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Structured Adjustable Rate Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2004-19
December 26, 2012
Table of Contents
Distribution Report
Factor Report
Delinquency by Group
Delinquency Totals
Interest Shortfalls
IF THERE ARE ANY QUESTIONS OR PROBLEMS WITH THIS STATEMENT, PLEASE CONTACT THE ADMINISTRATOR LISTED BELOW:
Leela Ragbarsingh
The Bank of New York Mellon Corporation - Structured Finance
101 Barclay Street, 4W
New York, New York 10286
Tel: (212) 815-8184 / Fax: (212) 815-3910
Email: leela.ragbarsingh@bnymellon.com
Page 2 of 8
Structured Adjustable Rate Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2004-19
December 26, 2012
DISTRIBUTION IN DOLLARS
CLASS
ORIGINAL FACE
VALUE
BEGINNING
PRINCIPAL
BALANCE
PRINCIPAL
INTEREST
TOTAL
REALIZED
LOSSES
DEFERRED
INTEREST
ENDING
PRINCIPAL
BALANCE
IA1
99,844,000.00
4,554,223.17
1,915.59
10,712.49
12,628.08
0.00
0.00
4,552,307.58
IA2
99,844,000.00
4,554,223.17
1,915.59
6,917.31
8,832.90
0.00
0.00
4,552,307.58
IIA1
100,000,000.00
11,247,479.30
47,380.39
14,734.20
62,114.59
0.00
0.00
11,200,098.91
IIA2
77,146,000.00
8,743,095.41
36,830.59
17,497.75
54,328.34
0.00
0.00
8,706,264.82
B1
8,959,000.00
3,865,877.85
5,384.68
2,449.36
7,834.04
0.00
0.00
3,860,493.17
B2
2,643,000.00
973,257.32
1,238.17
657.19
1,895.36
203,959.53
0.00
768,059.62
B3
4,269,000.00
821,961.35
345.73
794.77
1,140.50
0.00
0.00
821,615.62
B4
2,033,000.00
391,340.86
164.61
394.70
559.31
0.00
0.00
391,176.25
B5
3,253,000.00
707,650.81
297.65
1,126.52
1,424.17
1,852.90
0.00
705,500.26
B6
1,219,000.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
B7I
1,507,000.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
B8I
1,291,000.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
B9I
865,412.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
B7II
2,009,000.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
B8II
1,052,000.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
B9II
768,847.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
100.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
BXN
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
IIA1XN
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
TOTALS
406,703,359.00
35,859,109.24
95,473.00
55,284.29
150,757.29
205,812.43
0.00
35,557,823.81
CLASS
ORIGINAL FACE
VALUE
BEGINNING
NOTIONAL
BALANCE
PRINCIPAL
INTEREST
TOTAL
REALIZED
LOSSES
DEFERRED
INTEREST
ENDING
NOTIONAL
BALANCE
IA2X
99,844,000.00
4,554,223.17
0.00
3,795.19
3,795.19
0.00
0.00
4,552,307.58
IIA1X
100,000,000.00
11,247,479.31
0.00
7,775.63
7,775.63
0.00
0.00
11,200,098.92
BX
22,376,000.00
6,760,088.19
0.00
6,254.88
6,254.88
0.00
0.00
6,546,844.92
*Please Note:
Classes IIA1XN and BXN are Interest-Only Components of Classes IIA1X and BX
respectively, therefore Classes IIA1XN and BXN information should be used for
reporting purposes only. The distributions from Classes IIA1XN and BXN will
flow to Classes IIA1X and BX respectively as additional proceeds
Page 3 of 8
Structured Adjustable Rate Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2004-19
December 26, 2012
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
CLASS
CUSIP
BEGINNING
PRINCIPAL
IA1
863579JD1
45.61338859
0.01918583
0.10729228
0.12647811
45.59420276
2.822653%
IA2
863579JE9
45.61338859
0.01918583
0.06928118
0.08846701
45.59420276
1.822653%
IIA1
863579JG4
112.47479300
0.47380390
0.14734200
0.62114590
112.00098910
1.572000%
IIA2
863579JH2
113.33180476
0.47741412
0.22681345
0.70422757
112.85439064
2.401586%
B1
863579JK5
431.50774082
0.60103583
0.27339658
0.87443241
430.90670499
0.760300%
B2
863579JL3
368.23962164
0.46847143
0.24865305
0.71712448
290.60144533
0.810300%
B3
863579JM1
192.54189506
0.08098618
0.18617241
0.26715859
192.46090888
1.160300%
B4
863579JN9
192.49427447
0.08096901
0.19414658
0.27511559
192.41330546
1.210300%
B5
863579JP4
217.53790655
0.09150015
0.34630188
0.43780203
216.87680910
1.910300%
B6
863579JJQ2
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.000000%
B7I
863579JT6
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2.822653%
B8I
863579JU3
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2.822653%
B9I
863579JV1
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2.822653%
B7II
863579JW9
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2.401586%
B8II
863579JX7
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2.401586%
B9II
863579JY5
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2.401586%
863579JS8
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2.822653%
88.17018214
0.23474849
0.13593271
0.37068120
87.42938317
TOTALS
BEGINNING
NOTIONAL
PRINCIPAL
PRINCIPAL
INTEREST
INTEREST
TOTAL
TOTAL
ENDING PRINCIPAL
ENDING NOTIONAL
CURRENT
PASSTHRU
RATE
CLASS
CUSIP
CURRENT
PASSTHRU
RATE
IA2X
863579JF6
45.61338859
0.00000000
0.03801120
0.03801120
45.59420276
1.000000%
IIA1X
863579JJ8
112.47479310
0.00000000
0.07775630
0.07775630
112.00098920
0.829586%
BX
863579JR0
302.11334421
0.00000000
0.27953522
0.27953522
292.58334466
1.699882%
Page 4 of 8
Structured Adjustable Rate Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2004-19
December 26, 2012
DISTRIBUTION IN DOLLARS
CLASS
ORIGINAL FACE
VALUE
BEGINNING
PRINCIPAL
BALANCE
PRINCIPAL
INTEREST
TOTAL
REALIZED
LOSSES
DEFERRED
INTEREST
ENDING
PRINCIPAL
BALANCE
B1I
4,844,000.00
1,758,551.77
739.68
1,114.19
1,853.87
0.00
0.00
1,757,812.09
B2I
1,399,000.00
508,580.39
213.92
343.42
557.34
0.00
0.00
508,366.47
B3I
2,260,000.00
821,961.34
345.73
794.77
1,140.50
0.00
0.00
821,615.61
B4I
1,076,000.00
391,340.92
164.61
394.70
559.31
0.00
0.00
391,176.31
B5I
1,722,000.00
707,650.88
297.65
1,126.52
1,424.17
1,852.90
0.00
705,500.33
B6I
645,000.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
B1II
4,115,000.00
2,107,326.07
4,645.00
1,335.17
5,980.17
0.00
0.00
2,102,681.07
B2II
1,244,000.00
464,676.90
1,024.25
313.77
1,338.02
203,959.53
0.00
259,693.12
B3II
2,009,000.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
B4II
957,000.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
B5II
1,531,000.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
B6II
574,000.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
CLASS
ORIGINAL FACE
VALUE
BEGINNING
NOTIONAL
BALANCE
PRINCIPAL
INTEREST
TOTAL
REALIZED
LOSSES
DEFERRED
INTEREST
ENDING
NOTIONAL
BALANCE
BXII
10,430,000.00
2,572,002.97
0.00
2,906.19
2,906.19
0.00
0.00
2,566,333.72
B1XI
4,844,000.00
1,758,551.77
0.00
3,022.30
3,022.30
0.00
0.00
1,757,812.09
B2XI
1,399,000.00
508,580.39
0.00
326.40
326.40
0.00
0.00
508,366.47
B3XI
2,260,000.00
