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Form ABS-15G NOMURA ASSET ACCEPTANCE For: Sep 30

November 14, 2016 11:22 AM EST

OMB Number: 3235-0675

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM ABS-15G
ASSET-BACKED SECURITIZER
REPORT PURSUANT TO SECTION 15G OF
THE SECURITIES EXCHANGE ACT OF 1934

Nomura Asset Acceptance Corporation

Check the appropriate box to indicate the filing obligation to which this form is intended to satisfy:

   X   Rule 15Ga-1 under the Exchange Act (17 CFR 240.15Ga-1) for the reporting period July 1, 2016 to September 30, 2016

Date of Report (Date of filing): November 14, 2016

Commission File Number of securitizer: 025-01107

Central Index Key Number of securitizer: 0000888874

 
Juliet Buck, (212) 667-9368

Name and telephone number, including area code, of the person to contact in connection with this filing

Indicate by check mark whether the securitizer has no activity to report for the initial period pursuant to Rule 15Ga-1(c)(l) [   ]

Indicate by check mark whether the securitizer has no activity to report for the quarterly period pursuant to Rule 15Ga-1(c)(2)(i) [   ]

Indicate by check mark whether the securitizer has no activity to report for the annual period pursuant to Rule 15Ga-1(c)(2)(ii) [   ]

         Rule 15Ga-2 under the Exchange Act (17 CFR 240.15Ga-2)

Central Index Key Number of depositor: __________________________

 
(Exact name of issuing entity as specified in its charter)

Central Index Key Number of issuing entity (if applicable): ______________

Central Index Key Number of underwriter (if applicable): ________________

 

Name and telephone number, including area code, of the person to contact in connection with this filing

   
   

REPRESENTATION AND WARRANTY INFORMATION

Item 1.02 Periodic Filing of Rule 15Ga-1 Representations and Warranties Disclosure

The disclosures required by Rule 15Ga-1 (17 CFR 240.15Ga-1) are attached as an Exhibit to this Form ABS-15G. Please see Exhibit 99.1 for the related information.

Exhibits

99.1Table for Form ABS-15G (Repurchase reporting)
   
   

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the reporting entity has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

  Nomura Asset Acceptance Corporation
Date: November 14, 2016 /s/ Juliet Buck
  Name: Juliet Buck
  Title:  Chief Executive Officer
  (senior officer in charge of securitization of the securitizer)
   
   

EXHIBIT INDEX

 

Exhibit Number

 

99.1Table for Form ABS-15G (Repurchase reporting)
   

