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 | Geographic Concentration 1(%) | Geographic Concentration 2(%) | Geographic Concentration 3(%) | Geographic Concentration 4(%) | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NAAC 2006-AF1 (Fixed) |
Group 1 |
$424,768,320.39 | NY:26.84 | CA:13.91 | FL:11.81 | NJ:11.19 | ||||||||
|
RELATIVE HISTORICAL DEALS: SEARCH RESULTS (6 deals consisting of 8 groups)
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| NAAC 2004-AP1 |
Mortgage Pool |
$240,008,193.00 | NY:18.15 | CA:14.62 | MA:10.97 | FL:7.52 | ||||||||
| NAAC 2004-AP2 |
Mortgage Pool |
$228,172,347.00 | NY:20.70 | CA:10.38 | NJ:9.71 | FL:9.35 | ||||||||
| NAAC 2004-AP3 |
Mortgage Pool |
$305,400,821.00 | NY:22.62 | CA:12.01 | FL:9.46 | NJ:7.59 | ||||||||
| NAAC 2005-AP1 |
Mortgage Pool |
$353,132,859.00 | NY:22.97 | CA:15.09 | FL:10.33 | MA:7.42 | ||||||||
|
Group 1 |
$132,149,546.00 | NY:20.23 | FL:14.21 | CA:10.25 | MA:5.65 | |||||||||
|
Group 2 |
$220,983,313.00 | NY:24.61 | CA:17.98 | NJ:9.99 | MA:8.48 | |||||||||
| NAAC 2005-AP2 |
Mortgage Pool |
$275,269,662.37 | NY:27.73 | FL:14.06 | CA:10.11 | NJ:7.33 | ||||||||
| NAAC 2005-AP3 |
Mortgage Pool |
$275,156,917.72 | NY:32.15 | FL:11.24 | CA:9.59 | NJ:8.72 | ||||||||
