U.S. RMBS Classes Affected By The Nov. 9, 2012, Rating ...

U.S. RMBS Classes Affected By TheNov. 9, 2012, Rating Actions

Primary Credit Analyst:

John Schuk, New York (1) 212-438-5102; [email protected]

Secondary Contact:

Terry G Osterweil, New York (1) 212-438-2567; [email protected]

WWW.STANDARDANDPOORS.COM/RATINGSDIRECT NOVEMBER 9, 2012 1

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U.S. RMBS Classes Affected By The Nov. 9, 2012,Rating Actions

The following table provides the issuers, series, and CUSIPs for the classes of U.S. RMBS transactions affected by the

Nov. 9, 2012, rating actions. For the related press releases, please see "587 Ratings Lowered, 41 Raised, 702 Affirmed

On 241 U.S. RMBS Alt-A, Neg-Am, And High LTV Deals," published Nov. 9, 2012.

Rating Actions

Rating Actions

Transaction Series Class Collateral CUSIP To From

Adjustable Rate Mortgage Trust 2005-4 2005-4 1-A-1 RMBS

Alternative-A

007036KB1 CCC (sf) CCC (sf)


Alternative-A

007036KC9 CCC (sf) CCC (sf)


Alternative-A

007036KD7 CCC (sf) CCC (sf)


Alternative-A

007036KE5 CCC (sf) CCC (sf)


Alternative-A

007036KF2 CCC (sf) CCC (sf)


Alternative-A

007036KG0 CCC (sf) CCC (sf)

Adjustable Rate Mortgage Trust 2005-4 2005-4 6-A-2-1 RMBS

Alternative-A

007036KH8 CCC (sf) CCC (sf)


Alternative-A

007036KJ4 CCC (sf) CCC (sf)

Adjustable Rate Mortgage Trust 2005-4 2005-4 C-B-1 RMBS

Alternative-A

007036KV7 CC (sf) CC (sf)


Alternative-A

007036KK1 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

007036KL9 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

007036KM7 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

007036KP0 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

007036KQ8 AAA (sf) AAA (sf) Watch

Neg

Adjustable Rate Mortgage Trust 2005-4 2005-4 7-M-1 RMBS

Alternative-A

007036KR6 CCC (sf) CCC (sf)


Alternative-A

007036MQ6 CCC (sf) CCC (sf)


Alternative-A

007036MT0 CCC (sf) CCC (sf)


Alternative-A

007036MV5 CCC (sf) CCC (sf)


Alternative-A

007036MX1 CCC (sf) CCC (sf)


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Alternative-A

007036NB8 A+ (sf) A- (sf) Watch

Pos


Alternative-A

007036NC6 BB+ (sf) BB- (sf) Watch

Pos


Alternative-A

007036ND4 BBB+

(sf)

BBB+

(sf)

Watch

Dev


Alternative-A

007036NE2 BB+ (sf) BB- (sf) Watch

Pos

Adjustable Rate Mortgage Trust 2005-7 2005-7 7-M-1 RMBS

Alternative-A

007036NH5 CC (sf) CC (sf)


Alternative-A

00703QAC6 CC (sf) CC (sf)


Alternative-A

00703QAD4 CCC (sf) CCC (sf)


Alternative-A

00703QBG6 CCC (sf) CCC (sf)


Alternative-A

00703QAE2 CCC (sf) CCC (sf)


Alternative-A

00703QAG7 CCC (sf) CCC (sf)


Alternative-A

00703QAH5 CCC (sf) CCC (sf)


Alternative-A

007037BJ2 CC (sf) CCC (sf)

Alternative Loan Trust 2004-10CB 2004-10CB A RMBS

Alternative-A

12667FJC0 CCC (sf) CCC (sf)

Alternative Loan Trust 2004-17CB 2004-17CB 1-A-1 RMBS

Alternative-A

12667FNW1 CCC (sf) CCC (sf)


Alternative-A

12667FNX9 CCC (sf) CCC (sf)


Alternative-A

12667FNY7 CCC (sf) CCC (sf)

Alternative Loan Trust 2004-17CB 2004-17CB A-M RMBS

Alternative-A

12667FNZ4 CC (sf) CC (sf)


Alternative-A

12667FQG3 BB (sf) AAA (sf) Watch

Neg


Alternative-A

12667FQL2 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FQM0 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FQN8 NR AAA (sf) Watch