821,961.34
0.00
0.00
0.00
0.00
0.00
821,615.61
B4XI
1,076,000.00
391,340.92
0.00
0.00
0.00
0.00
0.00
391,176.31
B5XI
1,722,000.00
707,650.88
0.00
0.00
0.00
0.00
0.00
707,353.23
B6XI
645,000.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
46.26
0.00
0.00
0.00
0.00
0.00
46.26
BXN_CPT
Page 5 of 8
Structured Adjustable Rate Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2004-19
December 26, 2012
FACTOR INFORMATION PER $1000 OF ORIGINAL FACE
CLASS
CUSIP
BEGINNING
PRINCIPAL
B1I
Component B1
363.03711189
0.15270025
0.23001445
0.38271470
362.88441164
0.760300%
B2I
Component B2
363.53137241
0.15290922
0.24547534
0.39838456
363.37846319
0.810300%
B3I
Component B3
363.69970797
0.15297788
0.35166814
0.50464602
363.54673009
1.160300%
B4I
Component B4
363.69973978
0.15298327
0.36682156
0.51980483
363.54675651
1.210300%
B5I
Component B5
410.94708479
0.17285134
0.65419280
0.82704414
409.69821719
1.910300%
B6I
Component B6
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2.460300%
B1II
Component B1
512.10840097
1.12879708
0.32446416
1.45326124
510.97960389
0.760300%
B2II
Component B2
373.53448553
0.82335209
0.25222669
1.07557878
208.75652733
0.810300%
B3II
Component B3
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1.160300%
B4II
Component B4
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1.210300%
B5II
Component B5
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1.910300%
B6II
Component B6
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2.401586%
CLASS
CUSIP
BXII
Component BX
246.59664142
0.00000000
0.27863758
0.27863758
246.05308917
1.632253%
B1XI
Component BX
363.03711189
0.00000000
0.62392651
0.62392651
362.88441164
2.062353%
B2XI
Component BX
363.53137241
0.00000000
0.23330951
0.23330951
363.37846319
2.012353%
B3XI
Component BX
363.69970797
0.00000000
0.00000000
0.00000000
363.54673009
1.662353%
B4XI
Component BX
363.69973978
0.00000000
0.00000000
0.00000000
363.54675651
1.612353%
B5XI
Component BX
410.94708479
0.00000000
0.00000000
0.00000000
410.77423345
0.912353%
B6XI
Component BX
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.362353%
BEGINNING
NOTIONAL
PRINCIPAL
PRINCIPAL
INTEREST
INTEREST
TOTAL
TOTAL
ENDING PRINCIPAL
ENDING NOTIONAL
CURRENT
PASSTHRU
RATE
CURRENT
PASSTHRU
RATE
Page 6 of 8
Structured Adjustable Rate Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2004-19
December 26, 2012
Sec. 4.03(ix)
Delinquency by Group
Group 1
Category
Number
Principal
Balance
Percentage
1 Month
861,618.12
6.48%
2 Month
0.00
0.00%
3 Month
509,871.95
3.84%
Total
1,371,490.07
10.32%
Delinquency by Group
Group 2
Category
Number
Principal
Balance
Percentage
1 Month
365,177.67
1.64%
2 Month
293,139.96
1.32%
3 Month
2,504,313.23
11.25%
Total
3,162,630.86
14.20%
Delinquency Totals
Group Totals
Sec. 4.03
Category
Number
Principal
Balance
Percentage
1 Month
1,226,795.79
3.45%
2 Month
293,139.96
0.82%
3 Month
3,014,185.18
8.48%
Total
10
4,534,120.93
12.75%
Number of
Loans
Principal
Balance
Percentage
797,757.69
6.00%
2,118,958.44
9.52%
Total
11
2,916,716.13
8.20%
Page 7 of 8
Structured Adjustable Rate Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2004-19
December 26, 2012
Foreclosure Scheduled Loan Report
Group
Number
Loan Number
Forclosure
Date
Scheduled
Principal
Balance
Original
Stated
Term
Original
LTV Ratio
(%)
Loan
Origination
Date
18569012
04/01/2010
324,460.40
3.00000
360
61.00
08/30/2004
19297886
01/01/2012
318,300.88
3.00000
360
70.00
11/12/2004
400706040
10/01/2011
154,996.41
3.00000
360
80.00
09/30/2004
113848105
03/01/2010
176,254.94
2.75000
360
75.00
10/27/2004
113848600
10/01/2011
213,617.05
6.12500
360
80.00
10/22/2004
113848840
02/01/2009
583,753.70
2.50000
360
80.00
10/27/2004
113849749
04/01/2012
109,824.11
3.12500
360
80.00
10/20/2004
113850382
10/01/2009
205,342.41
2.75000
360
80.00
10/20/2004
113850978
09/01/2008
183,152.56
2.75000
360
90.00
10/19/2004
113851935
09/01/2009
363,802.05
2.75000
360
80.00
10/14/2004
113853261
03/01/2012
283,211.62
2.75000
360
80.00
11/01/2004
2,916,716.13
3.02964
360
77.12
Total
Sec. 4.03(x)
Current
Note Rate
Number of
Loans
Principal
Balance
Percentage
0.00
0.00%
0.00
0.00%
Total
0.00
0.00%
Loan Number
REO Date
Schedule
Principal
Balance
0.00
Total
0.00
Page 8 of 8
Structured Adjustable Rate Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2004-19
December 26, 2012
GROUP I
Fraud Loss Limit
0.00
100,000.00
8,000,000.00
GROUP II
0.00
100,000.00
3,324,059.00
Interest Shortfalls
Aggregate Outstanding
Interest Shortfalls
Class IA1
Class IA2
Class IA2X
Class IIA1
Class IIA2
Class IIA1X
Class B1
Class B2
Class B3
Class B4
Class B5
Class B6
Class BX
Class B7I
Class B8I
Class B9I
Class B7II
Class B8II
Class B9II
Class R
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
119,978.61
17,525.35
4,548.08
0.00
51.90
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
Current
Carryover
Balance
0.00
0.00
0.00
0.00
0.00
0.00
Carryover
Amount
Paid
0.00
0.00
0.00
0.00
0.00
0.00
Carryover
Amount
Remaining
0.00
0.00
0.00
0.00
0.00
0.00
Libor Rate
0.210300%
MTA Rate
0.172000%
0.00
Deal Code:
SARM0419
Table of Contents
Page Number
Collateral Information Summary
Pipeline Snapshot
General Trends - Total
Prepayment Rates / Trends - CPR, SMM, CDR
Prepayment Rates / Trends - MDR, WAS, PSA
Prepayments and Liquidations - Summary
Prepayments and Liquidations - Details
Delinquency Summary - Total
Delinquency Trends - Total
Delinquency Summary - by Groups
Delinquency Trends - by Groups
Delinquency Summary - by Loan Type
Delinquency Trends - by Loan Type
Losses - Details
Losses - Trends
Distribution by Note Rate
Distribution by Ending Scheduled Balance
Distribution by Loan Type, by Property Type, by Amortization Type
Top 10 State Concentration
Modifications, Extensions, Waivers
1
4
5
6
7
8
10
11
12
13
15
16
17
18
19
20
21
22
23
24
Deal Code:
SARM0419
Total
Interest Collections
Scheduled Interest
Prepay Interest Excess / Shortfall
Interest Adjustment
Servicer Provided Fee (DAD)
Servicer Stop Advance
Total Interest Collected
Summary
82,275.46
0.00
Scheduled Principal
301,285.44
205,812.43
0.00
0.00
82,275.46
583.00
0.00
82,275.46
9,748.47
0.00
168,583.00
Fee Summary
Summary
9,512.01
0.00
Trustee Fee
Primary Mortgage Insurance Fee
Other Fees
Total Fees
0.00
236.46
0.00
9,748.47
9,748.47
Balance
Beginning Pool
35,859,109.32
Scheduled Principal
UnScheduled Principal
Ending Pool
54,432.55
246,852.89
35,557,823.88
0.00
0.00
0.00
(4.78)
587.78
Legal Fees
Lender Paid Mortgage Insurance
0.00
0.00
0.00
0.00
0.00
Modification Adjustment
NonRecoverable Servicer Advance
Total Other Interest Adjust.
