DEAL CHARACTERISTICS : NAAC 2006-AR4
| 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-AR4 | ARMS | 2y, 3y, 5y, 7y, 10y, 6MO, IOs, Balloons | $600,001,336.00 | Nomura Asset Acceptance Corporation | 11/30/2006 | 11/01/2006 | NAA 2006-AR4 Mtge | Naa06ar4 |  PDF |
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DEAL POOL SPECIFICATIONS
| Deal Name | Group Name | Principal Balance | Loan Count | Product Type | Range of Mortgage Rate | Weighted Avg Mortgage Rate(%) | Range of Remaining Term to Stated Maturity | Weighted Avg Remaining Term to Stated Maturity (Months) | Range of Principal Balances | Avg Principal Balance($) | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Low(%) | High(%) | Low(Months) | High(Months) | Low($) | High($) | |||||||||
| NAAC 2006-AR4 |
Mortgage Pool |
$600,001,336.00 | 1,844 | ARM 6mo, 2yr, 3yr, 5yr, 7yr, 10yr, IOs, Balloons | 5.125% | 12.000% | 7.199% | 344 | 360 | 358 | $37,967.00 | $1,997,499.00 | $325,380.00 | |
|
RELATIVE HISTORICAL DEALS: SEARCH RESULTS (16 deals consisting of 68 groups)
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| NAAC 2004-AR1 |
Mortgage Pool |
$389,613,911.27 | 1,321 | 2y, 3y, 5y, 1MO, 6MO | 2.125% | 9.625% | 5.372% | 342 | 360 | 356 | $35,823.16 | $3,080,000.00 | $332,008.47 | |
|
Group 1 |
$39,406,362.03 | 107 | 3y | 3.250% | 5.500% | 4.699% | 354 | 359 | 358 | $75,746.93 | $996,649.28 | $368,283.76 | ||
|
Group 2 |
$56,313,032.92 | 109 | 5y | 4.000% | 6.375% | 5.030% | 350 | 359 | 357 | $341,530.00 | $1,000,000.00 | $516,633.33 | ||
|
Group 3 |
$58,134,531.50 | 269 | 5y | 4.000% | 7.875% | 5.293% | 348 | 359 | 357 | $65,000.00 | $426,022.90 | $216,113.50 | ||
|
Group 4 |
$49,956,010.28 | 113 | 2y, 6MO | 3.000% | 7.750% | 4.173% | 342 | 359 | 353 | $72,817.35 | $3,080,000.00 | $442,088.59 | ||
|
Group 5A |
$101,885,353.51 | 302 | 2y, 3y, 5y, 1MO, 6MO | 2.125% | 8.750% | 5.883% | 346 | 360 | 356 | $58,500.00 | $1,063,951.15 | $337,368.72 | ||
|
Group 5B |
$83,918,621.23 | 421 | 2y, 3y, 5y, 1MO | 2.125% | 9.625% | 6.064% | 345 | 360 | 356 | $35,823.16 | $631,680.60 | $199,331.64 | ||
| NAAC 2004-AR2 |
Mortgage Pool |
$376,259,884.25 | 1,705 | 1y, 2y, 3y, 5y, 6mo | 2.500% | 10.310% | 6.236% | 350 | 360 | 358 | $40,129.65 | $1,160,000.00 | $220,680.28 | |
|
Group 1 |
$69,193,977.73 | 287 | 1y, 2y, 6mo | 2.500% | 7.875% | 5.046% | 352 | 359 | 358 | $40,129.65 | $790,221.08 | $241,094.00 | ||
|
Group 2 |
$76,856,208.85 | 200 | 2y, 3y, 5y | 3.500% | 10.310% | 6.543% | 353 | 359 | 358 | $52,549.76 | $1,160,000.00 | $384,281.04 | ||
|
Group 3 |
$230,209,697.67 | 1,218 | 1y, 2y, 3y, 5y | 3.750% | 10.000% | 6.491% | 350 | 360 | 358 | $49,895.33 | $592,000.00 | $189,006.32 | ||
| NAAC 2004-AR3 |
Mortgage Pool |