Neg


Alternative-A

12667FQP3 BB+ (sf) AAA (sf) Watch

Neg


Alternative-A

12667FQQ1 BB (sf) AAA (sf) Watch

Neg


Alternative-A

12667FQR9 BBB (sf) AAA (sf) Watch

Neg


Alternative-A

12667FQS7 BBB-

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FQT5 BB+ (sf) AAA (sf) Watch

Neg



U.S. RMBS Classes Affected By The Nov. 9, 2012, Rating Actions


Alternative-A

12667FQU2 BB- (sf) AAA (sf) Watch

Neg


Alternative-A

12667FRD9 BB- (sf) AAA (sf) Watch

Neg

Alternative Loan Trust 2004-18CB 2004-18CB PO RMBS

Alternative-A

12667FQV0 BB- (sf) AAA (sf) Watch

Neg

Alternative Loan Trust 2004-18CB 2004-18CB M RMBS

Alternative-A

12667FQX6 CCC (sf) B- (sf) Watch

Dev

Alternative Loan Trust 2004-18CB 2004-18CB B-1 RMBS

Alternative-A

12667FQY4 CC (sf) CC (sf)

Alternative Loan Trust 2004-25CB 2004-25CB A-1 RMBS

Alternative-A

12667FWJ0 CCC (sf) CCC (sf)


Alternative-A

12667FWK7 CCC (sf) CCC (sf)


Alternative-A

12667FWM3 CC (sf) CC (sf)

Alternative Loan Trust 2004-26T1 2004-26T1 A-1 RMBS

Alternative-A

12667FVZ5 CCC (sf) B- (sf) Watch

Dev

Alternative Loan Trust 2004-26T1 2004-26T1 PO RMBS

Alternative-A

12667FWA9 CCC (sf) B- (sf) Watch

Dev

Alternative Loan Trust 2004-26T1 2004-26T1 M RMBS

Alternative-A

12667FWC5 CC (sf) CC (sf)

Alternative Loan Trust 2004-26T1 2004-26T1 B-1 RMBS

Alternative-A

12667FWD3 CC (sf) CC (sf)


Alternative-A

12667FWU5 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667FWV3 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667FWW1 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667FWX9 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667FWZ4 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667FXA8 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667FXC4 CC (sf) CC (sf)


Alternative-A

12667FAH8 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FAJ4 NR AAA (sf) Watch

Neg


Alternative-A

12667FAK1 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FAL9 NR AAA (sf) Watch

Neg


Alternative-A

12667FAP0 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FAQ8 BBB-

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FAU9 NR AAA (sf) Watch

Neg





Alternative-A

12667FAV7 BBB-

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FAW5 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FAX3 BBB-

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FAZ8 CCC (sf) CCC (sf)

Alternative Loan Trust 2004-2CB 2004-2CB B-1 RMBS

Alternative-A

12667FBA2 CC (sf) CC (sf)


Alternative-A

12667FR23 CCC (sf) CCC (sf)


Alternative-A



Alternative-A



Alternative-A



Alternative-A



Alternative-A



Alternative-A

12667FR98 CC (sf) CC (sf)


Alternative-A

12667FDN2 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FDP7 NR AAA (sf) Watch

Neg


Alternative-A

12667FDQ5 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FDR3 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FDW2 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

12667FDT9 CCC (sf) CCC (sf)


Alternative-A

12667FDU6 CC (sf) CC (sf)


Alternative-A

12667FDV4 CC (sf) CC (sf)


Alternative-A

12667FFC4 CC (sf) CC (sf)


Alternative-A

12667FFD2 D (sf) CC (sf)

Alternative Loan Trust 2004-6CB 2004-6CB A RMBS

Alternative-A

12667FCW3 BBB+

(sf)

AA (sf) Watch

Neg

Alternative Loan Trust 2004-6CB 2004-6CB M-1 RMBS

Alternative-A

12667FCX1 B- (sf) CCC (sf)

Alternative Loan Trust 2004-6CB 2004-6CB M-2 RMBS

Alternative-A

12667FCY9 CC (sf) CC (sf)


