DEAL CHARACTERISTICS : NAAC 2006-AP1
| 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-AP1 | FIXED | ALTA | $431,041,677.00 | Nomura Asset Acceptance Corporation | 01/31/2006 | 01/01/2006 | NAA 2006-AP1 | NAA06AP1 |  PDF |
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DEAL POOL SPECIFICATIONS
| Deal Name | Group Name | Principal Balance | Loan Count | Product Type | Range of Mortgage Rate | Weighted Avg Mortgage Rate(%) | Range of Remaining Term to Stated Maturity | Weighted Avg Remaining Term to Stated Maturity (Months) | Range of Principal Balances | Avg Principal Balance($) | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Low(%) | High(%) | Low(Months) | High(Months) | Low($) | High($) | |||||||||
| NAAC 2006-AP1 |
Mortgage Pool |
$431,041,677.00 | 1,774 | FIXED | 4.500% | 10.875% |
7.064% | 114 | 359 | 348 | $29,184.00 | $1,568,000.00 | $242,977.00 | |
|
RELATIVE HISTORICAL DEALS: SEARCH RESULTS (10 deals consisting of 23 groups)
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| NAAC 2003-A1 |
Mortgage Pool |
$210,770,575.00 | 929 | FIXED | 5.500% | 10.000% | 6.871% | 113 | 360 | 337 | $15,869.00 | $998,143.00 | $226,879.00 | |
|
Group 1 |
$25,439,696.00 | 61 | FIXED | 5.500% | 6.125% | 5.990% | 305 | 360 | 357 | $49,442.00 | $848,343.00 | $417,044.00 | ||
|
Group 2 |
$48,037,582.00 | 155 | FIXED | 6.125% | 6.630% | 6.403% | 298 | 360 | 356 | $51,829.00 | $998,143.00 | $309,920.00 | ||
|
Group 3 |
$32,811,590.00 | 134 | FIXED | 6.500% | 6.875% | 6.825% | 236 | 359 | 353 | $15,869.00 | $858,511.00 | $244,863.00 | ||
|
Group 4 |
$57,690,063.00 | 410 | FIXED | 6.875% | 9.750% | 7.500% | 219 | 360 | 349 | $23,105.00 | $390,229.00 | $140,707.00 | ||
|
Group 5 |
$24,179,660.00 | 54 | FIXED | 7.000% | 8.875% | 7.415% | 271 | 359 | 350 | $338,155.00 | $858,654.00 | $447,771.00 | ||
|
Group 6 |
$10,714,623.00 | 87 | FIXED | 5.500% | 10.000% | 7.550% | 113 | 180 | 173 | $16,351.00 | $345,684.00 | $123,157.00 | ||
|
Group 7 |
$11,897,360.00 | 28 | FIXED | 5.500% | 8.000% | 6.014% | 170 | 179 | 176 | $318,135.00 | $635,493.00 | $424,906.00 | ||
| NAAC 2003-A2 |
Mortgage Pool |
$230,544,291.00 | 1,380 | FIXED | 5.625% | 12.000% | 8.122% | 170 | 359 | 351 | $21,671.00 | $967,738.00 | $167,061.00 | |
|
Group 1 |
$170,515,102.00 | 1,219 | FIXED | 5.650% | 11.000% | 8.202% | 171 | 359 | 351 | $21,671.00 | $476,199.00 | $139,881.00 | ||
|
Group 2 |
$60,029,189.00 | 161 | FIXED | 5.625% | 12.000% | 7.895% | 170 | 359 | 351 | $48,713.00 | $967,738.00 | $382,852.00 | ||
| NAAC 2003-A3 |
Mortgage Pool |
$246,259,010.00 | 959 | FIXED | 4.750% | 9.900% | 6.552% | 28 | 358 | 359 | $19,457.00 | $994,798.00 | $256,787.00 | |
| 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 | |
| NAAC 2005-WF1 |
Mortgage Pool |
$483,641,714.29 | 2,830 | FIXED | 5.250% | 8.500% | 6.734% | 166 | 357 | 345 | $15,072.00 | $994,994.00 | $170,898.00 | |
|
Group 1 |
$192,025,387.08 | 1,196 | FIXED | 5.375% | 6.950% | 6.489% | 349 | 357 | 355 | $26,473.00 | $595,830.00 | $160,556.00 | ||
|
Group 2 |
$291,616,327.21 | 1,634 | FIXED | 5.250% | 8.500% | 6.896% | 166 | 357 | 339 | $15,072.00 | $994,994.00 | $178,468.00 | ||
