Beruflich Dokumente
Kultur Dokumente
Asset-Backed Certificates
Series 2004-FR2
Closing Date: 31-Aug-04 Master Servicer: EMC Mortgage Corporation For the monthly statement to certificateholders (all deals):
First Pay. Date: 27-Sep-04
Rated Final Payment Date: 26-Jun-34 Rating Agency: Standard & Poor's Ratings Services/Moody's Investors EMC intends, but is not obligated, to make an electronic file containing
Determination Date: 15-Nov-10 Service, Inc. updated loan level data with respect to the mortgage loans that are
primary serviced by EMC ("Loan Level Data") available via its website at
Delinq Method: OTS www.emcmortgagecorp.com. All persons wishing to access this
information will be required to register and obtain a password through
the website. All investors are eligible to obtain a password upon request.
Assistance in using EMC's website can be obtained by emailing EMC at
emcinvestorinfo@bear.com .
The Loan Level Data will not include any personally identifiable
information, including but not limited to: borrower name, borrower
address, property address, borrower social security number, and
originator's loan account number. As determined by EMC in its sole
discretion, the content and format of the Loan Level Data may be modified
at any time, and the posting of the Loan Level Data may be discontinued
at any time. EMC will not be required to provide the Loan Level Data in
paper form.
Table of Contents
Contents: Pages
I-A-1 073879FC7 96,889,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.4662500000%
I-A-2 073879FD5 32,363,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.7762500000%
II-A 073879FE3 243,910,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.5162500000%
M-1 073879FF0 30,276,000.00 8,050,058.35 0.00 0.00 0.00 8,050,058.35 6,484.77 0.00 0.9062500000%
M-2 073879FG8 8,214,000.00 8,214,000.00 0.00 0.00 0.00 8,214,000.00 6,835.87 0.00 0.9362500000%
M-3 073879FH6 16,428,000.00 16,428,000.00 0.00 0.00 0.00 16,428,000.00 21,265.13 0.00 1.4562500000%
M-4 073879FJ2 7,041,000.00 7,041,000.00 0.00 0.00 0.00 7,041,000.00 10,365.92 0.00 1.6562500000%
M-5 073879FK9 5,867,000.00 1,814,118.40 178,230.97 0.00 0.00 1,635,887.43 3,235.18 0.00 2.0062500000%
M-6 073879FL7 5,867,000.00 1,181,660.32 5,069.14 0.00 0.00 1,176,591.18 2,264.85 0.00 2.1562500000%
M-7 073879FM5 4,694,000.00 945,328.25 4,055.31 0.00 0.00 941,272.94 3,282.39 0.00 3.9062500000%
M-8A 073879FN3 4,694,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 4.2562500000%
M-8B 073879FP8 4,694,000.00 1,462,280.18 172,196.76 0.00 0.00 1,290,083.42 5,532.29 0.00 4.2562500000%
CE 073879FQ6 8,449,026.79 2,129,967.18 0.00 (156,786.58) 0.00 2,286,753.76 0.00 (8,157.84) N/A
P 073879FR4 100.00 100.00 0.00 0.00 0.00 100.00 0.00 0.00 0.0000000000%
R-I 073879FS2 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000000000%
R-II 073879FT0 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000000000%
R-III 9ABSR8588 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000000000%
R-X 073879FU7 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000000000%
(1)
N denotes notional balance not included in total (2) Accrued Interest plus/minus Interest Adjustment minus Deferred Interest equals Interest Payment
I-A-1 073879FC7 96,889,000.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
I-A-2 073879FD5 32,363,000.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
II-A 073879FE3 243,910,000.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
M-1 073879FF0 30,276,000.00 265.889098626 0.000000000 0.000000000 0.000000000 265.889098626 0.214188466 0.000000000
M-2 073879FG8 8,214,000.00 1000.000000000 0.000000000 0.000000000 0.000000000 1000.000000000 0.832221816 0.000000000
M-3 073879FH6 16,428,000.00 1000.000000000 0.000000000 0.000000000 0.000000000 1000.000000000 1.294444242 0.000000000
M-4 073879FJ2 7,041,000.00 1000.000000000 0.000000000 0.000000000 0.000000000 1000.000000000 1.472222696 0.000000000
M-5 073879FK9 5,867,000.00 309.207158684 30.378552923 0.000000000 0.000000000 278.828605761 0.551419806 0.000000000
M-6 073879FL7 5,867,000.00 201.407929095 0.864008863 0.000000000 0.000000000 200.543920232 0.386032044 0.000000000
M-7 073879FM5 4,694,000.00 201.390764806 0.863934810 0.000000000 0.000000000 200.526829996 0.699273541 0.000000000
M-8A 073879FN3 4,694,000.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
M-8B 073879FP8 4,694,000.00 311.521129101 36.684439710 0.000000000 0.000000000 274.836689391 1.178587559 0.000000000
CE 073879FQ6 8,449,026.79 252.096156509 0.000000000 -18.556762086 0.000000000 270.652918595 0.000000000 (0.965536056)
P 073879FR4 100.00 1000.000000000 0.000000000 0.000000000 0.000000000 1000.000000000 0.000000000 0.000000000
R-I 073879FS2 0.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
R-II 073879FT0 0.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
R-III 9ABSR8588 0.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
R-X 073879FU7 0.00 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000 0.000000000
- P&I Advances as of the end of the Due Period do not reflect the amount of advances remitted by the Servicer on the Servicer Remittance Date due to additional proceeds received between the end of the Due Period and the Servicer Remittance Date and netted from the P&I Advances stated as of the end of the Due Period.
