# EDGAR Filing Document

**Accession Number:** 0000888874
**File Stem:** 0001387131-23-001817
**Filing Date:** 2023-2
**Character Count:** 145249
**Document Hash:** 8a152dca538e29f5752d11101155778c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001387131-23-001817.hdr.sgml**: 20230213

**ACCESSION NUMBER**: 0001387131-23-001817

**CONFORMED SUBMISSION TYPE**: ABS-15G

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**ITEM INFORMATION**: Periodic Filing of Rule 15Ga-1 Representations and Warranties Disclosure

**FILED AS OF DATE**: 20230213

**DATE AS OF CHANGE**: 20230213

**ABS RULE**: RULE-15GA1

**PERIOD START**: 20221001

**ABS ASSET CLASS**: Residential mortgages - Other/Combined

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NOMURA ASSET ACCEPTANCE CORP
- **CENTRAL INDEX KEY:** 0000888874
- **STANDARD INDUSTRIAL CLASSIFICATION:** ASSET-BACKED SECURITIES [6189]
- **IRS NUMBER:** 133672336
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** ABS-15G
- **SEC ACT:** Dodd Frank Act
- **SEC FILE NUMBER:** 025-01107
- **FILM NUMBER:** 23614440

**BUSINESS ADDRESS:**
- **STREET 1:** 2 WORLD FIN'L CNTR - BLDG B 21ST FLR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10281
- **BUSINESS PHONE:** 2126679300

**MAIL ADDRESS:**
- **STREET 1:** TWO WORLD FINANCIAL CENTER
- **STREET 2:** BUILDING B
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10281

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CAPCO AMERICA SECURITIZATION CORP
- **DATE OF NAME CHANGE:** 19980817

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NOMURA ASSET SECURITIES CORP
- **DATE OF NAME CHANGE:** 19940411

OMB Number: 3235-0675

**UNITED STATES**

**SECURITIES AND EXCHANGE COMMISSION<br> Washington, D.C. 20549**

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

**<u>Nomura Asset Acceptance Corporation</u>**

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

☒ Rule 15Ga-1 under the
 Exchange Act (17 CFR 240.15Ga-1) for the reporting period October 1, 2022 to December 31,
 2022

Date of Report (Date of filing): <u>February 13, 2023</u>

Commission File Number of securitizer: <u>025-01107</u>

Central Index Key Number of securitizer: <u>0000888874</u>

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.

**<u>Exhibits</u>**

[99.1](ex99-1.htm) Table 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: February 13, 2023 | /s/ Juliet Buck |
|  | Name: Juliet Buck |
|  | Title: Chief Executive Officer |
|  | (senior officer in charge of securitization of the securitizer) |

---

**EXHIBIT INDEX**

<u>Exhibit Number</u>

[99.1](ex99-1.htm) Table for Form ABS-15G (Repurchase reporting)

## Exhibit 99.1

[Nomura Asset Acceptance Corporation ABS-15G](naac-abs15g_11323.htm)

