DEAL CHARACTERISTICS : NAAC 2007-1 (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 2007-1 (FIXED) | FIXED | 10 yr, 15yr, 20yr, 30yr, 40yr, Balloon, IO | $817,666,238.00 | Nomura Asset Acceptance Corporation | 05/10/2007 | 04/01/2007 | NAA 2007-1 | Naa071 |  PDF |
Not Avail. | Not Avail. |
* * The NAAC 2007-1 deal is a two-towered deal. The deal is comprised of two separate structures that are not cross-collateralized. There are two groups in total. Group I consists of Alt-A Fixed-Rate product and Group II consists of Alt-A Adjustable-Rate product.
DEAL POOL SPECIFICATIONS
| Deal Name | Group Name | Principal Balance | Loan Count | Product Type | Range of Mortgage Rate | Weighted Avg Mortgage Rate(%) | Range of Remaining Term to Stated Maturity | Weighted Avg Remaining Term to Stated Maturity (Months) | Range of Principal Balances | Avg Principal Balance($) | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Low(%) | High(%) | Low(Months) | High(Months) | Low($) | High($) | |||||||||
| NAAC 2007-1 (FIXED) |
Group I |
$817,666,238.00 | 3,532 | 10 yr, 15yr, 20yr, 30yr, 40yr, Balloon, IO | 5.750% | 11.000% | 7.603% | 115 | 478 | 355 | $15,803.00 | $1,457,891.00 | $231,502.00 | |
|
RELATIVE HISTORICAL DEALS: SEARCH RESULTS (12 deals consisting of 14 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 | |
| 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 | |
| NAAC 2006-AF2 (Fixed) |
Mortgage Pool |
$364,051,156.00 | 1,508 | FIXED | 5.500% | 10.500% | 7.545% | 173 | 360 | 352 | $30,347.00 | $1,489,845.00 | $241,413.00 | |
| 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 | |
| NAAC 2006-WF1 |
Mortgage Pool |
$340,979,042.98 | 1,906 | Fixed | 5.375% | 10.125% | 7.969% | 171 | 357 | 353 | $10,374.68 | $997,219.98 | $178,897.71 | |
| NHELI 2006-AF1 | Mortgage Pool | $372,101,756.00 | 1,358 | Fixed Rate, Balloon Loans, Interest Only Loans | 5.625% | 11.000% | 7.736% | 117 | 359 | 353 | $33,187.00 | $2,000,000.00 | $274,007.00 | |
| NHELI 2007-1 (Fixed) |
Group I |
$423,073,669.72 | 1,745 | Fixed, IO, Balloon | 5.500% | 11.625% | 7.673% | 165 | 477 | 355 | $29,964.35 | $1,569,999.99 | $242,449.09 | |
