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Performance Report - September |
| Compare |Aug| |Jul| |Jun| |All| |
| Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.05 / 0.03 | 3.23 / 0.21 | 12.94 / 1.22 | 18.09 / -0.25 | 5.44 / -0.46 | 3.94 / 0.05 | 6.28 / -1.08 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2005-HE7 | 2.80 / 0.24 | 1.66 / 0.33 | 15.15 / 0.66 | 25.36 / -1.31 | 9.26 / -0.44 | 3.45 / -0.30 | 24.83 / 3.80 | AMQ 2005-R11 | 3.83 / 0.14 | 2.42 / 0.36 | 5.75 / 1.01 | 13.07 / -0.53 | 4.02 / -0.66 | 3.43 / -0.12 | 4.52 / -2.03 | ARSI 2005-W2 | 4.04 / 0.02 | 2.85 / 0.41 | 7.84 / 1.21 | 17.15 / -0.57 | 7.06 / -0.94 | 3.50 / -0.32 | 2.56 / -2.97 | BSAB 2005-HE11 | 4.49 / -1.40 | 4.61 / 0.46 | 30.17 / 1.84 | 7.89 / 0.16 | 2.11 / 0.09 | 2.90 / -0.37 | 4.37 / 0.94 | CWABS 2005-BC5 | 4.30 / 0.61 | 2.92 / -0.47 | 25.05 / 0.04 | 11.07 / 1.85 | 1.73 / -0.20 | 4.41 / -0.25 | 2.29 / -0.73 | FFMLT 2005-FF12 | 4.29 / -0.35 | 2.40 / 0.11 | 11.16 / -0.30 | 18.50 / 0.52 | 3.57 / -0.35 | 3.37 / -0.01 | 3.20 / 1.34 | GSAMP 2005-HE4 | 5.64 / -1.72 | 4.29 / 1.23 | 6.40 / 0.69 | 28.89 / 0.82 | 3.61 / -0.78 | 4.21 / 0.16 | 1.86 / 1.16 | HEAT 2005-8 | 6.39 / 1.55 | 3.15 / -0.18 | 18.52 / 2.26 | 13.34 / -1.27 | 7.00 / -0.72 | 4.25 / 0.05 | 1.90 / -1.94 | JPMA 2005-OPT1 | 6.26 / 1.05 | 2.63 / -0.57 | 5.91 / 0.80 | 11.94 / -0.21 | 2.79 / -0.50 | 4.20 / 0.05 | 3.88 / -7.01 | LBMLT 2005-WL2 | 6.31 / 0.04 | 4.37 / 0.32 | 20.10 / 2.79 | 14.71 / -1.62 | 7.45 / 0.26 | 3.70 / 0.18 | 2.50 / -0.97 | MABS 2005-NC2 | 4.41 / -1.25 | 3.19 / 0.45 | 13.50 / 2.22 | 19.21 / -1.01 | 16.94 / -1.78 | 4.19 / 0.15 | 1.76 / -0.01 | MLMI 2005-AR1 | 5.73 / 0.75 | 3.68 / 0.89 | 11.80 / 0.52 | 26.70 / -0.87 | 5.94 / 0.23 | 4.84 / 0.77 | 0.69 / -2.30 | MSAC 2005-HE5 | 5.01 / 0.30 | 3.01 / -0.10 | 18.14 / 1.44 | 16.68 / 0.21 | 3.26 / -0.73 | 6.73 / 0.01 | 25.45 / 2.74 | NCC 2005-4 | 6.36 / -0.12 | 4.25 / 0.18 | 13.50 / 1.06 | 12.60 / 1.01 | 8.70 / 0.09 | 2.69 / 0.08 | 1.99 / -2.50 | RAMP 2005-EFC4 | 5.90 / 0.66 | 3.52 / -0.82 | 7.47 / 1.76 | 20.27 / -0.58 | 1.67 / 0.11 | 3.47 / 0.42 | 2.89 / 0.15 | RASC 