Exhibit 99.1

Table for Form ABS-15G (Repurchase reporting)(1)
Nomura Asset Acceptance Corporation
Name of the
Issuing Entity
CIK
Number
Check if
Registered
Name of
Originator(2)
Total Assets in
ABS by Originator
Assets That Were
Subject of Demand(3)
Assets That Were
Repurchased or Replaced(4)
Assets Pending
Repurchase or Replacement(5)
Demand in
Dispute(6)
Demand
Withdrawn(7)
Demand
Rejected(8)
(a) (a) (b) (c) (#)  ($) (% of
principal balance)
(#) ($) (% of
principal balance)
(#) ($) (% of
principal balance)
(#) ($) (% of
principal balance)
(#) ($) (% of
principal balance)
(#) ($) (% of
principal balance)
(#) ($) (% of
principal balance)
(d)  (e) (f) (g) (h) (i) (j) (k) (l) (m) (n) (o) (p) (q) (r) (s) (t) (u) (v) (w) (x)
Asset Type: Residential
Mortgage-Backed Securities
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 # 0001368733 X AEGIS MORTGAGE 1 $320,000 0.04% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 ALLIANCE CA 382 $143,883,005 18.83% 54 $16,252,773 11.38% 0 $0 0.00% 0 $0 0.00% 54 $16,252,773 11.38% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 ALLIANCE NY 7 $3,209,613 0.42% 1 $591,190 0.41% 0 $0 0.00% 0 $0 0.00% 1 $591,190 0.41% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 ALLIED MORTGAGE GROUP, INC 21 $3,437,903 0.45% 1 $192,419 0.13% 0 $0 0.00% 0 $0 0.00% 1 $192,419 0.13% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 ALLSTATE HOME LOANS, INC. 48 $13,787,810 1.80% 14 $3,649,015 2.55% 0 $0 0.00% 0 $0 0.00% 14 $3,649,015 2.55% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 ALTERNA MORTGAGE CO 66 $14,240,258 1.86% 19 $4,524,213 3.17% 0 $0 0.00% 1 $143,998 0.10% 18 $4,380,215 3.07% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 AMERICAN BANCSHARES MTG 16 $3,701,554 0.48% 5 $1,229,032 0.86% 0 $0 0.00% 0 $0 0.00% 5 $1,229,032 0.86% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 AMERICAN CAPITAL FUNDING 2 $593,754 0.08% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 AMERICAN HOME MORTGAGE 699 $133,668,951 17.49% 111 $23,901,275 16.73% 0 $0 0.00% 14 $2,378,208 1.66% 97 $21,523,067 15.07% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 AMERICORP CREDIT CORP 3 $704,640 0.09% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 AMERITRUST MORTGAGE BANKERS 4 $1,595,057 0.21% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 APPROVED FUNDING CORP 9 $2,876,522 0.38% 3 $595,934 0.42% 0 $0 0.00% 0 $0 0.00% 3 $595,934 0.42% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 ATLANTIS MORTGAGE CO. INC. 6 $2,197,451 0.29% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 AURORA FINANCIAL CORP, INC. 3 $685,220 0.09% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 AVAILABLE MORTGAGE FUNDING 1 $91,818 0.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 BALTIMORE AMERICAN MTGE CORP. 45 $12,062,971 1.58% 1 $164,000 0.11% 0 $0 0.00% 0 $0 0.00% 1 $164,000 0.11% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 BAY CAPITAL CORP 49 $11,343,533 1.48% 6 $2,024,661 1.42% 0 $0 0.00% 1 $415,164 0.29% 5 $1,609,498 1.13% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 BROOKSAMERICA MORTGAGE CORP 7 $2,715,300 0.36% 2 $797,123 0.56% 0 $0 0.00% 0 $0 0.00% 2 $797,123 0.56% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 CAMBRIDGE HOME CAPITAL 21 $8,914,654 1.17% 6 $2,578,313 1.80% 0 $0 0.00% 0 $0 0.00% 6 $2,578,313 1.80% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 CAMERON FINANCIAL GROUP 48 $13,668,314 1.79% 10 $2,231,768 1.56% 0 $0 0.00% 0 $0 0.00% 10 $2,231,768 1.56% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 COLUMBIA HOME LOANS 24 $7,451,495 0.98% 7 $3,806,228 2.66% 0 $0 0.00% 0 $0 0.00% 7 $3,806,228 2.66% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 DCG HOME LOANS INC 8 $1,765,728 0.23% 1 $279,498 0.20% 0 $0 0.00% 0 $0 0.00% 1 $279,498 0.20% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 DREAM HOUSE MTGE CORP. 48 $16,388,657 2.14% 13 $5,183,397 3.63% 0 $0 0.00% 0 $0 0.00% 13 $5,183,397 3.63% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 ENTRUST MORTGAGE 17 $4,350,077 0.57% 2 $912,506 0.64% 0 $0 0.00% 0 $0 0.00% 2 $912,506 0.64% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 EQUITY FINANCIAL INC 3 $1,654,693 0.22% 1 $713,340 0.50% 0 $0 0.00% 0 $0 0.00% 1 $713,340 0.50% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 E-TEK CAPITAL 1 $220,640 0.03% 1 $200,845 0.14% 0 $0 0.00% 1 $200,845 0.14% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 FAIRMONT FUNDING 38 $12,254,289 1.60% 14 $4,192,024 2.93% 0 $0 0.00% 0 $0 0.00% 14 $4,192,024 2.93% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 FINANCIAL MORTGAGE INC. 4 $1,692,055 0.22% 2 $636,000 0.45% 0 $0 0.00% 0 $0 0.00% 2 $636,000 0.45% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 FIRST CAPITAL MORTGAGE 4 $1,159,277 0.15% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 FIRST EQUITY MTG. BANKERS, INC. 6 $1,095,068 0.14% 3 $466,197 0.33% 0 $0 0.00% 0 $0 0.00% 3 $466,197 0.33% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 FIRST FINANCIAL EQUITIES 7 $2,498,184 0.33% 2 $416,468 0.29% 0 $0 0.00% 0 $0 0.00% 2 $416,468 0.29% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 FIRST SOURCE FINANCIAL 1 $169,503 0.02% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 FIRST SUFFOLK MTGE CORP 6 $1,305,068 0.17% 2 $524,591 0.37% 0 $0 0.00% 0 $0 0.00% 2 $524,591 0.37% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 FIRST UNITED MTGE BANKING CORP 45 $19,529,959 2.56% 16 $7,540,982 5.28% 0 $0 0.00% 0 $0 0.00% 16 $7,540,982 5.28% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 FLICK MORTGAGE INVESTORS, INC. 14 $5,101,361 0.67% 2 $599,980 0.42% 0 $0 0.00% 0 $0 0.00% 2 $599,980 0.42% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 FNBN 37 $8,805,038 1.15% 9 $2,235,303 1.56% 0 $0 0.00% 0 $0 0.00% 9 $2,235,303 1.56% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 GATEWAY FUNDING DIVERS MTG SVC LP 1 $231,791 0.03% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 GFI MORTGAGE BANKERS 8 $2,840,041 0.37% 3 $1,621,657 1.14% 0 $0 0.00% 0 $0 0.00% 3 $1,621,657 1.14% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 HARBOURTON MORTGAGE INV CORP 1 $202,726 0.03% 1 $195,513 0.14% 0 $0 0.00% 0 $0 0.00% 1 $195,513 0.14% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 HIGH TECH FINANCIAL 11 $8,080,597 1.06% 4 $2,596,000 1.82% 0 $0 0.00% 0 $0 0.00% 4 $2,596,000 1.82% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 INNOVATIVE MTGE CAPITAL, LLC 2 $570,400 0.07% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 LANCASTER MTGE BANKERS, LLC 13 $4,175,295 0.55% 1 $329,600 0.23% 0 $0 0.00% 0 $0 0.00% 1 $329,600 0.23% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 LEND AMERICA 7 $2,639,753 0.35% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 LENDING FIRST MTGE INC 9 $3,559,475 0.47% 2 $1,265,039 0.89% 0 $0 0.00% 0 $0 0.00% 2 $1,265,039 0.89% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 LOAN CENTER OF CALIFORNIA 25 $9,815,021 1.28% 1 $327,750 0.23% 0 $0 0.00% 0 $0 0.00% 1 $327,750 0.23% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 LOAN LINK FINANCIAL SVC CORP 9 $3,528,265 0.46% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 MCS MORTGAGE BANKERS 2 $1,086,364 0.14% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 MERIDIAN MORTGAGE 19 $5,421,515 0.71% 7 $1,990,225 1.39% 0 $0 0.00% 0 $0 0.00% 7 $1,990,225 1.39% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 METROCITIES MORTGAGE 87 $49,080,303 6.42% 18 $6,942,347 4.86% 0 $0 0.00% 0 $0 0.00% 18 $6,942,347 4.86% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 METROPOLITIAN NATIONAL BANK 19 $5,348,284 0.70% 2 $470,509 0.33% 0 $0 0.00% 0 $0 0.00% 2 $470,509 0.33% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 MILA INC 2 $794,631 0.10% 1 $542,848 0.38% 0 $0 0.00% 0 $0 0.00% 1 $542,848 0.38% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 MIRAD FINANCIAL GRP 15 $3,577,523 0.47% 3 $718,897 0.50% 0 $0 0.00% 0 $0 0.00% 3 $718,897 0.50% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 MLD MORTGAGE INC 1 $181,000 0.02% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 MONEYLINE LENDING SERVICES 11 $2,161,144 0.28% 2 $483,106 0.34% 0 $0 0.00% 0 $0 0.00% 2 $483,106 0.34% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 MORTGAGE CONCEPTS 2 $713,509 0.09% 1 $198,630 0.14% 0 $0 0.00% 0 $0 0.00% 1 $198,630 0.14% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 MORTGAGE ENTERPRISE LTD 7 $2,412,826 0.32% 1 $296,400 0.21% 0 $0 0.00% 0 $0 0.00% 1 $296,400 0.21% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 NATION-ONE MTG CO 81 $17,214,739 2.25% 25 $5,349,577 3.74% 0 $0 0.00% 2 $467,078 0.33% 23 $4,882,498 3.42% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 NETBANK (FKA RBMG) 1 $173,151 0.02% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 NJ LENDERS CORP 41 $15,432,088 2.02% 6 $2,311,005 1.62% 0 $0 0.00% 0 $0 0.00% 6 $2,311,005 1.62% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 OLD MERCHANTS MORTGAGE BANK 16 $5,592,421 0.73% 2 $936,478 0.66% 0 $0 0.00% 0 $0 0.00% 2 $936,478 0.66% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 OLD TOWNE FINANCIAL 28 $11,175,659 1.46% 8 $2,529,233 1.77% 0 $0 0.00% 1 $170,193 0.12% 7 $2,359,041 1.65% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 OLYMPIA WEST MTGE GROUP LLC 3 $1,147,387 0.15% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 ON TIME CAPITAL 6 $2,343,051 0.31% 1 $201,261 0.14% 0 $0 0.00% 0 $0 0.00% 1 $201,261 0.14% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 ONE SOURCE MORTGAGE 29 $4,225,505 0.55% 5 $700,118 0.49% 0 $0 0.00% 0 $0 0.00% 5 $700,118 0.49% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 PACIFIC RESIDENTIAL FINANCING 1 $498,800 0.07% 1 $498,800 0.35% 0 $0 0.00% 0 $0 0.00% 1 $498,800 0.35% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 PARAMOUNT MORTGAGE 1 $74,570 0.01% 1 $71,099 0.05% 0 $0 0.00% 1 $71,099 0.05% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 PINNACLE DIRECT FUNDING CORP 85 $16,747,820 2.19% 8 $1,401,160 0.98% 0 $0 0.00% 0 $0 0.00% 8 $1,401,160 0.98% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 PINNACLE FINANCIAL CORP 143 $35,375,329 4.63% 7 $2,213,125 1.55% 0 $0 0.00% 0 $0 0.00% 7 $2,213,125 1.55% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 PLATINUM COMMUNITY BANK, FSB 91 $15,876,133 2.08% 1 $100,962 0.07% 0 $0 0.00% 0 $0 0.00% 1 $100,962 0.07% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 PROTOFUND MORTGAGE CORP 6 $1,979,976 0.26% 2 $574,953 0.40% 0 $0 0.00% 0 $0 0.00% 2 $574,953 0.40% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 REFINANCE.COM 5 $1,443,337 0.19% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 REPUBLIC STATE MTG 16 $2,833,820 0.37% 10 $1,290,895 0.90% 0 $0 0.00% 0 $0 0.00% 10 $1,290,895 0.90% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 RESOURCE BANK - RETAIL 5 $1,297,056 0.17% 1 $199,920 0.14% 0 $0 0.00% 0 $0 0.00% 1 $199,920 0.14% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 ROCKAWAY BEACH FNCL CORP 3 $1,998,000 0.26% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 ROYAL CROWN BANCORP 18 $4,092,049 0.54% 5 $1,870,280 1.31% 0 $0 0.00% 1 $252,000 0.18% 4 $1,618,280 1.13% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 SAXON EQUITY MORTGAGE BANKERS 2 $456,852 0.06% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 SECURED BANKERS MTGE CO 2 $782,000 0.10% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 SECURITY HOME MORTGAGE 8 $2,867,898 0.38% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 SHEARSON MORTGAGE 1 $182,800 0.02% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 SILVER STATE MTG 32 $9,434,938 1.23% 6 $2,156,593 1.51% 0 $0 0.00% 0 $0 0.00% 6 $2,156,593 1.51% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 SOMA FINANCIAL 45 $11,612,897 1.52% 12 $2,957,646 2.07% 0 $0 0.00% 0 $0 0.00% 12 $2,957,646 2.07% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 STATEN ISLAND BANK 1 $54,388 0.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 STERLING EMPIRE FUNDING ASSOC. 