**Exhibit 99.1**

---

| | | | | | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Table for Form ABS-15G (Repurchase reporting)<sup>(1)</sup>** | **Table for Form ABS-15G (Repurchase reporting)<sup>(1)</sup>** | **Table for Form ABS-15G (Repurchase reporting)<sup>(1)</sup>** | **Table for Form ABS-15G (Repurchase reporting)<sup>(1)</sup>** | **Table for Form ABS-15G (Repurchase reporting)<sup>(1)</sup>** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| **Nomura Asset Acceptance Corporation** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| **Name of the Issuing Entity** | **CIK Number** | **Check if Registered** | **Name of Originator<sup>(2)</sup>** | **Total Assets in ABS by Originator** | **Total Assets in ABS by Originator** | **Total Assets in ABS by Originator** | **Assets That Were Subject of Demand<sup>(3)</sup>** | **Assets That Were Subject of Demand<sup>(3)</sup>** | **Assets That Were Subject of Demand<sup>(3)</sup>** | **Assets That Were Repurchased or Replaced<sup>(4)</sup>** | **Assets That Were Repurchased or Replaced<sup>(4)</sup>** | **Assets That Were Repurchased or Replaced<sup>(4)</sup>** | **Assets Pending Repurchase or Replacement<sup>(5)</sup>** | **Assets Pending Repurchase or Replacement<sup>(5)</sup>** | **Assets Pending Repurchase or Replacement<sup>(5)</sup>** | **Demand in Dispute<sup>(6)</sup>** | **Demand in Dispute<sup>(6)</sup>** | **Demand in Dispute<sup>(6)</sup>** | **Demand Withdrawn<sup>(7)</sup>** | **Demand Withdrawn<sup>(7)</sup>** | **Demand Withdrawn<sup>(7)</sup>** | **Demand Rejected<sup>(8)</sup>** | **Demand Rejected<sup>(8)</sup>** | **Demand Rejected<sup>(8)</sup>** |
| (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) |
| (a) | (a) | (b) | (c) | (d) | (e) | (f) | (g) | (h) | (i) | (j) | (k) | (l) | (m) | (n) | (o) | (p) | (q) | (r) | (s) | (t) | (u) | (v) | (w) | (x) |
| **<u>Asset Type: Residential Mortgage-Backed Securities</u>** | **<u>Asset Type: Residential Mortgage-Backed Securities</u>** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 | # 0001368733 | X | AEGIS MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;1 | $320000 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;382 | $143883005 | 18.83% | 54 | $16238702 | 33.28% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 54 | $16238702 | 33.28% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | ALLIANCE NY | &nbsp;&nbsp;&nbsp;&nbsp;7 | $3209613 | 0.42% | 1 | $591190 | 1.21% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $591190 | 1.21% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | ALLIED MORTGAGE GROUP, INC | &nbsp;&nbsp;&nbsp;&nbsp;21 | $3437903 | 0.45% | 1 | $192419 | 0.39% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $192419 | 0.39% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | ALLSTATE HOME LOANS, INC. | &nbsp;&nbsp;&nbsp;&nbsp;48 | $13787810 | 1.80% | 14 | $3594542 | 7.37% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 14 | $3594542 | 7.37% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | ALTERNA MORTGAGE CO | &nbsp;&nbsp;&nbsp;&nbsp;66 | $14240258 | 1.86% | 19 | $4510589 | 9.24% | 0 | $0 | 0.00% | 1 | $143998 | 0.30% | 18 | $4366591 | 8.95% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | AMERICAN BANCSHARES MTG | &nbsp;&nbsp;&nbsp;&nbsp;16 | $3701554 | 0.48% | 5 | $1212108 | 2.48% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $1212108 | 2.48% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | AMERICAN CAPITAL FUNDING | &nbsp;&nbsp;&nbsp;&nbsp;2 | $593754 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;699 | $133668951 | 17.49% | 111 | $23573660 | 48.31% | 0 | $0 | 0.00% | 14 | $2370273 | 4.86% | 97 | $21203387 | 43.46% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | AMERICORP CREDIT CORP | &nbsp;&nbsp;&nbsp;&nbsp;3 | $704640 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1595057 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;9 | $2876522 | 0.38% | 3 | $595934 | 1.22% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $595934 | 1.22% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | ATLANTIS MORTGAGE CO. INC. | &nbsp;&nbsp;&nbsp;&nbsp;6 | $2197451 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;3 | $685220 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $91818 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;45 | $12062971 | 1.58% | 1 | $164000 | 0.34% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $164000 | 0.34% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | BAY CAPITAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;49 | $11343533 | 1.48% | 6 | $2024661 | 4.15% | 0 | $0 | 0.00% | 1 | $415164 | 0.85% | 5 | $1609498 | 3.30% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | BROOKSAMERICA MORTGAGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;7 | $2715300 | 0.36% | 2 | $797123 | 1.63% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $797123 | 1.63% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | CAMBRIDGE HOME CAPITAL | &nbsp;&nbsp;&nbsp;&nbsp;21 | $8914654 | 1.17% | 6 | $2290084 | 4.69% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 6 | $2290084 | 4.69% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | CAMERON FINANCIAL GROUP | &nbsp;&nbsp;&nbsp;&nbsp;48 | $13668314 | 1.79% | 10 | $2231768 | 4.57% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 10 | $2231768 | 4.57% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | COLUMBIA HOME LOANS | &nbsp;&nbsp;&nbsp;&nbsp;24 | $7451495 | 0.98% | 7 | $3591402 | 7.36% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 7 | $3591402 | 7.36% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | DCG HOME LOANS INC | &nbsp;&nbsp;&nbsp;&nbsp;8 | $1765728 | 0.23% | 1 | $279498 | 0.57% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $279498 | 0.57% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | DREAM HOUSE MTGE CORP. | &nbsp;&nbsp;&nbsp;&nbsp;48 | $16388657 | 2.14% | 13 | $4956919 | 10.16% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 13 | $4956919 | 10.16% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | ENTRUST MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;17 | $4350077 | 0.57% | 2 | $912506 | 1.87% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $912506 | 1.87% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | EQUITY FINANCIAL INC | &nbsp;&nbsp;&nbsp;&nbsp;3 | $1654693 | 0.22% | 1 | $713340 | 1.46% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $713340 | 1.46% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | E-TEK CAPITAL | &nbsp;&nbsp;&nbsp;&nbsp;1 | $220640 | 0.03% | 1 | $141296 | 0.29% | 0 | $0 | 0.00% | 1 | $141296 | 0.29% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | FAIRMONT FUNDING | &nbsp;&nbsp;&nbsp;&nbsp;38 | $12254289 | 1.60% | 14 | $4123565 | 8.45% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 14 | $4123565 | 8.45% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | FINANCIAL MORTGAGE INC. | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1692055 | 0.22% | 2 | $636000 | 1.30% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $636000 | 1.30% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | FIRST CAPITAL MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1159277 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;6 | $1095068 | 0.14% | 3 | $422869 | 0.87% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $422869 | 0.87% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | FIRST FINANCIAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;7 | $2498184 | 0.33% | 2 | $416468 | 0.85% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $416468 | 0.85% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | FIRST SOURCE FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;1 | $169503 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;6 | $1305068 | 0.17% | 2 | $524591 | 1.08% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $524591 | 1.08% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | FIRST UNITED MTGE BANKING CORP | &nbsp;&nbsp;&nbsp;&nbsp;45 | $19529959 | 2.56% | 16 | $7423844 | 15.21% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 16 | $7423844 | 15.21% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | FLICK MORTGAGE INVESTORS, INC. | &nbsp;&nbsp;&nbsp;&nbsp;14 | $5101361 | 0.67% | 2 | $599980 | 1.23% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $599980 | 1.23% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | FNBN | &nbsp;&nbsp;&nbsp;&nbsp;37 | $8805038 | 1.15% | 9 | $2216016 | 4.54% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 9 | $2216016 | 4.54% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | GATEWAY FUNDING DIVERS MTG SVC LP | &nbsp;&nbsp;&nbsp;&nbsp;1 | $231791 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;8 | $2840041 | 0.37% | 3 | $1542676 | 3.16% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $1542676 | 3.16% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | HARBOURTON MORTGAGE INV CORP | &nbsp;&nbsp;&nbsp;&nbsp;1 | $202726 | 0.03% | 1 | $195513 | 0.40% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $195513 | 0.40% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | HIGH TECH FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;11 | $8080597 | 1.06% | 4 | $2585085 | 5.30% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $2585085 | 5.30% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | INNOVATIVE MTGE CAPITAL, LLC | &nbsp;&nbsp;&nbsp;&nbsp;2 | $570400 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;13 | $4175295 | 0.55% | 1 | $329600 | 0.68% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $329600 | 0.68% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | LEND AMERICA | &nbsp;&nbsp;&nbsp;&nbsp;7 | $2639753 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;9 | $3559475 | 0.47% | 2 | $1265039 | 2.59% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $1265039 | 2.59% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | LOAN CENTER OF CALIFORNIA | &nbsp;&nbsp;&nbsp;&nbsp;25 | $9815021 | 1.28% | 1 | $327750 | 0.67% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $327750 | 0.67% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | LOAN LINK FINANCIAL SVC CORP | &nbsp;&nbsp;&nbsp;&nbsp;9 | $3528265 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;2 | $1086364 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;19 | $5421515 | 0.71% | 7 | $1990225 | 4.08% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 7 | $1990225 | 4.08% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | METROCITIES MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;87 | $49080303 | 6.42% | 18 | $6817275 | 13.97% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 18 | $6817275 | 13.97% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | METROPOLITIAN NATIONAL BANK | &nbsp;&nbsp;&nbsp;&nbsp;19 | $5348284 | 0.70% | 2 | $470509 | 0.96% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $470509 | 0.96% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | MILA INC | &nbsp;&nbsp;&nbsp;&nbsp;2 | $794631 | 0.10% | 1 | $542848 | 1.11% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $542848 | 1.11% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | MIRAD FINANCIAL GRP | &nbsp;&nbsp;&nbsp;&nbsp;15 | $3577523 | 0.47% | 3 | $669198 | 1.37% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $669198 | 1.37% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | MLD MORTGAGE INC | &nbsp;&nbsp;&nbsp;&nbsp;1 | $181000 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;11 | $2161144 | 0.28% | 2 | $483106 | 0.99% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $483106 | 0.99% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | MORTGAGE CONCEPTS | &nbsp;&nbsp;&nbsp;&nbsp;2 | $713509 | 0.09% | 1 | $164497 | 0.34% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $164497 | 0.34% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | MORTGAGE ENTERPRISE LTD | &nbsp;&nbsp;&nbsp;&nbsp;7 | $2412826 | 0.32% | 1 | $296400 | 0.61% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $296400 | 0.61% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | NATION-ONE MTG CO | &nbsp;&nbsp;&nbsp;&nbsp;81 | $17214739 | 2.25% | 25 | $5199214 | 10.66% | 0 | $0 | 0.00% | 2 | $364898 | 0.75% | 23 | $4834316 | 9.91% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | NETBANK (FKA RBMG) | &nbsp;&nbsp;&nbsp;&nbsp;1 | $173151 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;41 | $15432088 | 2.02% | 6 | $2107551 | 4.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 6 | $2107551 | 4.