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 | Range of Orig LTV Ratio | Weighted Avg Orig LTV ratios(%) | Weighted Avg Seasoning (Months) | Range of Credit Score | Weighted Avg Credit Score | Mortgage loans with MI (LTV>80%) | Mortgage loans w/o MI (LTV>80%) | Purchase loan purpose (%) | Rate/Term Refi Loan Purpose (%) | Cash-out Refi Loan Purpose (%) | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Low(%) | High(%) | Low | High | |||||||||||
| NAAC 2006-AF1 (Fixed) |
Group 1 |
$424,768,320.39 | 9.26% | 97.00% | 74.70% | 5 | 580 | 815 | 687 | 4.27% | 0.30% | 54.91% | 8.80% | 36.29% |
|
RELATIVE HISTORICAL DEALS: SEARCH RESULTS (6 deals consisting of 8 groups)
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| NAAC 2004-AP1 |
Mortgage Pool |
$240,008,193.00 | 9.73% | 100.00% | 76.29% | 4 | 582 | 810 | 692 | 19.83% | 4.55% | 52.36% | 14.86% | 32.78% |
| NAAC 2004-AP2 |
Mortgage Pool |
$228,172,347.00 | 18.00% | 100.00% | 78.36% | 4 | 554 | 814 | 688 | 33.47% | 0.49% | 55.63% | 11.49% | 32.88% |
| NAAC 2004-AP3 |
Mortgage Pool |
$305,400,821.00 | 12.12% | 100.00% | 77.76% | 4 | 581 | 817 | 692 | 25.84% | 1.31% | 61.00% | 8.29% | 30.70% |
| NAAC 2005-AP1 |
Mortgage Pool |
$353,132,859.00 | 16.00% | 100.00% | 75.95% | 4 | 580 | 816 | 692 | 16.66% | 0.74% | 60.93% | 10.10% | 29.50% |
|
Group 1 |
$132,149,546.00 | 16.00% | 100.00% | 77.28% | 4 | 580 | 816 | 692 | 23.80% | 0.71% | 58.89% | 10.94% | 30.18% | |
|
Group 2 |
$220,983,313.00 | 24.00% | 100.00% | 75.15% | 5 | 581 | 813 | 692 | 12.40% | 0.75% | 61.29% | 9.60% | 29.10% | |
| NAAC 2005-AP2 |
Mortgage Pool |
$275,269,662.37 | 8.77% | 100.00% | 76.28% | 5 | 581 | 815 | 687 | 16.09% | 0.63% | 59.65% | 7.11% | 33.23% |
| NAAC 2005-AP3 |
Mortgage Pool |
$275,156,917.72 | 15.87% | 100.00% | 76.20% | 4 | 582 | 806 | 688 | 6.16% | 0.37% | 56.65% | 8.24% | 35.11% |