- Total Servicing Advances = Total Deferred Balance + Total Advances (Principal & Interest)
Fixed 1st Lien Fixed 2nd Lien 228 ARM 327 ARM Total
Interest Summary
Scheduled Interest 80,866.92 2,090.54 12,597.59 2,277.11 97,832.17
Fees 6,489.66 95.72 863.40 193.06 7,641.85
Remittance Interest 74,377.27 1,994.82 11,734.19 2,084.05 90,190.32
Other Interest Proceeds/Shortfalls
Prepayment Penalties 0.00 0.00 0.00 0.00 0.00
Other Interest Loss 0.00 (1,175.68) 0.00 0.00 (1,175.68)
Other Interest Proceeds 301.62 558.17 0.00 0.00 859.79
Non-advancing Interest 0.00 (986.11) (431.93) 0.00 (1,418.04)
Net PPIS/Relief Act Shortfall 0.00 0.00 0.00 0.00 0.00
Modification Shortfall 0.00 0.00 0.00 0.00 0.00
Other Interest Proceeds/Shortfalls 301.62 (1,603.62) (431.93) 0.00 (1,733.93)
Interest Adjusted 74,678.89 391.20 11,302.26 2,084.05 88,456.39
Principal Summary
Scheduled Principal Distribution 21,517.85 638.88 2,087.15 177.65 24,421.53
Curtailments 533.24 134.29 0.00 0.00 667.53
Prepayments in Full 111,620.33 3,734.35 0.00 0.00 115,354.68
Liquidation Proceeds 0.00 0.00 0.00 0.00 0.00
Repurchase Proceeds 0.00 0.00 0.00 0.00 0.00
Other Principal Proceeds 0.00 0.00 0.00 0.00 0.00
Less Mod Losses 0.00 0.00 0.00 0.00 0.00
Remittance Principal 133,671.42 4,507.52 2,087.15 177.65 140,443.74
Fee Summary
Total Servicing Fees 6,439.28 94.98 856.72 191.57 7,582.56
Total Trustee Fees 50.37 0.74 6.68 1.49 59.29
LPMI Fees 0.00 0.00 0.00 0.00 0.00
Misc. Fees / Trust Expense 0.00 0.00 0.00 0.00 0.00
Total Fees 6,489.66 95.72 863.40 193.06 7,641.85
Beginning Principal Balance 15,499,719.94 227,959.60 2,056,129.05 459,769.50 18,243,578.09
Ending Principal Balance 15,366,048.52 205,730.20 2,054,041.90 459,591.85 18,085,412.47
Fixed 1st Lien Fixed 2nd Lien 228 ARM 327 ARM Total
Interest Summary
Scheduled Interest 103,870.82 3,765.26 46,036.05 8,603.14 162,275.28
Fees 8,151.75 198.42 3,219.70 597.51 12,167.38
Remittance Interest 95,719.07 3,566.84 42,816.35 8,005.63 150,107.90
Other Interest Proceeds/Shortfalls
Prepayment Penalties 0.00 0.00 0.00 0.00 0.00
Other Interest Loss (150.00) 0.00 0.00 0.00 (150.00)
Other Interest Proceeds 0.00 234.16 308.36 0.00 542.52
Non-advancing Interest 0.00 (1,143.68) (4,038.28) 0.00 (5,181.96)
Net PPIS/Relief Act Shortfall 0.00 0.00 0.00 0.00 0.00
Modification Shortfall 0.00 0.00 0.00 0.00 0.00
Other Interest Proceeds/Shortfalls (150.00) (909.52) (3,729.92) 0.00 (4,789.44)
Interest Adjusted 95,569.07 2,657.32 39,086.43 8,005.63 145,318.46
Principal Summary
Scheduled Principal Distribution 32,357.68 1,130.87 8,327.99 1,632.30 43,448.84
Curtailments 747.17 109.64 294.34 0.00 1,151.15
Prepayments in Full 0.00 0.00 0.00 0.00 0.00
Liquidation Proceeds 0.00 0.00 0.00 0.00 0.00
Repurchase Proceeds 0.00 0.00 0.00 0.00 0.00
Other Principal Proceeds 0.00 0.00 0.00 0.00 0.00
Less Mod Losses 0.00 0.00 0.00 0.00 0.00
Remittance Principal 33,104.85 1,240.51 8,622.33 1,632.30 44,599.99
Fee Summary
Total Servicing Fees 8,088.66 196.88 3,194.63 592.89 12,073.06
Total Trustee Fees 63.09 1.54 25.07 4.62 94.32
LPMI Fees 0.00 0.00 0.00 0.00 0.00
Misc. Fees / Trust Expense 0.00 0.00 0.00 0.00 0.00
Total Fees 8,151.75 198.42 3,219.70 597.51 12,167.38
Beginning Principal Balance 19,412,781.44 472,519.13 7,714,608.24 1,422,925.79 29,022,834.60
Ending Principal Balance 19,379,676.59 471,278.62 7,705,985.91 1,421,293.49 28,978,234.61
Legend: (1) 60 Days+, REO, BK, F/C % (3) Condn: Cum Loss > specified thresholds (5) Defined Benchmark (7) Condn: Distn Cnt > 36, (4) > (5)
(2) (1) > (6) * (4), then TRUE (4) Mezzanine Certs + OC Amount / Ending Pool Bal (6) Defined Benchmark (Used in Delinq Event Calc)
Min Max WA
FICO 502 805 644.12
Legend: (1) 60 Days+, REO, BK, F/C % (3) Condn: Cum Loss > specified thresholds (5) Defined Benchmark (7) Condn: Distn Cnt > 36, (4) > (5)
(2) (1) > (6) * (4), then TRUE (4) Mezzanine Certs + OC Amount / Ending Pool Bal (6) Defined Benchmark (Used in Delinq Event Calc)
Min Max WA
FICO 483 805 629.71
Legend: (1) 60 Days+, REO, BK, F/C % (3) Condn: Cum Loss > specified thresholds (5) Defined Benchmark (7) Condn: Distn Cnt > 36, (4) > (5)
(2) (1) > (6) * (4), then TRUE (4) Mezzanine Certs + OC Amount / Ending Pool Bal (6) Defined Benchmark (Used in Delinq Event Calc)
Distributable Current Period Remaining Int Remaining Basis Outstanding Relief Net Cap
Accrual Certificate Total Interest Total Interest Certificate Interest Payment (Shortfall) / Carry-Forward Risk Carry-Fwd Act / Prepayment Rate in
Class Method Days Opening Balance Pass-Thru Rate Interest Additions Deductions Interest Amount Recovery Shortfall Shortfall * Interest Shortfalls Effect Y/N
I-A-1 0.00 0.466250000% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
I-A-2 0.00 0.776250000% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
II-A 0.00 0.516250000% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
M-1 Act/360 32 8,050,058.35 0.906250000% 6,484.77 0.00 0.00 6,484.77 6,484.77 0.00 0.00 0.00 0.00 No
M-2 Act/360 32 8,214,000.00 0.936250000% 6,835.87 0.00 0.00 6,835.87 6,835.87 0.00 0.00 0.00 0.00 No
M-3 Act/360 32 16,428,000.00 1.456250000% 21,265.13 0.00 0.00 21,265.13 21,265.13 0.00 0.00 0.00 0.00 No
M-4 Act/360 32 7,041,000.00 1.656250000% 10,365.92 0.00 0.00 10,365.92 10,365.92 0.00 0.00 0.00 0.00 No
M-5 Act/360 32 1,814,118.40 2.006250000% 3,235.18 0.00 0.00 3,235.18 3,235.18 0.00 0.00 0.00 0.00 No
M-6 Act/360 32 1,181,660.32 2.156250000% 2,264.85 0.00 0.00 2,264.85 2,264.85 0.00 0.00 0.00 0.00 No
M-7 Act/360 32 945,328.25 3.906250000% 3,282.39 0.00 10.87 3,282.39 3,282.39 0.00 0.00 3,142.45 0.00 No
M-8A 0.00 4.256250000% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
M-8B Act/360 32 1,462,280.18 4.256250000% 5,532.29 0.00 22.66 5,532.29 5,532.29 0.00 0.00 6,013.19 0.00 No
CE 2,129,967.18 N/A 8,157.84 0.00 0.00 1,368,695.95 0.00 0.00 0.00 0.00 0.00 N/A
P 100.00 N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
R-I 0.00 N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
R-II 0.00 N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
R-III 0.00 N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
R-X 0.00 N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A
Total 47,266,512.68 67,424.24 0.00 33.54 1,427,962.35 59,266.40 0.00 0.00 9,155.64 0.00
* Basis Risk Carry-Forward Shortfall - difference between LIBOR plus margin and the Net Rate Cap.
