VIEW PERFORMANCE GRIDS: NAAC 2004-AR1
Group Period Remit Date Delinquency
30 60 90 FCL REO
Balance % Balance % Balance % Balance % Balance %
Mortgage Pool 1 Aug 2004 $0.00 0.000% $0.00 0.000% $0.00 0.000% $0.00 0.00% $0.00 0.00%
2 Sep 2004 $2,288,839.90 0.610% $0.00 0.000% $0.00 0.000% $2,353,926.98 0.63% $0.00 0.00%
3 Oct 2004 $2,642,478.68 0.730% $0.00 0.000% $0.00 0.000% $3,780,997.33 1.04% $0.00 0.00%
4 Nov 2004 $1,574,857.44 0.450% $110,148.08 0.030% $0.00 0.000% $906,079.47 0.26% $0.00 0.00%
5 Dec 2004 $1,198,845.71 0.350% $297,689.69 0.090% $0.00 0.000% $1,445,719.96 0.42% $0.00 0.00%
6 Jan 2005 $2,081,551.07 0.630% $83,645.28 0.030% $94,952.17 0.030% $1,631,476.61 0.50% $0.00 0.00%
7 Feb 2005 $2,642,893.13 0.830% $0.00 0.000% $424,391.37 0.130% $1,940,379.29 0.61% $0.00 0.00%
8 Mar 2005 $1,743,504.66 0.570% $256,628.57 0.080% $836,545.01 0.270% $2,406,794.22 0.78% $0.00 0.00%
9 Apr 2005 $750,782.72 0.250% $0.00 0.000% $1,092,531.85 0.370% $2,787,743.82 0.94% $0.00 0.00%
10 May 2005 $435,063.70 0.150% $273,731.47 0.100% $741,221.42 0.260% $2,363,731.32 0.84% $0.00 0.00%
11 Jun 2005 $3,462,012.59 1.290% $434,790.20 0.160% $2,983,721.18 1.110% $0.00 0.00% $0.00 0.00%
12 Jul 2005 $5,318,475.63 2.090% $1,872,952.18 0.740% $1,035,916.59 0.410% $1,046,586.20 0.41% $0.00 0.00%
13 Aug 2005 $3,903,289.05 1.610% $1,363,952.03 0.560% $972,262.67 0.400% $625,914.03 0.26% $50,139.08 0.02%
14 Sep 2005 $3,421,178.72 1.490% $812,352.82 0.350% $1,568,502.18 0.680% $799,567.08 0.35% $50,080.52 0.02%
15 Oct 2005 $3,142,341.82 1.430% $920,884.52 0.420% $532,603.91 0.240% $998,027.85 0.45% $50,021.68 0.02%
16 Nov 2005 $2,062,316.52 0.970% $1,753,933.82 0.830% $509,090.22 0.240% $1,446,817.54 0.68% $49,962.57 0.02%
17 Dec 2005 $1,877,959.59 0.930% $254,625.18 0.130% $286,438.97 0.140% $2,495,138.91 1.24% $337,982.59 0.17%
18 Jan 2006 $2,695,589.62 1.400% $671,552.84 0.350% $426,000.20 0.220% $1,874,722.93 0.97% $287,847.99 0.15%
19 Feb 2006 $642,936.33 0.340% $1,118,972.35 0.600% $2,362,526.63 1.260% $0.00 0.00% $0.00 0.00%
20 Mar 2006 $1,367,514.35 0.760% $231,647.97 0.130% $3,000,783.85 1.660% $0.00 0.00% $0.00 0.00%
21 Apr 2006 $1,182,882.52 0.700% $1,618,295.04 0.950% $2,577,506.05 1.520% $202,366.47 0.12% $0.00 0.00%
22 May 2006 $2,131,645.29 1.315% $1,269,435.00 0.783% $2,812,059.06 1.735% $0.00 0.00% $0.00 0.00%
23 Jun 2006 $2,607,545.85 1.695% $776,381.62 0.505% $505,655.19 0.329% $1,807,498.00 1.17% $557,506.83 0.36%
24 Jul 2006 $1,698,636.20 1.154% $966,093.59 0.656% $748,575.24 0.508% $1,794,969.65 1.22% $814,259.17 0.55%
25 Aug 2006 $4,275,045.70 3.025% $944,256.23 0.668% $243,287.33 0.172% $3,354,032.33 2.37% $922,531.07 0.65%
26 Sep 2006 $2,093,490.10 1.530% $3,466,587.31 2.534% $243,063.86 0.178% $3,750,613.36 2.74% $921,891.45 0.67%
27 Oct 2006 $1,174,102.12 0.875% $1,351,614.36 1.008% $242,839.02 0.181% $6,648,316.40 4.96% $1,275,182.97 0.95%
28 Nov 2006 $1,235,938.92 0.981% $817,839.56 0.649% $242,612.80 0.193% $2,757,384.09 2.19% $1,336,570.20 1.06%
29 Dec 2006 $344,292.62 0.280% $685,485.28 0.557% $0.00 0.000% $4,249,702.45 3.45% $695,998.94 0.57%
30 Jan 2007 $363,298.07 0.309% $376,080.13 0.320% $501,467.10 0.426% $3,990,690.27 3.39% $695,427.73 0.59%
31 Feb 2007 $732,972.45 0.006% $197,599.96 0.002% $679,267.75 0.006% $3,359,338.22 2.92% $1,111,422.30 0.97%
32 Mar 2007 $1,094,025.52 0.010% $0.00 0.000% $500,243.40 0.005% $3,345,645.01 3.02% $1,110,591.61 1.00%
33 Apr 2007 $941,417.72 0.878% $1,041,992.24 0.972% $374,786.26 0.350% $2,359,684.02 2.20% $1,008,619.62 0.94%
34 May 2007 $1,385,090.89 1.333% $617,531.07 0.594% $374,415.72 0.360% $2,806,668.98 2.70% $1,101,063.42 1.06%
35 Jun 2007 $1,444,970.73 0.015% $0.00 0.000% $177,851.15 0.002% $3,336,814.80 3.38% $1,216,264.54 1.23%
36 Jul 2007 $479,935.35 0.005% $1,213,613.72 0.013% $177,708.71 0.002% $2,504,793.26 2.67% $938,309.78 1.00%