0.00
0.00
583.00
UnScheduled Principal
Delinquency Advances
Modification Deferred Loss
Modification Write-Off Loss
S1
27,772.22
203,959.53
0.00
246,852.89
Other Principal
125
Other Principal
Total Other Principal
2.8957166
2.5577175
263
0.00
0.00
Losses
124
(+) Initial (Current) Loss
203,959.53
0.00
1,852.90
0.00
205,812.43
Cumulative Losses
8,633,610.40
Principal Payoff
Balance
854,912.95
0.00
15,092.02
29.12
Advances by Servicer
Current P and I
Outstanding P and I
54,432.55
54,432.55
(+) Curtailments
(+) Curtailment Adjustment
Count
Characteristics
Other Interest Adjustment
Scheduled Principal
Total Scheduled Principal
231,731.75
27,772.22
0.00
0.00
0.00
0.00
Count
Bankruptcy
Discount
0.00
0.00
0
0
Foreclosure
Insurance
0.00
0.00
0
0
Liquidation
Prepay In Full
REO Disposal
0.00
0.00
27,772.22
0
0
1
Repurchase
Others
Total Principal Payoff
0.00
0.00
27,772.22
0
0
1
Deal Code:
SARM0419
Group 1
Interest Collections
Scheduled Interest
Prepay Interest Excess / Shortfall
Interest Adjustment
Servicer Provided Fee (DAD)
Servicer Stop Advance
Total Interest Collected
Summary
30,699.44
0.00
Scheduled Principal
7,445.68
1,852.90
0.00
0.00
30,699.44
419.85
0.00
30,699.44
2,572.01
0.00
34,140.06
Fee Summary
Summary
2,572.01
0.00
Trustee Fee
Primary Mortgage Insurance Fee
Other Fees
Total Fees
0.00
0.00
0.00
2,572.01
2,572.01
Balance
Beginning Pool
13,296,531.64
Scheduled Principal
UnScheduled Principal
Ending Pool
4,699.74
2,745.94
13,289,085.96
0.00
0.00
0.00
(4.78)
424.63
Legal Fees
Lender Paid Mortgage Insurance
0.00
0.00
0.00
0.00
0.00
Modification Adjustment
NonRecoverable Servicer Advance
Total Other Interest Adjust.
0.00
0.00
419.85
4,699.74
4,699.74
UnScheduled Principal
(+) Curtailments
(+) Curtailment Adjustment
2,743.94
2.00
0.00
0.00
0.00
2,745.94
Count
Other Principal
45
Other Principal
Total Other Principal
0.00
0.00
Losses
45
(+) Initial (Current) Loss
Characteristics
Other Interest Adjustment
Scheduled Principal
Total Scheduled Principal
3.0765261
2.8226533
263
Cumulative Losses
0.00
1,852.90
0.00
1,852.90
1,687,336.14
Principal Payoff
Advances by Servicer
Current P and I
Outstanding P and I
0.00
Balance
110,532.54
0.00
Count
Bankruptcy
Discount
0.00
0.00
0
0
Foreclosure
Insurance
0.00
0.00
0
0
0.00
0.00
0.00
Liquidation
Prepay In Full
REO Disposal
0.00
0.00
0.00
0
0
0
Delinquency Advances
Modification Deferred Loss
Modification Write-Off Loss
0.00
0.00
0.00
Repurchase
Others
Total Principal Payoff
0.00
0.00
0.00
0
0
0
S2
Deal Code:
SARM0419
Group 2
Interest Collections
Scheduled Interest
Prepay Interest Excess / Shortfall
Interest Adjustment
Servicer Provided Fee (DAD)
Servicer Stop Advance
Total Interest Collected
Summary
51,576.02
0.00
Scheduled Principal
293,839.76
203,959.53
0.00
0.00
51,576.02
163.15
0.00
51,576.02
7,176.46
0.00
134,442.94
Fee Summary
Summary
6,940.00
0.00
Trustee Fee
Primary Mortgage Insurance Fee
Other Fees
Total Fees
0.00
236.46
0.00
7,176.46
7,176.46
Balance
Beginning Pool
22,562,577.68
Scheduled Principal
UnScheduled Principal
Ending Pool
49,732.81
244,106.95
22,268,737.92
0.00
0.00
0.00
0.00
163.15
Legal Fees
Lender Paid Mortgage Insurance
0.00
0.00
0.00
0.00
0.00
Modification Adjustment
NonRecoverable Servicer Advance
Total Other Interest Adjust.