I-A-1 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
I-A-2 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
II-A 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-1 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-2 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-3 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-4 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-5 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-6 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-7 24-Nov-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 10.87
M-8A 29-Oct-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
M-8B 29-Oct-10 25-Oct-10 25-Nov-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 22.66
CE 29-Oct-10 1-Oct-10 31-Oct-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
P 29-Oct-10 1-Oct-10 31-Oct-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
R-I 29-Oct-10 1-Oct-10 31-Oct-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
R-II 29-Oct-10 1-Oct-10 31-Oct-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
R-III 29-Oct-10 1-Oct-10 31-Oct-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
R-X 29-Oct-10 1-Oct-10 31-Oct-10 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Total 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 33.54
(1)
Other Interest Proceeds are additional interest amounts specifically allocated to the bond(s) and used in determining the bonds Distributable Interest.
(2)
Interest Carry-Forward Shortfall is unpaid interest with interest thereon.
*
Basis Risk Carry-Forward Shortfall - difference between LIBOR plus margin and the Net Rate Cap.
I-A-1 96,889,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 25-Jan-29 N/A N/A
I-A-2 32,363,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 26-Jun-34 N/A N/A
II-A 243,910,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 26-Jun-34 N/A N/A
M-1 30,276,000.00 8,050,058.35 0.00 0.00 0.00 0.00 0.00 0.00 0.00 8,050,058.35 26-Jun-34 N/A N/A
M-2 8,214,000.00 8,214,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 8,214,000.00 26-Jun-34 N/A N/A
M-3 16,428,000.00 16,428,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 16,428,000.00 26-Jun-34 N/A N/A
M-4 7,041,000.00 7,041,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 7,041,000.00 26-Jun-34 N/A N/A
M-5 5,867,000.00 1,814,118.40 67,870.37 110,360.60 0.00 0.00 0.00 0.00 0.00 1,635,887.43 26-Jun-34 N/A N/A
M-6 5,867,000.00 1,181,660.32 0.00 5,069.14 0.00 0.00 0.00 0.00 0.00 1,176,591.18 26-Jun-34 N/A N/A
M-7 4,694,000.00 945,328.25 0.00 1,743.62 2,311.69 0.00 0.00 0.00 0.00 941,272.94 26-Jun-34 N/A N/A
M-8A 4,694,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 26-Dec-30 N/A N/A
M-8B 4,694,000.00 1,462,280.18 0.00 0.00 172,196.76 0.00 0.00 0.00 0.00 1,290,083.42 26-Jun-34 N/A N/A
CE 8,449,026.79 2,129,967.18 0.00 0.00 0.00 0.00 (156,786.58) 6,162,194.71 0.00 2,286,753.76 26-Jun-34 N/A N/A
P 100.00 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 100.00 26-Jun-34 N/A N/A
R-I 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 25-Jan-29 N/A N/A
R-II 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 26-Jun-34 N/A N/A
R-III 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 26-Jun-34 N/A N/A
R-X 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 26-Jun-34 N/A N/A
Total 469,386,126.79 47,266,512.68 67,870.37 117,173.36 174,508.45 0.00 (156,786.58) 6,162,194.71 0.00 47,063,747.08
(1)
──────────── Original Ratings ────────── ──────────────── Ratings Change / Change Date ────────────────
Class CUSIP Fitch Moody's DBRS S&P Fitch Moody's DBRS S&P
NR - Designates that the class was not rated by the rating agency.
(1)
Changed ratings provided on this report are based on information provided by the applicable rating agency via electronic transmission. It shall be understood that this transmission will generally have been provided to Bank of America within 30 days of the payment
date listed on this statement. Because ratings may have changed during the 30 day window, or may not be being provided by the rating agency in an electronic format and therefore not being updated on this report, Bank of America recommends that investors obtain
current rating information directly from the rating agency.
Type Count Count (%) Balance Balance (%) Arrears Arrears (%) F/C Quick Sale Value REO Book Value
Total (All Loans)
0 166 63.1179% 29,677,264.93 63.1825% 0.00 0.0000% 0.00 0.00
30 9 3.4221% 2,057,099.56 4.3795% 0.00 0.0000% 0.00 0.00
60 6 2.2814% 678,461.91 1.4444% 0.00 0.0000% 0.00 0.00
90+ 40 15.2091% 7,187,663.97 15.3024% 0.00 0.0000% 0.00 0.00
BKY0 2 0.7605% 195,532.16 0.4163% 0.00 0.0000% 0.00 0.00
BKY30 1 0.3802% 351,822.86 0.7490% 0.00 0.0000% 0.00 0.00
BKY90+ 9 3.4221% 1,037,818.27 2.2095% 0.00 0.0000% 0.00 0.00
F/C90+ 23 8.7452% 4,850,394.06 10.3264% 0.00 0.0000% 0.00 0.00
PIF 3 1.1407% 0.00 0.0000% 0.00 0.0000% 0.00 0.00
REO90+ 4 1.5209% 934,639.36 1.9898% 0.00 0.0000% 0.00 0.00
Total (Prior Month End): 263 100.0000% 46,970,697.08 100.0000% 0.00 0.0000% 0.00 0.00
Delinq Total (Prior Month End): 92 34.9810% 17,097,899.99 36.4012% 0.00 0.0000% 0.00 0.00
Group 1 Loans
0 59 67.8161% 13,082,832.40 72.5214% 0.00 0.0000% 0.00 0.00
30 3 3.4483% 585,345.70 3.2447% 0.00 0.0000% 0.00 0.00
60 2 2.2989% 307,105.83 1.7024% 0.00 0.0000% 0.00 0.00
90+ 11 12.6437% 2,255,979.16 12.5055% 0.00 0.0000% 0.00 0.00
BKY0 1 1.1494% 4,926.20 0.0273% 0.00 0.0000% 0.00 0.00
BKY30 1 1.1494% 351,822.86 1.9502% 0.00 0.0000% 0.00 0.00
BKY90+ 3 3.4483% 416,570.15 2.3092% 0.00 0.0000% 0.00 0.00
F/C90+ 3 3.4483% 739,259.63 4.0979% 0.00 0.0000% 0.00 0.00
PIF 3 3.4483% 0.00 0.0000% 0.00 0.0000% 0.00 0.00
REO90+ 1 1.1494% 296,120.54 1.6415% 0.00 0.0000% 0.00 0.00
Total (Prior Month End): 87 100.0000% 18,039,962.47 100.0000% 0.00 0.0000% 0.00 0.00
Delinq Total (Prior Month End): 24 27.5862% 4,952,203.87 27.4513% 0.00 0.0000% 0.00 0.00
Type Count Count (%) Balance Balance (%) Arrears Arrears (%) F/C Quick Sale Value REO Book Value
Group 2 Loans
0 107 60.7955% 16,594,432.53 57.3592% 0.00 0.0000% 0.00 0.00
30 6 3.4091% 1,471,753.86 5.0872% 0.00 0.0000% 0.00 0.00
60 4 2.2727% 371,356.08 1.2836% 0.00 0.0000% 0.00 0.00
90+ 29 16.4773% 4,931,684.81 17.0465% 0.00 0.0000% 0.00 0.00
BKY0 1 0.5682% 190,605.96 0.6588% 0.00 0.0000% 0.00 0.00
BKY90+ 6 3.4091% 621,248.12 2.1474% 0.00 0.0000% 0.00 0.00