Alternative-A

12667FGB5 B+ (sf) AA+ (sf) Watch

Neg





Alternative-A

12667FGC3 B+ (sf) AA+ (sf) Watch

Neg


Alternative-A

12667FGD1 B+ (sf) AA+ (sf) Watch

Neg


Alternative-A

12667FGE9 B+ (sf) AA+ (sf) Watch

Neg


Alternative-A

12667FGG4 CC (sf) CC (sf)


Alternative-A

12667FHJ7 BBB+

(sf)

AA+ (sf) Watch

Neg


Alternative-A

12667FHK4 BBB+

(sf)

AA+ (sf) Watch

Neg


Alternative-A

12667FHL2 NR AA+ (sf) Watch

Neg


Alternative-A

12667FHM0 BBB+

(sf)

AA (sf) Watch

Neg


Alternative-A

12667FHN8 BBB-

(sf)

AA (sf) Watch

Neg


Alternative-A

12667FHU2 BBB+

(sf)

AA (sf) Watch

Neg


Alternative-A

12667FHV0 BB+ (sf) AA (sf) Watch

Neg


Alternative-A

12667FHW8 BBB-

(sf)

AA (sf) Watch

Neg


Alternative-A

12667FHX6 BB+ (sf) AA (sf) Watch

Neg


Alternative-A

12667FHZ1 CC (sf) CC (sf)


Alternative-A

12667FJA4 CC (sf) CC (sf)


Alternative-A

12667FJB2 CC (sf) CC (sf)

Alternative Loan Trust 2004-J4 2004-J4 1-A-4 RMBS

Alternative-A

12667FFJ9 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

12667FFK6 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

12667FFL4 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

12667FFV2 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

12667FFN0 AA+ (sf) AAA (sf) Watch

Neg

Alternative Loan Trust 2004-J4 2004-J4 M-1 RMBS

Alternative-A

12667FFQ3 BB+ (sf) A (sf) Watch

Neg


Alternative-A

12667FFR1 CCC (sf) CCC (sf)

Alternative Loan Trust 2004-J4 2004-J4 B RMBS

Alternative-A

12667FFS9 CC (sf) CC (sf)


Alternative-A

12667FSX4 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

12667FSZ9 AA+ (sf) AAA (sf) Watch

Neg





Alternative-A

12667FTA3 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

12667FTL9 BBB+

(sf)

AA (sf) Watch

Neg


Alternative-A

12667FTM7 BBB+

(sf)

A- (sf) Watch

Neg


Alternative-A

12667FTE5 CC (sf) CC (sf)


Alternative-A

12667FTW5 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

12667FTX3 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

12667FTY1 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

12667FUB9 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

12667FUF0 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

12667FUG8 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

12667FUH6 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

12667FUK9 BBB-

(sf)

B (sf) Watch

Pos


Alternative-A

12667FUL7 CC (sf) CC (sf)

Alternative Loan Trust 2004-J9 2004-J9 B RMBS

Alternative-A

12667FUM5 D (sf) CC (sf)


Alternative-A

12667GJB0 D (sf) CC (sf)


Alternative-A

12667GJC8 CC (sf) CC (sf)


Alternative-A

12667GJD6 CC (sf) CC (sf)


Alternative-A

12667GJE4 CC (sf) CC (sf)


Alternative-A

12667GJF1 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667GJG9 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667GJH7 CC (sf) CC (sf)


Alternative-A

12667GJJ3 CC (sf) CC (sf)


Alternative-A

12667GJK0 CC (sf) CC (sf)


Alternative-A

12667GJN4 CC (sf) CC (sf)


Alternative-A

12667GJQ7 CC (sf) CC (sf)


Alternative-A

12667GJR5 CCC (sf) B- (sf) Watch

Dev





Alternative-A

12667GJS3 D (sf) CC (sf)


Alternative-A

12667GJU8 CC (sf) CC (sf)


Alternative-A

12667GJV6 D (sf) CC (sf)


Alternative-A

12667GFZ1 CC (sf) CC (sf)


Alternative-A

12667GGA5 CCC (sf) CCC (sf)


Alternative-A

12667GFY4 B+ (sf) B+ (sf)


Alternative-A

12667GGB3 CC (sf) CC (sf)


Alternative-A

12667GGC1 CC (sf) CC (sf)


Alternative-A

12667GGD9 CC (sf) CC (sf)


Alternative-A

12667GGE7 CC (sf) CC (sf)


Alternative-A

12667F2G9 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667F2H7 CC (sf) CC (sf)