0.00
0.00
163.15
UnScheduled Principal
Delinquency Advances
Modification Deferred Loss
Modification Write-Off Loss
S3
27,772.22
203,959.53
0.00
244,106.95
Other Principal
80
Other Principal
Total Other Principal
2.7891623
2.4015860
263
0.00
0.00
Losses
79
(+) Initial (Current) Loss
203,959.53
0.00
0.00
0.00
203,959.53
Cumulative Losses
6,946,274.26
Principal Payoff
Balance
744,380.41
0.00
12,348.08
27.12
Advances by Servicer
Current P and I
Outstanding P and I
49,732.81
49,732.81
(+) Curtailments
(+) Curtailment Adjustment
Count
Characteristics
Other Interest Adjustment
Scheduled Principal
Total Scheduled Principal
231,731.75
27,772.22
0.00
0.00
0.00
0.00
Count
Bankruptcy
Discount
0.00
0.00
0
0
Foreclosure
Insurance
0.00
0.00
0
0
Liquidation
Prepay In Full
REO Disposal
0.00
0.00
27,772.22
0
0
1
Repurchase
Others
Total Principal Payoff
0.00
0.00
27,772.22
0
0
1
Deal Code:
SARM0419
2004-19
Pipeline Snapshot
Distribution
Payment 1
Delinquencies
Payment 2
Payment 3+
Foreclosure
Loan Status
REO
Bankruptcy
Cumulative
Cumulative Losses
Losses
Amount
Percent
Other
CPR
Nov 2011
1.30%
1.02%
25.92%
6.37%
3.59%
5.30%
6,404,908.10
15.79%
CDR
0.0997113
7.43245%
13.56480%
Dec 2011
1.93%
0.45%
24.38%
9.55%
1.59%
5.41%
6,559,386.45
16.54%
0.0975213
18.31872%
21.82117%
Pool Factor
Jan 2012
4.96%
0.45%
22.61%
8.67%
1.60%
5.45%
6,728,831.40
17.13%
0.0965892
4.50744%
10.81923%
Feb 2012
0.45%
4.22%
22.25%
9.18%
1.60%
5.45%
6,729,919.89
17.16%
0.0964294
0.18734%
0.00000%
Mar 2012
0.44%
0.45%
25.07%
7.65%
1.60%
6.14%
6,729,332.88
17.19%
0.0962682
0.24072%
0.00000%
0.00000%
Apr 2012
2.51%
0.45%
24.96%
9.60%
1.59%
6.12%
6,728,968.64
17.14%
0.0965165
-4.99219%
May 2012
0.21%
1.98%
25.32%
8.52%
2.05%
7.11%
6,728,968.64
17.13%
0.0965715
-2.52211%
0.00000%
Jun 2012
0.75%
1.12%
24.51%
7.07%
1.47%
7.27%
7,130,101.78
18.59%
0.0943228
13.07513%
19.25527%
16.73881%
Jul 2012
1.69%
0.76%
24.53%
7.66%
1.49%
6.04%
7,419,989.25
19.70%
0.0925902
10.63799%
Aug 2012
1.70%
2.15%
23.23%
8.73%
1.49%
6.03%
7,485,609.69
19.89%
0.0925600
-3.63440%
0.00000%
Sep 2012
1.30%
0.00%
23.83%
9.14%
1.12%
4.94%
7,782,672.78
21.02%
0.0910169
8.38990%
16.53843%
Oct 2012
0.80%
0.00%
22.80%
9.21%
0.63%
4.97%
7,934,263.13
21.62%
0.0902221
3.65219%
5.68259%
Nov 2012
1.84%
0.00%
20.92%
7.55%
0.65%
7.57%
8,427,797.97
23.50%
0.0881702
8.94291%
22.53692%
Dec 2012
3.45%
0.82%
20.41%
8.20%
0.00%
7.62%
8,633,610.40
24.28%
0.0874294
1.36684%
7.48497%
Calculation Methodology:
MDR - Monthly Default Rate
CDR - Conditional Default Rate
(All Prepayments + Repurchases - Gross Losses) / (Beginning Scheduled Balance - Scheduled Principal)
1 - ((1 - SMM) ^ 12)
sum((Original Term - Remaining Term) * (Current Scheduled Balance / Deal Scheduled Principal Balance))
100 * CPR / (0.2 * min(30, WAS))
S4
Deal Code:
SARM0419
2004-19
Millions
4 1. 0 0
40.00
39.00
38.00
37.00
36.00
35.00
34.00
33.00
N o v ' 11
D e c ' 11
J a n ' 12
F e b ' 12
M a r ' 12
A p r ' 12
M a y ' 12
J u n ' 12
J u l ' 12
A u g ' 12
S e p ' 12
Oc t ' 12
N o v ' 12
D e c ' 12
Oc t ' 12
N o v ' 12
D e c ' 12
N o v ' 12
D e c ' 12
D e c ' 11
J a n ' 12
F e b ' 12
M a r ' 12
A p r ' 12
M a y ' 12
J u n ' 12
J u l ' 12
A u g ' 12
S e p ' 12
D e c ' 11
J a n ' 12
F e b ' 12
M a r ' 12
A p r ' 12
S5
M a y ' 12
J u n ' 12
J u l ' 12
A u g ' 12
S e p ' 12
Oc t ' 12
Deal Code:
SARM0419
2004-19
Prepayments - Rates
Conditional
Prepayment Rate (CPR)
Current Period
3-Month Average
6-Month Average
12-Month Average
Average Since Cut-off
Value
20.00%
1.36684%
4.65398%
4.89257%
3.32098%
20.38272%
15 . 0 0 %
10 . 0 0 %
5.00%
0.00%
N o v ' 11
D e c ' 11
J a n ' 12
F e b ' 12
M a r ' 12
A p r ' 12
M a y ' 12
J u n ' 12
J u l ' 12
A u g ' 12
S e p ' 12
Oc t ' 12
N o v ' 12
D e c ' 12
A u g ' 12
S e p ' 12
Oc t ' 12
N o v ' 12
D e c ' 12
A u g ' 12
S e p ' 12
Oc t ' 12
N o v ' 12
D e c ' 12
- 5.00%
- 10 . 0 0 %
Value
2.00%
0.11462%
3-Month Average
6-Month Average
0.40061%
0.42740%
12-Month Average
Average Since Cut-off
0.29417%
2.19281%
1. 5 0 %
1. 0 0 %
0.50%
0.00%
N o v ' 11
D e c ' 11
J a n ' 12
F e b ' 12
M a r ' 12
A p r ' 12
M a y ' 12
J u n ' 12
J u l ' 12
- 0.50%
- 1. 0 0 %
Value
6-Month Average
12-Month Average
11.49695%
8.25469%
7.48497%
11.90149%
20.00%
15 . 0 0 %
10 . 0 0 %
5.00%
0.00%
N o v ' 11
D e c ' 11
J a n ' 12
F e b ' 12
S6
M a r ' 12
