| Performance Report - November | | Compare | Oct | | Sep | | Aug | | All | |
| Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 4.92 / -0.35 | 3.12 / 0.04 | 14.43 / 0.49 | 18.93 / 0.40 | 4.62 / -0.35 | 3.85 / 0.08 | 7.20 / 1.32 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 3.96 / 0.85 | 1.97 / 0.03 | 15.33 / 0.56 | 25.11 / -0.87 | 8.45 / -0.24 | 3.09 / -0.08 | 30.86 / 10.89 | AMQ 2005-R11 | 3.93 / 0.03 | 1.95 / -0.41 | 7.12 / 0.19 | 13.47 / 0.54 | 3.29 / -0.58 | 3.43 / 0.29 | 1.50 / -1.75 | ARSI 2005-W2 | 4.42 / -0.27 | 2.66 / 0.05 | 8.97 / 0.81 | 18.81 / 0.49 | 5.40 / -0.86 | 3.19 / 0.09 | 6.46 / 3.46 | BSAB 2005-HE11 | 4.60 / -0.31 | 4.02 / -0.06 | 33.05 / 1.47 | 8.01 / -0.40 | 1.82 / 0.04 | 2.64 / -0.06 | 2.30 / -1.10 | CWABS 2005-BC5 | 4.47 / -0.15 | 3.56 / 0.86 | 26.07 / 1.02 | 13.23 / 0.00 | 1.88 / 0.27 | 3.69 / -0.28 | 4.74 / 0.99 | FFMLT 2005-FF12 | 5.00 / 0.14 | 2.34 / 0.49 | 8.65 / -2.23 | 20.57 / 1.84 | 2.62 / -0.43 | 3.66 / 0.42 | 4.15 / 0.56 | GSAMP 2005-HE4 | 5.29 / -1.91 | 3.17 / 0.12 | 9.36 / 1.50 | 29.97 / 0.01 | 2.58 / -0.65 | 4.07 / -0.01 | 1.27 / -1.28 | HEAT 2005-8 | 4.99 / -1.01 | 3.92 / 0.14 | 20.93 / 1.11 | 13.95 / 0.23 | 5.57 / -0.57 | 4.13 / -0.28 | 2.09 / 1.28 | JPMA 2005-OPT1 | 6.38 / 1.35 | 2.95 / 0.20 | 6.87 / 0.23 | 13.30 / 0.90 | 2.61 / -0.23 | 3.90 / -0.12 | 9.61 / 5.45 | LBMLT 2005-WL2 | 5.73 / -0.72 | 4.52 / 0.56 | 24.06 / 2.24 | 14.41 / -0.46 | 5.99 / -0.92 | 3.72 / 0.14 | 4.34 / 1.00 | MABS 2005-NC2 | 4.09 / 0.04 | 2.70 / -0.94 | 13.10 / -0.72 | 21.45 / 1.38 | 13.04 / -1.71 | 4.47 / 0.07 | 1.20 / -0.02 | MLMI 2005-AR1 | 5.40 / -1.15 | 3.22 / -0.10 | 17.31 / 1.08 | 25.04 / 1.08 | 4.72 / -0.32 | 4.41 / -0.45 | 2.90 / 1.18 | MSAC 2005-HE5 | 6.02 / -0.17 | 2.71 / -0.33 | 17.61 / -1.43 | 19.48 / 2.05 | 2.75 / -0.04 | 6.51 / 0.46 | 14.29 / -1.52 | NCC 2005-4 | 5.00 / -0.40 | 3.44 / -0.35 | 14.49 / -0.37 | 14.10 / 0.60 | 9.24 / 0.37 | 3.22 / 0.35 | 3.20 / 0.41 | RAMP 2005-EFC4 | 6.17 / -1.81 | 3.46 / 0.14 | 9.39 / 0.43 | 20.16 / 0.05 | 1.19 / -0.35 | 3.41 / 0.22 | 3.74 / -3.47 | RASC 2005-KS11 | 4.96 / -0.91 | 