F/C90+ 20 11.3636% 4,111,134.43 14.2103% 0.00 0.0000% 0.00 0.00
REO90+ 3 1.7045% 638,518.82 2.2071% 0.00 0.0000% 0.00 0.00
Total (Prior Month End): 176 100.0000% 28,930,734.61 100.0000% 0.00 0.0000% 0.00 0.00
Delinq Total (Prior Month End): 68 38.6364% 12,145,696.12 41.9820% 0.00 0.0000% 0.00 0.00
Distribution Current Delinq 1 Month Delinq 2 Months Delinq 3+ Months Bankruptcy Foreclosure REO
Date Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance
Distribution Current Delinq 1 Month Delinq 2 Months Delinq 3+ Months Bankruptcy Foreclosure REO
Date Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance
Distribution Current Delinq 1 Month Delinq 2 Months Delinq 3+ Months Bankruptcy Foreclosure REO
Date Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance
Distribution Current Delinq 1 Month Delinq 2 Months Delinq 3+ Months Bankruptcy Foreclosure REO
Date Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance
Distribution Current Delinq 1 Month Delinq 2 Months Delinq 3+ Months Bankruptcy Foreclosure REO
Date Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance
Distribution Current Delinq 1 Month Delinq 2 Months Delinq 3+ Months Bankruptcy Foreclosure REO
Date Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance
Distribution Current Delinq 1 Month Delinq 2 Months Delinq 3+ Months Bankruptcy Foreclosure REO
Date Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance
Distribution Current Delinq 1 Month Delinq 2 Months Delinq 3+ Months Bankruptcy Foreclosure REO
Date Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance
Distribution Current Delinq 1 Month Delinq 2 Months Delinq 3+ Months Bankruptcy Foreclosure REO
Date Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance
Distribution Current Delinq 1 Month Delinq 2 Months Delinq 3+ Months Bankruptcy Foreclosure REO
Date Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance
Distribution Current Delinq 1 Month Delinq 2 Months Delinq 3+ Months Bankruptcy Foreclosure REO
Date Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance Count Balance
─────────── In Foreclosure and Delinquent ───────────── ─────────────── In REO and Delinquent ────────────── ───────────── In Bankruptcy and Delinquent ─────────────
Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days
Distribution Date # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance
─────────── In Foreclosure and Delinquent ───────────── ─────────────── In REO and Delinquent ────────────── ───────────── In Bankruptcy and Delinquent ─────────────
Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days
Distribution Date # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance
─────────── In Foreclosure and Delinquent ───────────── ─────────────── In REO and Delinquent ────────────── ───────────── In Bankruptcy and Delinquent ─────────────
Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days
Distribution Date # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance
─────────── In Foreclosure and Delinquent ───────────── ─────────────── In REO and Delinquent ────────────── ───────────── In Bankruptcy and Delinquent ─────────────
Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days
Distribution Date # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance
─────────── In Foreclosure and Delinquent ───────────── ─────────────── In REO and Delinquent ────────────── ───────────── In Bankruptcy and Delinquent ─────────────
Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days
Distribution Date # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance
─────────── In Foreclosure and Delinquent ───────────── ─────────────── In REO and Delinquent ────────────── ───────────── In Bankruptcy and Delinquent ─────────────
Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days
Distribution Date # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance
─────────── In Foreclosure and Delinquent ───────────── ─────────────── In REO and Delinquent ────────────── ───────────── In Bankruptcy and Delinquent ─────────────
Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days
Distribution Date # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance
─────────── In Foreclosure and Delinquent ───────────── ─────────────── In REO and Delinquent ────────────── ───────────── In Bankruptcy and Delinquent ─────────────
Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days
Distribution Date # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance
─────────── In Foreclosure and Delinquent ───────────── ─────────────── In REO and Delinquent ────────────── ───────────── In Bankruptcy and Delinquent ─────────────
Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days
Distribution Date # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance
─────────── In Foreclosure and Delinquent ───────────── ─────────────── In REO and Delinquent ────────────── ───────────── In Bankruptcy and Delinquent ─────────────
Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days
Distribution Date # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance
─────────── In Foreclosure and Delinquent ───────────── ─────────────── In REO and Delinquent ────────────── ───────────── In Bankruptcy and Delinquent ─────────────
Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days Current 31-60 Days 61-90 Days 90 + Days
Distribution Date # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance # Balance
Ending Pool Payoffs Insurance Substitution Liquidation Realized Losses Remaining Term Curr Weighted Avg.
Distribution
Date # Balance # Balance Proceeds Proceeds Proceeds # Amount Life Coupon Remit
Ending Pool Payoffs Insurance Substitution Liquidation Realized Losses Remaining Term Curr Weighted Avg.
Distribution
Date # Balance # Balance Proceeds Proceeds Proceeds # Amount Life Coupon Remit
Ending Pool Payoffs Insurance Substitution Liquidation Realized Losses Remaining Term Curr Weighted Avg.
Distribution
Date # Balance # Balance Proceeds Proceeds Proceeds # Amount Life Coupon Remit
Ending Pool Payoffs Insurance Substitution Liquidation Realized Losses Remaining Term Curr Weighted Avg.
Distribution
Date # Balance # Balance Proceeds Proceeds Proceeds # Amount Life Coupon Remit
Ending Pool Payoffs Insurance Substitution Liquidation Realized Losses Remaining Term Curr Weighted Avg.