A p r ' 12
M a y ' 12
J u n ' 12
J u l ' 12
Deal Code:
SARM0419
2004-19
Prepayments - Rates
Monthly Default Rate
(MDR)
Current Period
Value
2.50%
0.64623%
3-Month Average
6-Month Average
1.07939%
1.04140%
12-Month Average
0.74705%
2.00%
1. 5 0 %
1. 0 0 %
0.50%
0.00%
N o v ' 11
Weighted Average
Seasoning (WAS)
Current Period
D e c ' 11
J a n ' 12
F e b ' 12
M a r ' 12
A p r ' 12
M a y ' 12
J u n ' 12
J u l ' 12
A u g ' 12
S e p ' 12
Oc t ' 12
N o v ' 12
D e c ' 12
Oc t ' 12
N o v ' 12
D e c ' 12
Value
10 0
97.00
3-Month Average
6-Month Average
96.00
94.50
12-Month Average
91.50
95
90
85
80
75
N o v ' 11
Standard Prepayment
Model (PSA)
Current Period
D e c ' 11
J a n ' 12
F e b ' 12
M a r ' 12
A p r ' 12
M a y ' 12
J u n ' 12
J u l ' 12
A u g ' 12
S e p ' 12
Value
350.00%
22.78%
300.00%
3-Month Average
6-Month Average
77.57%
81.54%
250.00%
12-Month Average
55.35%
200.00%
15 0 . 0 0 %
10 0 . 0 0 %
50.00%
0.00%
- 50.00%
N o v ' 11
D e c ' 11
J a n ' 12
- 10 0 . 0 0 %
- 15 0 . 0 0 %
S7
F e b ' 12
M a r ' 12
A p r ' 12
M a y ' 12
J u n ' 12
J u l ' 12
A u g ' 12
S e p ' 12
Oc t ' 12
N o v ' 12
D e c ' 12
Deal Code:
SARM0419
2004-19
Prepayment In Full
Count
Liquidation
Amount
Count
Add'l Liquidation
Amount
Count
Repurchase
Amount
Count
Others
Amount
Count
Total Prepayments
Amount
Count
Amount
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
27,772.22
0.00
0.00
27,772.22
TOTAL
0.00
0.00
27,772.22
0.00
0.00
27,772.22
0.7000
0.6000
4
3
0.5000
0.4000
0.3000
0.2000
S8
Dec '12
Nov '12
Oct '12
Sep '12
Aug '12
Jul '12
Jun '12
May '12
Apr '12
Mar '12
Feb '12
Jan '12
Dec '11
Dec '12
Nov '12
Oct '12
Sep '12
Aug '12
Jul '12
Jun '12
May '12
Apr '12
Mar '12
Feb '12
Jan '12
Dec '11
0.0000
Nov '11
0 . 10 0 0
Nov '11
Millions
S9
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
Oct '12
Nov '12
Dec '12
Oct '12
Nov '12
Dec '12
Sep '12
1
1
1
1
1
1
0
0
0
0
0
Sep '12
Aug '12
0.0000
Aug '12
0 . 10 0 0
Jul '12
0.2000
Jul '12
0.3000
Jun '12
Jun '12
0.6000
May '12
0.7000
May '12
Apr '12
Apr '12
0.8000
Dec '12
Nov '12
Oct '12
Sep '12
Aug '12
Jul '12
Jun '12
May '12
Apr '12
Mar '12
Mar '12
Mar '12
0.0000
Feb '12
0.0400
0.0200
Feb '12
Feb '12
0.0600
Jan '12
Jan '12
0 . 10 0 0
0.0800
Jan '12
0 . 12 0 0
Dec '11
0 . 16 0 0
0 . 14 0 0
Dec '11
0.4000
Nov '11
Dec '12
Nov '12
Oct '12
Sep '12
Aug '12
Jul '12
Jun '12
May '12
Dec '11
0.5000
Nov '11
Dec '12
Nov '12
Oct '12
Sep '12
Aug '12
Jul '12
Jun '12
May '12
0 . 18 0 0
Nov '11
Dec '12
Nov '12
Oct '12
Sep '12
Aug '12
Jul '12
Jun '12
May '12
Apr '12
Mar '12
Feb '12
Jan '12
Dec '11
Nov '11
Millions
SARM0419
Apr '12
Mar '12
Feb '12
Jan '12
Dec '11
Nov '11
Millions
Apr '12
Mar '12
Feb '12
Jan '12
Dec '11
Nov '11
Millions
Deal Code:
2004-19
2
1
Deal Code:
SARM0419
2004-19
Group
State
Loan Number
Prepayment Amount
Prepayment Type
Paid Through
Date
Current
Note Rate
Prepayment Amount
Prepayment Type
Paid Through
Date
12-01-2012
Current
Note Rate
2.7500
1
TOTAL Group 1
Group
State
Loan Number
CO
113849046
TOTAL Group 2
TOTAL
260,000.00
27,772.22
260,000.00
27,772.22
260,000.00
27,772.22
S10
REO Disposal
Deal Code:
SARM0419
2004-19
General
Count
Current
Payment 1
Payment 2
Payment 3+
TOTAL
Foreclosure
Amount
Count
REO
Amount
Count
Bankruptcy
Amount
Count
Forebearance
Amount
Count
TOTAL
Amount
Count
Amount
93
25,398,514.23
0.00
0.00
1,381,740.31
0.00
97
26,780,254.54
75.00%
71.43%
0.00%
0.00%
0.00%
0.00%
3.23%
3.89%
0.00%
0.00%
78.23%
75.31%
1,226,795.79
0.00
0.00
0.00
0.00
1,226,795.79
1.61%
3.45%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
1.61%
3.45%
293,139.96
0.00
0.00
0.00
0.00
293,139.96
0.81%
0.82%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.81%
0.82%
3,014,185.18
11
2,916,716.13
0.00
1,326,732.28
0.00
24
7,257,633.59
5.65%
8.48%
8.87%
8.20%
0.00%
0.00%
4.84%
3.73%
0.00%
0.00%
19.35%
20.41%
103
29,932,635.16
11
2,916,716.13
0.00
10
2,708,472.59
0.00
124
35,557,823.88
83.06%
84.18%
8.87%
8.20%
0.00%
0.00%
8.06%
7.62%
0.00%
0.00%
100.00%
100.00%
S11
LOAN_NO:
LOAN_NO:
LOAN_NO:
LOAN_NO:
LOAN_NO:
Deal Code:
SARM0419
2004-19
Foreclosure (% of Am ount)
16 .0 0 %
12 .0 0 %
14 .0 0 %
10 .0 0 %
12 .0 0 %
8 .0 0 %
10 .0 0 %
8 .0 0 %
6 .0 0 %
6 .0 0 %
4 .0 0 %
4 .0 0 %
2 .0 0 %
2 .0 0 %
0 .0 0 %
0 .0 0 %
Nov
'11
D ec
'11
Jan
'12
F eb
'12
M ar
'12
A pr
'12
M ay
'12
J un
'12
J ul
'12
A ug
'12
Sep
'12