2 $697,949 0.09% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 STEWARD FINANCIAL 6 $4,020,100 0.53% 1 $382,100 0.27% 0 $0 0.00% 0 $0 0.00% 1 $382,100 0.27% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 SUN AMERICAN MORTGAGE 10 $2,670,787 0.35% 3 $628,983 0.44% 0 $0 0.00% 1 $210,000 0.15% 2 $418,983 0.29% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 TRIBECA LENDING 3 $1,307,446 0.17% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 UNION FEDERAL SAVINGS BANK 7 $1,792,741 0.23% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 WACHOVIA BANK 42 $14,440,016 1.89% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 WELLS FARGO HOME MTGE 1 $495,526 0.06% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 WESTSTAR MORTGAGE INC 1 $252,000 0.03% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 WINDSOR CAPITAL MORTGAGE CORP 9 $3,202,962 0.42% 1 $760,000 0.53% 0 $0 0.00% 0 $0 0.00% 1 $760,000 0.53% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 WORLDWIDE FINANCIAL RESOURCES INC 11 $3,672,074 0.48% 2 $582,445 0.41% 0 $0 0.00% 0 $0 0.00% 2 $582,445 0.41% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 WS MORTGAGE 3 $1,082,950 0.14% 2 $743,285 0.52% 0 $0 0.00% 0 $0 0.00% 2 $743,285 0.52% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 Total 2,717 $764,107,101 100.00% 465 $132,877,514 93.01% 0 $0 0.00% 23 $4,308,585 3.02% 442 $128,568,929 89.99% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 # 0001381017 X ALLIANCE CA 80 $27,170,279 4.53% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 ALLIED MORTGAGE GROUP, INC 1 $646,850 0.11% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 ALLSTATE HOME LOANS, INC. 4 $887,984 0.15% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 ALTERNA MORTGAGE CO 4 $373,016 0.06% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 AMERICAN CAPITAL FUNDING 1 $599,200 0.10% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 AMERICORP CREDIT CORP 4 $1,842,586 0.31% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 AMTRUST MORTGAGE CORP. 2 $229,974 0.04% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 APPROVED FUNDING CORP 1 $182,320 0.03% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 ATLANTIS MORTGAGE CO. INC. 1 $231,800 0.04% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 AURORA MORTGAGE LLC 5 $1,705,599 0.28% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 BALTIMORE AMERICAN MTGE CORP. 20 $5,690,183 0.95% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 BAY CAPITAL CORP 13 $3,454,387 0.58% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 BROOKSAMERICA MORTGAGE CORP 89 $37,594,564 6.27% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 CAMBRIDGE HOME CAPITAL 1 $317,500 0.05% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 CAMERON FINANCIAL GROUP 19 $6,088,710 1.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 DCG HOME LOANS INC 11 $2,635,582 0.44% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 DREAM HOUSE MTGE CORP. 29 $9,590,975 1.60% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 ENTRUST MORTGAGE 48 $12,689,983 2.11% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 FAIRMONT FUNDING 1 $520,000 0.09% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 FIDELITY & TRUST MORTGAGE 5 $1,019,750 0.17% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 FINANCIAL MORTGAGE INC. 4 $1,060,800 0.18% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 FIRST CAPITAL MORTGAGE 1 $672,000 0.11% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 FIRST EQUITY MTG. BANKERS, INC. 6 $1,361,678 0.23% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 FIRST LINCOLN MORTGAGE CORP 2 $724,000 0.12% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 FIRST UNITED MTGE BANKING CORP 11 $5,525,952 0.92% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 FLICK MORTGAGE INVESTORS, INC. 19 $5,894,558 0.98% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 FNBN 553 $148,881,970 24.81% 1 $126,721 0.12% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 1 $126,721 0.12%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 GFI MORTGAGE BANKERS 1 $600,000 0.10% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 HARBOURTON MORTGAGE INV CORP 21 $6,790,928 1.13% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 HIGH TECH FINANCIAL 6 $3,479,642 0.58% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 HOME LOANS USA 1 $948,000 0.16% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 IMPAC FUNDING CORP 1 $135,700 0.02% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 IN HOUSE LENDER.COM 2 $976,000 0.16% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 INNOVATIVE MTGE CAPITAL, LLC 1 $428,000 0.07% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 IRES CO. 1 $276,600 0.05% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 LANCASTER MTGE BANKERS, LLC 54 $17,117,389 2.85% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 LAND HOME FINANCIAL SVCS INC 2 $1,023,600 0.17% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 LEND AMERICA 2 $900,000 0.15% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 LENDING FIRST MTGE INC 15 $6,299,246 1.05% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 LOAN CENTER OF CALIFORNIA 64 $26,376,974 4.40% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 LOAN LINK FINANCIAL SVC CORP 12 $5,063,800 0.84% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 MERIDIAN MORTGAGE 9 $4,376,818 0.73% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 METROCITIES MORTGAGE 108 $55,392,275 9.23% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 METROPOLITIAN NATIONAL BANK 1 $964,600 0.16% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 MIRAD FINANCIAL GRP 4 $2,000,400 0.33% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 MJS LENDING INC 1 $448,000 0.07% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 MLD MORTGAGE INC 2 $704,696 0.12% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 MONEYLINE LENDING SERVICES 3 $1,097,000 0.18% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 MONTGOMERY MTG CAPITAL CORP 1 $150,000 0.02% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 MORTGAGEIT 84 $33,240,816 5.54% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 NJ LENDERS CORP 3 $1,061,337 0.18% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 OLD MERCHANTS MORTGAGE BANK 2 $1,162,467 0.19% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 OLD TOWNE FINANCIAL 7 $2,423,367 0.40% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 PACIFIC RESIDENTIAL FINANCING 5 $2,274,650 0.38% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 PINNACLE DIRECT FUNDING CORP 53 $11,196,548 1.87% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 PINNACLE FINANCIAL CORP 65 $17,057,381 2.84% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 PLATINUM COMMUNITY BANK, FSB 3 $769,992 0.13% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 PROTOFUND MORTGAGE CORP 2 $1,102,645 0.18% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 REPUBLIC STATE MTG 10 $1,634,020 0.27% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 RESOURCE BANK - RETAIL 3 $955,200 0.16% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 RESOURCE BANK - WHOLESALE 1 $745,600 0.12% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 ROYAL CROWN BANCORP 2 $730,000 0.12% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 SEA BREEZE FINANCIAL 28 $14,944,108 2.49% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 SECURITY HOME MORTGAGE 1 $227,200 0.04% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 SECURITY MORTGAGE CORPORATION 2 $412,650 0.07% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 SILVER STATE MTG 278 $82,123,327 13.69% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 SOMA FINANCIAL 26 $6,851,682 1.14% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 SRI 3 $2,891,099 0.48% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 STEARNS LENDING 1 $452,000 0.08% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 STERLING EMPIRE FUNDING ASSOC. 1 $644,000 0.11% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 SUN AMERICAN MORTGAGE 13 $2,607,718 0.43% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 TRIBECA LENDING 1 $173,700 0.03% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 WACHOVIA BANK 2 $337,962 0.06% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 WESTERN RESIDENTIAL MTG, INC 1 $840,000 0.14% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR4 Total 1,844 $600,001,336 100.00% 1 $126,721 0.12% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 1 $126,721 0.12%
Asset Type: Residential Mortgage-Backed Securities
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 N/A 1ST MARINER BANK 31 $1,963,921 0.75% 6 $373,507 2.57% 0 $0 0.00% 0 $0 0.00% 6 $373,507 2.57% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 AEGIS MTGE CORP 373 $19,206,646 7.32% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 ALLIANCE NY 3 $226,774 0.09% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 ALLIED MORTGAGE GROUP, INC 7 $415,647 0.16% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 ALLSTATE HOME LOANS, INC. 32 $2,822,757 1.08% 1 $78,633 0.54% 0 $0 0.00% 0 $0 0.00% 1 $78,633 0.54% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 ALTERNA MORTGAGE CO 10 $524,803 0.20% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 AMERICAN BANCSHARES MTG 8 $310,050 0.12% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 AMERICAN CAPITAL FUNDING 2 $209,164 0.08% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 AMERICAN HOME EQUITY CORP 26 $2,712,548 1.03% 10 $883,179 6.09% 0 $0 0.00% 0 $0 0.00% 10 $883,179 6.09% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 AMERICORP CREDIT CORP 28 $2,836,683 1.08% 12 $1,077,140 7.42% 0 $0 0.00% 0 $0 0.00% 12 $1,077,140 7.42% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 AMERITRUST MORTGAGE BANKERS 5 $274,605 0.10% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 AMNET MORTGAGE 15 $518,671 0.20% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 APPROVED FUNDING CORP 13 $1,271,385 0.48% 4 $409,877 2.82% 0 $0 0.00% 0 $0 0.00% 4 $409,877 2.82% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 ATLANTIS MORTGAGE CO. INC. 15 $1,237,622 0.47% 1 $300,000 2.07% 0 $0 0.00% 0 $0 0.00% 1 $300,000 2.07% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 AVARIS CAPITAL INC. 3 $182,118 0.07% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 BALTIMORE AMERICAN MTGE CORP. 82 $4,887,505 1.86% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 BAY CAPITAL CORP 41 $2,854,624 1.09% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 BROOKSAMERICA MORTGAGE CORP 1 $107,968 0.04% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 CAMBRIDGE HOME CAPITAL 40 $3,863,865 1.47% 33 $2,976,237 20.51% 0 $0 0.00% 0 $0 0.00% 33 $2,976,237 20.51% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 CAPITAL QUEST MTGE, INC. 5 $521,762 0.20% 1 $274,900 1.89% 0 $0 0.00% 0 $0 0.00% 1 $274,900 1.89% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 COLUMBIA HOME LOANS 36 $2,463,541 0.94% 8 $622,252 4.29% 0 $0 0.00% 0 $0 0.00% 8 $622,252 4.29% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 DCG HOME LOANS INC 7 $468,009 0.18% 4 $290,988 2.00% 0 $0 0.00% 0 $0 0.00% 4 $290,988 2.