Alternative-A

12667F2J3 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667F2K0 CC (sf) CC (sf)


Alternative-A

12667F2L8 CCC (sf) CCC (sf)


Alternative-A

12667F2N4 CC (sf) CC (sf)


Alternative-A

12667F2P9 CC (sf) CC (sf)


Alternative-A

12667F2Q7 CC (sf) CC (sf)


Alternative-A

12667F2R5 CCC (sf) CCC (sf)


Alternative-A

12667F2S3 CC (sf) CC (sf)


Alternative-A

12667F2T1 CCC (sf) CCC (sf)


Alternative-A

12667F2U8 CC (sf) CC (sf)


Alternative-A

12667F2V6 CC (sf) CC (sf)


Alternative-A

12667F2W4 CC (sf) CC (sf)

Alternative Loan Trust 2005-1CB 2005-1CB PO-A RMBS

Alternative-A

12667F2X2 CC (sf) CC (sf)


Alternative-A

12667F2Y0 CC (sf) CC (sf)




Alternative Loan Trust 2005-1CB 2005-1CB PO-B RMBS

Alternative-A

12667F3A1 CC (sf) CC (sf)


Alternative-A

12667F3B9 CCC (sf) CCC (sf)


Alternative-A

12667F3C7 CC (sf) CC (sf)


Alternative-A

12667GKA0 CC (sf) CC (sf)


Alternative-A

12667GKB8 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667GKC6 CC (sf) CC (sf)


Alternative-A

12667GKD4 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667GKE2 CC (sf) CC (sf)


Alternative-A

12667GKF9 CC (sf) CC (sf)


Alternative-A

12667GKG7 CC (sf) CC (sf)


Alternative-A

12667GKH5 CC (sf) CC (sf)


Alternative-A

12667GKJ1 CC (sf) CC (sf)


Alternative-A

12667GKK8 CC (sf) CC (sf)


Alternative-A

12667GKL6 CC (sf) CC (sf)


Alternative-A

12667GKM4 CC (sf) CC (sf)


Alternative-A

12667GKN2 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667GKP7 CC (sf) CC (sf)


Alternative-A

12667GKS1 CCC (sf) B- (sf) Watch

Dev


Alternative-A

12667GKT9 CC (sf) CC (sf)


Alternative-A

12667GGN7 AA- (sf) AA- (sf)


Alternative-A

12667GGQ0 CC (sf) CC (sf)


Alternative-A

12667GGR8 CC (sf) CC (sf)


Alternative-A

12667GMA8 CC (sf) CC (sf)


Alternative-A

12667GGS6 CC (sf) CC (sf)


Alternative-A

12667GLB7 CC (sf) CC (sf)


Alternative-A

12667GLC5 CC (sf) CC (sf)





Alternative-A

12667GLD3 CCC (sf) CCC (sf)


Alternative-A

12667GLE1 CCC (sf) CCC (sf)


Alternative-A

12667GLF8 CC (sf) CC (sf)


Alternative-A

12667GLG6 CC (sf) CC (sf)


Alternative-A

12667GLH4 CC (sf) CC (sf)


Alternative-A

12667GLJ0 CC (sf) CC (sf)


Alternative-A

12667GLK7 CC (sf) CC (sf)


Alternative-A

12667GLL5 CC (sf) CC (sf)


Alternative-A

12667GLM3 CC (sf) CC (sf)


Alternative-A

12667GLN1 CC (sf) CC (sf)


Alternative-A

12667GLP6 CC (sf) CC (sf)


Alternative-A

12667GLQ4 CC (sf) CC (sf)


Alternative-A

12667GMY6 CC (sf) CC (sf)


Alternative-A

12667GMX8 CCC (sf) CCC (sf)


Alternative-A

12667GLR2 CC (sf) CC (sf)


Alternative-A

12667GRB1 CCC (sf) CCC (sf)


Alternative-A

12667GRC9 CCC (sf) CCC (sf)


Alternative-A

12667GRE5 CCC (sf) CCC (sf)


Alternative-A

12667GRF2 CCC (sf) CCC (sf)


Alternative-A

12667GRG0 CCC (sf) CCC (sf)


Alternative-A

12667GRH8 CCC (sf) CCC (sf)


Alternative-A

12667GRJ4 CC (sf) CC (sf)


Alternative-A

12667GTM5 CC (sf) CC (sf)