Oct
'12
Nov
'12
D ec
'12
Nov
'11
D ec
'11
Jan
'12
F eb
'12
REO (% of Am ount)
8 .0 0 %
3 .5 0 %
7 .0 0 %
3 .0 0 %
6 .0 0 %
2 .5 0 %
5 .0 0 %
2 .0 0 %
4 .0 0 %
1.5 0 %
3 .0 0 %
1.0 0 %
2 .0 0 %
0 .5 0 %
1.0 0 %
0 .0 0 %
0 .0 0 %
D ec
'11
Jan
'12
F eb
'12
M ar
'12
A pr
'12
M ay
'12
J un
'12
A pr
'12
M ay
'12
J un
'12
J ul
'12
A ug
'12
Sep
'12
Oct
'12
Nov
'12
D ec
'12
A ug
'12
Sep
'12
Oct
'12
Nov
'12
D ec
'12
Bankruptcy (% of Am ount)
4 .0 0 %
Nov
'11
M ar
'12
J ul
'12
A ug
'12
Sep
'12
Oct
'12
Nov
'12
S12
D ec
'12
Nov
'11
D ec
'11
Jan
'12
F eb
'12
M ar
'12
A pr
'12
M ay
'12
J un
'12
J ul
'12
Deal Code:
SARM0419
2004-19
General
Count
Current
38
84.44%
Payment 1
1
2.22%
Payment 2
0
0.00%
Payment 3+
1
2.22%
TOTAL
40
88.89%
Foreclosure
Amount
10,648,098.14
80.13%
861,618.12
6.48%
0.00
0.00%
509,871.95
3.84%
12,019,588.21
90.45%
Count
0
0.00%
0
0.00%
0
0.00%
3
6.67%
3
6.67%
REO
Amount
0.00
0.00%
0.00
0.00%
0.00
0.00%
797,757.69
6.00%
797,757.69
6.00%
Count
0
0.00%
0
0.00%
0
0.00%
0
0.00%
0
0.00%
S13
Bankruptcy
Amount
0.00
0.00%
0.00
0.00%
0.00
0.00%
0.00
0.00%
0.00
0.00%
Count
1
2.22%
0
0.00%
0
0.00%
1
2.22%
2
4.44%
Forebearance
Amount
Count
255,833.90
1.93%
0.00
0.00%
0.00
0.00%
215,906.16
1.62%
471,740.06
3.55%
LOAN_NO:
LOAN_NO:
LOAN_NO:
LOAN_NO:
LOAN_NO:
0
0.00%
0
0.00%
0
0.00%
0
0.00%
0
0.00%
TOTAL
Amount
0.00
0.00%
0.00
0.00%
0.00
0.00%
0.00
0.00%
0.00
0.00%
Count
39
86.67%
1
2.22%
0
0.00%
5
11.11%
45
100.00%
Amount
10,903,932.04
82.05%
861,618.12
6.48%
0.00
0.00%
1,523,535.80
11.46%
13,289,085.96
100.00%
Deal Code:
SARM0419
2004-19
General
Count
Current
55
69.62%
Payment 1
1
1.27%
Payment 2
1
1.27%
Payment 3+
6
7.59%
TOTAL
63
79.75%
Foreclosure
Amount
14,750,416.09
66.24%
365,177.67
1.64%
293,139.96
1.32%
2,504,313.23
11.25%
17,913,046.95
80.44%
Count
0
0.00%
0
0.00%
0
0.00%
8
10.13%
8
10.13%
REO
Amount
0.00
0.00%
0.00
0.00%
0.00
0.00%
2,118,958.44
9.52%
2,118,958.44
9.52%
Count
0
0.00%
0
0.00%
0
0.00%
0
0.00%
0
0.00%
S14
Bankruptcy
Amount
0.00
0.00%
0.00
0.00%
0.00
0.00%
0.00
0.00%
0.00
0.00%
Count
3
3.80%
0
0.00%
0
0.00%
5
6.33%
8
10.13%
Forebearance
Amount
Count
1,125,906.41
5.06%
0.00
0.00%
0.00
0.00%
1,110,826.12
4.99%
2,236,732.53
10.04%
LOAN_NO:
LOAN_NO:
LOAN_NO:
LOAN_NO:
LOAN_NO:
0
0.00%
0
0.00%
0
0.00%
0
0.00%
0
0.00%
TOTAL
Amount
0.00
0.00%
0.00
0.00%
0.00
Count
58
73.42%
1
1.27%
1
0.00%
1.27%
0.00
19
0.00%
0.00
0.00%
24.05%
79
100.00%
Amount
15,876,322.50
71.29%
365,177.67
1.64%
293,139.96
1.32%
5,734,097.79
25.75%
22,268,737.92
100.00%
Deal Code:
SARM0419
2004-19
Foreclosure (% of Am ount)
25.00%
14.00%
12.00%
10.00%
8.00%
6.00%
4.00%
2.00%
0.00%
20.00%
15.00%
10.00%
5.00%
0.00%
No v
'11
Dec
'11
Jan
'12
Feb
'12
M ar
'12
A pr
'12
Gro up 1
M ay
'12
Jun
'12
Jul '12
A ug
'12
Sep
'12
Oct
'12
No v
'12
Dec
'12
No v
'11
Dec
'11
Jan
'12
Feb
'12
Gro up 2
M ar
'12
A pr
'12
Gro up 1
REO (% of Am ount)
M ay
'12
Jun
'12
Jul '12
A ug
'12
Sep
'12
Oct
'12
No v
'12
Dec
'12
A ug
'12
Sep
'12
Oct
'12
No v
'12
Dec
'12
Oct '12 No v
'12
Dec
'12
Gro up 2
Bankruptcy (% of Am ount)
5.00%
12.00%
4.00%
10.00%
8.00%
3.00%
6.00%
2.00%
4.00%
1.00%
2.00%
0.00%
0.00%
No v
'11
Dec
'11
Jan
'12
Feb
'12
M ar
'12
A pr
'12
Gro up 1
M ay
'12
Jun
'12
Jul '12
A ug
'12
Sep
'12
Oct
'12
No v
'12
Dec
'12
No v
'11
Dec
'11
Jan
'12
Feb
'12
Gro up 2
M ar
'12
A pr
'12
Gro up 1
M ay
'12
Jun
'12
Jul '12
Gro up 2
3.200
280
3.100
275
3.000
270
2.900
265
2.800
260
2.700
255
2.600
No v
'11
Dec
'11
Jan
'12
Feb
'12
M ar
'12
A pr
'12
Gro up 1
M ay
'12
Jun
'12
Jul '12
A ug
'12
Sep
'12
Oct
'12
No v
'12
Gro up 2
Dec
'12
No v
'11
M ar A pr '12 M ay
'12
'12
Gro up 1
S15
Gro up 2
A ug
'12
Sep
'12
Deal Code:
SARM0419
2004-19
General
Count
Current
Payment 1
Payment 2
Payment 3+
TOTAL
Foreclosure
Amount
Count
REO
Amount
Count
Bankruptcy
Amount
Count
Forebearance
Amount
Count
TOTAL
Amount
Count
Amount
93
25,398,514.23
0.00
0.00
1,381,740.31
0.00
97
26,780,254.54
75.00%
71.43%
0.00%
0.00%
0.00%
0.00%
3.23%
3.89%
0.00%
0.00%
78.23%
75.31%
1,226,795.79
0.00
0.00
0.00
0.00
1,226,795.79
1.61%
3.45%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
1.61%
3.45%
293,139.96
0.00
0.00
0.00
0.00
293,139.96
0.81%
0.82%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.81%
0.82%
3,014,185.18
11
2,916,716.13
0.00
1,326,732.28
0.00
24
7,257,633.59
5.65%
8.48%
8.87%
8.20%
0.00%
0.00%
