04 | SASC 2007-BC1 | 6.93 / 0.14 | 3.87 / -0.56 | 2.97 / 0.88 | 16.94 / 1.31 | 6.05 / 0.21 | 2.16 / -0.02 | 20.73 / 2.91 | SVH 2007-OPT1 | 8.79 / 1.91 | 3.69 / 0.36 | 4.97 / 1.12 | 11.26 / -0.81 | 6.79 / 0.06 | 2.01 / -0.11 | 13.60 / 2.17 | WAMU 2007-HE2 | 6.75 / 0.95 | 4.98 / -4.67 | 6.03 / 1.64 | 10.24 / -1.19 | 6.13 / -3.28 | 1.81 / 0.05 | 3.16 / 0.85 |
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