Distribution
Date # Balance # Balance Proceeds Proceeds Proceeds # Amount Life Coupon Remit
14.57%
Current Period 0.29%
12.14%
3-Month Average 0.14%
9.71%
6-Month Average 0.56%
7.29%
12-Month Average 0.78%
4.86%
Average Since Cut-Off 2.87%
2.43%
0.00%
Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10 Aug-10 Sep-10 Oct-10 Nov-10
85.71%
Current Period 3.37%
71.43%
3-Month Average 1.63%
6-Month Average 6.17% 57.14%
14.29%
0.00%
Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10 Aug-10 Sep-10 Oct-10 Nov-10
1371%
Current Period 56%
1143%
3-Month Average 27%
914%
6-Month Average 103%
686%
12-Month Average 144%
Average Since Cut-Off 433% 457%
229%
0%
Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10 Aug-10 Sep-10 Oct-10 Nov-10
SMM Single Monthly Mortality (Partial and Full Prepayments + Repurchases + Curtailments + Liquidations + Other Prin Proceeds) / (Beginning Collateral Bal - Scheduled Prin)
CPR Conditional Prepayment Rate 1 - (1 - SMM)^12)
PSA Public Securities Association 100 * CPR / (0.2 * MIN(30,WAS))
WAS Weighted Average Seasoning (Original Term - Remaining Term) * (Current Scheduled Balance / Deal Scheduled Principal Balance)
Min Max Count % of Total Balance % of Total Min Max Count % of Total Balance % of Total
1,000.00 to 39,000.00 26 10.00% 497,476 1.06% 4,000.00 to 21,000.00 277 10.09% 3,106,368 0.66%
39,000.01 to 64,000.00 11 4.23% 578,915 1.23% 21,000.01 to 48,000.00 266 9.69% 9,010,676 1.92%
64,000.01 to 89,000.00 19 7.31% 1,499,401 3.19% 48,000.01 to 75,000.00 146 5.32% 8,766,455 1.87%
89,000.01 to 114,000.00 21 8.08% 2,182,461 4.64% 75,000.01 to 102,000.00 207 7.54% 18,392,922 3.92%
114,000.01 to 139,000.00 23 8.85% 2,879,158 6.12% 102,000.01 to 129,000.00 245 8.93% 28,311,394 6.03%
139,000.01 to 164,000.00 30 11.54% 4,585,840 9.74% 129,000.01 to 157,000.00 235 8.56% 33,658,778 7.17%
164,000.01 to 200,000.00 38 14.62% 6,874,968 14.61% 157,000.01 to 195,000.00 332 12.09% 58,031,348 12.36%
200,000.01 to 236,000.00 21 8.08% 4,477,829 9.51% 195,000.01 to 233,000.00 302 11.00% 64,470,825 13.74%
236,000.01 to 272,000.00 10 3.85% 2,530,237 5.38% 233,000.01 to 271,000.00 183 6.67% 46,090,082 9.82%
272,000.01 to 308,000.00 20 7.69% 5,852,166 12.43% 271,000.01 to 309,000.00 149 5.43% 43,452,527 9.26%
308,000.01 to 345,000.00 15 5.77% 4,868,491 10.34% 309,000.01 to 346,000.00 127 4.63% 41,567,655 8.86%
345,000.01 to 539,000.00 26 10.00% 10,236,707 21.75% 346,000.01 to 594,000.00 276 10.05% 114,526,997 24.40%
260 100.00% 47,063,647 100.00% 2,745 100.00% 469,386,027 100.00%
Min Max Count % of Total Balance % of Total Min Max Count % of Total Balance % of Total
5.00% to 5.47% 26 10.00% 3,876,944 8.24% 3.88% to 5.75% 323 11.77% 85,204,032 18.15%
5.47% to 5.72% 2 0.77% 352,862 0.75% 5.75% to 6.05% 200 7.29% 51,196,761 10.91%
5.72% to 5.97% 44 16.92% 10,286,631 21.86% 6.05% to 6.34% 142 5.17% 31,335,966 6.68%
5.97% to 6.22% 20 7.69% 5,317,132 11.30% 6.34% to 6.64% 226 8.23% 50,557,104 10.77%
6.22% to 6.47% 8 3.08% 1,620,344 3.44% 6.64% to 6.94% 210 7.65% 45,983,076 9.80%
6.47% to 6.75% 37 14.23% 7,193,444 15.28% 6.94% to 7.25% 293 10.67% 63,946,638 13.62%
6.75% to 7.19% 27 10.38% 5,444,136 11.57% 7.25% to 8.14% 463 16.87% 88,075,459 18.76%
7.19% to 7.63% 44 16.92% 8,229,428 17.49% 8.14% to 9.03% 245 8.93% 31,278,868 6.66%
7.63% to 8.06% 9 3.46% 1,545,069 3.28% 9.03% to 9.92% 80 2.91% 4,259,143 0.91%
8.06% to 8.50% 9 3.46% 1,015,523 2.16% 9.92% to 10.81% 104 3.79% 5,724,939 1.22%
8.50% to 9.00% 9 3.46% 1,306,256 2.78% 10.81% to 11.75% 229 8.34% 7,136,249 1.52%
9.00% to 13.00% 25 9.62% 875,878 1.86% 11.75% to 13.78% 230 8.38% 4,687,793 1.00%
260 100.00% 47,063,647 100.00% 2,745 100.00% 469,386,027 100.00%
# of % of Original Principal % of
Product Type Loans Ending Balance Balance WAMM WAC Product Type # of Loans Balance Balance WAMM WAC
Fixed 1st Lien 170 34,745,725 73.83% 279.27 6.35% 228 ARM 1,421 308,254,877 65.67% 356.88 6.76%
228 ARM 51 9,760,028 20.74% 281.88 7.21% Fixed 1st Lien 506 111,153,219 23.68% 350.18 6.59%
327 ARM 9 1,880,885 4.00% 281.86 6.93% 327 ARM 119 27,164,006 5.79% 356.80 6.28%
Fixed 2nd Lien 30 677,009 1.44% 149.21 9.99% Fixed 2nd Lien 699 22,813,925 4.86% 229.22 10.62%
# of % of % of
Property Type Loans Ending Balance Balance WAMM WAC Property Type # of Loans Ending Balance Balance WAMM WAC
SF Unattached Dwelling 212 36,394,427 77.33% 278.04 6.58% SF Unattached Dwelling 2,159 359,480,822 76.59% 348.80 6.85%
Multifamily 28 7,091,017 15.07% 278.03 6.74% Multifamily 259 57,549,569 12.26% 351.11 6.97%
PUD 16 2,721,343 5.78% 276.90 6.56% PUD 176 29,240,159 6.23% 349.13 6.94%
Condo - High Facility 4 856,860 1.82% 281.89 6.80% Condo - High Facility 151 23,115,477 4.92% 348.40 6.92%
# of % of % of
Occupancy Type Loans Ending Balance Balance WAMM WAC Occupancy Type # of Loans Ending Balance Balance WAMM WAC
Owner Occupied - Primary Residence 237 42,847,135 91.04% 277.70 6.57% Owner Occupied - Primary Residence 2,528 438,290,473 93.38% 348.95 6.86%
Non-Owner Occupied 19 3,328,161 7.07% 281.37 6.86% Non-Owner Occupied 192 25,694,658 5.47% 350.08 7.12%
Owner Occupied - Secondary Residence 4 888,351 1.89% 282.00 7.09% Owner Occupied - Secondary Residence 25 5,400,896 1.15% 355.69 6.80%