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | OLD MERCHANTS MORTGAGE BANK | &nbsp;&nbsp;&nbsp;&nbsp;16 | $5592421 | 0.73% | 2 | $886873 | 1.82% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $886873 | 1.82% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | OLD TOWNE FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;28 | $11175659 | 1.46% | 8 | $2529233 | 5.18% | 0 | $0 | 0.00% | 1 | $170193 | 0.35% | 7 | $2359041 | 4.83% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | OLYMPIA WEST MTGE GROUP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3 | $1147387 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;6 | $2343051 | 0.31% | 1 | $201261 | 0.41% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $201261 | 0.41% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | ONE SOURCE MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;29 | $4225505 | 0.55% | 5 | $700118 | 1.43% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $700118 | 1.43% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | PACIFIC RESIDENTIAL FINANCING | &nbsp;&nbsp;&nbsp;&nbsp;1 | $498800 | 0.07% | 1 | $498800 | 1.02% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $498800 | 1.02% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | PARAMOUNT MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;1 | $74570 | 0.01% | 1 | $71099 | 0.15% | 0 | $0 | 0.00% | 1 | $71099 | 0.15% | 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 | &nbsp;&nbsp;&nbsp;&nbsp;85 | $16747820 | 2.19% | 8 | $1393298 | 2.86% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 8 | $1393298 | 2.86% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | PINNACLE FINANCIAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;143 | $35375329 | 4.63% | 7 | $2183027 | 4.47% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 7 | $2183027 | 4.47% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | PLATINUM COMMUNITY BANK, FSB | &nbsp;&nbsp;&nbsp;&nbsp;91 | $15876133 | 2.08% | 1 | $100962 | 0.21% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $100962 | 0.21% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | PROTOFUND MORTGAGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;6 | $1979976 | 0.26% | 2 | $574953 | 1.18% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $574953 | 1.18% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | REFINANCE.COM | &nbsp;&nbsp;&nbsp;&nbsp;5 | $1443337 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;16 | $2833820 | 0.37% | 10 | $1290895 | 2.65% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 10 | $1290895 | 2.65% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | RESOURCE BANK - RETAIL | &nbsp;&nbsp;&nbsp;&nbsp;5 | $1297056 | 0.17% | 1 | $199920 | 0.41% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $199920 | 0.41% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | ROCKAWAY BEACH FNCL CORP | &nbsp;&nbsp;&nbsp;&nbsp;3 | $1998000 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;18 | $4092049 | 0.54% | 5 | $1870280 | 3.83% | 0 | $0 | 0.00% | 1 | $252000 | 0.52% | 4 | $1618280 | 3.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | SAXON EQUITY MORTGAGE BANKERS | &nbsp;&nbsp;&nbsp;&nbsp;2 | $456852 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;2 | $782000 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;8 | $2867898 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $182800 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;32 | $9434938 | 1.23% | 6 | $2131427 | 4.37% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 6 | $2131427 | 4.37% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | SOMA FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;45 | $11612897 | 1.52% | 12 | $2957646 | 6.06% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 12 | $2957646 | 6.06% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | STATEN ISLAND BANK | &nbsp;&nbsp;&nbsp;&nbsp;1 | $54388 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;2 | $697949 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;6 | $4020100 | 0.53% | 1 | $382100 | 0.78% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $382100 | 0.78% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | SUN AMERICAN MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;10 | $2670787 | 0.35% | 3 | $628983 | 1.29% | 0 | $0 | 0.00% | 1 | $210000 | 0.43% | 2 | $418983 | 0.86% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | TRIBECA LENDING | &nbsp;&nbsp;&nbsp;&nbsp;3 | $1307446 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;7 | $1792741 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;42 | $14440016 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $495526 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $252000 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;9 | $3202962 | 0.42% | 1 | $760000 | 1.56% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $760000 | 1.56% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | WORLDWIDE FINANCIAL RESOURCES INC | &nbsp;&nbsp;&nbsp;&nbsp;11 | $3672074 | 0.48% | 2 | $553216 | 1.13% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $553216 | 1.13% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 |  |  | WS MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;3 | $1082950 | 0.14% | 2 | $722280 | 1.48% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $722280 | 1.48% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 Total** | **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 Total** | **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2 Total** |  | **2717** | **$764107101** | **100.00%** | **465** | **$130597930** | **267.65%** | **0** | **$0** | **0.00%** | **23** | **$4138920** | **8.48%** | **442** | **$126459010** | **259.17%** | **0** | **$0** | **0.00%** | **0** | **$0** | **0.00%** |
| **<u>Asset Type: Residential Mortgage-Backed Securities</u>** | **<u>Asset Type: Residential Mortgage-Backed Securities</u>** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 | N/A |  | 1ST MARINER BANK | &nbsp;&nbsp;&nbsp;&nbsp;31 | $1963921 | 0.75% | 6 | $366219 | 22.42% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 6 | $366219 | 22.42% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | AEGIS MTGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;373 | $19206646 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;3 | $226774 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;7 | $415647 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;32 | $2822757 | 1.08% | 1 | $78633 | 4.81% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $78633 | 4.81% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | ALTERNA MORTGAGE CO | &nbsp;&nbsp;&nbsp;&nbsp;10 | $524803 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;8 | $310050 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;2 | $209164 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;26 | $2712548 | 1.03% | 10 | $883179 | 54.06% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 10 | $883179 | 54.06% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | AMERICORP CREDIT CORP | &nbsp;&nbsp;&nbsp;&nbsp;28 | $2836683 | 1.08% | 12 | $1076522 | 65.90% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 12 | $1076522 | 65.90% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | AMERITRUST MORTGAGE BANKERS | &nbsp;&nbsp;&nbsp;&nbsp;5 | $274605 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;15 | $518671 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;13 | $1271385 | 0.48% | 4 | $390304 | 23.89% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $390304 | 23.89% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | ATLANTIS MORTGAGE CO. INC. | &nbsp;&nbsp;&nbsp;&nbsp;15 | $1237622 | 0.47% | 1 | $300000 | 18.36% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $300000 | 18.36% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | AVARIS CAPITAL INC. | &nbsp;&nbsp;&nbsp;&nbsp;3 | $182118 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;82 | $4887505 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;41 | $2854624 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $107968 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;40 | $3863865 | 1.47% | 33 | $2964969 | 181.50% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 33 | $2964969 | 181.50% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | CAPITAL QUEST MTGE, INC. | &nbsp;&nbsp;&nbsp;&nbsp;5 | $521762 | 0.20% | 1 | $274900 | 16.83% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $274900 | 16.83% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | COLUMBIA HOME LOANS | &nbsp;&nbsp;&nbsp;&nbsp;36 | $2463541 | 0.94% | 8 | $622252 | 38.09% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 8 | $622252 | 38.09% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | DCG HOME LOANS INC | &nbsp;&nbsp;&nbsp;&nbsp;7 | $468009 | 0.18% | 4 | $290988 | 17.81% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $290988 | 17.81% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | DREAM HOUSE MTGE CORP. | &nbsp;&nbsp;&nbsp;&nbsp;51 | $4458488 | 1.70% | 17 | $1574518 | 96.38% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 17 | $1574518 | 96.38% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | ENTRUST MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;14 | $951463 | 0.36% | 1 | $130615 | 8.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $130615 | 8.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | EQUIFIRST CORP | &nbsp;&nbsp;&nbsp;&nbsp;632 | $27011474 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $180815 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $149625 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;50 | $4771622 | 1.82% | 15 | $1839919 | 112.63% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 15 | $1839919 | 112.63% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | FIDELITY & TRUST MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;94 | $6270555 | 2.39% | 3 | $268582 | 16.44% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $268582 | 16.44% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | FINANCIAL MORTGAGE INC. | &nbsp;&nbsp;&nbsp;&nbsp;8 | $786640 | 0.30% | 5 | $583176 | 35.70% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $583176 | 35.70% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | FIRST EQUITY MTG. BANKERS, INC. | &nbsp;&nbsp;&nbsp;&nbsp;6 | $266513 | 0.10% | 3 | $129238 | 7.91% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $129238 | 7.91% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | FIRST HORIZON HOME LOANS | &nbsp;&nbsp;&nbsp;&nbsp;474 | $21790007 | 8.30% | 78 | $4095095 | 250.68% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 78 | $4095095 | 250.68% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | FIRST SUFFOLK MTGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;4 | $429199 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;48 | $4696380 | 1.79% | 12 | $1625789 | 99.52% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 12 | $1625789 | 99.52% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | FNBN | &nbsp;&nbsp;&nbsp;&nbsp;486 | $26349065 | 10.04% | 69 | $3802616 | 232.78% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 69 | $3802616 | 232.78% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | GATEWAY FUNDING DIVERS MTG SVC LP | &nbsp;&nbsp;&nbsp;&nbsp;46 | $2010570 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;9 | $695132 | 0.26% | 3 | $253031 | 15.49% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $253031 | 15.49% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | HARBOURTON MORTGAGE INV CORP | &nbsp;&nbsp;&nbsp;&nbsp;30 | $2275882 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $73045 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;491 | $20388439 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;3 | $314233 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;36 | $3208660 | 1.22% | 3 | $176173 | 10.78% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $176173 | 10.78% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | LENDERS DIRECT CAPITAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;11 | $427369 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;21 | $2225317 | 0.85% | 13 | $1251085 | 76.58% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 13 | $1251085 | 76.58% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | MARICOPA MORTGAGE LLC | &nbsp;&nbsp;&nbsp;&nbsp;1 | $82418 | 0.03% | 1 | $82247 | 5.03% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $82247 | 5.03% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | MARSHALL FIRSTBANK MTGE | &nbsp;&nbsp;&nbsp;&nbsp;5 | $145223 | 0.06% | 2 | $44538 | 2.73% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $44538 | 2.73% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | MAXIM MORTGAGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;7 | $272629 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;25 | $1892637 | 0.72% | 10 | $709859 | 43.45% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 10 | $709859 | 43.45% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | METROPOLITIAN NATIONAL BANK | &nbsp;&nbsp;&nbsp;&nbsp;11 | $963293 | 0.37% | 8 | $687972 | 42.11% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 8 | $687972 | 42.11% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | MILA INC | &nbsp;&nbsp;&nbsp;&nbsp;2 | $148506 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;60 | $3324201 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;29 | $2485730 | 0.95% | 8 | $1099202 | 67.29% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 8 | $1099202 | 67.29% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | MONEYLINE LENDING SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;10 | $589818 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;2 | $177490 | 0.07% | 1 | $9358 | 0.57% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $9358 | 0.57% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | MORTGAGE ENTERPRISE LTD | &nbsp;&nbsp;&nbsp;&nbsp;3 | $446450 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;3 | $197612 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;61 | $6410023 | 2.44% | 7 | $629473 | 38.53% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 7 | $629473 | 38.53% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | NATION-ONE MTG CO | &nbsp;&nbsp;&nbsp;&nbsp;9 | $450573 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;2 | $76362 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;33 | $2024615 | 0.77% | 1 | $86600 | 5.30% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $86600 | 5.30% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | OLD MERCHANTS MORTGAGE BANK | &nbsp;&nbsp;&nbsp;&nbsp;8 | $518430 | 0.20% | 2 | $154000 | 9.43% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $154000 | 9.43% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | OLD TOWNE FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;24 | $2201081 | 0.84% | 3 | $261721 | 16.02% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $261721 | 16.02% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | OLYMPIA WEST MTGE GROUP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3 | $200290 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;5 | $491584 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;24 | $1118983 | 0.43% | 3 | $319413 | 19.55% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $319413 | 19.55% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | OPTEUM FINANCIAL SVCS, LLC | &nbsp;&nbsp;&nbsp;&nbsp;383 | $22896660 | 8.73% | 168 | $11178481 | 684.29% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 168 | $11178481 | 684.29% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | OPTION ONE MTGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;81 | $3317340 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;5 | $523086 | 0.20% | 2 | $224700 | 13.75% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $224700 | 13.75% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | PINNACLE FINANCIAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;121 | $6033731 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $89250 | 0.03% | 1 | $87401 | 5.35% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $87401 | 5.35% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | REFINANCE.COM | &nbsp;&nbsp;&nbsp;&nbsp;7 | $410483 | 0.16% | 5 | $228333 | 13.98% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $228333 | 13.98% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | REPUBLIC STATE MTG | &nbsp;&nbsp;&nbsp;&nbsp;9 | $374075 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;7 | $331889 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;12 | $1641932 | 0.63% | 3 | $538735 | 32.98% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $538735 | 32.98% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | ROYAL CROWN BANCORP | &nbsp;&nbsp;&nbsp;&nbsp;24 | $1342726 | 0.51% | 5 | $537877 | 32.93% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $537877 | 32.93% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | SAXON EQUITY MORTGAGE BANKERS | &nbsp;&nbsp;&nbsp;&nbsp;5 | $237591 | 0.09% | 2 | $108000 | 6.61% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $108000 | 6.61% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | SECURED BANKERS MTGE CO | &nbsp;&nbsp;&nbsp;&nbsp;15 | $930727 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;8 | $734603 | 0.28% | 3 | $317588 | 19.44% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $317588 | 19.44% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | SIERRA PACIFIC MTGE CO | &nbsp;&nbsp;&nbsp;&nbsp;3 | $111954 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;13 | $946049 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;53 | $3383631 | 1.29% | 1 | $81397 | 4.98% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $81397 | 4.98% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | STERLING EMPIRE FUNDING ASSOC. | &nbsp;&nbsp;&nbsp;&nbsp;10 | $446960 | 0.17% | 1 | $70000 | 4.29% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $70000 | 4.29% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | STEWARD FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;56 | $5861567 | 2.23% | 48 | $4772923 | 292.17% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 48 | $4772923 | 292.17% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | SUN AMERICAN MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;7 | $306338 | 0.12% | 3 | $189412 | 11.59% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $189412 | 11.59% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | UNION FEDERAL SAVINGS BANK | &nbsp;&nbsp;&nbsp;&nbsp;6 | $260221 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;71 | $2839552 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;79 | $2181908 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;9 | $670033 | 0.26% | 3 | $181882 | 11.13% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $181882 | 11.13% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | WINDSOR CAPITAL MORTGAGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;1 | $72301 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;37 | $2474181 | 0.94% | 21 | $1306898 | 80.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 21 | $1306898 | 80.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 |  |  | WS MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;3 | $130664 | 0.05% | 1 | $49000 | 3.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $49000 | 3.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 Total** | **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 Total** | **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S3 Total** |  | **4653** | **$262378561** | **100.00%** | **615** | **$46934812** | **2873.09%** | **0** | **$0** | **0.00%** | **0** | **$0** | **0.00%** | **615** | **$46934812** | **2873.09%** | **0** | **$0** | **0.00%** | **0** | **$0** | **0.00%** |
| **<u>Asset Type: Residential Mortgage-Backed Securities</u>** | **<u>Asset Type: Residential Mortgage-Backed Securities</u>** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 | N/A |  | 1ST MARINER BANK | &nbsp;&nbsp;&nbsp;&nbsp;289 | $15780354 | 6.21% | 21 | $1425687 | 104.82% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 21 | $1425687 | 104.82% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | AEGIS MTGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;249 | $10701485 | 4.21% | 5 | $142833 | 10.50% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $142833 | 10.50% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | ALLIED MORTGAGE GROUP, INC | &nbsp;&nbsp;&nbsp;&nbsp;4 | $123009 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;20 | $1249130 | 0.49% | 4 | $165490 | 12.17% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $165490 | 12.17% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | ALTERNA MORTGAGE CO | &nbsp;&nbsp;&nbsp;&nbsp;1 | $35668 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $31563 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;8 | $794268 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;4 | $580730 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $89622 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;25 | $986780 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;5 | $255474 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;121 | $6829041 | 2.69% | 1 | $92057 | 6.77% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $92057 | 6.77% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | BANKERSWEST FUNDING CORP | &nbsp;&nbsp;&nbsp;&nbsp;14 | $1231994 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;18 | $1063896 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;18 | $1477566 | 0.58% | 2 | $201700 | 14.83% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $201700 | 14.83% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | CAMBRIDGE HOME CAPITAL | &nbsp;&nbsp;&nbsp;&nbsp;10 | $732982 | 0.29% | 6 | $429006 | 31.54% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 6 | $429006 | 31.54% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | CAPITAL QUEST MTGE, INC. | &nbsp;&nbsp;&nbsp;&nbsp;1 | $59923 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;18 | $1529546 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;6 | $432987 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;20 | $1376117 | 0.54% | 2 | $123601 | 9.09% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $123601 | 9.09% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | ENTRUST MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;8 | $537470 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;466 | $18185392 | 7.16% | 3 | $71714 | 5.27% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $71714 | 5.27% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | FAIRMONT FUNDING | &nbsp;&nbsp;&nbsp;&nbsp;10 | $835594 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;15 | $913586 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;3 | $255150 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;2 | $94013 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;376 | $16487092 | 6.49% | 2 | $128856 | 9.47% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $128856 | 9.47% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | FIRST NLC FINANCIAL SERVICES, LLC | &nbsp;&nbsp;&nbsp;&nbsp;37 | $1786076 | 0.70% | 19 | $912560 | 67.09% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 19 | $912560 | 67.09% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | FIRST SUFFOLK MTGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;6 | $469062 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;14 | $1400232 | 0.55% | 1 | $54992 | 4.04% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $54992 | 4.04% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | FNBN | &nbsp;&nbsp;&nbsp;&nbsp;525 | $28669608 | 11.29% | 30 | $1827033 | 134.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 30 | $1827033 | 134.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | GATEWAY FUNDING DIVERS MTG SVC LP | &nbsp;&nbsp;&nbsp;&nbsp;41 | $1842608 | 0.73% | 3 | $278733 | 20.49% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $278733 | 20.49% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | GFI MORTGAGE BANKERS | &nbsp;&nbsp;&nbsp;&nbsp;5 | $431958 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;4 | $279892 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;5 | $667528 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;799 | $37470535 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $99298 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;8 | $695916 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;6 | $520242 | 0.20% | 1 | $312500 | 22.98% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $312500 | 22.98% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | MARSHALL FIRSTBANK MTGE | &nbsp;&nbsp;&nbsp;&nbsp;2 | $65600 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $40811 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $29795 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;8 | $369869 | 0.15% | 1 | $54659 | 4.02% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $54659 | 4.02% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | METROPOLITIAN NATIONAL BANK | &nbsp;&nbsp;&nbsp;&nbsp;7 | $478532 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;97 | $5228801 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;11 | $733282 | 0.29% | 1 | $58776 | 4.