| Performance Report - October | | Compare | Sep | | Aug | | Jul | | All | |
| Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.27 / 0.22 | 3.08 / -0.15 | 13.94 / 0.99 | 18.53 / 0.44 | 4.97 / -0.47 | 3.77 / -0.16 | 5.88 / -0.40 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 3.11 / 0.31 | 1.94 / 0.28 | 14.77 / -0.38 | 25.99 / 0.63 | 8.70 / -0.57 | 3.18 / -0.27 | 19.97 / -4.86 | AMQ 2005-R11 | 3.90 / 0.07 | 2.36 / -0.06 | 6.93 / 1.18 | 12.93 / -0.14 | 3.87 / -0.15 | 3.14 / -0.29 | 3.25 / -1.27 | ARSI 2005-W2 | 4.69 / 0.65 | 2.61 / -0.24 | 8.16 / 0.32 | 18.32 / 1.17 | 6.26 / -0.80 | 3.10 / -0.40 | 3.00 / 0.44 | BSAB 2005-HE11 | 4.91 / 0.42 | 4.08 / -0.53 | 31.58 / 1.41 | 8.41 / 0.52 | 1.78 / -0.33 | 2.70 / -0.20 | 3.40 / -0.98 | CWABS 2005-BC5 | 4.62 / 0.32 | 2.70 / -0.22 | 25.05 / 0.00 | 13.23 / 2.16 | 1.61 / -0.12 | 3.97 / -0.44 | 3.75 / 1.46 | FFMLT 2005-FF12 | 4.86 / 0.57 | 1.85 / -0.55 | 10.88 / -0.28 | 18.73 / 0.23 | 3.05 / -0.52 | 3.24 / -0.13 | 3.60 / 0.39 | GSAMP 2005-HE4 | 7.20 / 1.56 | 3.05 / -1.24 | 7.86 / 1.46 | 29.96 / 1.07 | 3.23 / -0.38 | 4.08 / -0.13 | 2.54 / 0.68 | HEAT 2005-8 | 6.00 / -0.39 | 3.78 / 0.63 | 19.82 / 1.30 | 13.72 / 0.38 | 6.14 / -0.86 | 4.41 / 0.16 | 0.82 / -1.08 | JPMA 2005-OPT1 | 5.03 / -1.23 | 2.75 / 0.12 | 6.64 / 0.73 | 12.40 / 0.46 | 2.84 / 0.05 | 4.02 / -0.18 | 4.15 / 0.28 | LBMLT 2005-WL2 | 6.45 / 0.14 | 3.96 / -0.41 | 21.82 / 1.72 | 14.87 / 0.16 | 6.91 / -0.54 | 3.58 / -0.12 | 3.35 / 0.85 | MABS 2005-NC2 | 4.05 / -0.36 | 3.64 / 0.45 | 13.81 / 0.32 | 20.08 / 0.87 | 14.75 / -2.19 | 4.40 / 0.21 | 1.22 / -0.54 | MLMI 2005-AR1 | 6.55 / 0.82 | 3.32 / -0.36 | 16.23 / 4.43 | 23.96 / -2.74 | 5.04 / -0.90 | 4.86 / 0.02 | 1.72 / 1.03 | MSAC 2005-HE5 | 6.20 / 1.19 | 3.04 / 0.03 | 19.04 / 0.90 | 17.43 / 0.75 | 2.79 / -0.47 | 6.05 / -0.68 | 15.80 / -9.65 | NCC 2005-4 | 5.40 / -0.96 | 3.79 / -0.46 | 14.86 / 1.36 | 13.50 / 0.90 | 8.87 / 0.17 | 2.87 / 0.18 | 2.80 / 0.81 | RAMP 2005-EFC4 | 7.98 / 2.08 | 3.32 / -0.20 | 8.96 / 1.49 | 20.11 / -0.16 | 1.54 / -0.13 | 3.19 / -0.28 | 7.20 / 4.32 | RASC 2005-KS11 | 5.87 / 0.23 | 