| Performance Report - January
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| Compare |Dec| |Nov| |Oct| |All| |
| Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.16 / 0.39 | 3.18 / 0.04 | 16.12 / 1.28 | 20.05 / 1.30 | 4.91 / 0.32 | 3.98 / 0.11 | 4.60 / -0.01 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 4.22 / 0.14 | 2.73 / 0.14 | 17.16 / 0.80 | 25.10 / 0.61 | 7.32 / -1.05 | 3.32 / 0.35 | 22.96 / 1.53 | AMQ 2005-R11 | 4.58 / 0.25 | 2.47 / -0.12 | 7.33 / 0.43 | 14.85 / 0.64 | 2.79 / -0.28 | 3.33 / -0.13 | 1.53 / -0.28 | ARSI 2005-W2 | 4.96 / 0.37 | 2.86 / 0.07 | 8.65 / -0.13 | 20.66 / 0.84 | 4.54 / -0.44 | 3.12 / 0.05 | 1.19 / -0.00 | BSAB 2005-HE11 | 3.39 / 0.07 | 3.70 / -0.94 | 35.83 / 2.02 | 6.94 / -0.07 | 2.58 / 0.16 | 2.32 / -0.25 | 3.25 / 1.72 | CWABS 2005-BC5 | 3.76 / -0.06 | 3.50 / -0.38 | 28.04 / 0.81 | 14.21 / 0.49 | 2.47 / 0.19 | 3.80 / 0.25 | 1.49 / 1.05 | FFMLT 2005-FF12 | 5.93 / 1.02 | 2.44 / -0.63 | 7.54 / 1.47 | 20.35 / 4.79 | 3.76 / 1.09 | 3.85 / 0.06 | 2.77 / -0.37 | GSAMP 2005-HE4 | 5.81 / 0.83 | 2.08 / -1.18 | 12.47 / 1.75 | 28.55 / -0.94 | 2.68 / 0.16 | 3.89 / -0.34 | 0.62 / 0.62 | HEAT 2005-8 | 4.48 / 0.08 | 3.04 / -0.50 | 21.64 / -0.54 | 13.76 / -0.21 | 4.47 / -0.97 | 4.45 / 0.19 | 1.38 / 0.79 | JPMA 2005-OPT1 | 6.29 / 0.98 | 2.93 / 0.14 | 7.39 / -0.75 | 15.96 / 1.37 | 2.58 / 0.31 | 3.85 / -0.11 | 4.94 / 0.61 | LBMLT 2005-WL2 | 5.11 / -0.45 | 4.10 / -0.02 | 26.70 / 0.31 | 14.21 / 0.07 | 5.05 / -0.34 | 3.50 / -0.11 | 0.94 / 0.49 | MABS 2005-NC2 | 5.16 / -0.01 | 2.86 / 1.01 | 10.68 / -1.00 | 19.75 / -1.46 | 12.87 / -0.06 | 4.41 / -0.29 | 0.73 / -2.32 | MLMI 2005-AR1 | 4.45 / -0.65 | 3.13 / 0.19 | 17.99 / -0.81 | 25.77 / 1.15 | 4.41 / -0.13 | 4.66 / -0.01 | 2.38 / 1.62 | MSAC 2005-HE5 | 5.49 / -0.23 | 3.64 / 0.05 | 19.12 / 1.19 | 18.71 / -0.89 | 3.94 / 0.51 | 6.20 / 0.02 | 6.79 / -3.10 | NCC 2005-4 | 4.51 / -0.40 | 3.23 / -0.21 | 14.61 / 0.07 | 13.28 / -1.13 | 10.64 / 1.30 | 2.80 / -0.51 | 4.47 / 2.57 | RAMP 2005-EFC4 | 5.42 / -0.35 | 3.88 / -0.22 | 11.41 / 1.40 | 19.61 / -0.40 | 1.79 / 0.20 | 3.86 / 0.08 | 0.81 / -1.37 | RASC 