Alternative-A

12667GTP8 CC (sf) CC (sf)


Alternative-A

12667GTQ6 CC (sf) CC (sf)


Alternative-A

12667GTR4 CC (sf) CC (sf)





Alternative-A

12667GTS2 CC (sf) CC (sf)


Alternative-A

12667GTT0 CC (sf) CC (sf)


Alternative-A

12667GTV5 CC (sf) CC (sf)


Alternative-A

12667GTX1 CC (sf) CC (sf)


Alternative-A

12667GTY9 CC (sf) CC (sf)


Alternative-A

12667GUD3 CCC (sf) CCC (sf)


Alternative-A

12667GUE1 CC (sf) CC (sf)


Alternative-A

12667GUG6 CC (sf) CC (sf)


Alternative-A

12667GUH4 CCC (sf) CCC (sf)


Alternative-A

12667GUS0 CCC (sf) CCC (sf)


Alternative-A

12667GUT8 CC (sf) CC (sf)


Alternative-A

12667GUJ0 CC (sf) CC (sf)


Alternative-A

12667GB77 CC (sf) CC (sf)


Alternative-A

12667GB93 D (sf) CC (sf)

Alternative Loan Trust 2005-36 2005-36 2-A-1A RMBS NEGAM 12667GWF6 CC (sf) CC (sf)

Alternative Loan Trust 2005-36 2005-36 3-A-1 RMBS

Alternative-A

12667GZX4 CC (sf) CC (sf)


Alternative-A

12667GA29 CCC (sf) CCC (sf)


Alternative-A

12667F6Y6 CC (sf) CC (sf)


Alternative-A

12667F6Z3 CC (sf) CC (sf)


Alternative-A

12667F7A7 CC (sf) CC (sf)


Alternative-A

12667F7B5 CC (sf) CC (sf)


Alternative-A

12667F7C3 CC (sf) CC (sf)


Alternative-A

12667F7D1 CCC (sf) CCC (sf)


Alternative-A

12667F7E9 CC (sf) CC (sf)


Alternative-A

12667F7F6 CC (sf) CC (sf)


Alternative-A

12667F7G4 CC (sf) CC (sf)


Alternative-A

12667F7H2 CCC (sf) CCC (sf)





Alternative-A

12667F7J8 CC (sf) CC (sf)


Alternative-A

12667F7K5 CC (sf) CC (sf)


Alternative-A

12667F7M1 CC (sf) CC (sf)

Alternative Loan Trust 2005-4 2005-4 PO RMBS

Alternative-A

12667F7P4 CC (sf) CC (sf)


Alternative-A

12667G5G4 CC (sf) CCC (sf)


Alternative-A

12668AAT2 D (sf) CCC (sf)


Alternative-A

12667G5H2 D (sf) CCC (sf)


Alternative-A

12667G8A4 CCC (sf) CCC (sf)


Alternative-A

12667G4Y6 D (sf) CCC (sf)


Alternative-A

12667G5S8 CC (sf) CC (sf)


Alternative-A

12667G5V1 CC (sf) CC (sf)


Alternative-A

12667G5Z2 CC (sf) CC (sf)


Alternative-A

12668AAX3 CC (sf) CC (sf)


Alternative-A

12668AAG0 CC (sf) CC (sf)


Alternative-A

12668AAH8 CCC (sf) CCC (sf)


Alternative-A

12668AAJ4 CC (sf) CC (sf)


Alternative-A

12668AAK1 CCC (sf) CCC (sf)


Alternative-A

12668AAL9 CC (sf) CC (sf)


Alternative-A

12668AAM7 CC (sf) CC (sf)


Alternative-A

12668AFG5 CC (sf) CCC (sf)


Alternative-A

12668AFH3 CC (sf) CCC (sf)


Alternative-A

12668AFJ9 CC (sf) CCC (sf)


Alternative-A

12668AFL4 CC (sf) CCC (sf)


Alternative-A

12668AFM2 CC (sf) CCC (sf)


Alternative-A

12668AHY4 CC (sf) CCC (sf)


Alternative-A

12668AFN0 CC (sf) CCC (sf)





Alternative-A

12668AFW0 CCC (sf) CCC (sf)


Alternative-A

12668ABG9 CC (sf) CC (sf)


Alternative-A

12668AFY6 CCC (sf) CCC (sf)