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $58776 | 4.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | MLD MORTGAGE INC | &nbsp;&nbsp;&nbsp;&nbsp;2 | $130030 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;6 | $525991 | 0.21% | 1 | $39755 | 2.92% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $39755 | 2.92% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | MONTGOMERY MTG CAPITAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;2 | $432371 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $69878 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;2 | $131073 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;2 | $141839 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;194 | $17328571 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $94704 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;4 | $203851 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;14 | $1532866 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;3 | $158211 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;16 | $1334596 | 0.53% | 1 | $83420 | 6.13% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $83420 | 6.13% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | OLYMPIA WEST MTGE GROUP LLC | &nbsp;&nbsp;&nbsp;&nbsp;1 | $26968 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;9 | $259946 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;219 | $13067894 | 5.15% | 12 | $784500 | 57.68% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 12 | $784500 | 57.68% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | OPTION ONE MTGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;41 | $1371180 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;4 | $366116 | 0.14% | 1 | $1110 | 0.08% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $1110 | 0.08% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | PINNACLE FINANCIAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;73 | $3368637 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;25 | $1544768 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;2 | $65348 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;3 | $188996 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;16 | $863335 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;2 | $99030 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;5 | $491389 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;5 | $299121 | 0.12% | 1 | $76403 | 5.62% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $76403 | 5.62% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | SECURED BANKERS MTGE CO | &nbsp;&nbsp;&nbsp;&nbsp;2 | $132135 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;5 | $285469 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;9 | $711581 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;5 | $237469 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;58 | $4872641 | 1.92% | 1 | $49420 | 3.63% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $49420 | 3.63% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | SOMA FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;74 | $4127710 | 1.63% | 8 | $483642 | 35.56% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 8 | $483642 | 35.56% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | STERLING EMPIRE FUNDING ASSOC. | &nbsp;&nbsp;&nbsp;&nbsp;1 | $55535 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;136 | $11914023 | 4.69% | 103 | $8507055 | 625.46% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 103 | $8507055 | 625.46% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | SUN AMERICAN MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;8 | $540340 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;315 | $15706996 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;3 | $181641 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;17 | $679573 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;79 | $2427127 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;38 | $2642346 | 1.04% | 1 | $87218 | 6.41% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $87218 | 6.41% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | WINDSOR CAPITAL MORTGAGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;3 | $180394 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;15 | $1124964 | 0.44% | 3 | $107359 | 7.89% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $107359 | 7.89% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 |  |  | WS MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;1 | $45750 | 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** | **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 Total** | **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-S4 Total** |  | **4712** | **$253912480** | **100.00%** | **234** | **$16500081** | **1213.13%** | **0** | **$0** | **0.00%** | **0** | **$0** | **0.00%** | **234** | **$16500081** | **1213.13%** | **0** | **$0** | **0.00%** | **0** | **$0** | **0.00%** |
| **<u>Asset Type: Residential Mortgage-Backed Securities</u>** | **<u>Asset Type: Residential Mortgage-Backed Securities</u>** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 | # 0001394462 | X | 1ST MARYLAND MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;12 | $3200932 | 0.20% | 3 | $808325 | 0.55% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $808325 | 0.55% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ACCREDITED HOME LOAN | &nbsp;&nbsp;&nbsp;&nbsp;145 | $46361651 | 2.91% | 73 | $26425656 | 18.03% | 0 | $0 | 0.00% | 7 | $3073597 | 2.10% | 66 | $23352059 | 15.93% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | AGENCY MORTGAGE CORPORATION | &nbsp;&nbsp;&nbsp;&nbsp;13 | $5895379 | 0.37% | 4 | $1870614 | 1.28% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $1870614 | 1.28% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ALLIANCE CA | &nbsp;&nbsp;&nbsp;&nbsp;53 | $21120918 | 1.33% | 39 | $15757751 | 10.75% | 0 | $0 | 0.00% | 1 | $376000 | 0.26% | 38 | $15381751 | 10.49% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ALLIANCE NY | &nbsp;&nbsp;&nbsp;&nbsp;25 | $9987796 | 0.63% | 18 | $6812775 | 4.65% | 0 | $0 | 0.00% | 3 | $1369575 | 0.93% | 15 | $5443200 | 3.71% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ALLIED MORTGAGE GROUP, INC | &nbsp;&nbsp;&nbsp;&nbsp;15 | $2285342 | 0.14% | 3 | $586786 | 0.40% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $586786 | 0.40% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ALLSTATE HOME LOANS, INC. | &nbsp;&nbsp;&nbsp;&nbsp;2 | $660450 | 0.04% | 1 | $236700 | 0.16% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $236700 | 0.16% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ALTERNA MORTGAGE CO | &nbsp;&nbsp;&nbsp;&nbsp;43 | $7680025 | 0.48% | 2 | $247641 | 0.17% | 0 | $0 | 0.00% | 1 | $143198 | 0.10% | 1 | $104442 | 0.07% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ALTERNATIVE FINANCING CORP | &nbsp;&nbsp;&nbsp;&nbsp;1 | $428000 | 0.03% | 1 | $428000 | 0.29% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $428000 | 0.29% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | AMERICAN BANCSHARES MTG | &nbsp;&nbsp;&nbsp;&nbsp;3 | $816081 | 0.05% | 1 | $219921 | 0.15% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $219921 | 0.15% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | AMERITRUST MORTGAGE BANKERS | &nbsp;&nbsp;&nbsp;&nbsp;1 | $143346 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;16 | $4320366 | 0.27% | 7 | $2969602 | 2.03% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 7 | $2969602 | 2.03% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | APPROVED FUNDING CORP | &nbsp;&nbsp;&nbsp;&nbsp;3 | $713231 | 0.04% | 1 | $131734 | 0.09% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $131734 | 0.09% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | APREVA FINANCIAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;54 | $21117859 | 1.33% | 45 | $15824411 | 10.80% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 45 | $15824411 | 10.80% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ASCELLA MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;5 | $1094239 | 0.07% | 2 | $481589 | 0.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $481589 | 0.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ASK FOR A LOAN | &nbsp;&nbsp;&nbsp;&nbsp;1 | $527200 | 0.03% | 1 | $527200 | 0.36% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $527200 | 0.36% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ATLANTIS MORTGAGE CO. INC. | &nbsp;&nbsp;&nbsp;&nbsp;8 | $2437439 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;2 | $443428 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;8 | $2578623 | 0.16% | 5 | $1732908 | 1.18% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $1732908 | 1.18% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | BALTIMORE AMERICAN MTGE CORP. | &nbsp;&nbsp;&nbsp;&nbsp;39 | $9541881 | 0.60% | 31 | $7471185 | 5.10% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 31 | $7471185 | 5.10% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | BAY CAPITAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;22 | $7043965 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;124 | $52753398 | 3.31% | 76 | $33295151 | 22.72% | 0 | $0 | 0.00% | 6 | $2653864 | 1.81% | 70 | $30641287 | 20.91% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | CAMBRIDGE HOME CAPITAL | &nbsp;&nbsp;&nbsp;&nbsp;13 | $7091166 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;85 | $25811799 | 1.62% | 23 | $8061415 | 5.50% | 0 | $0 | 0.00% | 2 | $950526 | 0.65% | 21 | $7110888 | 4.85% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | CAPITAL QUEST MTGE, INC. | &nbsp;&nbsp;&nbsp;&nbsp;6 | $2931504 | 0.18% | 4 | $1931964 | 1.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $1931964 | 1.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | CITIZENS COMMUNITY BANK | &nbsp;&nbsp;&nbsp;&nbsp;2 | $645340 | 0.04% | 1 | $445203 | 0.30% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $445203 | 0.30% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | COAST 2 COAST FUNDING | &nbsp;&nbsp;&nbsp;&nbsp;3 | $1263975 | 0.08% | 1 | $363927 | 0.25% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $363927 | 0.25% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | COASTAL CAPITAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;2 | $1195491 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;2 | $483700 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;25 | $6163574 | 0.39% | 20 | $4755674 | 3.24% | 0 | $0 | 0.00% | 1 | $142500 | 0.10% | 19 | $4613174 | 3.15% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | CORESTAR FINANCIAL GROUP, LLC | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1292255 | 0.08% | 3 | $1203820 | 0.82% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $1203820 | 0.82% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | DCG HOME LOANS INC | &nbsp;&nbsp;&nbsp;&nbsp;12 | $5025363 | 0.32% | 3 | $1602003 | 1.09% | 0 | $0 | 0.00% | 1 | $337503 | 0.23% | 2 | $1264500 | 0.86% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | DREAM HOUSE MTGE CORP. | &nbsp;&nbsp;&nbsp;&nbsp;137 | $35749800 | 2.24% | 31 | $11345638 | 7.74% | 0 | $0 | 0.00% | 4 | $1525146 | 1.04% | 27 | $9820492 | 6.70% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ENTRUST MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;53 | $14664416 | 0.92% | 29 | $9041872 | 6.17% | 0 | $0 | 0.00% | 3 | $674600 | 0.46% | 26 | $8367272 | 5.71% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | EQUITY FINANCIAL INC | &nbsp;&nbsp;&nbsp;&nbsp;1 | $228098 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;22 | $8259037 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;10 | $2122440 | 0.13% | 6 | $1259174 | 0.86% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 6 | $1259174 | 0.86% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | FINANCIAL MORTGAGE INC. | &nbsp;&nbsp;&nbsp;&nbsp;14 | $7975467 | 0.50% | 7 | $3655692 | 2.49% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 7 | $3655692 | 2.49% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | FIRST CAPITAL MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;8 | $1276100 | 0.08% | 8 | $1276100 | 0.87% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 8 | $1276100 | 0.87% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | FIRST EQUITY MTG. BANKERS, INC. | &nbsp;&nbsp;&nbsp;&nbsp;10 | $2082265 | 0.13% | 4 | $596908 | 0.41% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $596908 | 0.41% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | FIRST FINANCIAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;20 | $6123345 