# of % of % of
Loan Purpose Loans Ending Balance Balance WAMM WAC Loan Purpose # of Loans Ending Balance Balance WAMM WAC
Refinance/Equity Takeout 143 28,897,787 61.40% 278.44 6.49% Refinance/Equity Takeout 1,278 258,982,661 55.17% 352.43 6.68%
Purchase 89 13,357,345 28.38% 276.38 6.94% Purchase 1,246 171,617,239 36.56% 343.52 7.20%
Refinance/No Cash Out 28 4,808,515 10.22% 280.26 6.36% Refinance/No Cash Out 221 38,786,127 8.26% 351.40 6.77%
Distribution by Originator Concentration > 10% (Current) Distribution by Originator Concentration > 10% (Cut-off)
# of % of % of
Originator Loans Ending Balance Balance WAMM WAC Originator # of Loans Ending Balance Balance WAMM WAC
Fremont 260 47,063,647 100.00% 278.04 6.60% Fremont 2,745 469,386,027 100.00% 349.09 6.88%
# of % of
Geographic Distribution Loans Balance (1) Balance WAMM WAC
Michigan
Top 10 Original State Concentration
Maryland
# of % of Minnesota
Geographic Distribution Loans Balance (1) Balance WAMM WAC
Georgia
California 825 182,941,009 38.97% 351 6.48% New York
14586123 201011 17,721.88 (1,175.68) 17,721.88 1,175.68 18,897.56 0.00 17,721.88 18,897.56 C
Current Total 17,721.88 (1,175.68) 17,721.88 1,175.68 18,897.56 0.00 17,721.88 18,897.56
Cumulative 20,136,402.47 8,799,750.14 10,791,040.81 598,911.52 11,389,952.33 155,729.78 10,635,311.03 11,234,222.55
Beginning Scheduled Net Liquidation Recovery on Prior (Claims)/Recoveries on Realized Loss Cumulative
Distribution Date Balance Proceeds Realized Loss Loan Count Claims on Prior Liquidations Liquidations Prior Payoffs Adjusted Realized Loss
Beginning Scheduled Net Liquidation Recovery on Prior (Claims)/Recoveries on Realized Loss Cumulative
Distribution Date Balance Proceeds Realized Loss Loan Count Claims on Prior Liquidations Liquidations Prior Payoffs Adjusted Realized Loss
Beginning Scheduled Net Liquidation Recovery on Prior (Claims)/Recoveries on Realized Loss Cumulative
Distribution Date Balance Proceeds Realized Loss Loan Count Claims on Prior Liquidations Liquidations Prior Payoffs Adjusted Realized Loss
Total 20,136,402.47 8,799,750.14 11,389,952.33 195 (156,321.12) 255 385,241.03 126 (73,190.13) 3,348 11,234,222.55
Beginning Scheduled Net Liquidation Recovery on Prior (Claims)/Recoveries on Realized Loss Cumulative
Distribution Date Balance Proceeds Realized Loss Loan Count Claims on Prior Liquidations Liquidations Prior Payoffs Adjusted Realized Loss
Beginning Scheduled Net Liquidation Recovery on Prior (Claims)/Recoveries on Realized Loss Cumulative
Distribution Date Balance Proceeds Realized Loss Loan Count Claims on Prior Liquidations Liquidations Prior Payoffs Adjusted Realized Loss
Beginning Scheduled Net Liquidation Recovery on Prior (Claims)/Recoveries on Realized Loss Cumulative
Distribution Date Balance Proceeds Realized Loss Loan Count Claims on Prior Liquidations Liquidations Prior Payoffs Adjusted Realized Loss
Beginning Scheduled Net Liquidation Recovery on Prior (Claims)/Recoveries on Realized Loss Cumulative
Distribution Date Balance Proceeds Realized Loss Loan Count Claims on Prior Liquidations Liquidations Prior Payoffs Adjusted Realized Loss
Beginning Scheduled Net Liquidation Recovery on Prior (Claims)/Recoveries on Realized Loss Cumulative
Distribution Date Balance Proceeds Realized Loss Loan Count Claims on Prior Liquidations Liquidations Prior Payoffs Adjusted Realized Loss
Beginning Scheduled Net Liquidation Recovery on Prior (Claims)/Recoveries on Realized Loss Cumulative
Distribution Date Balance Proceeds Realized Loss Loan Count Claims on Prior Liquidations Liquidations Prior Payoffs Adjusted Realized Loss
Total 14,582,599.83 6,371,489.69 8,228,410.14 142 (106,303.12) 186 165,385.46 87 (52,106.47) 2,437 8,221,434.27
8.57%
Current Period 0.04%
7.14%
3-Month Average 0.05%
5.71%
6-Month Average 0.29%
4.29%
12-Month Average 0.40%
2.86%
Average Since Cut-Off 0.35%
1.43%
0.00%
Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10 Aug-10 Sep-10 Oct-10 Nov-10
60.00%
Current Period 0.45%
3-Month Average 0.54% 50.00%
10.00%
0.00%
Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10 Aug-10 Sep-10 Oct-10 Nov-10
1543%
0%
Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10 Aug-10 Sep-10 Oct-10 Nov-10
MDR Monthly Default Rate (Beginning Principal Balance of Liquidated Loans) / (Total Beginning Principal Balance)
CDR Conditional Default Rate 1 - (1 - MDR)^12
SDA Standard Default Assumption If WAS≤30 then CDR/(WAS*0.02) else if 30<WAS≤60 then CDR/0.6 else if 60<WAS≤120 then CDR/(0.6-((WAS-60)*0.0095)) else if WAS>120 then CDR/0.03
WAS Weighted Average Seasoning (Original Term - Remaining Term) * (Current Scheduled Balance / Deal Scheduled Principal Balance)
Type Count Count (%) Balance Balance (%) Arrears Arrears (%) F/C Quick Sale Value REO Book Value
Total (All Loans)
0 27 42.1875% 5,129,560.46 43.4512% 0.00 0.0000% 0.00 0.00
30 4 6.2500% 841,785.18 7.1305% 0.00 0.0000% 0.00 0.00
60 4 6.2500% 512,853.83 4.3443% 0.00 0.0000% 0.00 0.00
90+ 17 26.5625% 3,332,474.25 28.2285% 0.00 0.0000% 0.00 0.00
BKY90+ 3 4.6875% 314,281.03 2.6622% 0.00 0.0000% 0.00 0.00
F/C90+ 9 14.0625% 1,674,391.98 14.1833% 0.00 0.0000% 0.00 0.00