2005-KS11 | 5.49 / 0.34 | 3.12 / -0.83 | 13.32 / 0.32 | 19.05 / -0.04 | 1.45 / -0.11 | 3.18 / 0.07 | 1.19 / -1.64 | SABR 2005-HE1 | 3.61 / 0.82 | 2.32 / 0.33 | 8.74 / 0.37 | 39.79 / 0.57 | 4.96 / -0.34 | 5.77 / -0.15 | 20.23 / -3.67 | SAIL 2005-HE3 | 9.65 / 4.51 | 5.61 / 3.85 | 24.00 / 15.25 | 40.54 / 21.63 | 13.70 / 6.40 | 6.50 / 2.36 | 3.43 / 2.18 | SAIL 2005-WF4 | 5.38 / 0.08 | 3.57 / 0.60 | 12.00 / 1.45 | 10.04 / -0.22 | 3.73 / -0.12 | 3.47 / 0.14 | 10.27 / 1.01 | SVH 2005-4 | 5.58 / 0.44 | 2.38 / -0.50 | 17.83 / 1.25 | 19.96 / -0.74 | 2.39 / -0.03 | 3.30 / 0.49 | 0.62 / -1.58 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 4.80 / -0.14 | 3.37 / -0.07 | 17.33 / 0.79 | 21.19 / -0.19 | 5.73 / -0.20 | 3.48 / -0.08 | 11.92 / 2.00 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 4.00 / -1.01 | 3.90 / 0.47 | 10.46 / 2.56 | 26.02 / -2.23 | 4.40 / 0.30 | 3.34 / -1.09 | 20.47 / -2.87 | ARSI 2006-W1 | 4.63 / 0.02 | 3.15 / 0.14 | 9.66 / -0.89 | 27.73 / 2.15 | 6.67 / -0.99 | 3.40 / -0.20 | 3.30 / -1.24 | BSAB 2006-HE3 | 4.12 / 0.37 | 3.34 / -0.15 | 31.67 / 2.38 | 15.56 / -1.90 | 5.17 / -0.36 | 3.99 / -0.08 | 2.32 / -3.05 | CMLT 2006-NC1 | 4.38 / 0.18 | 2.20 / -0.82 | 12.95 / 0.01 | 11.69 / -1.91 | 20.08 / 1.94 | 2.30 / 0.31 | 3.33 / 1.67 | CWABS 2006-8 | 4.03 / -0.14 | 3.93 / 0.47 | 35.69 / -0.17 | 15.88 / 1.33 | 1.67 / -0.15 | 2.87 / 0.02 | 2.32 / -1.15 | FFMLT 2006-FF4 | 6.80 / -0.19 | 3.01 / -0.19 | 10.70 / 0.65 | 21.47 / -0.65 | 4.45 / 0.01 | 3.48 / 0.24 | 0.86 / 0.86 | GSAMP 2006-HE3 | 5.69 / -0.34 | 4.02 / -1.34 | 21.52 / 2.28 | 17.17 / -0.71 | 7.56 / -0.25 | 4.37 / -0.50 | 23.31 / 5.60 | HEAT 2006-4 | 4.68 / 0.34 | 2.96 / -0.57 | 18.83 / 0.34 | 20.47 / -0.85 | 4.92 / -0.55 | 3.21 / 0.14 | 1.40 / -0.16 | JPMA 2006-FRE1 | 6.31 / -0.36 | 3.45 / -0.11 | 11.98 / 0.62 | 36.67 / 0.25 | 2.01 / -0.53 | 3.62 / -0.01 | 13.37 / -3.77 | LBMLT 2006-1 | 4.74 / -0.03 | 3.46 / -0.25 | 28.23 / 0.32 | 16.86 / -0.52 | 7.95 / -0.05 | 3.43 / 0.22 | 0.33 / 0.05 | MABS 2006-NC1 | 3.69 / 0.27 | 3.04 / 0.44 | 17.72 / 0.45 | 19.78 / -0.06 | 6.51 / -0.60 | 4.29 / -0.30 | 18.69 / -0.59 | MLMI 2006-HE1 | 4.22 / -0.69 | 3.51 / 0.51 | 19.22 / 0.26 | 22.28 / 0.15 | 1.91 / 0.26 | 3.23 / -0.26 | 18.04 / 2.19 | MSCI 2006-HE2 | 4.79 / -0.53 | 3.41 / 0.50 | 17.27 / 0.70 | 21.78 / 0.04 | 7.48 / -0.44 | 4.90 / 0.08 | 26.86 / 26.86 | MSAC 2006-WMC2 | 3.43 / -0.00 | 2.74 / -0.30 | 20.10 / 1.23 | 22.74 / 0.29 | 9.96 / -0.96 | 3.56 / 0.16 | 26.86 / -2.88 | RASC 2006-KS3 | 6.06 / 0.48 | 3.82 / -0.01 | 13.53 / 1.57 | 25.16 / -1.10 | 1.49 / -0.18 | 3.08 / 0.20 | 26.86 / 22.94 | RAMP 2006-NC2 | 3.62 / -0.92 | 3.27 / -0.88 | 13.53 / 1.71 | 30.53 / -0.56 | 1.75 / 0.12 | 1.96 / 0.01 | 1.80 / -0.20 | SABR 2006-OP1 | 5.37 / -0.03 | 3.53 / 1.14 | 6.69 / -0.39 | 15.57 / 0.95 | 3.76 / -0.28 | 3.96 / -0.15 | 11.07 / -1.47 | SAIL 2006-4 | 4.40 / -0.10 | 2.91 / -0.28 | 19.05 / 1.45 | 22.97 / -0.13 | 8.11 / -0.42 | 2.94 / -0.34 | 17.18 / -3.83 | SASC 2006-WF2 | 5.30 / 0.01 | 3.91 / -0.34 | 17.68 / 1.29 | 12.67 / 0.45 | 5.04 / -0.63 | 3.08 / -0.01 | 18.70 / 1.68 | SVH 2006-OPT5 | 5.83 / -0.16 | 3.94 / 0.19 | 10.10 / -0.51 | 20.86 / 1.28 | 3.81 / -0.16 | 4.55 / -0.06 | 1.40 / -0.61 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.13 / -0.17 | 3.70 / -0.03 | 21.72 / 0.50 | 19.94 / 0.05 | 5.10 / -0.26 | 3.25 / 0.17 | 7.19 / 0.53 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 5.99 / -0.04 | 3.91 / 1.30 | 8.85 / -1.34 | 26.66 / 2.19 | 4.02 / -0.05 | 3.68 / 0.12 | 9.44 / -6.75 | ACE 2006-NC3 | 3.55 / 0.35 | 2.66 / 0.21 | 36.29 / -0.16 | 21.21 / -0.17 | 2.93 / 0.36 | 3.80 / 0.33 | 2.61 / -5.50 | BSAB 2006-HE10 | 3.88 / -0.42 | 4.43 / -0.04 | 42.93 / 1.14 | 10.73 / 0.57 | 2.32 / -0.39 | 1.83 / -0.33 | 5.68 / 3.96 | CBASS 2006-CB6 | 6.46 / -1.43 | 5.43 / 0.67 | 15.39 / 0.78 | 20.35 / -0.41 | 5.37 / -0.27 | 3.35 / 0.44 | 0.79 / 0.79 | CMLT 2006-NC4 | 4.69 / -0.58 | 2.59 / -0.54 | 14.40 / -0.25 | 14.09 / -1.11 | 18.73 / 1.92 | 2.38 / 0.14 | 0.54 / -2.94 | CTM 2006-WFHE3 | 4.22 / -0.45 | 3.66 / -0.10 | 18.18 / 0.04 | 12.65 / -0.24 | 2.69 / -3.86 | 6.00 / 3.31 | 5.94 / 2.93 | CWABS 2006-18 | 4.49 / 0.40 | 3.07 / -0.43 | 35.43 / 0.01 | 18.57 / 1.58 | 2.06 / -0.04 | 2.14 / -0.11 | 2.07 / 1.38 | FFMLT 2006-FF13 | 5.86 / -0.45 | 3.70 / -0.38 | 11.98 / 0.81 | 20.92 / -0.48 | 5.36 / 0.21 | 3.18 / 0.14 | 4.34 / 1.97 | FRHE 2006-3 | 4.65 / 0.90 | 2.56 / -0.38 | 21.13 / 0.66 | 23.03 / -1.87 | 9.11 / 0.52 | 3.39 / 0.31 | 5.63 / 0.74 | GSAMP 2006-HE5 | 6.52 / -0.69 | 4.85 / -0.53 | 21.48 / 1.67 | 17.36 / -0.30 | 5.28 / -0.55 | 3.38 / -0.11 | 18.88 / 4.53 | HEAT 2006-7 | 4.37 / -0.61 | 4.11 / -0.40 | 30.21 / -1.20 | 17.74 / 0.81 | 4.54 / -0.35 | 2.79 / -0.02 | 0.96 / 0.05 | JPMA 2006-CH2 | 5.51 / 0.17 | 3.35 / -0.50 | 14.13 / 1.49 | 23.86 / -1.01 | 1.60 / 0.04 | 2.30 / 0.09 | 12.58 / 0.62 | LBMLT 2006-6 | 5.63 / 0.17 | 4.49 / -0.60 | 30.51 / 1.76 | 16.50 / 0.24 | 5.36 / -0.46 | 2.54 / -0.07 | 1.60 / -0.84 | MABS 2006-NC3 | 6.56 / 0.56 | 4.10 / 0.18 | 13.67 / -0.15 | 14.56 / 1.37 | 7.19 / -0.71 | 3.34 / -0.32 | 24.27 / 4.36 | MLMI 2006-HE5 | 5.01 / 0.16 | 3.04 / 0.04 | 19.70 / 1.09 | 29.52 / -0.23 | 2.72 / -0.09 | 3.96 / -0.54 | 1.85 / 0.09 | MSAC 2006-HE6 | 3.63 / 0.07 | 3.04 / 0.36 | 35.22 / 0.34 | 25.65 / 0.40 | 3.46 / -0.15 | 4.26 / 0.12 | 0.88 / 0.49 | RASC 2006-KS9 | 5.14 / -0.39 | 3.22 / -0.46 | 13.32 / 1.02 | 28.80 / -0.20 | 1.69 / 0.13 | 2.75 / 0.05 | 0.71 / -2.60 | SABR 2006-HE2 | 5.13 / -0.86 | 4.12 / 1.37 | 13.56 / -0.01 | 17.15 / -0.29 | 6.42 / -0.29 | 3.30 / -0.01 | 23.95 / 6.07 | SASC 2006-BC4 | 5.17 / 0.11 | 3.54 / 0.18 | 21.57 / 0.02 | 19.21 / 0.87 | 6.62 / -0.47 | 2.89 / -0.13 | 17.05 / -0.52 | SVH 2006-EQ1 | 6.06 / -0.31 | 4.20 / -0.54 | 16.36 / 2.36 | 20.21 / -0.73 | 4.56 / -0.61 | 3.66 / 0.03 | 4.07 / 1.85 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.45 / -0.04 | 3.68 / -0.15 | 19.29 / 0.68 | 21.46 / -0.35 | 5.22 / -0.10 | 3.09 / 0.05 | 10.70 / 1.65 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 5.98 / 0.03 | 2.64 / -0.73 | 5.42 / 0.65 | 29.08 / -1.97 | 21.01 / 1.29 | 7.50 / 0.71 | 40.68 / 8.90 | BSAB 2007-HE3 | 4.59 / 0.60 | 3.45 / -1.02 | 42.99 / 1.40 | 8.97 / 0.83 | 2.11 / -0.48 | 2.73 / 0.02 | 4.77 / 3.06 | CTM 2007-AMC2 | 4.76 / -0.34 | 3.23 / -0.58 | 22.36 / 1.86 | 17.42 / -0.77 | 6.48 / -0.81 | 2.88 / 