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;10 | $2443393 | 0.15% | 5 | $1703194 | 1.16% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $1703194 | 1.16% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | FIRST LINCOLN MORTGAGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;7 | $3431200 | 0.22% | 1 | $510747 | 0.35% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $510747 | 0.35% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | FIRST RATE CAPITAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;1 | $204000 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $40396 | 0.00% | 1 | $40122 | 0.03% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $40122 | 0.03% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | FIRST SUFFOLK MTGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;8 | $2820768 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;44 | $21290390 | 1.34% | 23 | $12224410 | 8.34% | 0 | $0 | 0.00% | 3 | $1281023 | 0.87% | 20 | $10943387 | 7.47% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | FLICK MORTGAGE INVESTORS, INC. | &nbsp;&nbsp;&nbsp;&nbsp;47 | $8629545 | 0.54% | 21 | $4795988 | 3.27% | 0 | $0 | 0.00% | 2 | $351926 | 0.24% | 19 | $4444062 | 3.03% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | FNBN | &nbsp;&nbsp;&nbsp;&nbsp;562 | $127578886 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1 | $127644 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;9 | $3310591 | 0.21% | 3 | $1178518 | 0.80% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $1178518 | 0.80% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | HIGH TECH FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;4 | $3126388 | 0.20% | 1 | $646347 | 0.44% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $646347 | 0.44% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | HOME LOAN MORTGAGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;5 | $1771435 | 0.11% | 5 | $1769714 | 1.21% | 0 | $0 | 0.00% | 1 | $126800 | 0.09% | 4 | $1642914 | 1.12% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | HOME LOAN NETWORK CORP | &nbsp;&nbsp;&nbsp;&nbsp;5 | $1069379 | 0.07% | 1 | $488000 | 0.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $488000 | 0.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | HOME LOANS USA | &nbsp;&nbsp;&nbsp;&nbsp;6 | $4046864 | 0.25% | 4 | $2570551 | 1.75% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $2570551 | 1.75% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | HOMEWIDE LENDING | &nbsp;&nbsp;&nbsp;&nbsp;1 | $504000 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;46 | $11881889 | 0.75% | 29 | $8203295 | 5.60% | 0 | $0 | 0.00% | 2 | $962944 | 0.66% | 27 | $7240351 | 4.94% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | IN HOUSE LENDER.COM | &nbsp;&nbsp;&nbsp;&nbsp;18 | $6687350 | 0.42% | 16 | $5311287 | 3.62% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 16 | $5311287 | 3.62% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | INNOVATIVE MTGE CAPITAL, LLC | &nbsp;&nbsp;&nbsp;&nbsp;4 | $2302857 | 0.14% | 1 | $492787 | 0.34% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $492787 | 0.34% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | IRES CO. | &nbsp;&nbsp;&nbsp;&nbsp;17 | $6935496 | 0.44% | 12 | $4865882 | 3.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 12 | $4865882 | 3.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | JDB MORTGAGE INC | &nbsp;&nbsp;&nbsp;&nbsp;1 | $1050000 | 0.07% | 1 | $1049999 | 0.72% | 0 | $0 | 0.00% | 1 | $1049999 | 0.72% | 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 | &nbsp;&nbsp;&nbsp;&nbsp;14 | $5233767 | 0.33% | 13 | $4618095 | 3.15% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 13 | $4618095 | 3.15% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | LANCASTER MTGE BANKERS, LLC | &nbsp;&nbsp;&nbsp;&nbsp;47 | $13070214 | 0.82% | 6 | $1669270 | 1.14% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 6 | $1669270 | 1.14% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | LAND HOME FINANCIAL SVCS INC | &nbsp;&nbsp;&nbsp;&nbsp;12 | $3519850 | 0.22% | 11 | $3111270 | 2.12% | 0 | $0 | 0.00% | 2 | $424150 | 0.29% | 9 | $2687120 | 1.83% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | LEND AMERICA | &nbsp;&nbsp;&nbsp;&nbsp;20 | $7776818 | 0.49% | 2 | $790183 | 0.54% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $790183 | 0.54% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | LENDING FIRST MTGE INC | &nbsp;&nbsp;&nbsp;&nbsp;33 | $14580871 | 0.92% | 24 | $10897311 | 7.43% | 0 | $0 | 0.00% | 2 | $698459 | 0.48% | 22 | $10198852 | 6.96% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | LIBERTY HOME LENDING INC | &nbsp;&nbsp;&nbsp;&nbsp;34 | $6917149 | 0.43% | 8 | $1528084 | 1.04% | 0 | $0 | 0.00% | 1 | $239926 | 0.16% | 7 | $1288157 | 0.88% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | LOAN CENTER OF CALIFORNIA | &nbsp;&nbsp;&nbsp;&nbsp;22 | $8881426 | 0.56% | 17 | $6793370 | 4.63% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 17 | $6793370 | 4.63% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | LOANCITY | &nbsp;&nbsp;&nbsp;&nbsp;1 | $535000 | 0.03% | 1 | $534994 | 0.37% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $534994 | 0.37% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | LYNX MORTGAGE BANK LLC | &nbsp;&nbsp;&nbsp;&nbsp;1 | $134795 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;23 | $11203497 | 0.70% | 4 | $2774178 | 1.89% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $2774178 | 1.89% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | METROCITIES MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;24 | $10236625 | 0.64% | 16 | $6322830 | 4.31% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 16 | $6322830 | 4.31% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | METROPOLITIAN NATIONAL BANK | &nbsp;&nbsp;&nbsp;&nbsp;10 | $3851282 | 0.24% | 4 | $1815512 | 1.24% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $1815512 | 1.24% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | MIRAD FINANCIAL GRP | &nbsp;&nbsp;&nbsp;&nbsp;43 | $18261181 | 1.15% | 35 | $13161630 | 8.98% | 0 | $0 | 0.00% | 1 | $484000 | 0.33% | 34 | $12677630 | 8.65% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | MJS LENDING INC | &nbsp;&nbsp;&nbsp;&nbsp;21 | $5799267 | 0.36% | 14 | $3791328 | 2.59% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 14 | $3791328 | 2.59% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | MLD MORTGAGE INC | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1162872 | 0.07% | 1 | $282246 | 0.19% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $282246 | 0.19% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | MONEYLINE LENDING SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;9 | $3357579 | 0.21% | 4 | $1530023 | 1.04% | 0 | $0 | 0.00% | 1 | $275891 | 0.19% | 3 | $1254132 | 0.86% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | MONTGOMERY MTG CAPITAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;7 | $1246278 | 0.08% | 2 | $489058 | 0.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $489058 | 0.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | MORTGAGE CONCEPTS | &nbsp;&nbsp;&nbsp;&nbsp;1 | $331427 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;11 | $4116466 | 0.26% | 1 | $560119 | 0.38% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $560119 | 0.38% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | NATIONAL MORTGAGE ALLIANCE | &nbsp;&nbsp;&nbsp;&nbsp;4 | $591195 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;93 | $15619451 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;22 | $8516009 | 0.53% | 6 | $4044939 | 2.76% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 6 | $4044939 | 2.76% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | OLD MERCHANTS MORTGAGE BANK | &nbsp;&nbsp;&nbsp;&nbsp;8 | $2580156 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1478425 | 0.09% | 1 | $1008571 | 0.69% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $1008571 | 0.69% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | OLD TOWNE FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;45 | $18221844 | 1.14% | 22 | $9121628 | 6.22% | 0 | $0 | 0.00% | 3 | $879906 | 0.60% | 19 | $8241722 | 5.62% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ON TIME CAPITAL | &nbsp;&nbsp;&nbsp;&nbsp;1 | $268000 | 0.02% | 1 | $267963 | 0.18% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $267963 | 0.18% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ONE SOURCE MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;45 | $8874325 | 0.56% | 5 | $1155108 | 0.79% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $1155108 | 0.79% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | OPTEUM FINANCIAL SVCS, LLC | &nbsp;&nbsp;&nbsp;&nbsp;63 | $18325391 | 1.15% | 52 | $14748137 | 10.06% | 0 | $0 | 0.00% | 1 | $179577 | 0.12% | 51 | $14568561 | 9.94% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | PACIFIC RESIDENTIAL FINANCING | &nbsp;&nbsp;&nbsp;&nbsp;11 | $4528688 | 0.28% | 8 | $3093638 | 2.11% | 0 | $0 | 0.00% | 2 | $662488 | 0.45% | 6 | $2431150 | 1.66% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | PINNACLE DIRECT FUNDING CORP | &nbsp;&nbsp;&nbsp;&nbsp;76 | $15348973 | 0.96% | 24 | $5536245 | 3.78% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 24 | $5536245 | 3.78% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | PINNACLE FINANCIAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;450 | $94271401 | 5.92% | 108 | $26033146 | 17.76% | 0 | $0 | 0.00% | 1 | $208000 | 0.14% | 107 | $25825146 | 17.62% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | PLATINUM COMMUNITY BANK, FSB | &nbsp;&nbsp;&nbsp;&nbsp;59 | $12442102 | 0.78% | 15 | $3463539 | 2.36% | 0 | $0 | 0.00% | 1 | $84400 | 0.06% | 14 | $3379139 | 2.31% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | PMAC LENDING SERVICES INC | &nbsp;&nbsp;&nbsp;&nbsp;8 | $4809938 | 0.30% | 6 | $3921587 | 2.68% | 0 | $0 | 0.00% | 1 | $1499995 | 1.02% | 5 | $2421592 | 1.65% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | PMC BANCORP | &nbsp;&nbsp;&nbsp;&nbsp;1 | $476242 | 0.03% | 1 | $476205 | 0.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $476205 | 0.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | PRADO MORTGAGE - LAS VEGAS | &nbsp;&nbsp;&nbsp;&nbsp;3 | $994560 | 0.06% | 3 | $994273 | 0.68% | 0 | $0 | 0.00% | 2 | $884000 | 0.60% | 1 | $110273 | 0.08% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | PREFERRED FINANCIAL GROUP, INC | &nbsp;&nbsp;&nbsp;&nbsp;18 | $8440545 | 0.53% | 10 | $4128610 | 2.82% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 10 | $4128610 | 2.82% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | PROTOFUND MORTGAGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;6 | $2705989 | 0.17% | 4 | $1335731 | 0.91% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $1335731 | 0.91% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | PRUDENTIAL LENDING INC | &nbsp;&nbsp;&nbsp;&nbsp;14 | $4893419 | 0.31% | 6 | $2317891 | 1.58% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 6 | $2317891 | 1.58% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | QUICKEN LOANS INC | &nbsp;&nbsp;&nbsp;&nbsp;18 | $10069969 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;19 | $3576686 | 0.22% | 14 | $2808496 | 1.92% | 0 | $0 | 0.00% | 1 | $108000 | 0.07% | 13 | $2700496 | 1.84% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | RESOURCE BANK - RETAIL | &nbsp;&nbsp;&nbsp;&nbsp;13 | $4519104 | 0.28% | 5 | $1928892 | 1.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $1928892 | 1.