$395,175,775.55 | 1,711 | 2y, 3y, 5y | 4.125% | 9.375% | 6.417% | 351 | 359 | 357 | $38,888.95 | $1,490,000.00 | $230,961.88 | |
|
Group 1 |
$71,107,274.71 | 279 | 5y | 4.375% | 5.875% | 5.506% | 353 | 359 | 356 | $41,739.89 | $1,442,500.00 | $254,864.78 | ||
|
Group 2 |
$80,360,513.17 | 160 | 2y, 3y, 5y | 4.500% | 9.000% | 6.562% | 354 | 359 | 358 | $334,577.43 | $1,490,000.00 | $502,253.21 | ||
|
Group 3 |
$243,707,987.67 | 1,272 | 2y, 3y, 5y | 4.125% | 9.375% | 6.635% | 351 | 359 | 358 | $38,888.95 | $519,604.32 | $191,594.33 | ||
| NAAC 2004-AR4 |
Mortgage Pool |
$434,170,602.39 | 1,623 | 1y, 2y, 3y, 5y, 1mo, 3mo, 6mo | 2.750% | 8.875% | 6.347% | 352 | 359 | 358 | $35,973.28 | $1,470,000.00 | $267,511.15 | |
|
Group 1 |
$47,781,520.34 | 196 | 5y | 4.750% | 6.000% | 5.650% | 352 | 359 | 358 | $55,000.00 | $1,000,000.00 | $243,783.27 | ||
|
Group 2 |
$242,832,249.50 | 692 | 1y, 2y, 3y, 5y, 1mo, 6mo | 2.750% | 8.750% | 6.461% | 353 | 359 | 358 | $35,973.28 | $1,470,000.00 | $350,913.96 | ||
|
Group 3 |
$143,556,832.55 | 735 | 2y, 3y, 5y, 6mo | 3.125% | 8.875% | 6.387% | 353 | 359 | 358 | $37,957.22 | $530,859.85 | $195,315.42 | ||
| NAAC 2005-AR1 |
Mortgage Pool |
$372,581,567.30 | 1,478 | 1y, 2y, 3y, 5y, 6mo | 1.990% | 9.250% | 6.347% | 346 | 359 | 358 | $29,866.15 | $1,425,000.00 | $252,084.96 | |
|
Group 1 |
$86,906,708.21 | 335 | 5y | 4.500% | 6.625% | 5.967% | 353 | 359 | 358 | $29,866.15 | $1,309,879.76 | $259,423.01 | ||
|
Group 2 |
$285,674,859.09 | 1,143 | 1y, 2y, 3y, 5y, 6mo | 1.990% | 9.250% | 6.463% | 346 | 359 | 358 | $40,250.00 | $1,425,000.00 | $249,934.26 | ||
| NAAC 2005-AR2 |
Mortgage Pool |
$504,432,505.30 | 2,015 | 2y, 3y, 5y | 4.000% | 9.870% | 6.483% | 346 | 359 | 358 | $23,937.64 | $1,344,745.61 | $250,338.71 | |
|
Group 1 |
$36,157,767.35 | 133 | 3y | 4.000% | 6.000% | 5.501% | 353 | 359 | 358 | $66,000.00 | $861,722.19 | $271,862.91 | ||
|
Group 2 |
$114,006,295.34 | 455 | 5y | 4.500% | 6.500% | 5.857% | 350 | 359 | 357 | $49,000.00 | $1,200,000.00 | $250,563.29 | ||
|
Group 3 |
$155,529,744.81 | 377 | 2y, 3y, 5y | 4.250% | 9.870% | 6.766% | 347 | 359 | 358 | $80,750.00 | $1,344,745.61 | $412,545.74 | ||
|
Group 4 |
$198,738,697.80 | 1,050 | 2y, 3y, 5y | 4.500% | 9.125% | 6.800% | 346 | 359 | 358 | $23,937.64 | $584,500.00 | $189,274.95 | ||
| NAAC 2005-AR3 |
Mortgage Pool |
$518,297,615.44 | 1,959 | 1y, 2y, 3y, 5y, 6mo | 1.990% | 9.625% | 6.314% | 351 | 360 | 357 | $34,935.95 | $2,000,000.00 | $264,572.54 | |
|
Group 1 |
$289,012,434.88 | 1,097 | 1y, 2y, 3y, 5y, 6mo | 1.990% | 9.625% | 6.679% | 351 | 359 | 357 | $34,935.95 | $2,000,000.00 | $263,457.10 | ||
|
Group 2 |
$83,591,796.99 | 278 | 3y | 4.250% | 6.125% | 5.683% | 353 | 359 | 357 | $59,870.35 | $1,495,000.00 | $300,689.92 | ||
|
Group 3 |
$145,693,383.57 | 584 | 5y | 4.000% | 6.750% | 5.953% | 351 | 360 | 358 | $49,408.06 | $1,872,500.00 | $249,474.97 | ||