3.98 / -0.42 | 10.98 / 1.02 | 19.81 / 0.69 | 1.47 / -0.10 | 3.37 / 0.11 | 2.28 / -0.20 | SABR 2005-HE1 | 2.70 / -0.59 | 2.64 / 0.01 | 8.40 / -0.64 | 36.45 / 1.44 | 6.82 / -0.57 | 5.91 / 0.36 | 25.59 / 2.10 | SAIL 2005-HE3 | 4.72 / -0.68 | 2.62 / 0.22 | 9.69 / 2.64 | 19.29 / -0.87 | 7.38 / -1.08 | 3.64 / -0.42 | 2.50 / -0.00 | SAIL 2005-WF4 | 4.50 / 0.20 | 2.54 / -0.64 | 8.22 / 0.36 | 12.05 / 0.11 | 3.54 / 0.12 | 2.89 / -0.05 | 9.42 / -1.65 | SVH 2005-4 | 6.68 / 0.00 | 3.61 / 0.55 | 15.03 / 0.55 | 19.37 / 1.12 | 2.78 / 0.02 | 2.89 / -0.66 | 1.16 / -0.22 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.49 / 0.22 | 3.44 / -0.01 | 14.57 / 1.28 | 21.58 / 0.03 | 6.16 / -0.42 | 3.39 / -0.12 | 12.53 / 0.61 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 4.91 / -0.29 | 3.66 / 0.52 | 8.22 / 1.24 | 26.04 / -0.32 | 4.91 / -0.23 | 4.13 / -0.38 | 28.62 / 8.63 | ARSI 2006-W1 | 4.72 / 1.09 | 2.64 / -0.55 | 10.10 / 0.93 | 23.90 / 1.29 | 9.41 / -1.69 | 3.47 / -0.80 | 2.82 / -0.05 | BSAB 2006-HE3 | 4.53 / 0.18 | 4.49 / 0.04 | 24.80 / 2.41 | 19.18 / -3.02 | 6.42 / 0.92 | 3.58 / 0.24 | 4.38 / 3.86 | CMLT 2006-NC1 | 4.50 / -0.25 | 2.99 / -1.15 | 13.94 / 1.69 | 12.56 / 0.87 | 16.14 / 0.17 | 2.25 / -0.18 | 7.88 / -0.60 | CWABS 2006-8 | 4.42 / 0.47 | 3.36 / -0.30 | 33.54 / 0.62 | 14.36 / 1.47 | 1.47 / -0.05 | 2.62 / -0.48 | 4.52 / 2.22 | FFMLT 2006-FF4 | 5.99 / -0.36 | 3.64 / 0.17 | 11.29 / -0.78 | 21.02 / 1.46 | 3.81 / -0.37 | 3.28 / -0.26 | 3.63 / 1.71 | GSAMP 2006-HE3 | 6.61 / 0.25 | 5.12 / -0.24 | 18.34 / 1.98 | 17.81 / -0.58 | 7.17 / -0.28 | 4.59 / -0.03 | 25.21 / 4.88 | HEAT 2006-4 | 5.44 / 0.34 | 3.54 / 0.17 | 16.04 / 2.41 | 21.36 / -0.66 | 5.91 / -0.70 | 3.44 / -0.26 | 0.58 / -0.94 | JPMA 2006-FRE1 | 9.39 / 1.07 | 3.37 / -0.21 | 7.92 / 0.73 | 36.65 / 1.16 | 3.56 / -0.84 | 3.20 / 0.06 | 19.49 / 0.40 | LBMLT 2006-1 | 5.51 / 0.39 | 4.21 / -0.37 | 24.27 / 2.09 | 17.86 / 0.03 | 8.76 / -0.25 | 2.59 / -0.17 | 0.67 / -0.51 | MABS 2006-NC1 | 4.79 / -0.31 | 2.70 / 0.28 | 11.62 / -0.05 | 23.48 / 1.63 | 7.89 / -0.36 | 4.44 / -0.15 | 23.30 / 4.49 | MLMI 2006-HE1 | 5.87 / 