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 DREAM HOUSE MTGE CORP. 51 $4,458,488 1.70% 17 $1,637,831 11.28% 0 $0 0.00% 0 $0 0.00% 17 $1,637,831 11.28% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 ENTRUST MORTGAGE 14 $951,463 0.36% 1 $130,615 0.90% 0 $0 0.00% 0 $0 0.00% 1 $130,615 0.90% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 EQUIFIRST CORP 632 $27,011,474 10.29% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 EQUITY FINANCIAL INC 1 $180,815 0.07% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 E-TEK CAPITAL 1 $149,625 0.06% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 FAIRMONT FUNDING 50 $4,771,622 1.82% 15 $1,839,919 12.68% 0 $0 0.00% 0 $0 0.00% 15 $1,839,919 12.68% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 FIDELITY & TRUST MORTGAGE 94 $6,270,555 2.39% 3 $268,582 1.85% 0 $0 0.00% 0 $0 0.00% 3 $268,582 1.85% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 FINANCIAL MORTGAGE INC. 8 $786,640 0.30% 5 $583,176 4.02% 0 $0 0.00% 0 $0 0.00% 5 $583,176 4.02% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 FIRST EQUITY MTG. BANKERS, INC. 6 $266,513 0.10% 3 $129,238 0.89% 0 $0 0.00% 0 $0 0.00% 3 $129,238 0.89% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 FIRST HORIZON HOME LOANS 474 $21,790,007 8.30% 78 $4,099,221 28.24% 0 $0 0.00% 0 $0 0.00% 78 $4,099,221 28.24% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 FIRST SUFFOLK MTGE CORP 4 $429,199 0.16% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 FIRST UNITED MTGE BANKING CORP 48 $4,696,380 1.79% 12 $1,625,789 11.20% 0 $0 0.00% 0 $0 0.00% 12 $1,625,789 11.20% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 FNBN 486 $26,349,065 10.04% 69 $3,802,616 26.20% 0 $0 0.00% 0 $0 0.00% 69 $3,802,616 26.20% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 GATEWAY FUNDING DIVERS MTG SVC LP 46 $2,010,570 0.77% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 GFI MORTGAGE BANKERS 9 $695,132 0.26% 3 $253,031 1.74% 0 $0 0.00% 0 $0 0.00% 3 $253,031 1.74% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 HARBOURTON MORTGAGE INV CORP 30 $2,275,882 0.87% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 IMPAC FUNDING CORP 1 $73,045 0.03% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 INDYMAC BANK 491 $20,388,439 7.77% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 INNOVATIVE MTGE CAPITAL, LLC 3 $314,233 0.12% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 LEND AMERICA 36 $3,208,660 1.22% 3 $246,276 1.70% 0 $0 0.00% 0 $0 0.00% 3 $246,276 1.70% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 LENDERS DIRECT CAPITAL CORP 11 $427,369 0.16% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 LENDING FIRST MTGE INC 21 $2,225,317 0.85% 13 $1,251,085 8.62% 0 $0 0.00% 0 $0 0.00% 13 $1,251,085 8.62% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 MARICOPA MORTGAGE LLC 1 $82,418 0.03% 1 $82,247 0.57% 0 $0 0.00% 0 $0 0.00% 1 $82,247 0.57% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 MARSHALL FIRSTBANK MTGE 5 $145,223 0.06% 2 $44,538 0.31% 0 $0 0.00% 0 $0 0.00% 2 $44,538 0.31% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 MAXIM MORTGAGE CORP 7 $272,629 0.10% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 MERIDIAN MORTGAGE 25 $1,892,637 0.72% 10 $709,859 4.89% 0 $0 0.00% 0 $0 0.00% 10 $709,859 4.89% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 METROPOLITIAN NATIONAL BANK 11 $963,293 0.37% 8 $708,724 4.88% 0 $0 0.00% 0 $0 0.00% 8 $708,724 4.88% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 MILA INC 2 $148,506 0.06% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 MILLENNIUM FUNDING GROUP 60 $3,324,201 1.27% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 MIRAD FINANCIAL GRP 29 $2,485,730 0.95% 8 $1,099,202 7.57% 0 $0 0.00% 0 $0 0.00% 8 $1,099,202 7.57% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 MONEYLINE LENDING SERVICES 10 $589,818 0.22% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 MORTGAGE CONCEPTS 2 $177,490 0.07% 1 $24,216 0.17% 0 $0 0.00% 0 $0 0.00% 1 $24,216 0.17% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 MORTGAGE ENTERPRISE LTD 3 $446,450 0.17% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 MORTGAGE NETWORK 3 $197,612 0.08% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 MORTGAGE STORE FINANCIAL, INC. 61 $6,410,023 2.44% 7 $629,473 4.34% 0 $0 0.00% 0 $0 0.00% 7 $629,473 4.34% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 NATION-ONE MTG CO 9 $450,573 0.17% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 NEW YORK MORTGAGE CO 2 $76,362 0.03% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 NJ LENDERS CORP 33 $2,024,615 0.77% 1 $86,600 0.60% 0 $0 0.00% 0 $0 0.00% 1 $86,600 0.60% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 OLD MERCHANTS MORTGAGE BANK 8 $518,430 0.20% 2 $154,000 1.06% 0 $0 0.00% 0 $0 0.00% 2 $154,000 1.06% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 OLD TOWNE FINANCIAL 24 $2,201,081 0.84% 3 $261,721 1.80% 0 $0 0.00% 0 $0 0.00% 3 $261,721 1.80% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 OLYMPIA WEST MTGE GROUP LLC 3 $200,290 0.08% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 ON TIME CAPITAL 5 $491,584 0.19% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 ONE SOURCE MORTGAGE 24 $1,118,983 0.43% 3 $319,413 2.20% 0 $0 0.00% 0 $0 0.00% 3 $319,413 2.20% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 OPTEUM FINANCIAL SVCS, LLC 383 $22,896,660 8.73% 168 $11,379,274 78.40% 0 $0 0.00% 0 $0 0.00% 168 $11,379,274 78.40% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 OPTION ONE MTGE CORP 81 $3,317,340 1.26% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 PACIFIC RESIDENTIAL FINANCING 5 $523,086 0.20% 2 $224,700 1.55% 0 $0 0.00% 0 $0 0.00% 2 $224,700 1.55% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 PINNACLE FINANCIAL CORP 121 $6,033,731 2.30% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 PROTOFUND MORTGAGE CORP 1 $89,250 0.03% 1 $87,401 0.60% 0 $0 0.00% 0 $0 0.00% 1 $87,401 0.60% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 REFINANCE.COM 7 $410,483 0.16% 5 $238,322 1.64% 0 $0 0.00% 0 $0 0.00% 5 $238,322 1.64% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 REPUBLIC STATE MTG 9 $374,075 0.14% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 RESOURCE BANK - RETAIL 7 $331,889 0.13% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 ROCKAWAY BEACH FNCL CORP 12 $1,641,932 0.63% 3 $538,735 3.71% 0 $0 0.00% 0 $0 0.00% 3 $538,735 3.71% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 ROYAL CROWN BANCORP 24 $1,342,726 0.51% 5 $537,877 3.71% 0 $0 0.00% 0 $0 0.00% 5 $537,877 3.71% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 SAXON EQUITY MORTGAGE BANKERS 5 $237,591 0.09% 2 $108,000 0.74% 0 $0 0.00% 0 $0 0.00% 2 $108,000 0.74% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 SECURED BANKERS MTGE CO 15 $930,727 0.35% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 SECURITY HOME MORTGAGE 8 $734,603 0.28% 3 $317,588 2.19% 0 $0 0.00% 0 $0 0.00% 3 $317,588 2.19% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 SIERRA PACIFIC MTGE CO 3 $111,954 0.04% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 SILVER STATE MTG 13 $946,049 0.36% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 SOMA FINANCIAL 53 $3,383,631 1.29% 1 $81,397 0.56% 0 $0 0.00% 0 $0 0.00% 1 $81,397 0.56% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 STERLING EMPIRE FUNDING ASSOC. 10 $446,960 0.17% 1 $70,000 0.48% 0 $0 0.00% 0 $0 0.00% 1 $70,000 0.48% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 STEWARD FINANCIAL 56 $5,861,567 2.23% 48 $4,792,496 33.02% 0 $0 0.00% 0 $0 0.00% 48 $4,792,496 33.02% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 SUN AMERICAN MORTGAGE 7 $306,338 0.12% 3 $189,412 1.31% 0 $0 0.00% 0 $0 0.00% 3 $189,412 1.31% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 UNION FEDERAL SAVINGS BANK 6 $260,221 0.10% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 UNITED FINANCIAL 71 $2,839,552 1.08% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 USBANK 79 $2,181,908 0.83% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 WESTSTAR MORTGAGE INC 9 $670,033 0.26% 3 $187,267 1.29% 0 $0 0.00% 0 $0 0.00% 3 $187,267 1.29% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 WINDSOR CAPITAL MORTGAGE CORP 1 $72,301 0.03% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 WORLDWIDE FINANCIAL RESOURCES INC 37 $2,474,181 0.94% 21 $1,335,224 9.20% 0 $0 0.00% 0 $0 0.00% 21 $1,335,224 9.20% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 WS MORTGAGE 3 $130,664 0.05% 1 $49,000 0.34% 0 $0 0.00% 0 $0 0.00% 1 $49,000 0.34% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 Total 4,653 $262,378,561 100.00% 615 $47,410,780 326.67% 0 $0 0.00% 0 $0 0.00% 615 $47,410,780 326.67% 0 $0 0.00% 0 $0 0.00%
Asset Type: Residential Mortgage-Backed Securities
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 N/A 1ST MARINER BANK 289 $15,780,354 6.21% 21 $1,425,687 10.40% 0 $0 0.00% 0 $0 0.00% 21 $1,425,687 10.40% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 AEGIS MTGE CORP 249 $10,701,485 4.21% 5 $143,703 1.05% 0 $0 0.00% 0 $0 0.00% 5 $143,703 1.05% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 ALLIED MORTGAGE GROUP, INC 4 $123,009 0.05% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 ALLSTATE HOME LOANS, INC. 20 $1,249,130 0.49% 4 $165,490 1.21% 0 $0 0.00% 0 $0 0.00% 4 $165,490 1.21% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 ALTERNA MORTGAGE CO 1 $35,668 0.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 AMERICAN BANCSHARES MTG 1 $31,563 0.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 AMERICAN HOME EQUITY CORP 8 $794,268 0.31% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 AMERICORP CREDIT CORP 4 $580,730 0.23% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 AMERITRUST MORTGAGE BANKERS 1 $89,622 0.04% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 AMNET MORTGAGE 25 $986,780 0.39% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 ATLANTIS MORTGAGE CO. INC. 5 $255,474 0.10% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 BALTIMORE AMERICAN MTGE CORP. 121 $6,829,041 2.69% 1 $92,057 0.67% 0 $0 0.00% 0 $0 0.00% 1 $92,057 0.67% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 BANKERSWEST FUNDING CORP 14 $1,231,994 0.49% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 BAY CAPITAL CORP 18 $1,063,896 0.42% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 BROOKSAMERICA MORTGAGE CORP 18 $1,477,566 0.58% 2 $201,700 1.47% 0 $0 0.00% 0 $0 0.00% 2 $201,700 1.47% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 CAMBRIDGE HOME CAPITAL 10 $732,982 0.29% 6 $429,006 3.13% 0 $0 0.00% 0 $0 0.00% 6 $429,006 3.13% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 CAPITAL QUEST MTGE, INC. 1 $59,923 0.02% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 COLUMBIA HOME LOANS 18 $1,529,546 0.60% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 DCG HOME LOANS INC 6 $432,987 0.17% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 DREAM HOUSE MTGE CORP. 20 $1,376,117 0.54% 2 $123,601 0.90% 0 $0 0.00% 0 $0 0.00% 2 $123,601 0.90% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 ENTRUST MORTGAGE 8 $537,470 0.21% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 EQUIFIRST CORP 466 $18,185,392 7.16% 3 $71,714 0.52% 0 $0 0.00% 0 $0 0.00% 3 $71,714 0.52% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 FAIRMONT FUNDING 10 $835,594 0.33% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 FIDELITY & TRUST MORTGAGE 15 $913,586 0.36% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 FINANCIAL MORTGAGE INC. 3 $255,150 0.10% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 FIRST EQUITY MTG. BANKERS, INC. 2 $94,013 0.04% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 FIRST HORIZON HOME LOANS 376 $16,487,092 6.49% 2 $130,054 0.95% 0 $0 0.00% 0 $0 0.00% 2 $130,054 0.95% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 FIRST NLC FINANCIAL SERVICES, LLC 37 $1,786,076 0.70% 19 $912,918 6.66% 0 $0 0.00% 0 $0 0.00% 19 $912,918 6.66% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 FIRST SUFFOLK MTGE CORP 6 $469,062 0.18% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 FIRST UNITED MTGE BANKING CORP 14 $1,400,232 0.55% 1 $54,992 0.40% 0 $0 0.00% 0 $0 0.00% 1 $54,992 0.40% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 FNBN 525 $28,669,608 11.29% 30 $1,828,488 13.34% 0 $0 0.00% 0 $0 0.00% 30 $1,828,488 13.34% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 GATEWAY FUNDING DIVERS MTG SVC LP 41 $1,842,608 0.73% 3 $278,733 2.03% 0 $0 0.00% 0 $0 0.00% 3 $278,733 2.03% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 GFI MORTGAGE BANKERS 5 $431,958 0.17% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 HARBOURTON MORTGAGE INV CORP 4 $279,892 0.11% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 HIGH TECH FINANCIAL 5 $667,528 0.26% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 INDYMAC BANK 799 $37,470,535 14.76% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 INNOVATIVE MTGE CAPITAL, LLC 1 $99,298 0.04% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 LEND AMERICA 8 $695,916 0.27% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 LENDING FIRST MTGE INC 6 $520,242 0.20% 1 $312,500 2.28% 0 $0 0.00% 0 $0 0.00% 1 $312,500 2.28% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 MARSHALL FIRSTBANK MTGE 2 $65,600 0.03% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 MAXIM MORTGAGE CORP 1 $40,811 0.02% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 MCS MORTGAGE BANKERS 1 $29,795 0.