| NAAC 2005-AR4 |
Mortgage Pool |
$500,835,194.00 | 1,594 | 2y, 3y, 5y, 6mo | 3.750% | 9.500% | 6.183% | 348 | 360 | 358 | $40,000.00 | $2,100,000.00 | $314,200.25 | |
|
Group 1 |
$32,731,923.02 | 66 | 2y, 6 mo | 3.750% | 5.875% | 4.723% | 352 | 359 | 357 | $153,000.00 | $1,350,000.00 | $495,938.23 | ||
|
Group 2 |
$25,361,983.21 | 88 | 2y, 3y | 5.000% | 6.000% | 5.683% | 348 | 359 | 357 | $63,633.49 | $1,560,000.00 | $288,204.35 | ||
|
Group 3 |
$110,518,227.64 | 287 | 3y | 4.000% | 6.250% | 5.570% | 353 | 360 | 358 | $66,933.30 | $2,100,000.00 | $385,080.93 | ||
|
Group 4 |
$106,342,978.90 | 344 | 5y | 4.750% | 6.500% | 5.977% | 354 | 360 | 358 | $60,000.00 | $1,500,000.00 | $309,136.57 | ||
|
Group 5 |
$225,880,081.23 | 809 | 2y, 3y, 5y, 6mo | 4.250% | 9.500% | 6.848% | 349 | 360 | 358 | $40,000.00 | $1,706,250.00 | $279,209.00 | ||
| NAAC 2005-AR5 |
Mortgage Pool |
$545,195,120.61 | 1,908 | 1y, 2y, 3y, 5y, 1mo, 6mo | 1.740% | 9.000% | 6.321% | 347 | 359 | 357 | $34,140.52 | $1,430,400.00 | $285,741.68 | |
|
Group 1 |
$47,112,333.99 | 150 | 3y | 4.375% | 6.125% | 5.659% | 347 | 359 | 357 | $81,550.00 | $1,353,227.66 | $314,082.23 | ||
|
Group 2 |
$106,147,219.69 | 329 | 5y | 4.500% | 6.500% | 5.925% | 348 | 359 | 357 | $54,716.84 | $1,350,000.00 | $322,635.93 | ||
|
Group 3 |
$391,935,566.93 | 1,429 | 1y, 2y, 3y, 5y, 1mo, 6mo | 1.740% | 9.000% | 6.508% | 347 | 359 | 357 | $34,140.52 | $1,430,400.00 | $285,741.68 | ||
| NAAC 2005-AR6 |
Mortgage Pool |
$655,477,464.00 | 2,212 | 6mos, 1y, 2y, 3y,5y | 2.990% | 9.375% | 6.505% | 343 | 360 | 357 | $19,545.00 | $1,989,900.00 | $296,471.97 | |
|
Group 1 |
$70,367,556.00 | 238 | 3y | 4.500% | 6.625% | 6.009% | 353 | 359 | 357 | $69,600.00 | $1,365,000.00 | $295,942.05 | ||
|
Group 2 |
$85,858,200.00 | 142 | 5y | 4.500% | 7.000% | 6.078% | 354 | 359 | 357 | $364,000.00 | $1,600,000.00 | $604,872.54 | ||
|
Group 3 |
$79,889,908.00 | 376 | 5y | 5.125% | 7.000% | 6.305% | 353 | 360 | 357 | $36,720.00 | $504,000.00 | $212,568.56 | ||
|
Group 4 |
$419,361,801.00 | 1,456 | 6mos, 1y, 2y, 3y,5y | 2.990% | 9.375% | 6.715% | 343 | 359 | 357 | $19,545.00 | $1,989,900.00 | $288,148.43 | ||
| NAAC 2006-AF1 (ARMS) |
Mortgage Pool |
$270,804,002.00 | 798 | 3yr, 5yr, 7yr, 10yr, IO | 4.375% | 7.625% | 6.799% | 351 | 360 | 358 | $48,300.00 | $1,891,500.00 | $339,353.00 | |
|
Group 2 |
$24,329,736.00 | 74 | 3 yrs, IO | 4.375% | 7.500% | 6.654% | 357 | 359 | 358 | $106,000.00 | $1,000,000.00 | $328,780.00 | ||
|
Group 3 |
$167,938,391.00 | 580 | 5 yrs, IO | 5.375% | 7.625% | 6.901% | 351 | 360 | 358 | $48,300.00 | $1,000,000.00 | $289,549.00 | ||
|
Group 4 |
$49,043,174.00 | 94 | 7 yrs, IO | 4.750% | 7.250% | 6.653% | 354 | 359 | 358 | $73,000.00 | $1,497,077.00 | $521,736.00 | ||
