VIEW PERFORMANCE GRIDS: NAAC 2006-AF1 (ARMS)
Group Period Remit Date Delinquency
30 60 90 FCL REO
Balance % Balance % Balance % Balance % Balance %
Group 2 1 Jun 2006 $0.00 0.000% $0.00 0.000% $0.00 0.000% $0.00 0.00% $0.00 0.00%
2 Jul 2006 $0.00 0.000% $0.00 0.000% $0.00 0.000% $0.00 0.00% $0.00 0.00%
3 Aug 2006 $300,200.00 1.286% $0.00 0.000% $0.00 0.000% $0.00 0.00% $0.00 0.00%
5 Sep 2006 $0.00 0.000% $300,200.00 1.307% $0.00 0.000% $0.00 0.00% $0.00 0.00%
6 Oct 2006 $412,700.00 1.806% $0.00 0.000% $300,200.00 1.314% $0.00 0.00% $0.00 0.00%
7 Nov 2006 $0.00 0.000% $412,700.00 1.928% $300,200.00 1.402% $0.00 0.00% $0.00 0.00%
8 Dec 2006 $595,000.00 2.780% $0.00 0.000% $412,700.00 1.928% $0.00 0.00% $0.00 0.00%
9 Jan 2007 $236,571.66 1.125% $595,000.00 2.830% $0.00 0.000% $712,900.00 3.39% $0.00 0.00%
10 Feb 2007 $0.00 0.000% $236,571.66 1.125% $595,000.00 2.830% $412,700.00 1.96% $0.00 0.00%
11 Mar 2007 $0.00 0.000% $0.00 0.000% $0.00 0.000% $1,544,471.66 7.41% $0.00 0.00%
12 Apr 2007 $380,000.00 1.927% $0.00 0.000% $0.00 0.000% $1,544,471.66 7.83% $0.00 0.00%
13 May 2007 $206,340.87 1.062% $380,000.00 1.957% $0.00 0.000% $831,571.66 4.28% $0.00 0.00%
14 Jun 2007 $206,340.87 1.063% $0.00 0.000% $0.00 0.000% $1,211,571.66 6.24% $0.00 0.00%
15 Jul 2007 $460,657.24 2.372% $206,340.87 1.063% $0.00 0.000% $616,571.66 3.18% $595,000.00 3.06%