Total (Prior Month End): 64 100.0000% 11,805,346.73 100.0000% 0.00 0.0000% 0.00 0.00
Delinq Total (Prior Month End): 37 57.8125% 6,675,786.27 56.5488% 0.00 0.0000% 0.00 0.00
Group 1 Loans
0 10 58.8235% 2,676,833.02 66.5984% 0.00 0.0000% 0.00 0.00
30 2 11.7647% 465,346.66 11.5776% 0.00 0.0000% 0.00 0.00
60 2 11.7647% 307,105.83 7.6407% 0.00 0.0000% 0.00 0.00
90+ 2 11.7647% 515,533.31 12.8262% 0.00 0.0000% 0.00 0.00
BKY90+ 1 5.8824% 54,547.24 1.3571% 0.00 0.0000% 0.00 0.00
Total (Prior Month End): 17 100.0000% 4,019,366.06 100.0000% 0.00 0.0000% 0.00 0.00
Delinq Total (Prior Month End): 7 41.1765% 1,342,533.04 33.4016% 0.00 0.0000% 0.00 0.00
Type Count Count (%) Balance Balance (%) Arrears Arrears (%) F/C Quick Sale Value REO Book Value
Group 2 Loans
0 17 36.1702% 2,452,727.44 31.5018% 0.00 0.0000% 0.00 0.00
30 2 4.2553% 376,438.52 4.8348% 0.00 0.0000% 0.00 0.00
60 2 4.2553% 205,748.00 2.6425% 0.00 0.0000% 0.00 0.00
90+ 15 31.9149% 2,816,940.94 36.1797% 0.00 0.0000% 0.00 0.00
BKY90+ 2 4.2553% 259,733.79 3.3359% 0.00 0.0000% 0.00 0.00
F/C90+ 9 19.1489% 1,674,391.98 21.5052% 0.00 0.0000% 0.00 0.00
Total (Prior Month End): 47 100.0000% 7,785,980.67 100.0000% 0.00 0.0000% 0.00 0.00
Delinq Total (Prior Month End): 30 63.8298% 5,333,253.23 68.4982% 0.00 0.0000% 0.00 0.00
Beginning Scheduled
Period Count Balance Current Scheduled Balance Principal Foregiveness Amount Capitalized Amount Deferred Pre-Mod Payment Post-Mod Payment
Beginning Scheduled
Period Count Balance Current Scheduled Balance Principal Foregiveness Amount Capitalized Amount Deferred Pre-Mod Payment Post-Mod Payment
Beginning Scheduled
Period Count Balance Current Scheduled Balance Principal Foregiveness Amount Capitalized Amount Deferred Pre-Mod Payment Post-Mod Payment
Beginning Scheduled
Period Count Balance Current Scheduled Balance Principal Foregiveness Amount Capitalized Amount Deferred Pre-Mod Payment Post-Mod Payment
Beginning Scheduled
Period Count Balance Current Scheduled Balance Principal Foregiveness Amount Capitalized Amount Deferred Pre-Mod Payment Post-Mod Payment
Beginning Scheduled
Period Count Balance Current Scheduled Balance Principal Foregiveness Amount Capitalized Amount Deferred Pre-Mod Payment Post-Mod Payment
Beginning Scheduled
Period Count Balance Current Scheduled Balance Principal Foregiveness Amount Capitalized Amount Deferred Pre-Mod Payment Post-Mod Payment
Beginning Scheduled
Period Count Balance Current Scheduled Balance Principal Foregiveness Amount Capitalized Amount Deferred Pre-Mod Payment Post-Mod Payment
Beginning Scheduled
Period Count Balance Current Scheduled Balance Principal Foregiveness Amount Capitalized Amount Deferred Pre-Mod Payment Post-Mod Payment
No Modification Type Provided 17 3.18 0.00 (70,201.19) 0.63% 6.30% 5.88% 5.88% N/A
Arm to Hybrid Cap 1 58.00 0.00 12,321.20 0.03% 0.33% 100.00% 100.00% 0.00%
Fixed to Fixed Cap 7 34.29 0.00 39,900.07 0.27% 2.72% 57.14% 57.14% 57.14%
Fixed to Fixed Cap Rate Change 14 27.00 0.00 153,857.17 0.56% 5.58% 42.86% 42.86% 28.57%
Fixed to Fixed Cap Rate Change Term Change 7 28.29 0.00 6,310.45 0.03% 0.35% 42.86% 42.86% 42.86%
Fixed to Fixed Rate Change 1 28.00 0.00 0.00 0.00% 0.03% 0.00% 0.00% 0.00%
Fixed to Fixed Term Change 1 26.00 0.00 0.00 0.00% 0.00% 0.00% 0.00% 0.00%
Hybrid to ARM Cap Rate Change 3 26.67 0.00 37,232.75 0.17% 1.70% 66.67% 66.67% 66.67%
Hybrid to ARM Cap Rate Change Term Change Interest Only 1 27.00 0.00 307.18 0.08% 0.75% 0.00% 0.00% 0.00%
Hybrid to Fixed Cap Rate Change 15 22.33 0.00 283,539.72 0.55% 5.51% 46.67% 46.67% 46.67%
Hybrid to Hybrid Balloon Cap Rate Change 1 13.00 0.00 27,738.96 0.03% 0.32% 0.00% 0.00% 0.00%
Hybrid to Hybrid Cap 6 45.17 0.00 44,647.97 0.17% 1.66% 33.33% 33.33% 16.67%
Hybrid to Hybrid Cap Rate Change 17 36.94 0.00 219,227.82 0.84% 8.37% 47.06% 47.06% 41.18%
Hybrid to Hybrid Cap Rate Change Interest Only 3 24.33 0.00 17,085.76 0.08% 0.80% 33.33% 33.33% 33.33%
Hybrid to Hybrid Cap Rate Change Term Change 3 39.67 0.00 53,022.69 0.15% 1.50% 66.67% 66.67% 33.33%
Hybrid to Hybrid Cap Rate Change Term Change Interest Only 1 26.00 0.00 6,912.55 0.04% 0.35% 0.00% 0.00% 0.00%
HybridtoHybridCapRateChange 3 35.00 0.00 46,903.04 0.10% 0.99% 100.00% 100.00% 100.00%
(1)
Each time frame is independent from one another
* For loans with combination modification
** The information provided is only for EMC serviced loans.
*** Please note that month end information and reporting is based off of Modification Dates. However, performance measures are based off of Due Dates. This nuance may create loan count discrepancies.
DISCLAIMER: This information is unaudited, is for informational purposes only and does not constitute (i) investment advice or an offer to sell or a solicitation of an offer to buy any security, other investment or investment service, or (ii) a representation as to suitability of any security, other investment or investment service. Past
performance is not a representation as to future results. EMC Mortgage Corporation does not review and assumes no responsibility for any information received from or created by any third parties; provided further, for modification reporting, data subsequent to May 1, 2007, is more robust than data prior to May 1, 2007.
