VIEW PERFORMANCE GRIDS: NAAC 2006-AF1 (ARMS)
Group Period Remit Date Delinquency
30 60 90 FCL REO
Balance % Balance % Balance % Balance % Balance %
Group 3 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 $417,000.00 0.253% $0.00 0.000% $0.00 0.000% $0.00 0.00% $0.00 0.00%
3 Aug 2006 $2,331,050.00 1.417% $2,454,357.35 1.492% $256,000.00 0.156% $0.00 0.00% $0.00 0.00%
5 Sep 2006 $2,917,909.58 1.800% $1,195,500.00 0.737% $2,037,357.35 1.257% $0.00 0.00% $0.00 0.00%
6 Oct 2006 $1,102,731.48 0.683% $1,455,973.08 0.902% $712,500.00 0.441% $2,632,600.00 1.63% $0.00 0.00%
7 Nov 2006 $2,521,850.00 1.590% $919,531.48 0.580% $183,200.00 0.116% $4,318,073.08 2.72% $0.00 0.00%
8 Dec 2006 $1,636,309.00 1.053% $2,313,600.00 1.490% $191,994.16 0.124% $4,484,810.40 2.89% $536,000.00 0.35%
9 Jan 2007 $3,324,466.99 2.208% $1,364,050.00 0.906% $0.00 0.000% $6,008,410.40 3.99% $536,000.00 0.36%
10 Feb 2007 $1,553,369.62 1.034% $2,937,863.80 1.956% $1,364,050.00 0.908% $5,183,610.40 3.45% $1,360,800.00 0.91%
11 Mar 2007 $2,051,144.27 1.396% $868,219.37 0.591% $318,263.80 0.217% $6,892,537.32 4.69% $2,849,273.08 1.94%
12 Apr 2007 $2,002,244.79 1.397% $941,035.27 0.657% $664,384.64 0.464% $7,185,078.89 5.01% $1,880,337.32 1.31%
13 May 2007 $1,347,162.39 0.952% $1,053,449.60 0.745% $421,600.00 0.298% $6,023,414.16 4.26% $3,439,287.32 2.43%
14 Jun 2007 $2,177,605.31 1.551% $427,800.00 0.305% $213,750.00 0.152% $7,197,935.68 5.13% $3,439,287.32 2.45%
15 Jul 2007 $3,228,825.26 2.340% $1,180,707.92 0.856% $0.00 0.000% $7,447,085.68 5.40% $4,994,187.32 3.62%