VIEW PERFORMANCE GRIDS: NAAC 2006-AF1 (Fixed)
Group Period Remit Date Delinquency
30 60 90 FCL REO
Balance % Balance % Balance % Balance % Balance %
Group 1 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 $231,200.00 0.056% $0.00 0.000% $0.00 0.000% $0.00 0.00% $0.00 0.00%
3 Aug 2006 $6,891,978.94 1.693% $2,141,974.72 0.526% $1,669,123.09 0.410% $0.00 0.00% $0.00 0.00%
5 Sep 2006 $12,564,634.19 3.136% $3,127,911.05 0.781% $1,386,057.16 0.346% $0.00 0.00% $0.00 0.00%
6 Oct 2006 $6,514,608.69 1.650% $6,270,376.13 1.589% $1,052,377.58 0.267% $4,658,425.25 1.18% $0.00 0.00%
7 Nov 2006 $7,321,952.69 1.879% $3,313,855.90 0.851% $328,000.00 0.084% $9,347,557.76 2.40% $0.00 0.00%
8 Dec 2006 $7,104,456.38 1.862% $4,961,147.46 1.301% $1,040,995.90 0.273% $8,303,547.35 2.18% $804,608.71 0.21%
9 Jan 2007 $7,987,906.47 2.133% $5,864,218.80 1.566% $1,228,976.48 0.328% $10,117,191.19 2.70% $2,002,325.60 0.53%
10 Feb 2007 $5,511,612.11 1.511% $4,197,733.88 1.150% $3,672,268.33 1.006% $9,931,595.03 2.72% $2,547,786.87 0.70%
11 Mar 2007 $6,804,688.05 1.907% $4,165,524.33 1.168% $599,665.19 0.168% $15,689,101.73 4.40% $4,216,406.67 1.18%
12 Apr 2007 $8,465,095.76 2.425% $3,953,196.49 1.133% $0.00 0.000% $16,593,272.15 4.75% $4,577,262.67 1.31%
13 May 2007 $6,837,029.52 1.993% $5,352,274.65 1.560% $788,264.69 0.230% $18,759,864.92 5.47% $4,683,194.71 1.36%
14 Jun 2007 $10,778,221.77 3.184% $3,857,258.90 1.139% $1,348,330.32 0.398% $19,866,902.61 5.87% $5,706,556.04 1.69%
15 Jul 2007 $10,398,872.42 3.136% $7,761,165.62 2.341% $374,958.79 0.113% $21,322,871.56 6.43% $7,297,228.92 2.20%