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ROCKAWAY BEACH FNCL CORP | &nbsp;&nbsp;&nbsp;&nbsp;7 | $2461375 | 0.15% | 5 | $1958742 | 1.34% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $1958742 | 1.34% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | ROYAL CROWN BANCORP | &nbsp;&nbsp;&nbsp;&nbsp;59 | $14908755 | 0.94% | 13 | $3700251 | 2.52% | 0 | $0 | 0.00% | 4 | $1084780 | 0.74% | 9 | $2615471 | 1.78% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | SAXON EQUITY MORTGAGE BANKERS | &nbsp;&nbsp;&nbsp;&nbsp;3 | $1495612 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;45 | $29884876 | 1.88% | 35 | $23042724 | 15.72% | 0 | $0 | 0.00% | 1 | $416000 | 0.28% | 34 | $22626724 | 15.44% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | SECURED BANKERS MTGE CO | &nbsp;&nbsp;&nbsp;&nbsp;1 | $186723 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;9 | $3451340 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;30 | $7525731 | 0.47% | 14 | $4268685 | 2.91% | 0 | $0 | 0.00% | 2 | $691998 | 0.47% | 12 | $3576687 | 2.44% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | SILVER STATE MTG | &nbsp;&nbsp;&nbsp;&nbsp;431 | $129882411 | 8.16% | 336 | $101986310 | 69.58% | 0 | $0 | 0.00% | 29 | $8260848 | 5.64% | 307 | $93725461 | 63.95% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | SOLUBANC FUNDING | &nbsp;&nbsp;&nbsp;&nbsp;5 | $1958400 | 0.12% | 5 | $1958216 | 1.34% | 0 | $0 | 0.00% | 2 | $959996 | 0.65% | 3 | $998220 | 0.68% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | SOMA FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;56 | $27699900 | 1.74% | 46 | $22906370 | 15.63% | 0 | $0 | 0.00% | 6 | $2989299 | 2.04% | 40 | $19917071 | 13.59% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | SPECTRUM FINANCIAL GROUP, INC | &nbsp;&nbsp;&nbsp;&nbsp;41 | $15178852 | 0.95% | 35 | $13831973 | 9.44% | 0 | $0 | 0.00% | 2 | $105589 | 0.07% | 33 | $13726384 | 9.36% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | SRI | &nbsp;&nbsp;&nbsp;&nbsp;14 | $7154418 | 0.45% | 10 | $5627479 | 3.84% | 0 | $0 | 0.00% | 1 | $160587 | 0.11% | 9 | $5466892 | 3.73% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | STERLING EMPIRE FUNDING ASSOC. | &nbsp;&nbsp;&nbsp;&nbsp;5 | $3390062 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;7 | $1016825 | 0.06% | 1 | $150740 | 0.10% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $150740 | 0.10% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | TRIBECA LENDING | &nbsp;&nbsp;&nbsp;&nbsp;9 | $2207634 | 0.14% | 1 | $308982 | 0.21% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $308982 | 0.21% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | UBS REAL ESTATE SECURITIES INC | &nbsp;&nbsp;&nbsp;&nbsp;401 | $118520158 | 7.44% | 307 | $87257401 | 59.53% | 0 | $0 | 0.00% | 8 | $1871454 | 1.28% | 299 | $85385948 | 58.26% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | UNION FEDERAL SAVINGS BANK | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1076554 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;1473 | $310775548 | 19.51% | 2 | $495575 | 0.34% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $495575 | 0.34% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | WESTERN RESIDENTIAL MTG, INC | &nbsp;&nbsp;&nbsp;&nbsp;3 | $2000399 | 0.13% | 3 | $1935826 | 1.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $1935826 | 1.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | WESTSTAR MORTGAGE INC | &nbsp;&nbsp;&nbsp;&nbsp;22 | $3976753 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;12 | $3314064 | 0.21% | 2 | $478785 | 0.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $478785 | 0.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 |  |  | XBANCORP MORTGAGE SVCS | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1946514 | 0.12% | 3 | $1675954 | 1.14% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $1675954 | 1.14% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 Total** | **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 Total** | **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-1 Total** |  | **5780** | **$1592570840** | **100.00%** | **1849** | **$625856296** | **427.00%** | **0** | **$0** | **0.00%** | **112** | **$38188545** | **26.05%** | **1735** | **$587172175** | **400.60%** | **0** | **$0** | **0.00%** | **2** | **$495575** | **0.34%** |
| **<u>Asset Type: Residential Mortgage-Backed Securities</u>** | **<u>Asset Type: Residential Mortgage-Backed Securities</u>** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 | # 0001403446 | X | 1ST MARYLAND MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;7 | $1623898 | 0.42% | 4 | $843330 | 3.27% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $843330 | 3.27% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | ACCREDITED HOME LOAN | &nbsp;&nbsp;&nbsp;&nbsp;37 | $9688274 | 2.49% | 25 | $6647393 | 25.80% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 25 | $6647393 | 25.80% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | ALLIANCE CA | &nbsp;&nbsp;&nbsp;&nbsp;13 | $4549811 | 1.17% | 11 | $3880549 | 15.06% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 11 | $3880549 | 15.06% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | ALLIANCE NY | &nbsp;&nbsp;&nbsp;&nbsp;8 | $3776559 | 0.97% | 6 | $2825122 | 10.96% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 6 | $2825122 | 10.96% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | ALLIED MORTGAGE GROUP, INC | &nbsp;&nbsp;&nbsp;&nbsp;6 | $1222931 | 0.31% | 5 | $978853 | 3.80% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $978853 | 3.80% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | ALTERNA MORTGAGE CO | &nbsp;&nbsp;&nbsp;&nbsp;1 | $240000 | 0.06% | 1 | $240000 | 0.93% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $240000 | 0.93% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | ALTERNATIVE FINANCING CORP | &nbsp;&nbsp;&nbsp;&nbsp;1 | $528500 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;3 | $753842 | 0.19% | 2 | $550088 | 2.13% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $550088 | 2.13% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | AMERICAN HOME EQUITY CORP | &nbsp;&nbsp;&nbsp;&nbsp;3 | $1128750 | 0.29% | 3 | $1079624 | 4.19% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $1079624 | 4.19% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | AMERICAN HOME MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;201 | $55267471 | 14.18% | 147 | $40800414 | 158.35% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 147 | $40800414 | 158.35% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | AMTRUST MORTGAGE CORP. | &nbsp;&nbsp;&nbsp;&nbsp;5 | $679625 | 0.17% | 3 | $297611 | 1.16% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $297611 | 1.16% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | APREVA FINANCIAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;8 | $3775600 | 0.97% | 7 | $3433531 | 13.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 7 | $3433531 | 13.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | ASK FOR A LOAN | &nbsp;&nbsp;&nbsp;&nbsp;2 | $1064000 | 0.27% | 2 | $1064000 | 4.13% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $1064000 | 4.13% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | AURORA MORTGAGE LLC | &nbsp;&nbsp;&nbsp;&nbsp;6 | $1907699 | 0.49% | 5 | $1628397 | 6.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $1628397 | 6.32% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | BALTIMORE AMERICAN MTGE CORP. | &nbsp;&nbsp;&nbsp;&nbsp;3 | $596375 | 0.15% | 2 | $520875 | 2.02% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $520875 | 2.02% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | BANKERSWEST FUNDING CORP | &nbsp;&nbsp;&nbsp;&nbsp;1 | $649953 | 0.17% | 1 | $649953 | 2.52% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $649953 | 2.52% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | BROOKSAMERICA MORTGAGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;127 | $47132381 | 12.09% | 103 | $37084349 | 143.93% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 103 | $37084349 | 143.93% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | CAMERON FINANCIAL GROUP | &nbsp;&nbsp;&nbsp;&nbsp;2 | $758000 | 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. | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1190560 | 0.31% | 4 | $1184136 | 4.60% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $1184136 | 4.60% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | CITIZENS COMMUNITY BANK | &nbsp;&nbsp;&nbsp;&nbsp;2 | $791998 | 0.20% | 2 | $791998 | 3.07% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $791998 | 3.07% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | COAST 2 COAST FUNDING | &nbsp;&nbsp;&nbsp;&nbsp;5 | $1999198 | 0.51% | 5 | $1987371 | 7.71% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 5 | $1987371 | 7.71% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | COLUMBIA HOME LOANS | &nbsp;&nbsp;&nbsp;&nbsp;1 | $222176 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;5 | $1864584 | 0.48% | 4 | $1644115 | 6.38% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $1644115 | 6.38% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | DCG HOME LOANS INC | &nbsp;&nbsp;&nbsp;&nbsp;7 | $1751528 | 0.45% | 3 | $593411 | 2.30% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $593411 | 2.30% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | DREAM HOUSE MTGE CORP. | &nbsp;&nbsp;&nbsp;&nbsp;19 | $5311565 | 1.36% | 13 | $4065525 | 15.78% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 13 | $4065525 | 15.78% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | ENTRUST MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;34 | $7923140 | 2.03% | 26 | $6118364 | 23.75% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 26 | $6118364 | 23.75% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | FAIRMONT FUNDING | &nbsp;&nbsp;&nbsp;&nbsp;1 | $532000 | 0.14% | 1 | $483933 | 1.88% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $483933 | 1.88% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | FINANCIAL MORTGAGE INC. | &nbsp;&nbsp;&nbsp;&nbsp;11 | $3597061 | 0.92% | 9 | $3026068 | 11.74% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 9 | $3026068 | 11.74% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | FIRST EQUITY MTG. BANKERS, INC. | &nbsp;&nbsp;&nbsp;&nbsp;3 | $523143 | 0.13% | 3 | $499651 | 1.94% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $499651 | 1.94% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | FIRST GUARANTY MTGE. CORP | &nbsp;&nbsp;&nbsp;&nbsp;4 | $713291 | 0.18% | 3 | $584095 | 2.27% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $584095 | 2.27% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | FIRST UNITED MTGE BANKING CORP | &nbsp;&nbsp;&nbsp;&nbsp;24 | $11588542 | 2.97% | 20 | $9612542 | 37.31% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 20 | $9612542 | 37.31% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | FLICK MORTGAGE INVESTORS, INC. | &nbsp;&nbsp;&nbsp;&nbsp;1 | $240000 | 0.06% | 1 | $240000 | 0.93% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $240000 | 0.93% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | FUNDING RESOURCE MTGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;3 | $809086 | 0.21% | 1 | $505000 | 1.96% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $505000 | 1.96% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | GFI MORTGAGE BANKERS | &nbsp;&nbsp;&nbsp;&nbsp;2 | $444446 | 0.11% | 1 | $205505 | 0.80% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $205505 | 0.80% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | GREENLIGHT FINANCIAL SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;1 | $1200000 | 0.31% | 1 | $1200000 | 4.66% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $1200000 | 4.66% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | HIGH TECH FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;1 | $778653 | 0.20% | 1 | $728889 | 2.83% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $728889 | 2.83% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | HOME CAPITAL FUNDING | &nbsp;&nbsp;&nbsp;&nbsp;2 | $991200 | 0.25% | 1 | $367200 | 1.43% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $367200 | 1.43% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | HOME LOAN MORTGAGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;2 | $612436 | 0.16% | 1 | $116947 | 0.45% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $116947 | 0.45% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | HOME LOAN NETWORK CORP | &nbsp;&nbsp;&nbsp;&nbsp;5 | $1009019 | 0.26% | 4 | $682790 | 2.65% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $682790 | 2.65% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | HOME LOANS USA | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1340600 | 0.34% | 3 | $605366 | 2.35% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $605366 | 2.35% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | HOMEWIDE LENDING | &nbsp;&nbsp;&nbsp;&nbsp;1 | $399020 | 0.10% | 1 | $394253 | 1.53% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $394253 | 1.53% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | ICON RESIDENTIAL CAPITAL | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1609918 | 0.41% | 3 | $1544777 | 6.