No Modification Type Provided 6 3.17 0.00 (59,834.64) 0.33% 3.28% 0.00% 0.00% N/A
Fixed to Fixed Cap 5 29.20 0.00 25,392.02 0.21% 2.06% 60.00% 60.00% 60.00%
Fixed to Fixed Cap Rate Change 2 21.00 0.00 31,438.59 0.15% 1.52% 50.00% 50.00% 50.00%
Fixed to Fixed Cap Rate Change Term Change 1 52.00 0.00 2,974.95 0.01% 0.12% 100.00% 100.00% 100.00%
Fixed to Fixed Rate Change 1 28.00 0.00 0.00 0.00% 0.03% 0.00% 0.00% 0.00%
Hybrid to ARM Cap Rate Change 1 30.00 0.00 6,732.80 0.09% 0.89% 0.00% 0.00% 0.00%
Hybrid to ARM Cap Rate Change Term Change Interest Only 1 27.00 0.00 307.18 0.08% 0.75% 0.00% 0.00% 0.00%
Hybrid to Hybrid Cap 1 38.00 0.00 10,320.31 0.02% 0.17% 0.00% 0.00% 0.00%
Hybrid to Hybrid Cap Rate Change 3 38.67 0.00 43,955.39 0.18% 1.83% 0.00% 0.00% 0.00%
Hybrid to Hybrid Cap Rate Change Interest Only 2 25.50 0.00 12,518.85 0.06% 0.62% 50.00% 50.00% 50.00%
(1)
Each time frame is independent from one another
* For loans with combination modification
** The information provided is only for EMC serviced loans.
*** Please note that month end information and reporting is based off of Modification Dates. However, performance measures are based off of Due Dates. This nuance may create loan count discrepancies.
DISCLAIMER: This information is unaudited, is for informational purposes only and does not constitute (i) investment advice or an offer to sell or a solicitation of an offer to buy any security, other investment or investment service, or (ii) a representation as to suitability of any security, other investment or investment service. Past
performance is not a representation as to future results. EMC Mortgage Corporation does not review and assumes no responsibility for any information received from or created by any third parties; provided further, for modification reporting, data subsequent to May 1, 2007, is more robust than data prior to May 1, 2007.
No Modification Type Provided 11 3.18 0.00 (10,366.55) 0.30% 3.02% 9.09% 9.09% N/A
Arm to Hybrid Cap 1 58.00 0.00 12,321.20 0.03% 0.33% 100.00% 100.00% 0.00%
Fixed to Fixed Cap 2 47.00 0.00 14,508.05 0.07% 0.65% 50.00% 50.00% 50.00%
Fixed to Fixed Cap Rate Change 12 28.00 0.00 122,418.58 0.41% 4.05% 41.67% 41.67% 25.00%
Fixed to Fixed Cap Rate Change Term Change 6 24.33 0.00 3,335.50 0.02% 0.23% 33.33% 33.33% 33.33%
Fixed to Fixed Term Change 1 26.00 0.00 0.00 0.00% 0.00% 0.00% 0.00% 0.00%
Hybrid to ARM Cap Rate Change 2 25.00 0.00 30,499.95 0.08% 0.82% 100.00% 100.00% 100.00%
Hybrid to Fixed Cap Rate Change 15 22.33 0.00 283,539.72 0.55% 5.51% 46.67% 46.67% 46.67%
Hybrid to Hybrid Balloon Cap Rate Change 1 13.00 0.00 27,738.96 0.03% 0.32% 0.00% 0.00% 0.00%
Hybrid to Hybrid Cap 5 46.60 0.00 34,327.66 0.15% 1.49% 40.00% 40.00% 20.00%
Hybrid to Hybrid Cap Rate Change 14 36.57 0.00 175,272.43 0.66% 6.54% 57.14% 57.14% 50.00%
Hybrid to Hybrid Cap Rate Change Interest Only 1 22.00 0.00 4,566.91 0.02% 0.18% 0.00% 0.00% 0.00%
Hybrid to Hybrid Cap Rate Change Term Change 3 39.67 0.00 53,022.69 0.15% 1.50% 66.67% 66.67% 33.33%
Hybrid to Hybrid Cap Rate Change Term Change Interest Only 1 26.00 0.00 6,912.55 0.04% 0.35% 0.00% 0.00% 0.00%
HybridtoHybridCapRateChange 3 35.00 0.00 46,903.04 0.10% 0.99% 100.00% 100.00% 100.00%
(1)
Each time frame is independent from one another
* For loans with combination modification
** The information provided is only for EMC serviced loans.
*** Please note that month end information and reporting is based off of Modification Dates. However, performance measures are based off of Due Dates. This nuance may create loan count discrepancies.
DISCLAIMER: This information is unaudited, is for informational purposes only and does not constitute (i) investment advice or an offer to sell or a solicitation of an offer to buy any security, other investment or investment service, or (ii) a representation as to suitability of any security, other investment or investment service. Past
performance is not a representation as to future results. EMC Mortgage Corporation does not review and assumes no responsibility for any information received from or created by any third parties; provided further, for modification reporting, data subsequent to May 1, 2007, is more robust than data prior to May 1, 2007.
14587633 948.26
14585438 3,517.15
14586064 2,626.87
14585000 1,849.09
14584022 3,792.32
Total Servicing Advances = Total Deferred Balance + Total Advances (Principal & Interest)
14587633 948.26
14585438 3,517.15
Total Servicing Advances = Total Deferred Balance + Total Advances (Principal & Interest)
14585000 1,849.09
14586064 2,626.87
14584022 3,792.32
Total Servicing Advances = Total Deferred Balance + Total Advances (Principal & Interest)
Disclosure Control # State Repurchase Date Original Balance Beginning Scheduled Balance Current Rate Current Payment Repurchase Code
No Repurchased Loan Detail Reported for the Current Period
Disclosure Control # State Repurchase Date Original Balance Beginning Scheduled Balance Current Rate Current Payment Repurchase Code
No Repurchased Loan Detail Reported for the Current Period
Disclosure Control # State Repurchase Date Original Balance Beginning Scheduled Balance Current Rate Current Payment Repurchase Code
No Repurchased Loan Detail Reported for the Current Period
─── Loans Substituted Into Pool ─── ────────── Loans Substituted Out of Pool ──────────
Beginning Principal
Investor # Period Beginning Principal Balance Investor # Period Balance Adjusted for Principal Substitution Code
No Substituted Loans Reported
─── Loans Substituted Into Pool ─── ─── Loans Substituted Out of Pool ───
Period Count Beginning Principal Balance Count Beginning Principal Balance Adjusted for Principal Difference Into vs. Out
No History of Substituted Loans Reported