VIEW PERFORMANCE GRIDS: NAAC 2004-AP2
Group Period Remit Date Delinquency
30 60 90 FCL REO
Balance % Balance % Balance % Balance % Balance %
Mortgage Pool 1 Jul 2004 $0.00 0.000% $0.00 0.000% $0.00 0.000% $0.00 0.00% $0.00 0.00%
2 Aug 2004 $0.00 0.000% $0.00 0.000% $0.00 0.000% $59,732.89 0.03% $0.00 0.00%
3 Sep 2004 $2,995,989.35 1.410% $0.00 0.000% $0.00 0.000% $1,849,855.41 0.87% $0.00 0.00%
4 Oct 2004 $1,817,394.34 0.870% $457,167.13 0.220% $0.00 0.000% $4,049,237.53 1.94% $0.00 0.00%
5 Nov 2004 $1,076,263.02 0.530% $571,836.45 0.280% $0.00 0.000% $4,099,623.98 2.02% $0.00 0.00%
6 Dec 2004 $2,085,833.44 1.070% $236,393.76 0.120% $233,841.45 0.120% $3,434,966.72 1.76% $0.00 0.00%
7 Jan 2005 $1,755,456.08 0.930% $0.00 0.000% $388,811.88 0.210% $4,673,286.70 2.47% $0.00 0.00%
8 Feb 2005 $5,081,005.65 2.730% $49,011.87 0.030% $0.00 0.000% $5,419,820.62 2.92% $0.00 0.00%
9 Mar 2005 $2,613,880.90 1.440% $1,056,312.09 0.580% $332,574.00 0.180% $5,920,262.71 3.27% $140,927.65 0.08%
10 Apr 2005 $1,555,606.70 0.910% $104,029.81 0.060% $862,937.40 0.500% $6,300,063.77 3.68% $208,105.11 0.12%
11 May 2005 $2,949,546.61 1.790% $458,648.08 0.280% $324,657.87 0.200% $6,587,347.86 3.99% $207,928.32 0.13%
12 Jun 2005 $1,746,010.87 1.110% $0.00 0.000% $1,046,344.27 0.660% $6,865,078.31 4.35% $207,750.46 0.13%
13 Jul 2005 $1,791,887.03 1.200% $0.00 0.000% $1,045,514.15 0.700% $6,053,310.77 4.05% $472,468.00 0.32%
14 Aug 2005 $2,466,453.57 1.710% $838,643.30 0.580% $1,044,678.80 0.730% $6,048,718.98 4.20% $472,046.51 0.33%
15 Sep 2005 $1,190,828.16 0.860% $881,564.01 0.640% $1,831,953.93 1.320% $6,060,767.38 4.37% $331,394.96 0.24%
16 Oct 2005 $1,202,988.27 0.890% $955,148.80 0.710% $1,651,071.51 1.220% $5,904,562.14 4.37% $331,087.61 0.25%
17 Nov 2005 $1,801,704.65 1.375% $1,201,655.39 0.917% $1,521,355.11 1.161% $5,373,649.68 4.10% $330,778.42 0.25%
18 Dec 2005 $1,317,864.19 1.034% $791,064.19 0.621% $2,211,638.28 1.736% $5,309,042.19 4.17% $330,467.38 0.26%
19 Jan 2006 $832,568.98 0.680% $762,827.89 0.620% $1,925,200.69 1.570% $3,783,242.15 3.08% $1,206,588.41 0.98%
20 Feb 2006 $325,212.80 0.273% $575,181.18 0.483% $2,336,689.43 1.962% $3,574,294.38 3.00% $586,039.14 0.49%
21 Mar 2006 $1,432,739.60 1.240% $92,879.00 0.080% $2,144,513.01 1.860% $3,571,282.23 3.09% $424,707.79 0.37%
22 Apr 2006 $922,859.97 0.814% $1,169,009.14 1.030% $1,672,040.02 1.475% $3,568,176.98 3.15% $370,602.83 0.33%
23 May 2006 $948,014.69 0.859% $829,266.15 0.752% $2,683,357.98 2.432% $3,459,349.34 3.14% $320,924.80 0.29%
24 Jun 2006 $482,940.12 0.446% $160,000.00 0.148% $798,333.27 0.737% $4,102,555.27 3.79% $1,679,718.34 1.55%