0.30 | 3.47 / 0.95 | 16.32 / 3.94 | 22.01 / -3.38 | 1.79 / -0.36 | 3.21 / -0.02 | 18.94 / -4.38 | MSCI 2006-HE2 | 4.86 / -0.81 | 3.11 / 0.39 | 14.75 / 2.79 | 22.92 / -0.62 | 8.45 / -2.10 | 4.75 / -0.18 | 25.06 / 1.88 | MSAC 2006-WMC2 | 4.18 / 0.26 | 2.27 / 0.00 | 14.84 / 1.35 | 26.29 / -0.50 | 11.57 / -1.33 | 3.23 / 0.25 | 30.23 / 2.41 | RASC 2006-KS3 | 6.27 / 0.44 | 4.15 / -0.19 | 11.16 / 1.75 | 24.80 / -0.17 | 1.64 / 0.03 | 2.69 / 0.20 | 1.97 / -2.43 | RAMP 2006-NC2 | 7.03 / 0.58 | 3.11 / 0.76 | 9.86 / 0.91 | 30.51 / -0.41 | 1.91 / -0.23 | 2.10 / -0.01 | 3.76 / 2.18 | SABR 2006-OP1 | 4.92 / 0.04 | 3.22 / 0.16 | 6.93 / 0.01 | 12.77 / 0.71 | 4.08 / -0.40 | 4.22 / 0.22 | 14.52 / 2.94 | SAIL 2006-4 | 4.56 / -0.28 | 2.87 / 0.17 | 14.70 / 0.58 | 25.49 / 0.52 | 8.86 / -0.30 | 2.92 / -0.15 | 19.46 / -6.31 | SASC 2006-WF2 | 5.78 / 0.82 | 3.11 / -0.07 | 13.29 / -0.33 | 14.31 / 0.26 | 5.01 / 0.09 | 2.87 / 0.04 | 13.26 / -7.86 | SVH 2006-OPT5 | 5.56 / 0.37 | 3.87 / -0.71 | 9.53 / 1.32 | 18.24 / 0.90 | 4.53 / -0.15 | 4.21 / -0.27 | 2.34 / -0.43 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.49 / 0.03 | 3.95 / 0.22 | 19.02 / 1.70 | 19.65 / -0.07 | 5.49 / -0.46 | 3.00 / -0.03 | 9.26 / -0.42 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 6.25 / -0.50 | 4.74 / 0.72 | 8.89 / 1.64 | 19.92 / 0.64 | 4.57 / -0.34 | 3.76 / -0.32 | 16.18 / -8.38 | ACE 2006-NC3 | 2.58 / -0.33 | 2.71 / -0.56 | 36.08 / 0.05 | 20.13 / 1.70 | 2.14 / -0.13 | 3.64 / 0.22 | 12.38 / 1.40 | BSAB 2006-HE10 | 5.77 / -0.09 | 5.44 / -0.19 | 37.61 / 2.58 | 11.05 / -0.59 | 3.03 / -0.07 | 1.91 / 0.09 | 3.13 / 2.06 | CBASS 2006-CB6 | 8.41 / 0.51 | 5.49 / 1.25 | 12.43 / 2.08 | 20.27 / 0.25 | 4.78 / -0.41 | 2.28 / -0.28 | 4.23 / 0.37 | CMLT 2006-NC4 | 5.62 / 0.20 | 3.20 / -0.27 | 14.24 / 0.59 | 14.65 / 0.84 | 15.03 / -0.11 | 2.31 / 0.07 | 9.85 / 0.99 | CTM 2006-WFHE3 | 5.56 / 0.20 | 4.29 / 0.58 | 14.95 / 1.06 | 15.25 / -0.68 | 6.00 / -0.06 | 2.70 / -0.01 | 4.12 / -2.19 | CWABS 2006-18 | 4.38 / 0.33 | 3.54 / 0.26 | 33.14 / -0.29 | 16.41 / 1.57 | 1.70 / 0.06 | 2.35 / -0.21 | 3.55 / 0.44 | FFMLT 