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $1544777 | 6.00% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | IN HOUSE LENDER.COM | &nbsp;&nbsp;&nbsp;&nbsp;22 | $8150330 | 2.09% | 22 | $7926118 | 30.76% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 22 | $7926118 | 30.76% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | INNOVATIVE MTGE CAPITAL, LLC | &nbsp;&nbsp;&nbsp;&nbsp;3 | $812000 | 0.21% | 3 | $811999 | 3.15% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $811999 | 3.15% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | IRES CO. | &nbsp;&nbsp;&nbsp;&nbsp;12 | $4278840 | 1.10% | 12 | $4113274 | 15.96% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 12 | $4113274 | 15.96% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | JUST MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;22 | $8935126 | 2.29% | 16 | $5947382 | 23.08% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 16 | $5947382 | 23.08% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | KAY-CO INVESTMENTS INC | &nbsp;&nbsp;&nbsp;&nbsp;2 | $427120 | 0.11% | 2 | $427120 | 1.66% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $427120 | 1.66% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | LANCASTER MTGE BANKERS, LLC | &nbsp;&nbsp;&nbsp;&nbsp;39 | $13289435 | 3.41% | 34 | $11338437 | 44.01% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 34 | $11338437 | 44.01% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | LAND HOME FINANCIAL SVCS INC | &nbsp;&nbsp;&nbsp;&nbsp;9 | $2161500 | 0.55% | 7 | $1643315 | 6.38% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 7 | $1643315 | 6.38% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | LEND AMERICA | &nbsp;&nbsp;&nbsp;&nbsp;1 | $512000 | 0.13% | 1 | $512000 | 1.99% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $512000 | 1.99% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | LENDING FIRST MTGE INC | &nbsp;&nbsp;&nbsp;&nbsp;37 | $12517808 | 3.21% | 35 | $10872946 | 42.20% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 35 | $10872946 | 42.20% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | LEXINGTON CAPITAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;2 | $656212 | 0.17% | 2 | $656066 | 2.55% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $656066 | 2.55% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | LOAN CENTER OF CALIFORNIA | &nbsp;&nbsp;&nbsp;&nbsp;17 | $6974851 | 1.79% | 10 | $3410240 | 13.24% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 10 | $3410240 | 13.24% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | METROCITIES MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;2 | $897984 | 0.23% | 2 | $879978 | 3.42% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $879978 | 3.42% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | METROPOLITIAN NATIONAL BANK | &nbsp;&nbsp;&nbsp;&nbsp;5 | $2195357 | 0.56% | 2 | $977658 | 3.79% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $977658 | 3.79% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | MIRAD FINANCIAL GRP | &nbsp;&nbsp;&nbsp;&nbsp;40 | $12771929 | 3.28% | 38 | $12072859 | 46.86% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 38 | $12072859 | 46.86% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | MJS LENDING INC | &nbsp;&nbsp;&nbsp;&nbsp;7 | $2390169 | 0.61% | 7 | $2374064 | 9.21% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 7 | $2374064 | 9.21% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | MONEYLINE LENDING SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1479529 | 0.38% | 3 | $796952 | 3.09% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $796952 | 3.09% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | MONTGOMERY MTG CAPITAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;6 | $1943100 | 0.50% | 6 | $1943100 | 7.54% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 6 | $1943100 | 7.54% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | MORTGAGE LINE FINANCIAL CORP. | &nbsp;&nbsp;&nbsp;&nbsp;1 | $354450 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;5 | $3590800 | 0.92% | 4 | $1954383 | 7.59% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $1954383 | 7.59% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | OLD TOWNE FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;8 | $4246337 | 1.09% | 7 | $3686400 | 14.31% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 7 | $3686400 | 14.31% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | ONE SOURCE MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;6 | $1422633 | 0.36% | 3 | $820599 | 3.18% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $820599 | 3.18% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | OPTEUM FINANCIAL SVCS, LLC | &nbsp;&nbsp;&nbsp;&nbsp;34 | $9416699 | 2.42% | 28 | $7384129 | 28.66% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 28 | $7384129 | 28.66% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | PACIFIC RESIDENTIAL FINANCING | &nbsp;&nbsp;&nbsp;&nbsp;2 | $1044000 | 0.27% | 2 | $1102190 | 4.28% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $1102190 | 4.28% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | PINNACLE DIRECT FUNDING CORP | &nbsp;&nbsp;&nbsp;&nbsp;1 | $283196 | 0.07% | 1 | $264658 | 1.03% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $264658 | 1.03% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | PINNACLE FINANCIAL CORP | &nbsp;&nbsp;&nbsp;&nbsp;27 | $6789682 | 1.74% | 17 | $4326226 | 16.79% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 17 | $4326226 | 16.79% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | PLATINUM COMMUNITY BANK, FSB | &nbsp;&nbsp;&nbsp;&nbsp;3 | $1269701 | 0.33% | 2 | $1159999 | 4.50% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $1159999 | 4.50% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | PMAC LENDING SERVICES INC | &nbsp;&nbsp;&nbsp;&nbsp;1 | $367200 | 0.09% | 1 | $367200 | 1.43% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $367200 | 1.43% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | PRADO MORTGAGE - LAS VEGAS | &nbsp;&nbsp;&nbsp;&nbsp;3 | $780800 | 0.20% | 3 | $780707 | 3.03% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $780707 | 3.03% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | PREFERRED FINANCIAL GROUP, INC | &nbsp;&nbsp;&nbsp;&nbsp;6 | $4561516 | 1.17% | 4 | $2223731 | 8.63% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $2223731 | 8.63% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | PROTOFUND MORTGAGE CORP | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1342400 | 0.34% | 4 | $1343320 | 5.21% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $1343320 | 5.21% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | PRUDENTIAL LENDING INC | &nbsp;&nbsp;&nbsp;&nbsp;15 | $3936355 | 1.01% | 13 | $3148685 | 12.22% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 13 | $3148685 | 12.22% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | REPUBLIC STATE MTG | &nbsp;&nbsp;&nbsp;&nbsp;15 | $1965510 | 0.50% | 12 | $1578693 | 6.13% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 12 | $1578693 | 6.13% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | RESIDENTIAL HOME FUNDING | &nbsp;&nbsp;&nbsp;&nbsp;2 | $456200 | 0.12% | 1 | $144200 | 0.56% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $144200 | 0.56% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | RESOURCE BANK - RETAIL | &nbsp;&nbsp;&nbsp;&nbsp;4 | $1033288 | 0.27% | 2 | $647200 | 2.51% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $647200 | 2.51% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | ROYAL CROWN BANCORP | &nbsp;&nbsp;&nbsp;&nbsp;14 | $2862147 | 0.73% | 14 | $2885751 | 11.20% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 14 | $2885751 | 11.20% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | SAXON EQUITY MORTGAGE BANKERS | &nbsp;&nbsp;&nbsp;&nbsp;1 | $421200 | 0.11% | 1 | $421185 | 1.63% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $421185 | 1.63% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | SEA BREEZE FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;3 | $1932000 | 0.50% | 3 | $1931805 | 7.50% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 3 | $1931805 | 7.50% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | SECURITY MORTGAGE CORPORATION | &nbsp;&nbsp;&nbsp;&nbsp;27 | $6968906 | 1.79% | 19 | $4600327 | 17.85% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 19 | $4600327 | 17.85% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | SILVER STATE MTG | &nbsp;&nbsp;&nbsp;&nbsp;111 | $27925114 | 7.16% | 96 | $24732831 | 95.99% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 96 | $24732831 | 95.99% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | SKYLINE FINANCIAL CORP. | &nbsp;&nbsp;&nbsp;&nbsp;1 | $324000 | 0.08% | 1 | $342425 | 1.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $342425 | 1.33% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | SOLUBANC FUNDING | &nbsp;&nbsp;&nbsp;&nbsp;2 | $916000 | 0.23% | 2 | $915081 | 3.55% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $915081 | 3.55% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | SOMA FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;10 | $5217017 | 1.34% | 10 | $5096341 | 19.78% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 10 | $5096341 | 19.78% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | SOUTHERN STAR MORTGAGE | &nbsp;&nbsp;&nbsp;&nbsp;1 | $447850 | 0.11% | 1 | $446777 | 1.73% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $446777 | 1.73% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | SPECTRUM FINANCIAL GROUP, INC | &nbsp;&nbsp;&nbsp;&nbsp;50 | $12760311 | 3.27% | 40 | $10778535 | 41.83% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 40 | $10778535 | 41.83% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | SRI | &nbsp;&nbsp;&nbsp;&nbsp;6 | $2164400 | 0.56% | 6 | $2163924 | 8.40% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 6 | $2163924 | 8.40% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | STERLING EMPIRE FUNDING ASSOC. | &nbsp;&nbsp;&nbsp;&nbsp;1 | $1000000 | 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 | &nbsp;&nbsp;&nbsp;&nbsp;7 | $1145890 | 0.29% | 6 | $1047976 | 4.07% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 6 | $1047976 | 4.07% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | TRIBECA LENDING | &nbsp;&nbsp;&nbsp;&nbsp;3 | $721745 | 0.19% | 2 | $375240 | 1.46% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $375240 | 1.46% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | UBS REAL ESTATE SECURITIES INC | &nbsp;&nbsp;&nbsp;&nbsp;45 | $14424812 | 3.70% | 32 | $8284070 | 32.15% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 32 | $8284070 | 32.15% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | UNITED SECURITY FINANCIAL | &nbsp;&nbsp;&nbsp;&nbsp;2 | $1244000 | 0.32% | 1 | $928000 | 3.60% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $928000 | 3.60% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | WESTERN RESIDENTIAL MTG, INC | &nbsp;&nbsp;&nbsp;&nbsp;6 | $2389576 | 0.61% | 4 | $2050964 | 7.96% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 4 | $2050964 | 7.96% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | WORLDWIDE FINANCIAL RESOURCES INC | &nbsp;&nbsp;&nbsp;&nbsp;2 | $707731 | 0.18% | 2 | $724432 | 2.81% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 2 | $724432 | 2.81% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 |  |  | XBANCORP MORTGAGE SVCS | &nbsp;&nbsp;&nbsp;&nbsp;1 | $200000 | 0.05% | 1 | $199255 | 0.77% | 0 | $0 | 0.00% | 0 | $0 | 0.00% | 1 | $199255 | 0.77% | 0 | $0 | 0.00% | 0 | $0 | 0.00% |
| **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 Total** | **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 Total** | **Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2007-3 Total** |  | **1240** | **$389813589** | **100.00%** | **985** | **$305266771** | **1184.79%** | **0** | **$0** | **0.00%** | **0** | **$0** | **0.00%** | **985** | **$305266771** | **1184.79%** | **0** | **$0** | **0.00%** | **0** | **$0** | **0.00%** |
| **Grand Total** | **Grand Total** | **Grand Total** |  | **19102** | **$3262782571** |  | **4148** | **$1125155890** |  | **0** | **$0** |  | **135** | **$42327466** |  | **4011** | **$1082332849** |  | **0** | **$0** |  | **2** | **$495575** |  |

---

**Footnotes:**

<sup>(1)</sup> 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, 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.

<sup>(2)</sup> 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.

<sup>(3)</sup> 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.

<sup>(4)</sup> "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.

<sup>(5)</sup> "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.

<sup>(6)</sup> "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.

<sup>(7)</sup> "Demand Withdrawn" shows assets where the repurchase demand was withdrawn by the trustee, or by any other party that made the demand.

<sup>(8)</sup> "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.