4.84%
3.73%
0.00%
0.00%
19.35%
20.41%
103
29,932,635.16
11
2,916,716.13
0.00
10
2,708,472.59
0.00
124
35,557,823.88
83.06%
84.18%
8.87%
8.20%
0.00%
0.00%
8.06%
7.62%
0.00%
0.00%
100.00%
100.00%
S16
LOAN_NO:
LOAN_NO:
LOAN_NO:
LOAN_NO:
LOAN_NO:
Deal Code:
SARM0419
2004-19
Foreclosure (% of Am ount)
16.00%
14.00%
12.00%
10.00%
8.00%
6.00%
4.00%
2.00%
0.00%
12.00%
10.00%
8.00%
6.00%
4.00%
2.00%
0.00%
No v
'11
Dec
'11
Jan
'12
Feb
'12
M ar
'12
A pr
'12
M ay
'12
Jun
'12
Jul '12
A ug
'12
Sep
'12
Oct
'12
No v
'12
Dec
'12
No v
'11
Dec
'11
Jan
'12
Feb
'12
M ar
'12
A RM
A pr
'12
M ay
'12
Jun
'12
Jul '12
A ug
'12
Sep
'12
Oct
'12
No v
'12
Dec
'12
A ug
'12
Sep
'12
Oct
'12
No v
'12
Dec
'12
Sep
'12
Oct
'12
No v
'12
A RM
REO (% of Am ount)
Bankruptcy (% of Am ount)
4.00%
3.50%
3.00%
2.50%
2.00%
1.50%
1.00%
0.50%
0.00%
8.00%
7.00%
6.00%
5.00%
4.00%
3.00%
2.00%
1.00%
0.00%
No v
'11
Dec
'11
Jan
'12
Feb
'12
M ar
'12
A pr
'12
M ay
'12
Jun
'12
Jul '12
A ug
'12
Sep
'12
Oct
'12
No v
'12
Dec
'12
No v
'11
Dec
'11
Jan
'12
Feb
'12
M ar
'12
A RM
A pr
'12
M ay
'12
Jun
'12
Jul '12
A RM
2.980
280
2.960
275
2.940
2.920
270
265
2.900
260
2.880
2.860
255
No v
'11
Dec
'11
Jan
'12
Feb
'12
M ar
'12
A pr
'12
M ay
'12
Jun
'12
Jul '12
A ug
'12
Sep
'12
Oct
'12
No v
'12
A RM
Dec
'12
No v
'11
Dec
'11
Jan
'12
Feb
'12
M ar
'12
A pr
'12
A RM
S17
M ay
'12
Jun
'12
Jul '12
A ug
'12
Dec
'12
Deal Code:
SARM0419
2004-19
Losses - Details
Group
Loan Number
Initial Loss
Severity
State
1
FL
19280452
TOTAL Group 1
Group
Loan Number
CO 113849046
TOTAL Group 2
TOTAL
Subsequent
NonRecovery Recoverables
Net Liq,
Proceeds
0.00
1,852.90
0.00
0.00
0.00
1,852.90
0.00
0.00
Initial Loss
Severity
State
2
Subsequent
Loss
231,731.75
0.00
203,959.53
231,731.75
0.00
203,959.53
231,731.75
0.00
203,959.53
S18
Subsequent
Loss
88.02%
1,852.90
Subsequent
NonRecovery Recoverables
Net Liq,
Proceeds
0.00
27,772.22
0.00
27,772.22
0.00
27,772.22
Deal Code:
SARM0419
2004-19
Losses Trends
Total Net Losses
Millions
Thousands
600.00
500.00
400.00
9.00
8.00
7.00
6.00
300.00
5.00
4.00
200.00
3.00
2.00
10 0 . 0 0
1. 0 0
0.00
0.00
- 10 0 . 0 0
Feb
'12
M ar
'12
Apr
'12
M ay
'12
Aug
'12
Sep
'12
Oct
'12
Nov
'12
Nov
'11
Dec
'12
Apr
'12
Aug
'12
Sep
'12
Oct
'12
Nov
'12
Dec
'12
8.00
Millions
Thousands
M ar
'12
600.00
500.00
400.00
300.00
7.00
6.00
5.00
4.00
3.00
200.00
2.00
10 0 . 0 0
1. 0 0
0.00
0.00
- 10 0 . 0 0
Feb
'12
No v
'11
Dec
'11
Jan
'12
Feb
'12
M ar
'12
A pr
'12
M ay
'12
Group 1
Sep
'12
Oct
'12
No v
'12
Group 2
Dec
'12
No v
'11
Dec
'11
Jan
'12
Feb
'12
M ar
'12
A pr
'12
M ay
'12
Group 1
S19
Group 2
Sep
'12
Oct
'12
No v
'12
Dec
'12
Deal Code:
SARM0419
2004-19
Loan
Ending Scheduled Percent of
Count
Balance
Pool
123
35,344,206.83
99.399%
0
0.00
0.000%
WAM
WAC
Range of Rates
263
0
2.88%
0.00%
Loan
Ending Scheduled Percent of
Count
Balance
Pool
1,057
389,639,618.43
95.804%
34
16,188,226.12
3.980%
WAM
WAC
359
360
3.54%
5.54%
0
1
0.00
213,617.05
0.000%
0.601%
0
263
0.00%
6.13%
2
1
641,259.27
234,255.89
0.158%
0.058%
358
359
5.75%
6.13%
0
0
0
0.00
0.00
0.00
0.000%
0.000%
0.000%
0
0
0
0.00%
0.00%
0.00%
0
0
0
0.00
0.00
0.00
0.000%
0.000%
0.000%
0
0
0
0.00%
0.00%
0.00%
0
0
0.00
0.00
0.000%
0.000%
0
0
0.00%
0.00%
0
0
0.00
0.00
0.000%
0.000%
0
0
0.00%
0.00%
0
0
0
0.00
0.00
0.00
0.000%
0.000%
0.000%
0
0
0
0.00%
0.00%
0.00%
0
0
0
0.00
0.00
0.00
0.000%
0.000%
0.000%
0
0
0
0.00%
0.00%
0.00%
0
0
0
0.00
0.00
0.00
0.000%
0.000%
0.000%
0
0
0
0.00%
0.00%
0.00%
0
0
0
0.00
0.00
0.00
0.000%
0.000%
0.000%
0
0
0
0.00%
0.00%
0.00%
0
0
0.00
0.00
0.000%
0.000%
0
0
0.00%
0.00%
0
0
0.00
0.00
0.000%
0.000%
0
0
0.00%
0.00%
0
0
0
0.00
0.00
0.00
0.000%
0.000%
0.000%
0
0
0
0.00%
0.00%
0.00%
0
0
0
0.00
0.00
0.00
0.000%
0.000%
0.000%
0
0
0
0.00%
0.00%
0.00%
0
0
0.00
0.00
0.000%
0.000%
0
0
0.00%
0.00%
0
0
0.00
0.00
0.000%
0.000%
0
0
0.00%
0.00%
0
0
0
0.00
0.00
0.00
0.000%
0.000%
0.000%
0
0
0
0.00%
0.00%
0.00%
0
0
0
0.00
0.00
0.00
0.000%
0.000%
0.000%
0
0
0
0.00%
0.00%
0.00%
0
0
0.00
0.00
0.000%
0.000%
0
0
0.00%
0.00%
0
0
0.00
0.00
0.000%
0.000%
0
0
0.00%
0.00%
0
124
0.00
35,557,823.88
0.000%
0.00%
0
1,094
0.00
406,703,359.71
0.000%
0.00%
S20
Deal Code:
SARM0419
2004-19
Loan
Ending Scheduled Percent of
Count
Balance
Pool
0
0.00
0.000%
1
34,373.01
0.097%
WAM
WAC
Range of Balances
0
262
0.00%
3.13%
Loan
Ending Scheduled Percent of
Count
Balance
Pool
0