2006-FF13 | 5.80 / 0.88 | 2.73 / -0.03 | 11.76 / 0.71 | 20.98 / -0.16 | 4.89 / -0.81 | 3.31 / 0.24 | 3.84 / -1.46 | FRHE 2006-3 | 3.88 / -0.02 | 2.44 / -0.27 | 17.19 / 1.60 | 29.06 / -0.13 | 8.27 / -0.75 | 2.79 / -0.05 | 1.29 / -2.26 | GSAMP 2006-HE5 | 7.37 / 0.42 | 4.65 / -0.53 | 18.53 / 3.24 | 16.48 / -0.44 | 6.39 / -0.86 | 3.09 / 0.14 | 23.41 / 5.97 | HEAT 2006-7 | 5.64 / 0.45 | 4.45 / 0.41 | 30.37 / 2.99 | 14.46 / -1.28 | 5.59 / -0.76 | 3.06 / 0.23 | 2.47 / 1.03 | JPMA 2006-CH2 | 7.08 / -0.17 | 3.49 / 0.13 | 9.90 / 1.06 | 24.62 / 0.93 | 2.13 / -0.18 | 2.06 / -0.10 | 11.91 / -2.54 | LBMLT 2006-6 | 5.63 / -0.67 | 5.07 / 0.72 | 24.46 / 2.70 | 15.56 / -0.92 | 7.24 / -0.49 | 2.93 / -0.21 | 0.22 / -0.98 | MABS 2006-NC3 | 7.03 / 0.95 | 3.83 / 0.34 | 13.34 / 1.86 | 10.92 / -0.09 | 8.45 / -1.46 | 3.24 / -0.23 | 28.88 / 0.01 | MLMI 2006-HE5 | 4.04 / -0.62 | 3.74 / 0.22 | 14.96 / 3.25 | 31.24 / -1.58 | 3.12 / -0.43 | 4.39 / 0.44 | 3.03 / 1.26 | MSAC 2006-HE6 | 3.78 / -0.29 | 3.23 / -0.22 | 32.21 / 1.79 | 26.06 / 0.52 | 3.17 / -0.11 | 4.07 / -0.42 | 0.09 / -1.20 | RASC 2006-KS9 | 5.56 / -0.44 | 4.24 / 0.69 | 10.32 / 1.22 | 29.22 / 0.44 | 1.86 / -0.39 | 2.15 / -0.08 | 3.14 / -1.26 | SABR 2006-HE2 | 4.10 / -0.16 | 3.44 / -0.07 | 12.83 / 2.30 | 16.04 / -1.24 | 7.83 / -1.30 | 3.19 / 0.11 | 28.21 / -4.93 | SASC 2006-BC4 | 4.38 / -0.12 | 2.94 / 0.21 | 17.68 / 2.08 | 19.62 / -1.10 | 8.03 / 0.14 | 2.79 / -0.27 | 19.93 / 2.55 | SVH 2006-EQ1 | 6.86 / -0.02 | 5.29 / 1.03 | 9.45 / 1.46 | 21.06 / -0.18 | 5.49 / -0.76 | 4.02 / 0.06 | 5.28 / 0.79 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.92 / -0.06 | 4.01 / -0.01 | 17.04 / 1.80 | 21.00 / -0.37 | 5.52 / -0.17 | 2.83 / 0.01 | 10.13 / -1.33 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 5.90 / -0.58 | 3.52 / 0.28 | 3.60 / 0.40 | 33.08 / 0.52 | 19.75 / -0.12 | 5.30 / -0.13 | 35.06 / -7.44 | BSAB 2007-HE3 | 5.63 / -0.09 | 5.84 / -0.31 | 36.32 / 3.54 | 8.53 / -1.83 | 3.59 / 0.39 | 2.61 / 0.10 | 1.12 / -1.26 | CTM 2007-AMC2 | 5.88 / -0.17 | 3.73 / 0.20 | 20.43 / 1.14 | 18.65 / -0.59 | 6.93 / -0.37 | 2.77 / 0.14 | 19.67 / 0.62 | CWABS 2007-1 | 4.19 / -0.21 | 3.76 / 0.02 | 35.58 / 0.63 | 16.40 / 1.67 | 2.22 / 0.07 | 1.96 / -0.47 | 3.23 / 1.37 | FFMLT 2007-FF1 | 6.15 / -0.19 | 3.26 / 0.36 | 12.14 / -0.01 | 20.32 / 0.39 | 3.11 / -0.52 | 2.96 / 0.01 | 4.34 / 0.76 | GSAMP 2007-NC1 | 7.44 / 0.66 | 4.58 / -0.50 | 16.05 / 3.05 | 23.19 / -1.13 | 7.38 / 0.11 | 3.31 / 0.07 | 19.19 / -5.52 | HEAT 2007-2 | 6.16 / -0.52 | 5.39 / 1.48 | 30.14 / 2.95 | 10.86 / -1.48 | 4.87 / 0.09 | 2.10 / -0.24 | 3.17 / 1.27 | HSA 2007-NC1 | 4.63 / 0.24 | 3.04 / 0.36 | 21.36 / 0.93 | 25.71 / -0.41 | 6.46 / 0.16 | 2.61 / -0.03 | 15.85 / -4.95 | JPMA 2007-CH3 | 7.37 / 0.22 | 3.99 / -0.03 | 10.23 / 1.01 | 27.17 / 0.84 | 2.37 / -0.01 | 2.43 / 0.17 | 2.57 / -1.55 | FFMLT , 2007-2 | 6.95 / 0.06 | 3.26 / 0.10 | 11.47 / 0.40 | 23.74 / 0.29 | 3.61 / -0.47 | 2.59 / 0.10 | 3.82 / -0.10 | MLMI 2007-MLN1 | 5.07 / 0.62 | 3.02 / -0.51 | 19.50 / 6.78 | 27.75 / -5.05 | 2.60 / -0.27 | 3.25 / 0.15 | 0.94 / -0.11 | MSAC 2007-NC3 | 5.49 / -0.09 | 4.68 / 0.23 | 14.91 / 1.79 | 26.66 / -0.77 | 5.15 / -0.04 | 3.18 / 0.23 | 21.67 / 2.01 | NFHE 2007-1 | 4.63 / -0.56 | 4.00 / 0.56 | 13.14 / 1.36 | 30.75 / -0.13 | 8.36 / -0.36 | 2.88 / 0.01 | 1.31 / -0.60 | NMHE 2007-2 | 5.40 / -1.35 | 3.35 / -1.35 | 15.91 / 1.30 | 17.00 / 0.16 | 8.36 / 0.03 | 3.90 / 0.36 | 17.78 / -4.06 | OOML 2007-5 | 5.34 / -0.50 | 3.93 / 0.12 | 10.40 / 1.27 | 21.68 / 0.95 | 4.33 / -0.79 | 2.33 / -0.43 | 22.08 / 5.67 | RASC 2007-KS2 | 5.83 / 0.25 | 4.28 / 0.06 | 10.33 / 1.05 | 25.68 / -0.57 | 1.81 / -0.01 | 2.63 / 0.04 | 1.37 / -0.79 | SABR 2007-BR4 | 5.58 / 0.40 | 2.96 / -0.38 | 14.33 / 2.39 | 11.44 / -1.11 | 6.77 / -1.03 | 3.75 / 0.13 | 2.65 / 2.04 | SASC 2007-BC1 | 7.28 / -0.43 | 4.25 / -0.58 | 12.98 / 2.15 | 24.45 / 0.86 | 3.47 / 0.08 | 1.92 / -0.18 | 11.17 / -10.01 | SVH 2007-OPT1 | 6.61 / 0.36 | 4.01 / -0.58 | 10.78 / 1.49 | 16.24 / 1.17 | 3.95 / -0.53 | 2.25 / -0.25 | 14.20 / -3.43 | WAMU 2007-HE2 | 6.85 / 0.63 | 5.38 / 0.25 | 21.16 / 2.36 | 10.60 / -1.17 | 5.37 / 0.15 | 1.94 / 0.36 | 1.32 / -0.45 |
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