2005-KS11 | 5.64 / -0.77 | 4.40 / 1.01 | 9.96 / 0.98 | 19.12 / -0.36 | 1.57 / -0.18 | 3.26 / 0.18 | 2.47 / -0.54 | SABR 2005-HE1 | 3.29 / 0.37 | 2.63 / -0.43 | 9.04 / 0.81 | 35.02 / 0.95 | 7.39 / -1.33 | 5.55 / 0.76 | 23.49 / -7.62 | SAIL 2005-HE3 | 5.40 / 1.46 | 2.40 / 0.08 | 7.05 / 1.00 | 20.16 / -0.47 | 8.46 / -1.04 | 4.06 / -0.32 | 2.50 / 0.21 | SAIL 2005-WF4 | 4.30 / -0.62 | 3.18 / 1.02 | 7.85 / 1.60 | 11.94 / -1.38 | 3.42 / -0.43 | 2.94 / -0.16 | 11.07 / -3.34 | SVH 2005-4 | 6.68 / -0.37 | 3.06 / 0.01 | 14.48 / 2.01 | 18.25 / -0.28 | 2.76 / 0.17 | 3.55 / 0.01 | 1.37 / 0.07 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.28 / 0.12 | 3.45 / 0.06 | 13.29 / 2.13 | 21.55 / -1.01 | 6.59 / -0.57 | 3.51 / 0.07 | 11.93 / -2.86 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2006-NC1 | 5.20 / 1.48 | 3.14 / -0.88 | 6.98 / 1.67 | 26.36 / 0.08 | 5.14 / -0.81 | 4.52 / 0.06 | 19.99 / -7.05 | ARSI 2006-W1 | 3.63 / -0.09 | 3.19 / 0.43 | 9.17 / 1.26 | 22.61 / -0.12 | 11.10 / -2.67 | 4.27 / 0.10 | 2.87 / -1.56 | BSAB 2006-HE3 | 4.35 / 0.07 | 4.45 / 0.17 | 22.39 / 1.19 | 22.20 / 0.61 | 5.50 / -1.12 | 3.34 / 0.31 | 0.52 / -0.25 | CMLT 2006-NC1 | 4.75 / -1.16 | 4.14 / 0.28 | 12.25 / 1.05 | 11.70 / 0.84 | 15.97 / 0.21 | 2.43 / 0.28 | 8.48 / 1.92 | CWABS 2006-8 | 3.95 / -0.27 | 3.66 / 0.31 | 32.92 / 0.17 | 12.89 / 1.56 | 1.52 / 0.10 | 3.10 / 0.03 | 2.30 / -0.52 | FFMLT 2006-FF4 | 6.35 / -0.06 | 3.47 / 0.04 | 12.07 / -0.15 | 19.56 / 1.90 | 4.18 / -0.95 | 3.54 / -0.46 | 1.92 / -0.37 | GSAMP 2006-HE3 | 6.35 / -1.13 | 5.36 / 0.73 | 16.37 / 1.18 | 18.39 / 0.35 | 7.45 / -0.21 | 4.61 / 0.07 | 20.33 / -5.00 | HEAT 2006-4 | 5.10 / 0.23 | 3.37 / 0.22 | 13.63 / 2.80 | 22.02 / -2.04 | 6.61 / -0.20 | 3.70 / 0.29 | 1.51 / -0.24 | JPMA 2006-FRE1 | 8.32 / 0.87 | 3.58 / -0.79 | 7.19 / 1.54 | 35.49 / 0.13 | 4.40 / -0.28 | 3.14 / 0.32 | 19.09 / -0.55 | LBMLT 2006-1 | 5.12 / -0.47 | 4.58 / 0.10 | 22.18 / 2.92 | 17.83 / -0.55 | 9.01 / -0.82 | 2.76 / -0.06 | 1.18 / -0.30 | MABS 2006-NC1 | 5.10 / 0.91 | 2.42 / 0.26 | 11.67 / 3.54 | 21.85 / -4.43 | 8.26 / -0.30 | 4.58 / -0.01 | 18.81 / -4.49 | MLMI 2006-HE1 | 