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 MERIDIAN MORTGAGE 8 $369,869 0.15% 1 $54,659 0.40% 0 $0 0.00% 0 $0 0.00% 1 $54,659 0.40% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 METROPOLITIAN NATIONAL BANK 7 $478,532 0.19% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 MILLENNIUM FUNDING GROUP 97 $5,228,801 2.06% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 MIRAD FINANCIAL GRP 11 $733,282 0.29% 1 $58,776 0.43% 0 $0 0.00% 0 $0 0.00% 1 $58,776 0.43% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 MLD MORTGAGE INC 2 $130,030 0.05% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 MONEYLINE LENDING SERVICES 6 $525,991 0.21% 1 $75,140 0.55% 0 $0 0.00% 0 $0 0.00% 1 $75,140 0.55% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 MONTGOMERY MTG CAPITAL CORP 2 $432,371 0.17% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 MORTGAGE CONCEPTS 1 $69,878 0.03% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 MORTGAGE ENTERPRISE LTD 2 $131,073 0.05% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 MORTGAGE STORE FINANCIAL, INC. 2 $141,839 0.06% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 MORTGAGEIT 194 $17,328,571 6.82% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 NATION-ONE MTG CO 1 $94,704 0.04% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 NEW YORK MORTGAGE CO 4 $203,851 0.08% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 NJ LENDERS CORP 14 $1,532,866 0.60% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 OLD MERCHANTS MORTGAGE BANK 3 $158,211 0.06% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 OLD TOWNE FINANCIAL 16 $1,334,596 0.53% 1 $83,420 0.61% 0 $0 0.00% 0 $0 0.00% 1 $83,420 0.61% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 OLYMPIA WEST MTGE GROUP LLC 1 $26,968 0.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 ONE SOURCE MORTGAGE 9 $259,946 0.10% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 OPTEUM FINANCIAL SVCS, LLC 219 $13,067,894 5.15% 12 $792,769 5.78% 0 $0 0.00% 0 $0 0.00% 12 $792,769 5.78% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 OPTION ONE MTGE CORP 41 $1,371,180 0.54% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 PACIFIC RESIDENTIAL FINANCING 4 $366,116 0.14% 1 $13,035 0.10% 0 $0 0.00% 0 $0 0.00% 1 $13,035 0.10% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 PINNACLE FINANCIAL CORP 73 $3,368,637 1.33% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 PLATINUM COMMUNITY BANK, FSB 25 $1,544,768 0.61% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 PROTOFUND MORTGAGE CORP 2 $65,348 0.03% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 REFINANCE.COM 3 $188,996 0.07% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 REPUBLIC STATE MTG 16 $863,335 0.34% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 RESOURCE BANK - RETAIL 2 $99,030 0.04% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 ROCKAWAY BEACH FNCL CORP 5 $491,389 0.19% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 ROYAL CROWN BANCORP 5 $299,121 0.12% 1 $76,403 0.56% 0 $0 0.00% 0 $0 0.00% 1 $76,403 0.56% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 SECURED BANKERS MTGE CO 2 $132,135 0.05% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 SECURITY HOME MORTGAGE 5 $285,469 0.11% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 SHEARSON MORTGAGE 9 $711,581 0.28% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 SIERRA PACIFIC MTGE CO 5 $237,469 0.09% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 SILVER STATE MTG 58 $4,872,641 1.92% 1 $49,420 0.36% 0 $0 0.00% 0 $0 0.00% 1 $49,420 0.36% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 SOMA FINANCIAL 74 $4,127,710 1.63% 8 $483,642 3.53% 0 $0 0.00% 0 $0 0.00% 8 $483,642 3.53% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 STERLING EMPIRE FUNDING ASSOC. 1 $55,535 0.02% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 STEWARD FINANCIAL 136 $11,914,023 4.69% 103 $8,568,501 62.49% 0 $0 0.00% 0 $0 0.00% 103 $8,568,501 62.49% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 SUN AMERICAN MORTGAGE 8 $540,340 0.21% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 UBS REAL ESTATE SECURITIES INC 315 $15,706,996 6.19% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 UNION FEDERAL SAVINGS BANK 3 $181,641 0.07% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 UNITED FINANCIAL 17 $679,573 0.27% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 USBANK 79 $2,427,127 0.96% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 WESTSTAR MORTGAGE INC 38 $2,642,346 1.04% 1 $87,218 0.64% 0 $0 0.00% 0 $0 0.00% 1 $87,218 0.64% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 WINDSOR CAPITAL MORTGAGE CORP 3 $180,394 0.07% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 WORLDWIDE FINANCIAL RESOURCES INC 15 $1,124,964 0.44% 3 $124,179 0.91% 0 $0 0.00% 0 $0 0.00% 3 $124,179 0.91% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 WS MORTGAGE 1 $45,750 0.02% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 Total 4,712 $253,912,480 100.00% 234 $16,637,808 121.35% 0 $0 0.00% 0 $0 0.00% 234 $16,637,808 121.35% 0 $0 0.00% 0 $0 0.00%
Asset Type: Residential Mortgage-Backed Securities
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 # 0001394462 X 1ST MARYLAND MORTGAGE 12 $3,200,932 0.20% 2 $700,499 0.18% 0 $0 0.00% 0 $0 0.00% 2 $700,499 0.18% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ACCREDITED HOME LOAN 145 $46,361,651 2.91% 65 $24,895,083 6.34% 0 $0 0.00% 7 $3,073,597 0.78% 58 $21,821,485 5.55% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 AGENCY MORTGAGE CORPORATION 13 $5,895,379 0.37% 4 $2,108,758 0.54% 0 $0 0.00% 0 $0 0.00% 4 $2,108,758 0.54% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ALLIANCE CA 53 $21,120,918 1.33% 37 $15,492,971 3.94% 0 $0 0.00% 1 $376,000 0.10% 36 $15,116,971 3.85% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ALLIANCE NY 25 $9,987,796 0.63% 16 $6,477,547 1.65% 0 $0 0.00% 3 $1,369,575 0.35% 13 $5,107,972 1.30% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ALLIED MORTGAGE GROUP, INC 15 $2,285,342 0.14% 3 $632,227 0.16% 0 $0 0.00% 0 $0 0.00% 3 $632,227 0.16% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ALLSTATE HOME LOANS, INC. 2 $660,450 0.04% 1 $236,700 0.06% 0 $0 0.00% 0 $0 0.00% 1 $236,700 0.06% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ALTERNA MORTGAGE CO 43 $7,680,025 0.48% 2 $283,435 0.07% 0 $0 0.00% 1 $178,993 0.05% 1 $104,442 0.03% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ALTERNATIVE FINANCING CORP 1 $428,000 0.03% 1 $428,000 0.11% 0 $0 0.00% 0 $0 0.00% 1 $428,000 0.11% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 AMERICAN BANCSHARES MTG 3 $816,081 0.05% 1 $219,921 0.06% 0 $0 0.00% 0 $0 0.00% 1 $219,921 0.06% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 AMERITRUST MORTGAGE BANKERS 1 $143,346 0.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 AMTRUST MORTGAGE CORP. 16 $4,320,366 0.27% 6 $2,908,392 0.74% 0 $0 0.00% 0 $0 0.00% 6 $2,908,392 0.74% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 APPROVED FUNDING CORP 3 $713,231 0.04% 1 $131,734 0.03% 0 $0 0.00% 0 $0 0.00% 1 $131,734 0.03% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 APREVA FINANCIAL CORP 54 $21,117,859 1.33% 43 $15,947,136 4.06% 0 $0 0.00% 0 $0 0.00% 43 $15,947,136 4.06% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ASCELLA MORTGAGE 5 $1,094,239 0.07% 2 $495,912 0.13% 0 $0 0.00% 0 $0 0.00% 2 $495,912 0.13% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ASK FOR A LOAN 1 $527,200 0.03% 1 $527,200 0.13% 0 $0 0.00% 0 $0 0.00% 1 $527,200 0.13% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ATLANTIS MORTGAGE CO. INC. 8 $2,437,439 0.15% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 AURORA FINANCIAL CORP, INC. 2 $443,428 0.03% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 AURORA MORTGAGE LLC 8 $2,578,623 0.16% 5 $1,732,908 0.44% 0 $0 0.00% 0 $0 0.00% 5 $1,732,908 0.44% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 BALTIMORE AMERICAN MTGE CORP. 39 $9,541,881 0.60% 29 $7,082,215 1.80% 0 $0 0.00% 0 $0 0.00% 29 $7,082,215 1.80% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 BAY CAPITAL CORP 22 $7,043,965 0.44% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 BROOKSAMERICA MORTGAGE CORP 124 $52,753,398 3.31% 68 $31,398,485 7.99% 0 $0 0.00% 6 $2,653,864 0.68% 62 $28,744,620 7.32% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 CAMBRIDGE HOME CAPITAL 13 $7,091,166 0.45% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 CAMERON FINANCIAL GROUP 85 $25,811,799 1.62% 22 $7,842,057 2.00% 0 $0 0.00% 2 $950,526 0.24% 20 $6,891,531 1.75% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 CAPITAL QUEST MTGE, INC. 6 $2,931,504 0.18% 3 $947,650 0.24% 0 $0 0.00% 0 $0 0.00% 3 $947,650 0.24% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 CITIZENS COMMUNITY BANK 2 $645,340 0.04% 1 $445,203 0.11% 0 $0 0.00% 0 $0 0.00% 1 $445,203 0.11% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 COAST 2 COAST FUNDING 3 $1,263,975 0.08% 1 $363,927 0.09% 0 $0 0.00% 0 $0 0.00% 1 $363,927 0.09% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 COASTAL CAPITAL CORP 2 $1,195,491 0.08% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 COLUMBIA HOME LOANS 2 $483,700 0.03% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 CONCORD MTG COMP 25 $6,163,574 0.39% 19 $4,710,680 1.20% 0 $0 0.00% 1 $142,500 0.04% 18 $4,568,180 1.16% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 CORESTAR FINANCIAL GROUP, LLC 4 $1,292,255 0.08% 2 $803,820 0.20% 0 $0 0.00% 0 $0 0.00% 2 $803,820 0.20% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 DCG HOME LOANS INC 12 $5,025,363 0.32% 3 $1,616,503 0.41% 0 $0 0.00% 1 $337,503 0.09% 2 $1,279,000 0.33% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 DREAM HOUSE MTGE CORP. 137 $35,749,800 2.24% 29 $11,455,164 2.92% 0 $0 0.00% 4 $1,525,146 0.39% 25 $9,930,018 2.53% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ENTRUST MORTGAGE 53 $14,664,416 0.92% 26 $8,563,332 2.18% 0 $0 0.00% 3 $674,600 0.17% 23 $7,888,732 2.01% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 EQUITY FINANCIAL INC 1 $228,098 0.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FAIRMONT FUNDING 22 $8,259,037 0.52% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FIDELITY & TRUST MORTGAGE 10 $2,122,440 0.13% 5 $1,054,434 0.27% 0 $0 0.00% 0 $0 0.00% 5 $1,054,434 0.27% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FINANCIAL MORTGAGE INC. 14 $7,975,467 0.50% 7 $3,721,893 0.95% 0 $0 0.00% 0 $0 0.00% 7 $3,721,893 0.95% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FIRST CAPITAL MORTGAGE 8 $1,276,100 0.08% 8 $1,276,100 0.32% 0 $0 0.00% 0 $0 0.00% 8 $1,276,100 0.32% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FIRST EQUITY MTG. BANKERS, INC. 10 $2,082,265 0.13% 4 $647,467 0.16% 0 $0 0.00% 0 $0 0.00% 4 $647,467 0.16% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FIRST FINANCIAL EQUITIES 20 $6,123,345 0.38% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FIRST GUARANTY MTGE. CORP 10 $2,443,393 0.15% 5 $1,703,194 0.43% 0 $0 0.00% 0 $0 0.00% 5 $1,703,194 0.43% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FIRST LINCOLN MORTGAGE CORP 7 $3,431,200 0.22% 1 $513,549 0.13% 0 $0 0.00% 0 $0 0.00% 1 $513,549 0.13% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FIRST RATE CAPITAL CORP 1 $204,000 0.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FIRST RESIDENTIAL MTG SVC CORP 1 $40,396 0.00% 1 $40,122 0.01% 0 $0 0.00% 0 $0 0.00% 1 $40,122 0.01% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FIRST SUFFOLK MTGE CORP 8 $2,820,768 0.18% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FIRST UNITED MTGE BANKING CORP 44 $21,290,390 1.34% 24 $13,192,479 3.36% 0 $0 0.00% 3 $1,282,811 0.33% 21 $11,909,668 3.03% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FLICK MORTGAGE INVESTORS, INC. 47 $8,629,545 0.54% 20 $4,632,531 1.18% 0 $0 0.00% 2 $351,926 0.09% 18 $4,280,605 1.09% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FNBN 562 $127,578,886 8.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 FUNDING RESOURCE MTGE CORP 1 $127,644 0.