Alternative-A

12668AGD1 D (sf) CC (sf)

Alternative Loan Trust 2005-53T2 2005-53T2 1-A-1 RMBS

Alternative-A

12668AKN4 CC (sf) CCC (sf)


Alternative-A

12668AKP9 CC (sf) CCC (sf)


Alternative-A

12668AKQ7 CC (sf) CCC (sf)


Alternative-A

12668AKR5 CC (sf) CCC (sf)


Alternative-A

12668AKS3 CC (sf) CCC (sf)


Alternative-A

12668AKT1 CC (sf) CCC (sf)


Alternative-A

12668AKU8 CC (sf) CCC (sf)


Alternative-A

12668AKY0 CC (sf) CCC (sf)

Alternative Loan Trust 2005-60T1 2005-60-T1 A-1 RMBS

Alternative-A

12668AUQ6 CC (sf) CC (sf)


Alternative-A

12668AUR4 CC (sf) CC (sf)


Alternative-A

12668AUS2 CC (sf) CC (sf)


Alternative-A

12668AUU7 CC (sf) CC (sf)


Alternative-A

12668AUV5 CC (sf) CC (sf)


Alternative-A

12668AUW3 CC (sf) CC (sf)


Alternative-A

12668AUX1 CC (sf) CC (sf)


Alternative-A

12668AUY9 D (sf) CCC (sf)


Alternative-A

12668AUZ6 CC (sf) CC (sf)


Alternative-A

12668AVA0 D (sf) CC (sf)


Alternative-A

12668AXA8 CC (sf) CC (sf)

Alternative Loan Trust 2005-60T1 2005-60-T1 PO RMBS

Alternative-A

12668AVC6 D (sf) CC (sf)


Alternative-A

12668AXD2 CC (sf) CCC (sf)


Alternative-A

12668AX34 CCC (sf) CCC (sf)





Alternative-A

12668AX67 CC (sf) CC (sf)


Alternative-A

12668AX91 CCC (sf) CCC (sf)


Alternative-A

12668AY66 D (sf) CC (sf)


Alternative-A

12668AY82 D (sf) CC (sf)


Alternative-A

12668AZ32 CCC (sf) CCC (sf)


Alternative-A

12668AZ40 CC (sf) CC (sf)


Alternative-A

12668AZ73 D (sf) CC (sf)


Alternative-A

12668A2B0 D (sf) CC (sf)


Alternative-A

12668A2M6 CC (sf) CC (sf)


Alternative-A

12668A2N4 CC (sf) CC (sf)


Alternative-A

12668A2P9 CC (sf) CC (sf)


Alternative-A

12668A2U8 D (sf) CC (sf)


Alternative-A

12668AL37 CCC (sf) CCC (sf)


Alternative-A

12668AL45 D (sf) CCC (sf)


Alternative-A



Alternative-A



Alternative-A



Alternative-A



Alternative-A

12668AM28 D (sf) CCC (sf)


Alternative-A

12668AF67 CC (sf) CC (sf)


Alternative-A

12668AG33 CC (sf) CC (sf)


Alternative-A

12668AG66 D (sf) CC (sf)

Alternative Loan Trust 2005-77T1 2005-77T1 1-PO RMBS

Alternative-A

12668BCS0 D (sf) CCC (sf)

Alternative Loan Trust 2005-77T1 2005-77T1 2-PO RMBS

Alternative-A

12668BCT8 D (sf) CCC (sf)


Alternative-A

12668BAK9 D (sf) CC (sf)


Alternative-A

12668BGN7 D (sf) CC (sf)





Alternative-A

12668BEF6 D (sf) CCC (sf)


Alternative-A

12668BET6 D (sf) CC (sf)


Alternative-A

12667GEK5 CC (sf) CC (sf)


Alternative-A

12667GEM1 CC (sf) CC (sf)


Alternative-A

12667GEP4 CC (sf) CC (sf)


Alternative-A

12667GFS7 CC (sf) CC (sf)


Alternative-A

12667GFT5 CC (sf) CC (sf)


Alternative-A

12667GEQ2 CCC (sf) CCC (sf)


Alternative-A

12667GER0 CC (sf) CC (sf)


Alternative-A

12667GES8 CC (sf) CC (sf)


Alternative-A

12667GET6 CC (sf) CC (sf)


Alternative-A

12667G4G5 CC (sf) CC (sf)


