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Issuer	Issue	Series	Class	Rating
NovaStar Mortgage Funding Trust, Series 2006-MTA1	US$1.189 bil novastar home equity loan asset-backed notes series 2006-MTA1	2006-MTA1	X	B-
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR1	US$442.212 mil mortgage pass through certificates series 2006-AR1	2006-AR1	V-M-5	D
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2	US$764.107 mil mortgage pass-through certificates series 2006-AF2	2006-AF2	V-M-5	D
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR1	US$442.212 mil mortgage pass through certificates series 2006-AR1	2006-AR1	V-M-4	D
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2	US$764.107 mil mortgage pass-through certificates series 2006-AF2	2006-AF2	V-M-4	D
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR1	US$442.212 mil mortgage pass through certificates series 2006-AR1	2006-AR1	V-M-3	D
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2	US$764.107 mil mortgage pass-through certificates series 2006-AF2	2006-AF2	V-M-3	D
Nomura Asset Acceptance Corporation, Alternative Loan Trust Series 2004-AR1	US$388.22 mil mortgage pass-through certificates series 2004-AR1	2004-AR1	V-M-2	A+
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR1	US$442.212 mil mortgage pass through certificates series 2006-AR1	2006-AR1	V-M-2	D
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2	US$764.107 mil mortgage pass-through certificates series 2006-AF2	2006-AF2	V-M-2	D

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