DEAL CHARACTERISTICS : NAAC 2006-AF1 (Fixed)
| Deal Name | Deal Type | Deal Product Types | Principal Balance | Depositor | Closing Date | Cut-off Date | Bloomberg Ticker | Intex Ticker | Prospectus Supplement & Base | Pooling and Servicing Agreement | Seller Percentages |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NAAC 2006-AF1 (Fixed) | FIXED | MIXED | $417,643,000.00 | Nomura Asset Acceptance Corporation | 05/25/2006 | 05/01/2006 | NAA 2006-AF1 Mtge | naa06af1 |  PDF |
Not Avail. | Not Avail. |
* The NAAC 2006-AF1 deal is a two-tower deal. The deal is comprised of two separate structures that are not cross-collateralized. There are five groups in total. Group I consists of Alt-A Fixed-Rate product, whereas Groups II through V consist of Alt-A Adjustable-Rate product. At this time, the Free Writing Prospectus of only Group I will be displayed [under the header for Prospectus Supplement and Base].
DEAL POOL SPECIFICATIONS
| Deal Name | Group Name | Principal Balance | Loan Count | Product Type | Range of Mortgage Rate | Weighted Avg Mortgage Rate(%) | Range of Remaining Term to Stated Maturity | Weighted Avg Remaining Term to Stated Maturity (Months) | Range of Principal Balances | Avg Principal Balance($) | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Low(%) | High(%) | Low(Months) | High(Months) | Low($) | High($) | |||||||||
| NAAC 2006-AF1 (Fixed) |
Group 1 |
$424,768,320.39 | 1,656 | FIXED | 5.250% | 10.500% | 7.377% | 117 | 359 | 352 | $29,606.00 | $1,601,891.00 | $256,502.61 | |
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RELATIVE HISTORICAL DEALS: SEARCH RESULTS (6 deals consisting of 8 groups)
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| NAAC 2004-AP1 |
Mortgage Pool |
$240,008,193.00 | 1,150 | FIXED | 4.875% | 10.875% | 6.973% | 95 | 360 | 340 | $28,316.00 | $1,711,749.00 | $208,703.00 | |
| NAAC 2004-AP2 |
Mortgage Pool |
$228,172,347.00 | 1,184 | FIXED | 4.375% | 9.625% | 6.943% | 113 | 360 | 346 | $24,846.00 | $996,259.00 | $192,713.00 | |
| NAAC 2004-AP3 |
Mortgage Pool |
$305,400,821.00 | 1,489 | FIXED | 4.750% | 12.875% | 7.216% | 117 | 358 | 347 | $27,762.00 | $1,485,000.00 | $205,105.00 | |
| NAAC 2005-AP1 |
Mortgage Pool |
$353,132,859.00 | 1,503 | FIXED | 4.750% | 10.625% | 7.075% | 229 | 359 | 355 | $30,477.44 | $2,000,000.00 | $234,952.00 | |
|
Group 1 |
$132,149,546.00 | 784 | FIXED | 4.750% | 10.625% | 7.021% | 234 | 359 | 355 | $30,477.44 | $508,176.86 | $168,558.09 | ||
|
Group 2 |
$220,983,313.00 | 719 | FIXED | 4.750% | 10.625% | 7.108% | 229 | 359 | 355 | $31,388.92 | $2,000,000.00 | $307,348.14 | ||
| NAAC 2005-AP2 |
Mortgage Pool |
$275,269,662.37 | 1,213 | FIXED | 4.625% | 10.500% | 7.082% | 118 | 359 | 343 | $22,469.00 | $1,808,557.00 | $226,933.00 | |
| NAAC 2005-AP3 |
Mortgage Pool |
$275,156,917.72 | 1,252 | FIXED | 5.500% | 11.000% | 7.084% | 171 | 359 | 353 | $14,938.00 | $2,000,000.00 | $219,774.00 | |