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 GFI MORTGAGE BANKERS 9 $3,310,591 0.21% 3 $1,182,530 0.30% 0 $0 0.00% 0 $0 0.00% 3 $1,182,530 0.30% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 HIGH TECH FINANCIAL 4 $3,126,388 0.20% 1 $648,000 0.16% 0 $0 0.00% 0 $0 0.00% 1 $648,000 0.16% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 HOME LOAN MORTGAGE CORP 5 $1,771,435 0.11% 5 $1,769,714 0.45% 0 $0 0.00% 1 $126,800 0.03% 4 $1,642,914 0.42% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 HOME LOAN NETWORK CORP 5 $1,069,379 0.07% 1 $488,000 0.12% 0 $0 0.00% 0 $0 0.00% 1 $488,000 0.12% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 HOME LOANS USA 6 $4,046,864 0.25% 4 $2,570,551 0.65% 0 $0 0.00% 0 $0 0.00% 4 $2,570,551 0.65% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 HOMEWIDE LENDING 1 $504,000 0.03% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ICON RESIDENTIAL CAPITAL 46 $11,881,889 0.75% 25 $7,669,728 1.95% 0 $0 0.00% 2 $962,944 0.25% 23 $6,706,784 1.71% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 IN HOUSE LENDER.COM 18 $6,687,350 0.42% 13 $4,676,272 1.19% 0 $0 0.00% 0 $0 0.00% 13 $4,676,272 1.19% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 INNOVATIVE MTGE CAPITAL, LLC 4 $2,302,857 0.14% 1 $492,787 0.13% 0 $0 0.00% 0 $0 0.00% 1 $492,787 0.13% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 IRES CO. 17 $6,935,496 0.44% 11 $4,656,982 1.19% 0 $0 0.00% 0 $0 0.00% 11 $4,656,982 1.19% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 JDB MORTGAGE INC 1 $1,050,000 0.07% 1 $1,049,999 0.27% 0 $0 0.00% 1 $1,049,999 0.27% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 KAY-CO INVESTMENTS INC 14 $5,233,767 0.33% 13 $4,618,095 1.18% 0 $0 0.00% 0 $0 0.00% 13 $4,618,095 1.18% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 LANCASTER MTGE BANKERS, LLC 47 $13,070,214 0.82% 6 $1,770,327 0.45% 0 $0 0.00% 0 $0 0.00% 6 $1,770,327 0.45% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 LAND HOME FINANCIAL SVCS INC 12 $3,519,850 0.22% 9 $2,679,785 0.68% 0 $0 0.00% 2 $424,150 0.11% 7 $2,255,635 0.57% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 LEND AMERICA 20 $7,776,818 0.49% 2 $887,161 0.23% 0 $0 0.00% 0 $0 0.00% 2 $887,161 0.23% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 LENDING FIRST MTGE INC 33 $14,580,871 0.92% 23 $10,470,281 2.67% 0 $0 0.00% 2 $698,459 0.18% 21 $9,771,822 2.49% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 LIBERTY HOME LENDING INC 34 $6,917,149 0.43% 6 $1,275,928 0.32% 0 $0 0.00% 1 $239,926 0.06% 5 $1,036,002 0.26% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 LOAN CENTER OF CALIFORNIA 22 $8,881,426 0.56% 17 $6,793,370 1.73% 0 $0 0.00% 0 $0 0.00% 17 $6,793,370 1.73% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 LOANCITY 1 $535,000 0.03% 1 $534,994 0.14% 0 $0 0.00% 0 $0 0.00% 1 $534,994 0.14% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 LYNX MORTGAGE BANK LLC 1 $134,795 0.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 MERIDIAN MORTGAGE 23 $11,203,497 0.70% 4 $2,774,178 0.71% 0 $0 0.00% 0 $0 0.00% 4 $2,774,178 0.71% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 METROCITIES MORTGAGE 24 $10,236,625 0.64% 15 $6,334,759 1.61% 0 $0 0.00% 0 $0 0.00% 15 $6,334,759 1.61% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 METROPOLITIAN NATIONAL BANK 10 $3,851,282 0.24% 3 $1,131,924 0.29% 0 $0 0.00% 0 $0 0.00% 3 $1,131,924 0.29% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 MIRAD FINANCIAL GRP 43 $18,261,181 1.15% 28 $9,774,265 2.49% 0 $0 0.00% 1 $484,000 0.12% 27 $9,290,265 2.36% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 MJS LENDING INC 21 $5,799,267 0.36% 13 $3,853,034 0.98% 0 $0 0.00% 0 $0 0.00% 13 $3,853,034 0.98% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 MLD MORTGAGE INC 4 $1,162,872 0.07% 1 $308,582 0.08% 0 $0 0.00% 0 $0 0.00% 1 $308,582 0.08% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 MONEYLINE LENDING SERVICES 9 $3,357,579 0.21% 4 $1,530,023 0.39% 0 $0 0.00% 1 $275,891 0.07% 3 $1,254,132 0.32% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 MONTGOMERY MTG CAPITAL CORP 7 $1,246,278 0.08% 1 $268,000 0.07% 0 $0 0.00% 0 $0 0.00% 1 $268,000 0.07% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 MORTGAGE CONCEPTS 1 $331,427 0.02% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 MORTGAGE LINE FINANCIAL CORP. 11 $4,116,466 0.26% 1 $560,119 0.14% 0 $0 0.00% 0 $0 0.00% 1 $560,119 0.14% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 NATIONAL MORTGAGE ALLIANCE 4 $591,195 0.04% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 NATION-ONE MTG CO 93 $15,619,451 0.98% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 NJ LENDERS CORP 22 $8,516,009 0.53% 5 $3,417,627 0.87% 0 $0 0.00% 0 $0 0.00% 5 $3,417,627 0.87% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 OLD MERCHANTS MORTGAGE BANK 8 $2,580,156 0.16% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 OLD SECOND MORTGAGE COMPANY 4 $1,478,425 0.09% 1 $1,008,571 0.26% 0 $0 0.00% 0 $0 0.00% 1 $1,008,571 0.26% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 OLD TOWNE FINANCIAL 45 $18,221,844 1.14% 21 $9,094,806 2.32% 0 $0 0.00% 3 $879,906 0.22% 18 $8,214,900 2.09% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ON TIME CAPITAL 1 $268,000 0.02% 1 $267,963 0.07% 0 $0 0.00% 0 $0 0.00% 1 $267,963 0.07% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ONE SOURCE MORTGAGE 45 $8,874,325 0.56% 5 $1,160,962 0.30% 0 $0 0.00% 0 $0 0.00% 5 $1,160,962 0.30% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 OPTEUM FINANCIAL SVCS, LLC 63 $18,325,391 1.15% 44 $12,896,323 3.28% 0 $0 0.00% 1 $179,577 0.05% 43 $12,716,747 3.24% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 PACIFIC RESIDENTIAL FINANCING 11 $4,528,688 0.28% 8 $3,124,226 0.80% 0 $0 0.00% 2 $662,488 0.17% 6 $2,461,738 0.63% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 PINNACLE DIRECT FUNDING CORP 76 $15,348,973 0.96% 23 $5,106,664 1.30% 0 $0 0.00% 0 $0 0.00% 23 $5,106,664 1.30% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 PINNACLE FINANCIAL CORP 450 $94,271,401 5.92% 106 $26,070,903 6.64% 0 $0 0.00% 1 $208,000 0.05% 105 $25,862,903 6.58% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 PLATINUM COMMUNITY BANK, FSB 59 $12,442,102 0.78% 10 $2,992,662 0.76% 0 $0 0.00% 1 $84,400 0.02% 9 $2,908,262 0.74% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 PMAC LENDING SERVICES INC 8 $4,809,938 0.30% 6 $3,921,587 1.00% 0 $0 0.00% 1 $1,499,995 0.38% 5 $2,421,592 0.62% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 PMC BANCORP 1 $476,242 0.03% 1 $476,205 0.12% 0 $0 0.00% 0 $0 0.00% 1 $476,205 0.12% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 PRADO MORTGAGE - LAS VEGAS 3 $994,560 0.06% 3 $994,273 0.25% 0 $0 0.00% 2 $884,000 0.23% 1 $110,273 0.03% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 PREFERRED FINANCIAL GROUP, INC 18 $8,440,545 0.53% 9 $3,933,367 1.00% 0 $0 0.00% 0 $0 0.00% 9 $3,933,367 1.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 PROTOFUND MORTGAGE CORP 6 $2,705,989 0.17% 3 $996,214 0.25% 0 $0 0.00% 0 $0 0.00% 3 $996,214 0.25% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 PRUDENTIAL LENDING INC 14 $4,893,419 0.31% 7 $2,552,976 0.65% 0 $0 0.00% 0 $0 0.00% 7 $2,552,976 0.65% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 QUICKEN LOANS INC 18 $10,069,969 0.63% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 REPUBLIC STATE MTG 19 $3,576,686 0.22% 13 $2,717,756 0.69% 0 $0 0.00% 1 $108,000 0.03% 12 $2,609,756 0.66% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 RESOURCE BANK - RETAIL 13 $4,519,104 0.28% 5 $2,156,627 0.55% 0 $0 0.00% 0 $0 0.00% 5 $2,156,627 0.55% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ROCKAWAY BEACH FNCL CORP 7 $2,461,375 0.15% 5 $1,958,742 0.50% 0 $0 0.00% 0 $0 0.00% 5 $1,958,742 0.50% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 ROYAL CROWN BANCORP 59 $14,908,755 0.94% 13 $3,748,689 0.95% 0 $0 0.00% 4 $1,133,217 0.29% 9 $2,615,471 0.67% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 SAXON EQUITY MORTGAGE BANKERS 3 $1,495,612 0.09% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 SEA BREEZE FINANCIAL 45 $29,884,876 1.88% 33 $21,961,340 5.59% 0 $0 0.00% 1 $416,000 0.11% 32 $21,545,340 5.48% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 SECURED BANKERS MTGE CO 1 $186,723 0.01% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 SECURITY HOME MORTGAGE 9 $3,451,340 0.22% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 SECURITY MORTGAGE CORPORATION 30 $7,525,731 0.47% 13 $3,746,157 0.95% 0 $0 0.00% 2 $691,998 0.18% 11 $3,054,159 0.78% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 SILVER STATE MTG 431 $129,882,411 8.16% 314 $96,820,850 24.65% 0 $0 0.00% 29 $8,278,663 2.11% 285 $88,542,187 22.54% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 SOLUBANC FUNDING 5 $1,958,400 0.12% 5 $1,958,216 0.50% 0 $0 0.00% 2 $959,996 0.24% 3 $998,220 0.25% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 SOMA FINANCIAL 56 $27,699,900 1.74% 43 $22,133,453 5.63% 0 $0 0.00% 6 $2,989,299 0.76% 37 $19,144,154 4.87% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 SPECTRUM FINANCIAL GROUP, INC 41 $15,178,852 0.95% 32 $13,355,559 3.40% 0 $0 0.00% 2 $105,589 0.03% 30 $13,249,970 3.37% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 SRI 14 $7,154,418 0.45% 10 $5,754,592 1.46% 0 $0 0.00% 1 $160,587 0.04% 9 $5,594,005 1.42% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 STERLING EMPIRE FUNDING ASSOC. 5 $3,390,062 0.21% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 SUN AMERICAN MORTGAGE 7 $1,016,825 0.06% 1 $150,740 0.04% 0 $0 0.00% 0 $0 0.00% 1 $150,740 0.04% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 TRIBECA LENDING 9 $2,207,634 0.14% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 UBS REAL ESTATE SECURITIES INC 401 $118,520,158 7.44% 292 $84,745,542 21.57% 0 $0 0.00% 8 $1,871,454 0.48% 284 $82,874,088 21.10% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 UNION FEDERAL SAVINGS BANK 4 $1,076,554 0.07% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 WELLS FARGO HOME MTGE 1,473 $310,775,548 19.51% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 WESTERN RESIDENTIAL MTG, INC 3 $2,000,399 0.13% 3 $1,935,826 0.49% 0 $0 0.00% 0 $0 0.00% 3 $1,935,826 0.49% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 WESTSTAR MORTGAGE INC 22 $3,976,753 0.25% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 WORLDWIDE FINANCIAL RESOURCES INC 12 $3,314,064 0.21% 2 $566,713 0.14% 0 $0 0.00% 0 $0 0.00% 2 $566,713 0.14% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 XBANCORP MORTGAGE SVCS 4 $1,946,514 0.12% 3 $1,675,954 0.43% 0 $0 0.00% 0 $0 0.00% 3 $1,675,954 0.43% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 Total 5,780 $1,592,570,840 100.00% 1,720 $599,400,701 152.58% 0 $0 0.00% 112 $38,292,380 9.75% 1,608 $561,108,322 142.84% 0 $0 0.00% 0 $0 0.00%
Asset Type: Residential Mortgage-Backed Securities