|
Group 5 |
$29,492,701.00 | 50 | 10 yrs, IO | 5.875% | 7.500% | 6.584% | 354 | 359 | 358 | $179,200.00 | $1,891,500.00 | $589,854.00 | ||
| NAAC 2006-AF2 (ARMS OC) | Mortgage Pool | $200,350,033.74 | 631 | 2y, 3y, 5y, 7y, 10y, 1MO, 6MO, IO | 5.750% | 10.375% | 7.793% | 338 | 360 | 357 | $50,641.00 | $1,820,000.00 | $317,512.00 | |
|
Group V |
$200,350,033.74 | 631 | 2y, 3y, 5y, 7y, 10y, 1MO, 6MO, IO | 5.750% | 10.375% | 7.793% | 338 | 360 | 357 | $50,641.00 | $1,820,000.00 | $317,512.00 | ||
| NAAC 2006-AF2 (ARMS SS) |
Mortgage Pool |
$199,705,911.37 | 578 | 3yr,5yr,7yr,IO | 5.375% | 7.625% | 6.976% | 298 | 360 | 358 | $50,324.00 | $2,000,000.00 | $345,512.00 | |
|
Group II |
$29,938,118.22 | 99 | 3yr,5yr,IO | 5.750% | 7.625% | 6.930% | 336 | 359 | 358 | $78,599.00 | $1,482,000.00 | $292,304.00 | ||
|
Group III |
$134,900,264.47 | 417 | 5yr, IO | 5.500% | 7.625% | 6.981% | 298 | 360 | 358 | $50,324.00 | $1,855,000.00 | $323,502.00 | ||
|
Group IV |
$35,867,528.68 | 62 | 7yr, IO | 5.375% | 7.625% | 6.993% | 352 | 359 | 357 | $118,000.00 | $2,000,000.00 | $578,509.00 | ||
| NAAC 2006-AR1 |
Mortgage Pool |
$443,319,394.00 | 1,354 | ARMS | 3.750% | 9.500% | 6.714% | 320 | 360 | 358 | $49,913.66 | $2,000,000.00 | $327,414.62 | |
|
Group 1 |
$34,439,064.98 | 101 | 3y, 7y | 4.625% | 6.750% | 6.137% | 320 | 359 | 357 | $59,874.42 | $1,700,000.00 | $340,980.84 | ||
|
Group 2 |
$115,700,424.36 | 338 | 5y, 7y | 3.750% | 7.125% | 6.296% | 339 | 360 | 356 | $63,200.00 | $1,796,250.00 | $342,308.95 | ||
|
Group 3 |
$28,612,518.63 | 64 | 7y, 10y | 4.750% | 7.750% | 5.915% | 336 | 359 | 353 | $64,921.32 | $1,500,000.00 | $447,070.60 | ||
|
Group 4 |
$19,101,262.42 | 38 | 10 y | 5.000% | 7.875% | 6.013% | 339 | 359 | 353 | $110,007.88 | $1,475,770.77 | $502,664.80 | ||
|
Group 5 |
$245,466,123.15 | 813 | 1mos, 6 mos, 1y, 2y, 3y, 5y | 4.375% | 9.500% | 7.172% | 360 | 360 | 360 | $49,913.66 | $2,000,000.00 | $301,926.35 | ||
| NAAC 2006-AR2 |
Mortgage Pool |
$360,998,983.94 | 1,099 | 1mos, 6 mos, 1y, 2y, 3y, 5y, IO | 4.875% | 9.750% | 7.134% | 339 | 360 | 357 | $50,321.12 | $2,800,000.00 | $328,479.51 | |
|
Group 1 |
$32,069,989.72 | 120 | 3y, IO | 5.150% | 7.250% | 6.420% | 342 | 360 | 357 | $50,321.12 | $768,150.00 | $267,249.91 | ||
|
Group 2 |
$126,818,130.42 | 379 | 5y, IO | 5.500% | 7.500% | 6.864% | 350 | 360 | 358 | $69,144.73 | $2,800,000.00 | $334,612.48 | ||
|
Group 3 |
$202,110,863.80 | 600 | 1mos, 6 mos, 1y, 2y, 3y, 5y, IO | 4.875% | 9.750% | 7.417% | 339 | 360 | 357 | $54,919.73 | $2,280,000.00 | $336,851.44 | ||
| NAAC 2006-AR3 | Mortgage Pool | $476,229,351.38 | 1,474 | ARMS 1M, 6M,1, 2, 3, 5, 7, 10Yr, Balloons, IO | 5.500% | 9.750% | 7.199% | 345 | 360 | 357 | $48,600.00 | $1,917,500.00 | $323,086.40 | |