5.57 / 1.94 | 2.52 / -1.19 | 12.38 / 1.21 | 25.39 / 0.49 | 2.15 / -0.76 | 3.24 / -0.01 | 23.32 / 1.70 | MSCI 2006-HE2 | 5.67 / 0.64 | 2.72 / 0.37 | 11.96 / 3.02 | 23.54 / -3.86 | 10.55 / -0.21 | 4.93 / 0.64 | 23.17 / -9.63 | MSAC 2006-WMC2 | 3.92 / -0.04 | 2.26 / 0.76 | 13.49 / 4.50 | 26.79 / -4.92 | 12.90 / -0.63 | 2.98 / -0.04 | 27.82 / -9.26 | RASC 2006-KS3 | 5.83 / 0.10 | 4.34 / 0.48 | 9.41 / 1.19 | 24.97 / -0.48 | 1.61 / -0.03 | 2.49 / 0.17 | 4.40 / 1.69 | RAMP 2006-NC2 | 6.45 / 1.66 | 2.35 / -0.93 | 8.95 / 1.58 | 30.92 / -0.49 | 2.14 / 0.33 | 2.11 / -0.18 | 1.58 / -3.53 | SABR 2006-OP1 | 4.88 / -0.63 | 3.06 / 0.72 | 6.92 / 1.59 | 12.06 / 0.11 | 4.48 / -0.37 | 4.00 / -0.20 | 11.58 / -11.57 | SAIL 2006-4 | 4.84 / 0.12 | 2.70 / -0.06 | 14.13 / 5.08 | 24.96 / -3.90 | 9.16 / -0.84 | 3.07 / 0.05 | 25.77 / -5.41 | SASC 2006-WF2 | 4.96 / -0.50 | 3.18 / -0.44 | 13.62 / 5.06 | 14.05 / -5.04 | 4.91 / -0.63 | 2.83 / -0.03 | 21.12 / 0.05 | SVH 2006-OPT5 | 5.19 / -1.18 | 4.58 / 0.66 | 8.21 / 2.23 | 17.34 / -0.48 | 4.68 / -1.14 | 4.48 / 0.13 | 2.76 / -2.89 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.46 / 0.30 | 3.73 / 0.17 | 17.32 / 1.32 | 19.73 / -0.02 | 5.95 / -0.47 | 3.03 / -0.03 | 9.67 / -0.08 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ABFC 2006-OPT2 | 6.75 / 0.13 | 4.02 / 1.15 | 7.25 / 2.18 | 19.29 / -1.12 | 4.91 / -0.91 | 4.08 / 0.28 | 24.55 / 4.63 | ACE 2006-NC3 | 2.91 / -0.70 | 3.27 / 0.78 | 36.02 / 0.17 | 18.44 / 1.03 | 2.26 / -0.35 | 3.42 / 0.00 | 10.98 / 0.35 | BSAB 2006-HE10 | 5.86 / 0.04 | 5.63 / 0.32 | 35.03 / 1.58 | 11.64 / 1.19 | 3.10 / -0.37 | 1.82 / -0.54 | 1.07 / -0.80 | CBASS 2006-CB6 | 7.90 / 1.07 | 4.24 / -0.05 | 10.35 / 2.04 | 20.02 / -0.11 | 5.19 / -0.96 | 2.56 / 0.49 | 3.86 / 1.27 | CMLT 2006-NC4 | 5.42 / -0.26 | 3.47 / -0.95 | 13.65 / 0.96 | 13.81 / 1.44 | 15.14 / 0.35 | 2.24 / -0.00 | 8.86 / 2.66 | CTM 2006-WFHE3 | 5.36 / 0.22 | 3.70 / 0.60 | 13.89 / 2.64 | 15.94 / -2.46 | 6.06 / -0.74 | 2.72 / -0.05 | 6.32 / 0.72 | CWABS 2006-18 | 4.05 / 0.06 | 3.28 / -0.84 | 33.43 / 0.57 | 14.84 / 1.74 | 1.64 / -0.10 | 2.56 / -0.13 | 3.11 / 0.71 | FFMLT 