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MBSData, LLC a leading provider of non-agency mortgage backed securities data and analytics to the structured finance marketplace delivers the fastest monthly performance snapshot on PrimeX and ABX index deals on the 25th day of each month. FirstLook provides an instant view into deals performance data before the market opens
ABX06-1 DEAL PERFORMANCE
ABX06-1 DEAL MODIFICATIONS
| Deal | Factor | CurBal | CurN Loans | WALA | WAC | WAM | %30D | %60D | %90+D | %BK | %FCL | %REO | CPR | CDR | Loss Amt | Cum Loss |
| ACE 2005-HE7 | 0.15 | $275,189,902 | 1,413 | 82 | 5.91 | 300 | 2.96 | 1.24 | 9.21 | 8.05 | 23.87 | 5.69 | 13.71 | 13.52 | $2,786,233 | 22.40 |
| AMSI 2005-R11 | 0.26 | $472,258,541 | 2,802 | 79 | 5.58 | 273 | 3.55 | 1.75 | 4.26 | 4.47 | 13.27 | 2.86 | 10.74 | 8.84 | $2,268,491 | 10.66 |
| ARSI 2005-W2 | 0.20 | $547,707,579 | 3,258 | 83 | 5.08 | 273 | 3.90 | 2.09 | 3.41 | 3.99 | 17.61 | 2.33 | 11.97 | 9.31 | $3,536,601 | 16.10 |
| BSABS 2005-HE11 | 0.21 | $135,668,347 | 1,251 | 84 | 6.55 | 269 | 4.58 | 1.76 | 7.29 | 4.72 | 23.14 | 1.78 | 29.93 | 27.55 | $2,418,932 | 16.75 |
| CWL 2005-BC5 | 0.23 | $220,741,802 | 1,360 | 84 | 6.26 | 272 | 2.36 | 2.09 | 13.19 | 5.44 | 23.94 | 4.57 | 22.44 | 18.03 | $2,552,725 | 8.60 |
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| Deal | Num Modified | % Modified UPB | Modified UPB | Num Capitalized | Amount Capitalized | P&I Reduction | Num Forgiven | UPB Forgiven | Num Rate Reduction | Rate Reduct% | Num Other |
| ACE05-HE7 | 5 | 0.03 | $80,331 | 2 | $48,610 | $2,600 | | | 4 | 3.79 | |
| AMQ05-R11 | 21 | 0.99 | $4,539,490 | 12 | $172,003 | | 4 | $1,284,102 | 5 | | |
| ARG05-W2 | 21 | 0.89 | $4,759,146 | 8 | $232,121 | | 5 | $1,688,478 | 8 | | |
| BSABS05-HE11 | 1 | 0.12 | $323,000 | | | | | | | | 1 |
| CWABS05-BC5 | 20 | 1.64 | $3,463,498 | 20 | $270,354 | $7,511 | | | | | |
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