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 # 0001403446 X 1ST MARYLAND MORTGAGE 7 $1,623,898 0.42% 4 $843,330 1.14% 0 $0 0.00% 0 $0 0.00% 4 $843,330 1.14% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 ACCREDITED HOME LOAN 37 $9,688,274 2.49% 11 $2,354,860 3.19% 0 $0 0.00% 0 $0 0.00% 11 $2,354,860 3.19% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 ALLIANCE CA 13 $4,549,811 1.17% 6 $2,140,180 2.90% 0 $0 0.00% 0 $0 0.00% 6 $2,140,180 2.90% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 ALLIANCE NY 8 $3,776,559 0.97% 3 $1,306,791 1.77% 0 $0 0.00% 0 $0 0.00% 3 $1,306,791 1.77% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 ALLIED MORTGAGE GROUP, INC 6 $1,222,931 0.31% 2 $254,755 0.35% 0 $0 0.00% 0 $0 0.00% 2 $254,755 0.35% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 ALTERNA MORTGAGE CO 1 $240,000 0.06% 1 $240,000 0.33% 0 $0 0.00% 0 $0 0.00% 1 $240,000 0.33% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 ALTERNATIVE FINANCING CORP 1 $528,500 0.14% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 AMERICAN BANCSHARES MTG 3 $753,842 0.19% 1 $134,355 0.18% 0 $0 0.00% 0 $0 0.00% 1 $134,355 0.18% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 AMERICAN HOME EQUITY CORP 3 $1,128,750 0.29% 1 $339,896 0.46% 0 $0 0.00% 0 $0 0.00% 1 $339,896 0.46% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 AMERICAN HOME MORTGAGE 201 $55,267,471 14.18% 123 $35,702,635 48.36% 0 $0 0.00% 0 $0 0.00% 123 $35,702,635 48.36% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 AMTRUST MORTGAGE CORP. 5 $679,625 0.17% 3 $297,611 0.40% 0 $0 0.00% 0 $0 0.00% 3 $297,611 0.40% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 APREVA FINANCIAL CORP 8 $3,775,600 0.97% 7 $3,469,848 4.70% 0 $0 0.00% 0 $0 0.00% 7 $3,469,848 4.70% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 ASK FOR A LOAN 2 $1,064,000 0.27% 2 $1,064,000 1.44% 0 $0 0.00% 0 $0 0.00% 2 $1,064,000 1.44% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 AURORA MORTGAGE LLC 6 $1,907,699 0.49% 1 $536,000 0.73% 0 $0 0.00% 0 $0 0.00% 1 $536,000 0.73% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 BALTIMORE AMERICAN MTGE CORP. 3 $596,375 0.15% 1 $374,625 0.51% 0 $0 0.00% 0 $0 0.00% 1 $374,625 0.51% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 BANKERSWEST FUNDING CORP 1 $649,953 0.17% 1 $649,953 0.88% 0 $0 0.00% 0 $0 0.00% 1 $649,953 0.88% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 BROOKSAMERICA MORTGAGE CORP 127 $47,132,381 12.09% 69 $25,674,630 34.78% 0 $0 0.00% 0 $0 0.00% 69 $25,674,630 34.78% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 CAMERON FINANCIAL GROUP 2 $758,000 0.19% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 CAPITAL QUEST MTGE, INC. 4 $1,190,560 0.31% 3 $1,000,136 1.35% 0 $0 0.00% 0 $0 0.00% 3 $1,000,136 1.35% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 CITIZENS COMMUNITY BANK 2 $791,998 0.20% 2 $791,998 1.07% 0 $0 0.00% 0 $0 0.00% 2 $791,998 1.07% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 COAST 2 COAST FUNDING 5 $1,999,198 0.51% 4 $1,367,198 1.85% 0 $0 0.00% 0 $0 0.00% 4 $1,367,198 1.85% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 COLUMBIA HOME LOANS 1 $222,176 0.06% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 CONCORD MTG COMP 5 $1,864,584 0.48% 3 $1,224,715 1.66% 0 $0 0.00% 0 $0 0.00% 3 $1,224,715 1.66% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 DCG HOME LOANS INC 7 $1,751,528 0.45% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 DREAM HOUSE MTGE CORP. 19 $5,311,565 1.36% 8 $2,593,803 3.51% 0 $0 0.00% 0 $0 0.00% 8 $2,593,803 3.51% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 ENTRUST MORTGAGE 34 $7,923,140 2.03% 23 $5,601,492 7.59% 0 $0 0.00% 0 $0 0.00% 23 $5,601,492 7.59% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 FAIRMONT FUNDING 1 $532,000 0.14% 1 $531,878 0.72% 0 $0 0.00% 0 $0 0.00% 1 $531,878 0.72% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 FINANCIAL MORTGAGE INC. 11 $3,597,061 0.92% 8 $2,620,405 3.55% 0 $0 0.00% 0 $0 0.00% 8 $2,620,405 3.55% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 FIRST EQUITY MTG. BANKERS, INC. 3 $523,143 0.13% 1 $213,848 0.29% 0 $0 0.00% 0 $0 0.00% 1 $213,848 0.29% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 FIRST GUARANTY MTGE. CORP 4 $713,291 0.18% 2 $424,300 0.57% 0 $0 0.00% 0 $0 0.00% 2 $424,300 0.57% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 FIRST UNITED MTGE BANKING CORP 24 $11,588,542 2.97% 16 $7,986,485 10.82% 0 $0 0.00% 0 $0 0.00% 16 $7,986,485 10.82% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 FLICK MORTGAGE INVESTORS, INC. 1 $240,000 0.06% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 FUNDING RESOURCE MTGE CORP 3 $809,086 0.21% 1 $505,000 0.68% 0 $0 0.00% 0 $0 0.00% 1 $505,000 0.68% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 GFI MORTGAGE BANKERS 2 $444,446 0.11% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 GREENLIGHT FINANCIAL SERVICES 1 $1,200,000 0.31% 1 $1,200,000 1.63% 0 $0 0.00% 0 $0 0.00% 1 $1,200,000 1.63% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 HIGH TECH FINANCIAL 1 $778,653 0.20% 1 $775,913 1.05% 0 $0 0.00% 0 $0 0.00% 1 $775,913 1.05% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 HOME CAPITAL FUNDING 2 $991,200 0.25% 1 $367,200 0.50% 0 $0 0.00% 0 $0 0.00% 1 $367,200 0.50% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 HOME LOAN MORTGAGE CORP 2 $612,436 0.16% 1 $116,947 0.16% 0 $0 0.00% 0 $0 0.00% 1 $116,947 0.16% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 HOME LOAN NETWORK CORP 5 $1,009,019 0.26% 3 $640,630 0.87% 0 $0 0.00% 0 $0 0.00% 3 $640,630 0.87% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 HOME LOANS USA 4 $1,340,600 0.34% 2 $363,248 0.49% 0 $0 0.00% 0 $0 0.00% 2 $363,248 0.49% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 HOMEWIDE LENDING 1 $399,020 0.10% 1 $394,253 0.53% 0 $0 0.00% 0 $0 0.00% 1 $394,253 0.53% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 ICON RESIDENTIAL CAPITAL 4 $1,609,918 0.41% 2 $1,351,977 1.83% 0 $0 0.00% 0 $0 0.00% 2 $1,351,977 1.83% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 IN HOUSE LENDER.COM 22 $8,150,330 2.09% 18 $6,824,714 9.24% 0 $0 0.00% 0 $0 0.00% 18 $6,824,714 9.24% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 INNOVATIVE MTGE CAPITAL, LLC 3 $812,000 0.21% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 IRES CO. 12 $4,278,840 1.10% 8 $2,909,460 3.94% 0 $0 0.00% 0 $0 0.00% 8 $2,909,460 3.94% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 JUST MORTGAGE 22 $8,935,126 2.29% 13 $4,897,847 6.63% 0 $0 0.00% 0 $0 0.00% 13 $4,897,847 6.63% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 KAY-CO INVESTMENTS INC 2 $427,120 0.11% 1 $147,920 0.20% 0 $0 0.00% 0 $0 0.00% 1 $147,920 0.20% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 LANCASTER MTGE BANKERS, LLC 39 $13,289,435 3.41% 24 $9,445,381 12.79% 0 $0 0.00% 0 $0 0.00% 24 $9,445,381 12.79% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 LAND HOME FINANCIAL SVCS INC 9 $2,161,500 0.55% 3 $629,511 0.85% 0 $0 0.00% 0 $0 0.00% 3 $629,511 0.85% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 LEND AMERICA 1 $512,000 0.13% 1 $512,000 0.69% 0 $0 0.00% 0 $0 0.00% 1 $512,000 0.69% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 LENDING FIRST MTGE INC 37 $12,517,808 3.21% 23 $7,369,208 9.98% 0 $0 0.00% 0 $0 0.00% 23 $7,369,208 9.98% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 LEXINGTON CAPITAL CORP 2 $656,212 0.17% 2 $656,066 0.89% 0 $0 0.00% 0 $0 0.00% 2 $656,066 0.89% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 LOAN CENTER OF CALIFORNIA 17 $6,974,851 1.79% 9 $3,266,072 4.42% 0 $0 0.00% 0 $0 0.00% 9 $3,266,072 4.42% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 METROCITIES MORTGAGE 2 $897,984 0.23% 2 $879,978 1.19% 0 $0 0.00% 0 $0 0.00% 2 $879,978 1.19% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 METROPOLITIAN NATIONAL BANK 5 $2,195,357 0.56% 1 $827,938 1.12% 0 $0 0.00% 0 $0 0.00% 1 $827,938 1.12% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 MIRAD FINANCIAL GRP 40 $12,771,929 3.28% 30 $10,004,459 13.55% 0 $0 0.00% 0 $0 0.00% 30 $10,004,459 13.55% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 MJS LENDING INC 7 $2,390,169 0.61% 4 $1,276,661 1.73% 0 $0 0.00% 0 $0 0.00% 4 $1,276,661 1.73% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 MONEYLINE LENDING SERVICES 4 $1,479,529 0.38% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 MONTGOMERY MTG CAPITAL CORP 6 $1,943,100 0.50% 5 $1,614,300 2.19% 0 $0 0.00% 0 $0 0.00% 5 $1,614,300 2.19% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 MORTGAGE LINE FINANCIAL CORP. 1 $354,450 0.09% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 NJ LENDERS CORP 5 $3,590,800 0.92% 2 $1,093,894 1.48% 0 $0 0.00% 0 $0 0.00% 2 $1,093,894 1.48% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 OLD TOWNE FINANCIAL 8 $4,246,337 1.09% 6 $2,706,400 3.67% 0 $0 0.00% 0 $0 0.00% 6 $2,706,400 3.67% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 ONE SOURCE MORTGAGE 6 $1,422,633 0.36% 2 $718,831 0.97% 0 $0 0.00% 0 $0 0.00% 2 $718,831 0.97% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 OPTEUM FINANCIAL SVCS, LLC 34 $9,416,699 2.42% 11 $2,775,089 3.76% 0 $0 0.00% 0 $0 0.00% 11 $2,775,089 3.76% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 PACIFIC RESIDENTIAL FINANCING 2 $1,044,000 0.27% 2 $1,102,190 1.49% 0 $0 0.00% 0 $0 0.00% 2 $1,102,190 1.49% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 PINNACLE DIRECT FUNDING CORP 1 $283,196 0.07% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 PINNACLE FINANCIAL CORP 27 $6,789,682 1.74% 9 $2,696,246 3.65% 0 $0 0.00% 0 $0 0.00% 9 $2,696,246 3.65% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 PLATINUM COMMUNITY BANK, FSB 3 $1,269,701 0.33% 1 $679,999 0.92% 0 $0 0.00% 0 $0 0.00% 1 $679,999 0.92% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 PMAC LENDING SERVICES INC 1 $367,200 0.09% 1 $367,200 0.50% 0 $0 0.00% 0 $0 0.00% 1 $367,200 0.50% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 PRADO MORTGAGE - LAS VEGAS 3 $780,800 0.20% 3 $780,707 1.06% 0 $0 0.00% 0 $0 0.00% 3 $780,707 1.06% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 PREFERRED FINANCIAL GROUP, INC 6 $4,561,516 1.17% 3 $1,939,755 2.63% 0 $0 0.00% 0 $0 0.00% 3 $1,939,755 2.63% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 PROTOFUND MORTGAGE CORP 4 $1,342,400 0.34% 2 $696,736 0.94% 0 $0 0.00% 0 $0 0.00% 2 $696,736 0.94% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 PRUDENTIAL LENDING INC 15 $3,936,355 1.01% 9 $2,421,285 3.28% 0 $0 0.00% 0 $0 0.00% 9 $2,421,285 3.28% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 REPUBLIC STATE MTG 15 $1,965,510 0.50% 8 $1,056,199 1.43% 0 $0 0.00% 0 $0 0.00% 8 $1,056,199 1.43% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 RESIDENTIAL HOME FUNDING 2 $456,200 0.12% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 RESOURCE BANK - RETAIL 4 $1,033,288 0.27% 2 $647,200 0.88% 0 $0 0.00% 0 $0 0.00% 2 $647,200 0.88% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 ROYAL CROWN BANCORP 14 $2,862,147 0.73% 13 $2,711,143 3.67% 0 $0 0.00% 0 $0 0.00% 13 $2,711,143 3.67% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 SAXON EQUITY MORTGAGE BANKERS 1 $421,200 0.11% 1 $421,185 0.57% 0 $0 0.00% 0 $0 0.00% 1 $421,185 0.57% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 SEA BREEZE FINANCIAL 3 $1,932,000 0.50% 1 $380,000 0.51% 0 $0 0.00% 0 $0 0.00% 1 $380,000 0.51% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 SECURITY MORTGAGE CORPORATION 27 $6,968,906 1.79% 12 $2,959,463 4.01% 0 $0 0.00% 0 $0 0.00% 12 $2,959,463 4.01% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 SILVER STATE MTG 111 $27,925,114 7.16% 63 $16,064,253 21.76% 0 $0 0.00% 0 $0 0.00% 63 $16,064,253 21.76% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 SKYLINE FINANCIAL CORP. 1 $324,000 0.08% 1 $342,425 0.46% 0 $0 0.00% 0 $0 0.00% 1 $342,425 0.46% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 SOLUBANC FUNDING 2 $916,000 0.23% 1 $492,000 0.67% 0 $0 0.00% 0 $0 0.00% 1 $492,000 0.67% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 SOMA FINANCIAL 10 $5,217,017 1.34% 4 $2,621,531 3.55% 0 $0 0.00% 0 $0 0.00% 4 $2,621,531 3.55% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 SOUTHERN STAR MORTGAGE 1 $447,850 0.11% 1 $447,850 0.61% 0 $0 0.00% 0 $0 0.00% 1 $447,850 0.61% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 SPECTRUM FINANCIAL GROUP, INC 50 $12,760,311 3.27% 27 $8,048,433 10.90% 0 $0 0.00% 0 $0 0.00% 27 $8,048,433 10.90% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 SRI 6 $2,164,400 0.56% 5 $1,679,924 2.28% 0 $0 0.00% 0 $0 0.00% 5 $1,679,924 2.28% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 STERLING EMPIRE FUNDING ASSOC. 1 $1,000,000 0.26% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 SUN AMERICAN MORTGAGE 7 $1,145,890 0.29% 4 $715,796 0.97% 0 $0 0.00% 0 $0 0.00% 4 $715,796 0.97% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 TRIBECA LENDING 3 $721,745 0.19% 1 $89,764 0.12% 0 $0 0.00% 0 $0 0.00% 1 $89,764 0.12% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 UBS REAL ESTATE SECURITIES INC 45 $14,424,812 3.70% 18 $4,478,306 6.07% 0 $0 0.00% 0 $0 0.00% 18 $4,478,306 6.07% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 UNITED SECURITY FINANCIAL 2 $1,244,000 0.32% 1 $928,000 1.26% 0 $0 0.00% 0 $0 0.00% 1 $928,000 1.26% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 WESTERN RESIDENTIAL MTG, INC 6 $2,389,576 0.61% 3 $1,673,503 2.27% 0 $0 0.00% 0 $0 0.00% 3 $1,673,503 2.27% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 WORLDWIDE FINANCIAL RESOURCES INC 2 $707,731 0.18% 1 $196,328 0.27% 0 $0 0.00% 0 $0 0.00% 1 $196,328 0.27% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 XBANCORP MORTGAGE SVCS 1 $200,000 0.05% 1 $199,255 0.27% 0 $0 0.00% 0 $0 0.00% 1 $199,255 0.27% 0 $0 0.00% 0 $0 0.00%
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 Total 1,240 $389,813,589 100.00% 683 $220,847,298 299.15% 0 $0 0.00% 0 $0 0.00% 683 $220,847,298 299.15% 0 $0 0.00% 0 $0 0.00%
Grand Total 20,946 $3,862,783,908 3,718 $1,017,300,822 0 $0 135 $42,600,965 3,582 $974,573,136 0 $0 1 $126,721