2006-FF13 | 4.92 / 0.20 | 2.76 / -0.02 | 11.05 / 1.77 | 21.14 / -1.52 | 5.70 / -0.50 | 3.07 / -0.14 | 5.30 / -1.10 | FRHE 2006-3 | 3.90 / 0.68 | 2.71 / 0.20 | 15.59 / 1.92 | 29.19 / -2.13 | 9.02 / -0.73 | 2.84 / -0.10 | 3.55 / 0.93 | GSAMP 2006-HE5 | 6.95 / 0.54 | 5.18 / 0.68 | 15.28 / 0.16 | 16.92 / 1.10 | 7.25 / -0.04 | 2.94 / 0.05 | 17.44 / -5.38 | HEAT 2006-7 | 5.19 / 0.57 | 4.04 / -0.58 | 27.38 / 2.92 | 15.74 / -1.46 | 6.35 / 0.18 | 2.83 / -0.26 | 1.44 / -2.65 | JPMA 2006-CH2 | 7.25 / 0.20 | 3.36 / 0.00 | 8.84 / 1.71 | 23.69 / 0.44 | 2.31 / -0.25 | 2.16 / -0.15 | 14.44 / -0.90 | LBMLT 2006-6 | 6.30 / 0.31 | 4.35 / -0.13 | 21.76 / 2.73 | 16.48 / -0.90 | 7.73 / -0.66 | 3.14 / -0.13 | 1.19 / 0.26 | MABS 2006-NC3 | 6.08 / 1.10 | 3.48 / 0.24 | 11.48 / 0.48 | 11.01 / -0.06 | 9.91 / -1.27 | 3.47 / -0.09 | 28.87 / 5.04 | MLMI 2006-HE5 | 4.66 / 0.27 | 3.52 / 0.24 | 11.71 / 0.08 | 32.82 / 2.07 | 3.55 / -1.07 | 3.95 / 0.07 | 1.77 / -0.92 | MSAC 2006-HE6 | 4.07 / -0.45 | 3.45 / 0.53 | 30.42 / -0.23 | 25.54 / 1.72 | 3.28 / -0.36 | 4.49 / 0.30 | 1.29 / 1.22 | RASC 2006-KS9 | 6.00 / 0.64 | 3.55 / -0.37 | 9.10 / 1.79 | 28.78 / -0.30 | 2.25 / 0.10 | 2.23 / 0.09 | 4.40 / 1.85 | SABR 2006-HE2 | 4.26 / -0.21 | 3.51 / 0.78 | 10.53 / 0.20 | 17.28 / 0.33 | 9.13 / -1.58 | 3.08 / -0.38 | 33.14 / -2.67 | SASC 2006-BC4 | 4.50 / 0.25 | 2.73 / 0.08 | 15.60 / 0.78 | 20.72 / -0.56 | 7.89 / -0.18 | 3.06 / 0.23 | 17.38 / -7.56 | SVH 2006-EQ1 | 6.88 / 1.36 | 4.26 / 0.63 | 7.99 / 1.89 | 21.24 / -0.80 | 6.25 / 0.00 | 3.96 / -0.20 | 4.49 / 0.65 |
| | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | 5.98 / 0.13 | 4.02 / 0.27 | 15.24 / 1.18 | 21.37 / 0.08 | 5.69 / -0.28 | 2.83 / -0.26 | 11.45 / -1.63 |
| | DealName | Delinq 30 | Delinq 60 | Delinq 90+ | FC | REO | BK | Prepayment | ACE 2007-HE4 | 6.48 / 0.77 | 3.24 / 0.38 | 3.20 / -0.68 | 32.57 / -1.65 | 19.87 / 1.19 | 5.43 / 1.07 | 42.49 / 2.05 | BSAB 2007-HE3 | 5.72 / 0.28 | 6.15 / 0.47 | 32.78 / 0.78 | 10.36 / 1.65 | 3.20 / -0.13 | 2.51 / -0.47 | 2.39 / -0.18 | CTM 2007-AMC2 | 6.05 / 0.62 | 3.53 / -0.35 | 19.29 / 1.04 | 19.24 / 0.18 | 7.29 / -0.43 | 2.63 / 0.12 | 19.06 / -21.36 | CWABS 2007-1 | 4.40 / 0.19 | 3.74 / 0.11 | 34.95 / 0.25 | 14.73 / 1.57 | 2.15 / 0.02 | 2.43 / 0.01 | 1.86 / -0.40 | FFMLT 2007-FF1 | 6.34 / 0.20 | 2.90 / 0.00 | 12.15 / -0.43 | 19.93 / 1.26 | 3.63 / -0.37 | 2.95 / 0.00 | 3.57 / 0.39 | GSAMP 2007-NC1 | 6.78 / -0.84 | 5.07 / 1.23 | 13.00 / -0.18 | 24.32 / 1.30 | 7.26 / -0.13 | 3.24 / 0.09 | 24.71 / -0.16 | HEAT 2007-2 | 6.68 / 0.94 | 3.91 / -0.10 | 27.19 / 3.37 | 12.34 / -1.33 | 4.78 / -0.55 | 2.34 / -0.20 | 1.90 / -0.78 | HSA 2007-NC1 | 4.39 / 0.71 | 2.67 / -0.40 | 20.42 / 1.58 | 26.12 / -1.11 | 6.30 / -0.71 | 2.64 / -0.01 | 20.80 / -4.70 | JPMA 2007-CH3 | 7.15 / -0.46 | 4.02 / 0.40 | 9.22 / 2.03 | 26.33 / 0.31 | 2.38 / -0.23 | 2.26 / -0.28 | 4.12 / 2.30 | FFMLT , 2007-2 | 6.89 / 0.73 | 3.16 / -0.47 | 11.07 / -0.67 | 23.45 / 1.80 | 4.08 / -0.28 | 2.49 / -0.16 | 3.92 / -1.31 | MLMI 2007-MLN1 | 4.45 / -0.17 | 3.53 / 0.61 | 12.72 / 0.66 | 32.80 / 0.39 | 2.87 / -0.15 | 3.10 / -0.13 | 1.05 / -2.05 | MSAC 2007-NC3 | 5.58 / 0.54 | 4.45 / 0.61 | 13.12 / 1.34 | 27.42 / -0.51 | 5.19 / -0.16 | 2.96 / -0.12 | 19.66 / 2.26 | NFHE 2007-1 | 5.19 / 0.81 | 3.44 / -0.17 | 11.78 / 1.67 | 30.88 / -0.23 | 8.72 / 0.04 | 2.87 / -0.08 | 1.91 / -0.02 | NMHE 2007-2 | 6.76 / -0.69 | 4.70 / 0.74 | 14.60 / 1.46 | 16.84 / -0.56 | 8.33 / -0.08 | 3.54 / 0.44 | 21.83 / -5.44 | OOML 2007-5 | 5.84 / -0.10 | 3.81 / -0.27 | 9.13 / 1.63 | 20.74 / 0.72 | 5.11 / -0.64 | 2.76 / -0.13 | 16.40 / -1.80 | RASC 2007-KS2 | 5.58 / -0.57 | 4.22 / 1.13 | 9.28 / 1.30 | 26.25 / -0.30 | 1.82 / -0.17 | 2.59 / -5.39 | 2.16 / 0.90 | SABR 2007-BR4 | 5.18 / 0.29 | 3.34 / 0.65 | 11.94 / 0.65 | 12.55 / -0.85 | 7.80 / -1.23 | 3.62 / 0.16 | 0.61 / -0.70 | SASC 2007-BC1 | 7.71 / -0.64 | 4.83 / 0.73 | 10.83 / 2.48 | 23.58 / 0.11 | 3.39 / -0.81 | 2.10 / -0.10 | 21.18 / 0.86 | SVH 2007-OPT1 | 6.25 / -0.35 | 4.60 / 0.99 | 9.29 / 1.81 | 15.07 / -0.34 | 4.48 / -0.46 | 2.50 / -0.00 | 17.64 / -2.46 | WAMU 2007-HE2 | 6.22 / 0.40 | 5.14 / -0.90 | 18.80 / 3.53 | 11.78 / -0.80 | 5.22 / -0.24 | 1.58 / -0.04 | 1.77 / -0.08 |
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