0.00
0.000%
1
29,931.02
0.007%
WAM
WAC
0
358
0.00%
5.25%
2
3
96,930.54
212,931.25
0.273%
0.599%
263
263
2.81%
3.22%
2
13
84,368.47
940,852.03
0.021%
0.231%
359
359
3.49%
3.02%
9
6
8
779,178.05
663,268.01
1,032,109.48
2.191%
1.865%
2.903%
263
262
263
2.86%
2.96%
2.90%
29
30
35
2,633,468.62
3,357,889.61
4,515,663.71
0.648%
0.826%
1.110%
359
359
358
3.87%
3.70%
3.92%
7
10
1,058,158.47
1,700,654.48
2.976%
4.783%
262
263
2.88%
2.88%
45
44
6,729,776.52
7,519,233.78
1.655%
1.849%
358
359
3.57%
3.64%
5
8
7
962,592.50
1,664,087.03
1,618,830.05
2.707%
4.680%
4.553%
263
262
263
2.93%
3.50%
3.29%
58
59
37
11,029,329.93
12,449,893.06
8,597,457.60
2.712%
3.061%
2.114%
359
358
359
3.50%
3.32%
3.30%
7
5
4
1,745,228.14
1,352,769.51
1,160,877.30
4.908%
3.804%
3.265%
263
263
263
3.00%
2.90%
2.57%
58
46
55
14,509,014.63
12,470,079.91
15,982,492.68
3.567%
3.066%
3.930%
359
359
359
3.89%
3.58%
3.45%
5
2
1,562,629.50
661,248.48
4.395%
1.860%
263
262
3.31%
2.66%
42
46
13,023,097.90
15,143,313.66
3.202%
3.723%
359
358
3.73%
3.93%
3
5
2
1,061,197.12
1,837,940.01
777,097.91
2.984%
5.169%
2.185%
263
262
262
2.63%
2.85%
3.00%
31
42
57
10,843,521.93
15,475,963.52
22,342,683.61
2.666%
3.805%
5.494%
358
359
358
3.61%
3.29%
3.32%
4
1
1,642,044.63
427,114.55
4.618%
1.201%
263
263
2.88%
2.75%
34
27
13,915,515.58
11,641,487.21
3.422%
2.862%
359
359
3.53%
2.81%
3
1
2
1,355,728.95
479,101.05
974,540.79
3.813%
1.347%
2.741%
263
262
263
2.79%
3.25%
2.88%
27
31
29
12,139,545.10
14,528,680.60
14,189,110.99
2.985%
3.572%
3.489%
359
359
359
3.59%
3.85%
4.22%
3
0
1,518,875.82
0.00
4.272%
0.000%
264
0
3.42%
0.00%
28
11
14,235,938.58
5,844,030.99
3.500%
1.437%
359
359
3.49%
3.52%
11
124
9,178,317.25
35,557,823.88
25.812%
263
2.63%
177
1,094
142,531,018.47
406,703,359.71
35.045%
359
3.72%
S21
Deal Code:
SARM0419
2004-19
Loan
Ending Scheduled Percent of
Count
Balance
Pool
124
35,557,823.88 100.000%
124
35,557,823.88
WAM
263
WAC
2.90%
Loan
Ending Scheduled Percent of
Count
Balance
Pool
75
23,301,191.80
65.530%
26
7,847,749.84
22.070%
22
1
4,363,853.65
45,028.59
124
35,557,823.88
12.273%
0.127%
WAM
Loan Type
1 ARM - First Mortgage
TOTAL
WAC
Property Type
263
263
2.90%
2.76%
1 Single-Family
2 Plan Unit Development (PU
263
263
3.12%
2.88%
Loan
Ending Scheduled Percent of
Count
Balance
Pool
124
35,557,823.88 100.000%
124
35,557,823.88
WAM
263
WAM
359
WAC
3.62%
TOTAL
Loan Type
Loan
Ending Scheduled Percent of
Count
Balance
Pool
1,094
406,703,359.71 100.000%
1,094
406,703,359.71
Loan
Ending Scheduled Percent of
Count
Balance
Pool
726
283,431,987.83
69.690%
231
83,191,905.81
20.455%
WAM
WAC
359
359
3.61%
3.69%
133
2
39,184,619.36
543,806.71
9.635%
0.134%
359
359
3.50%
5.06%
2
1,094
351,040.00
406,703,359.71
0.086%
357
5.25%
S22
Loan Type
1 Fully Amortizing
TOTAL
Loan
Ending Scheduled Percent of
Count
Balance
Pool
1,094
406,703,359.71 100.000%
1,094
406,703,359.71
WAM
359
WAC
3.62%
Deal Code:
SARM0419
2004-19
Loan
Ending Scheduled Percent of
Count
Balance
Pool
44
16,534,382.80
46.500%
4
1,644,169.52
4.624%
1
2
CALIFORNIA
NEW YORK
3
4
IDAHO
OHIO
7
11
1,594,906.93
1,507,184.64
5
6
7
HAWAII
FLORIDA
COLORADO
1
5
8
8
9
DISTRICT OF COLUMBIA
MINNESOTA
10
GEORGIA
OTHERS
TOTAL
WAM
WAC
States
Loan
Ending Scheduled Percent of
Count
Balance
Pool
520
229,503,547.78
56.430%
56
15,637,179.71
3.845%
263
263
2.85%
2.91%
1
2
CALIFORNIA
ARIZONA
4.485%
4.239%
263
263
3.30%
3.48%
3
4
FLORIDA
COLORADO
46
51
13,206,769.20
13,158,848.37
1,439,875.75
1,339,043.34
1,302,621.59
4.049%
3.766%
3.663%
263
262
263
2.75%
2.87%
3.02%
5
6
7
NEW JERSEY
NEW YORK
NEVADA
21
17
33
2
4
1,279,663.54
1,043,341.19
3.599%
2.934%
263
263
2.00%
3.86%
8
9
WASHINGTON
VIRGINIA
5
33
124
760,930.13
7,111,704.45
35,557,823.88
2.140%
20.000%
259
263
2.87%
2.83%
10
MARYLAND
OTHERS
TOTAL
OHIO
OTHERS
IDAHO
HAWAII
GEORGIA
FLORIDA
DISTRICT OF COLUMBIA
COLORADO
CALIFORNIA
S23
WAM
WAC
359
358
3.52%
4.46%
3.247%
3.235%
358
359
4.03%
3.54%
11,831,138.30
10,661,615.09
10,198,284.49
2.909%
2.621%
2.508%
359
358
359
3.39%
4.58%
3.17%
35
33
9,892,802.29
9,661,243.07
2.432%
2.376%
359
359
3.59%
4.13%
21
261
1,094
8,221,765.39
74,730,166.02
406,703,359.71
2.022%
18.375%
359
358
4.26%
3.54%
Deal Code:
SARM0419
State
Loan Number
Modification
Date
Modification Type
S24
Current Loan
Balance
Current
Note Rate
Remaining
Term
Modification Comments