Footnotes:

(1) While we have attempted to gather all of the information required by this Form ABS-15G and Rule 15Ga-1 (the “Reportable Information”) we cannot be certain that we have obtained all applicable Reportable Information since, among other things, some entities that have the obligation to enforce repurchase obligations (the “Demand Entities”) are no longer in existence, some of the Demand Entities that are still in existence have not responded to our request for Reportable Information, some Demand Entities have not agreed to provide Reportable Information or may not have provided complete Reportable Information, and some Demand Entities may be unable or unwilling to provide Reportable Information without unreasonable effort or expense (or without imposing unreasonable expense on us). The information in this Form ABS-15G has not been verified by any third party.

(2) In many cases, the entity identified as “Originator” is the entity that sold the assets to the sponsor, based on the sponsor’s records. This entity may or may not be the originator of the assets. The securitizer is not able to obtain further information as to the identity of the originator without unreasonable effort or expense.

(3) Assets included in “Assets That Were Subject of Demand” includes assets where a demand was made during or prior to the reporting period, which was either resolved during the reporting period or remains unresolved as of the end of the reporting period. The outstanding principal balance of each asset in these columns (and all columns to the right) is based on the end of the reporting period or the most recent balance available for assets that remain in the pool at that time, or the balance as of the date of the last payment made by the obligor if the asset was liquidated or removed from the pool prior to the end of the reporting period.

(4) “Assets That Were Repurchased or Replaced” may include assets that were previously liquidated, and for which a make-whole payment was made in lieu of repurchase.

(5) “Assets Pending Repurchase or Replacement” includes only assets for which a decision to repurchase, replace or make-whole had been approved but such action has not been completed, and are shown without regard to cure period status.

(6) “Demand in Dispute” shows all assets for which a demand has been made, and for which the demand is in dispute. If a demand has been rejected, it will not be considered to be in dispute absent a subsequent communication or other indication that the demand remains in dispute.

(7) “Demand Withdrawn” shows assets where the repurchase demand was withdrawn by the trustee, or by any other party that made the demand.

(8) “Demand Rejected” shows assets where a repurchase demand has been rejected by the securitizer, or by any other party that would be obligated to repurchase the asset if the claim was valid.

For assets where more than one activity occurred during the reporting period, only the most recent activity is reported above, provided that an asset subject to a demand to repurchase may be listed in both the “Assets That Were Subject to Demand” column as well as an additional column showing the most recent activity or status during the reporting period.



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