4.96 / 0.98 | 12.06 / 1.08 | 19.35 / -0.46 | 1.64 / 0.17 | 3.23 / -0.14 | 3.25 / 0.98 | SABR 2005-HE1 | 3.05 / 0.36 | 1.65 / -0.99 | 7.92 / -0.48 | 38.52 / 2.06 | 6.07 / -0.75 | 5.89 / -0.03 | 29.35 / 3.76 | SAIL 2005-HE3 | 4.75 / 0.03 | 2.87 / 0.25 | 10.29 / 0.60 | 18.82 / -0.47 | 7.18 / -0.20 | 4.11 / 0.47 | 4.28 / 1.79 | SAIL 2005-WF4 | 4.72 / 0.22 | 2.99 / 0.46 | 9.89 / 1.67 | 10.59 / -1.46 | 3.71 / 0.18 | 3.09 / 0.20 | 13.34 / 3.92 | SVH 2005-4 | 5.43 / -1.25 | 3.26 / -0.35 | 16.15 / 1.12 | 20.27 / 0.90 | 2.67 / -0.11 | 3.20 / 0.31 | 1.12 / -0.04 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.06 / -0.43 | 3.64 / 0.20 | 15.61 / 1.03 | 21.25 / -0.32 | 6.09 / -0.07 | 3.37 / -0.02 | 12.28 / -0.25 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 5.27 / 0.36 | 3.26 / -0.40 | 8.88 / 0.66 | 26.42 / 0.38 | 4.65 / -0.26 | 3.76 / -0.37 | 23.42 / -5.20 | ARSI 2006-W1 | 4.47 / -0.25 | 3.08 / 0.44 | 10.85 / 0.75 | 24.50 / 0.60 | 7.73 / -1.68 | 3.26 / -0.21 | 3.61 / 0.79 | BSAB 2006-HE3 | 4.03 / -0.50 | 4.54 / 0.05 | 26.91 / 2.11 | 18.25 / -0.93 | 6.12 / -0.30 | 4.01 / 0.43 | 1.08 / -3.31 | CMLT 2006-NC1 | 5.10 / 0.59 | 2.42 / -0.58 | 13.16 / -0.78 | 13.10 / 0.54 | 17.32 / 1.18 | 2.22 / -0.03 | 4.57 / -3.31 | CWABS 2006-8 | 4.13 / -0.29 | 3.72 / 0.36 | 34.53 / 0.99 | 14.25 / -0.11 | 1.50 / 0.03 | 2.64 / 0.02 | 3.53 / -0.99 | FFMLT 2006-FF4 | 6.49 / 0.50 | 3.33 / -0.31 | 10.62 / -0.67 | 21.35 / 0.33 | 4.21 / 0.40 | 3.01 / -0.27 | 4.55 / 0.92 | GSAMP 2006-HE3 | 6.56 / -0.05 | 5.08 / -0.04 | 19.24 / 0.90 | 17.30 / -0.51 | 7.59 / 0.42 | 4.55 / -0.04 | 19.64 / -5.57 | HEAT 2006-4 | 4.76 / -0.68 | 3.93 / 0.39 | 17.06 / 1.02 | 21.53 / 0.17 | 5.66 / -0.25 | 2.91 / -0.53 | 0.25 / -0.33 | JPMA 2006-FRE1 | 6.94 / -2.45 | 3.56 / 0.19 | 9.40 / 1.48 | 37.14 / 0.49 | 2.98 / -0.58 | 2.88 / -0.32 | 16.34 / -3.15 | LBMLT 2006-1 | 5.17 / -0.34 | 3.93 / -0.28 | 26.61 / 2.34 | 17.07 / -0.79 | 8.50 / -0.26 | 2.82 / 0.23 | 2.49 / 1.82 | MABS 2006-NC1 | 3.84 / -0.95 | 3.73 / 1.03 | 14.02 / 2.39 | 21.10 / -2.38 | 7.44 / -0.45 | 4.74 / 0.30 | 23.03 / -0.26 | MLMI 2006-HE1 | 5.22 / -0.66 | 3.73 / 0.26 | 17.58 / 1.26 | 21.78 / -0.23 | 1.66 / -0.13 | 3.48 / 0.26 | 21.05 / 2.12 | MSCI 2006-HE2 | 4.46 / -0.41 | 2.75 / -0.37 | 15.67 / 0.91 | 21.79 / -1.13 | 8.97 / 0.52 | 4.61 / -0.14 | 32.46 / 7.40 | MSAC 2006-WMC2 | 3.73 / -0.44 | 3.11 / 0.84 | 17.10 / 2.26 | 23.16 / -3.13 | 11.92 / 0.34 | 3.27 / 0.04 | 28.75 / -1.48 | RASC 2006-KS3 | 5.63 / -0.64 | 4.10 / -0.05 | 11.99 / 0.83 | 25.04 / 0.24 | 1.86 / 0.22 | 2.75 / 0.06 | 5.02 / 3.04 | RAMP 2006-NC2 | 6.04 / -0.99 | 4.34 / 1.23 | 10.21 / 0.35 | 31.27 / 0.76 | 1.65 / -0.26 | 1.90 / -0.20 | 1.52 / -2.23 | SABR 2006-OP1 | 4.00 / -0.92 | 3.18 / -0.05 | 7.51 / 0.59 | 13.79 / 1.03 | 3.73 / -0.34 | 4.25 / 0.03 | 10.59 / -3.92 | SAIL 2006-4 | 4.28 / -0.28 | 3.20 / 0.34 | 16.06 / 1.36 | 24.20 / -1.28 | 8.73 / -0.14 | 3.09 / 0.17 | 24.77 / 5.31 | SASC 2006-WF2 | 5.09 / -0.69 | 4.23 / 1.13 | 14.65 / 1.36 | 13.43 / -0.88 | 5.37 / 0.37 | 2.84 / -0.03 | 15.98 / 2.71 | SVH 2006-OPT5 | 5.98 / 0.42 | 3.59 / -0.28 | 10.07 / 0.54 | 18.61 / 0.37 | 4.21 / -0.32 | 4.41 / 0.20 | 2.95 / 0.61 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.22 / -0.27 | 3.90 / -0.05 | 20.14 / 1.13 | 19.64 / -0.01 | 5.41 / -0.07 | 3.04 / 0.04 | 8.98 / -0.28 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 5.63 / -0.62 | 3.38 / -1.37 | 10.93 / 2.04 | 21.38 / 1.46 | 4.22 / -0.35 | 3.58 / -0.18 | 17.25 / 1.08 | ACE 2006-NC3 | 3.05 / 0.47 | 1.93 / -0.79 | 36.54 / 0.47 | 20.80 / 0.67 | 2.21 / 0.07 | 3.59 / -0.05 | 9.30 / -3.08 | BSAB 2006-HE10 | 3.90 / -1.87 | 6.18 / 0.74 | 38.97 / 1.36 | 10.73 / -0.32 | 2.64 / -0.39 | 2.01 / 0.10 | 2.52 / -0.61 | CBASS 2006-CB6 | 7.28 / -1.13 | 5.59 / 0.10 | 13.70 / 1.27 | 20.22 / -0.05 | 5.56 / 0.78 | 2.66 / 0.38 | 0.00 / -4.23 | CMLT 2006-NC4 | 4.61 / -1.01 | 3.26 / 0.06 | 13.94 / -0.30 | 15.38 / 0.73 | 15.90 / 0.86 | 2.24 / -0.07 | 6.04 / -3.81 | CTM 2006-WFHE3 | 4.91 / -0.66 | 3.81 / -0.48 | 16.60 / 1.65 | 14.63 / -0.63 | 6.39 / 0.40 | 2.69 / -0.02 | 4.59 / 0.47 | CWABS 2006-18 | 4.00 / -0.38 | 4.01 / 0.47 | 34.08 / 0.94 | 16.30 / -0.11 | 1.90 / 0.20 | 2.20 / -0.15 | 1.30 / -2.24 | FFMLT 