0.02 | 25.28 / 18.89 | CWABS 2007-1 | 4.36 / 0.16 | 3.87 / -0.15 | 38.97 / 0.37 | 17.43 / 1.31 | 2.57 / 0.00 | 2.34 / 0.22 | 3.71 / 0.63 | FFMLT 2007-FF1 | 6.11 / -0.48 | 3.41 / 0.44 | 10.22 / -0.06 | 21.71 / -0.57 | 3.85 / 0.58 | 3.66 / 0.21 | 5.28 / -2.07 | GSAMP 2007-NC1 | 5.86 / -0.81 | 5.08 / 0.11 | 20.88 / 2.66 | 22.25 / -1.17 | 7.63 / 0.04 | 2.96 / -0.70 | 21.62 / 6.05 | HEAT 2007-2 | 4.79 / -0.92 | 4.43 / 0.02 | 30.40 / -1.88 | 13.47 / 0.53 | 4.43 / -0.10 | 2.03 / 0.02 | 1.73 / -1.57 | HSA 2007-NC1 | 4.21 / 0.74 | 3.11 / -0.31 | 21.96 / 0.90 | 28.19 / 0.01 | 5.70 / -0.46 | 2.67 / -0.08 | 20.92 / 1.17 | JPMA 2007-CH3 | 5.38 / -0.39 | 3.67 / -0.46 | 13.90 / 0.93 | 27.09 / -0.28 | 1.59 / -0.20 | 2.58 / 0.13 | 2.79 / -0.54 | FFMLT , 2007-2 | 6.99 / 0.18 | 3.72 / -0.08 | 11.60 / 0.77 | 24.05 / -0.78 | 4.17 / 0.06 | 2.92 / 0.04 | 2.40 / -1.11 | MLMI 2007-MLN1 | 4.41 / -0.16 | 2.94 / -0.53 | 23.52 / 0.59 | 27.98 / 0.02 | 2.27 / 0.10 | 2.72 / -0.14 | 1.78 / 0.62 | MSAC 2007-NC3 | 4.83 / -0.71 | 3.73 / -0.47 | 22.71 / 3.50 | 23.03 / -3.15 | 4.93 / 0.73 | 3.00 / -0.22 | 20.09 / 1.61 | NFHE 2007-1 | 4.35 / -0.46 | 3.52 / 0.08 | 14.08 / -0.33 | 32.76 / 0.84 | 6.57 / -0.74 | 2.99 / -0.04 | 2.57 / 0.65 | NMHE 2007-2 | 5.73 / -0.52 | 3.73 / 0.60 | 13.06 / -0.86 | 15.97 / -0.63 | 8.42 / 0.51 | 4.34 / 0.12 | 18.50 / 3.13 | OOML 2007-5 | 6.71 / 0.33 | 3.71 / 0.27 | 10.44 / -0.10 | 25.03 / 1.18 | 3.54 / -0.11 | 2.74 / -0.09 | 10.55 / -4.44 | RASC 2007-KS2 | 4.96 / 0.13 | 3.25 / -0.38 | 12.96 / 0.87 | 26.34 / 0.03 | 1.72 / 0.03 | 3.13 / 0.34 | 2.27 / -1.79 | SABR 2007-BR4 | 6.21 / 0.14 | 3.45 / 0.28 | 13.52 / 0.24 | 14.31 / 0.07 | 6.20 / 0.08 | 3.26 / -0.07 | 0.34 / -0.12 | SASC 2007-BC1 | 6.33 / 1.34 | 4.05 / -0.56 | 18.06 / 2.11 | 22.93 / -1.60 | 3.08 / -0.45 | 2.94 / 0.63 | 17.24 / 2.83 | SVH 2007-OPT1 | 6.12 / -0.30 | 4.05 / 0.04 | 11.74 / -0.67 | 20.46 / 1.68 | 3.48 / 0.10 | 2.38 / 0.07 | 9.30 / -4.51 | WAMU 2007-HE2 | 6.40 / 0.69 | 4.52 / 0.44 | 27.01 / 0.59 | 10.76 / -2.48 | 4.71 / -2.18 | 2.03 / -0.25 | 2.26 / 1.66 |
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