2006-FF13 | 6.55 / 0.75 | 2.75 / 0.02 | 12.01 / 0.25 | 20.32 / -0.66 | 4.88 / -0.01 | 3.25 / -0.06 | 3.59 / -0.25 | FRHE 2006-3 | 4.27 / 0.39 | 2.93 / 0.49 | 18.91 / 1.72 | 26.76 / -2.30 | 8.66 / 0.39 | 2.83 / 0.04 | 3.30 / 2.01 | GSAMP 2006-HE5 | 8.36 / 0.99 | 5.04 / 0.40 | 19.27 / 0.74 | 16.37 / -0.11 | 5.86 / -0.53 | 3.34 / 0.25 | 20.33 / -3.08 | HEAT 2006-7 | 5.03 / -0.61 | 4.66 / 0.21 | 31.91 / 1.54 | 14.60 / 0.14 | 5.49 / -0.10 | 2.82 / -0.24 | 0.92 / -1.56 | JPMA 2006-CH2 | 5.60 / -1.48 | 3.85 / 0.36 | 10.95 / 1.05 | 24.93 / 0.31 | 1.74 / -0.39 | 2.18 / 0.12 | 17.59 / 5.68 | LBMLT 2006-6 | 5.92 / 0.29 | 4.79 / -0.28 | 27.65 / 3.19 | 14.65 / -0.91 | 6.57 / -0.67 | 2.92 / -0.01 | 3.27 / 3.05 | MABS 2006-NC3 | 6.12 / -0.91 | 4.42 / 0.60 | 13.28 / -0.06 | 12.27 / 1.35 | 7.86 / -0.59 | 3.39 / 0.15 | 24.38 / -4.50 | MLMI 2006-HE5 | 4.83 / 0.79 | 2.81 / -0.93 | 16.81 / 1.85 | 30.84 / -0.40 | 3.01 / -0.11 | 4.56 / 0.17 | 2.74 / -0.29 | MSAC 2006-HE6 | 3.23 / -0.55 | 3.08 / -0.15 | 33.26 / 1.05 | 25.58 / -0.48 | 3.67 / 0.50 | 4.02 / -0.05 | 1.55 / 1.47 | RASC 2006-KS9 | 5.37 / -0.19 | 3.88 / -0.36 | 10.99 / 0.67 | 29.41 / 0.19 | 1.76 / -0.10 | 2.52 / 0.37 | 2.70 / -0.44 | SABR 2006-HE2 | 4.55 / 0.46 | 2.92 / -0.52 | 12.52 / -0.32 | 17.58 / 1.54 | 6.93 / -0.90 | 3.39 / 0.20 | 32.36 / 4.15 | SASC 2006-BC4 | 4.70 / 0.32 | 3.56 / 0.62 | 20.18 / 2.50 | 17.80 / -1.83 | 7.86 / -0.17 | 2.74 / -0.05 | 22.91 / 2.98 | SVH 2006-EQ1 | 6.40 / -0.46 | 5.19 / -0.10 | 10.38 / 0.93 | 22.21 / 1.15 | 5.15 / -0.34 | 3.86 / -0.16 | 2.89 / -2.39 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.56 / -0.36 | 3.92 / -0.10 | 17.85 / 0.81 | 21.38 / 0.38 | 5.47 / -0.05 | 2.98 / 0.15 | 10.65 / 0.52 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 6.00 / 0.10 | 2.20 / -1.32 | 4.18 / 0.58 | 32.65 / -0.44 | 19.73 / -0.02 | 6.06 / 0.76 | 37.96 / 2.90 | BSAB 2007-HE3 | 4.89 / -0.74 | 5.94 / 0.10 | 38.28 / 1.96 | 7.90 / -0.63 | 3.38 / -0.21 | 2.90 / 0.29 | 1.88 / 0.76 | CTM 2007-AMC2 | 5.32 / -0.56 | 3.92 / 0.19 | 21.20 / 0.77 | 17.76 / -0.89 | 6.91 / -0.02 | 2.86 / 0.09 | 17.13 / -2.54 | CWABS 2007-1 | 4.68 / 0.49 | 3.49 / -0.27 | 37.76 / 2.18 | 15.97 / -0.43 | 2.33 / 0.11 | 2.02 / 0.06 | 3.56 / 0.33 | FFMLT 2007-FF1 | 6.09 / -0.06 | 3.15 / -0.11 | 11.02 / -1.12 | 21.24 / 0.92 | 2.99 / -0.12 | 3.15 / 0.19 | 3.20 / -1.14 | GSAMP 2007-NC1 | 7.05 / -0.39 | 5.18 / 0.60 | 16.65 / 0.60 | 23.38 / 0.18 | 7.53 / 0.15 | 3.51 / 0.21 | 21.71 / 2.52 | HEAT 2007-2 | 5.65 / -0.51 | 5.31 / -0.08 | 31.40 / 1.26 | 11.77 / 0.91 | 4.25 / -0.62 | 2.06 / -0.04 | 0.12 / -3.05 | HSA 2007-NC1 | 4.05 / -0.58 | 2.98 / -0.05 | 20.37 / -0.98 | 27.61 / 1.89 | 6.52 / 0.06 | 2.75 / 0.14 | 18.56 / 2.70 | JPMA 2007-CH3 | 6.26 / -1.11 | 4.01 / 0.02 | 11.23 / 1.00 | 27.60 / 0.43 | 2.19 / -0.18 | 2.58 / 0.15 | 1.97 / -0.60 | FFMLT , 2007-2 | 6.52 / -0.43 | 3.80 / 0.54 | 10.93 / -0.54 | 23.98 / 0.24 | 3.96 / 0.35 | 2.77 / 0.18 | 3.44 / -0.39 | MLMI 2007-MLN1 | 4.14 / -0.93 | 3.54 / 0.52 | 21.47 / 1.97 | 27.31 / -0.44 | 2.35 / -0.25 | 3.22 / -0.03 | 2.06 / 1.12 | MSAC 2007-NC3 | 4.95 / -0.54 | 4.10 / -0.58 | 16.70 / 1.79 | 26.42 / -0.23 | 5.02 / -0.13 | 3.34 / 0.16 | 17.84 / -3.83 | NFHE 2007-1 | 4.86 / 0.23 | 3.78 / -0.22 | 13.63 / 0.49 | 30.97 / 0.22 | 8.06 / -0.30 | 2.98 / 0.10 | 2.19 / 0.88 | NMHE 2007-2 | 5.44 / 0.03 | 3.28 / -0.06 | 16.05 / 0.14 | 16.22 / -0.78 | 8.03 / -0.33 | 4.03 / 0.14 | 20.26 / 2.49 | OOML 2007-5 | 6.28 / 0.94 | 3.66 / -0.27 | 10.74 / 0.34 | 22.28 / 0.60 | 3.97 / -0.36 | 2.50 / 0.17 | 25.46 / 3.38 | RASC 2007-KS2 | 4.97 / -0.86 | 4.23 / -0.05 | 11.09 / 0.76 | 26.26 / 0.58 | 1.77 / -0.04 | 2.81 / 0.18 | 3.31 / 1.94 | SABR 2007-BR4 | 5.47 / -0.11 | 3.11 / 0.15 | 12.76 / -1.57 | 14.32 / 2.88 | 6.15 / -0.62 | 3.29 / -0.46 | 0.42 / -2.23 | SASC 2007-BC1 | 6.23 / -1.04 | 4.16 / -0.09 | 14.53 / 1.55 | 24.37 / -0.08 | 3.42 / -0.04 | 2.28 / 0.37 | 13.88 / 2.72 | SVH 2007-OPT1 | 6.60 / -0.01 | 4.43 / 0.41 | 11.80 / 1.02 | 17.02 / 0.79 | 3.69 / -0.26 | 2.27 / 0.02 | 14.75 / 0.55 | WAMU 2007-HE2 | 5.78 / -1.07 | 4.05 / -1.33 | 25.24 / 4.08 | 12.52 / 1.92 | 7.11 / 1.74 | 2.20 / 0.26 | 3.22 / 1.90 |
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