Alternative-A

12667G4J9 CC (sf) CC (sf)


Alternative-A

12667G4K6 CC (sf) CC (sf)


Alternative-A

12667G4N0 CC (sf) CC (sf)


Alternative-A

12667G4P5 CC (sf) CC (sf)


Alternative-A

12667G4Q3 CC (sf) CC (sf)


Alternative-A

12668ABH7 CC (sf) CC (sf)


Alternative-A

12668ABJ3 CC (sf) CC (sf)


Alternative-A

12668ABK0 CC (sf) CC (sf)


Alternative-A

12668ABM6 CC (sf) CC (sf)


Alternative-A

12668ABN4 CC (sf) CC (sf)


Alternative-A

12668ABP9 CC (sf) CC (sf)


Alternative-A

12668ABQ7 CC (sf) CC (sf)


Alternative-A

12668ABR5 CC (sf) CC (sf)


Alternative-A

12668ABT1 CC (sf) CC (sf)





Alternative-A

12668ABU8 CC (sf) CC (sf)

Alternative Loan Trust 2005-J10 2005-J10 PO RMBS

Alternative-A

12668ABX2 CC (sf) CC (sf)


Alternative-A

12668ASR7 CCC (sf) CCC (sf)


Alternative-A

12668ASS5 CCC (sf) CCC (sf)


Alternative-A

12668AST3 CCC (sf) CCC (sf)


Alternative-A

12668AYD1 CCC (sf) CCC (sf)


Alternative-A

12668ASY2 CCC (sf) CCC (sf)


Alternative-A

12668ATB1 CCC (sf) CCC (sf)


Alternative-A

12668ASQ9 CCC (sf) CCC (sf)


Alternative-A

12668AB79 CC (sf) CCC (sf)


Alternative-A

12668AB95 CC (sf) CCC (sf)


Alternative-A

12668AC29 CC (sf) CCC (sf)


Alternative-A



Alternative-A



Alternative-A



Alternative-A



Alternative-A

12668AD28 CCC (sf) CCC (sf)


Alternative-A

12668AD36 CC (sf) CCC (sf)


Alternative-A

12668AD44 CC (sf) CCC (sf)


Alternative-A



Alternative-A

12668AD85 CC (sf) CC (sf)


Alternative-A

12667GH89 CC (sf) CC (sf)


Alternative-A

12667GJ20 CC (sf) CC (sf)


Alternative-A



Alternative-A

12667GJ46 CCC (sf) CCC (sf)


Alternative-A

12667GR54 CC (sf) CC (sf)





Alternative-A


Alternative Loan Trust 2005-J8 2005-J8 PO-A RMBS

Alternative-A


Alternative Loan Trust 2005-J8 2005-J8 PO-B RMBS

Alternative-A



Alternative-A

12668BZB2 CC (sf) CCC (sf)


Alternative-A

12668BZD8 CCC (sf) CCC (sf)


Alternative-A

12668BZP1 CCC (sf) CCC (sf)


Alternative-A

12668BZY2 D (sf) CC (sf)


Alternative-A

021468AA1 CCC (sf) CCC (sf)


Alternative-A

021468AN3 D (sf) CC (sf)


Alternative-A

02146AAD0 D (sf) CC (sf)


Alternative-A

02147FAG1 D (sf) CC (sf)


Alternative-A

02147QAL6 CC (sf) CCC (sf)


Alternative-A

02147QAQ5 CC (sf) CCC (sf)


Alternative-A

02147QAS1 CC (sf) CCC (sf)


Alternative-A

02147QBL5 D (sf) CC (sf)


Alternative-A

02147MAT8 D (sf) CC (sf)


Alternative-A

02147GAK0 D (sf) CC (sf)


Alternative-A

02147WAY5 D (sf) CC (sf)


Alternative-A

02147YAQ8 D (sf) CC (sf)


Alternative-A

02147PBP8 D (sf) CC (sf)


Alternative-A

02148HAU5 CC (sf) CCC (sf)


Alternative-A

02148HAX9 D (sf) CC (sf)


Alternative-A

02147XAD9 CC (sf) CCC (sf)


Alternative-A

02147XAE7 CC (sf) CCC (sf)


Alternative-A

02147XAF4 CC (sf) CCC (sf)


Alternative-A

02147XAJ6 CC (sf) CCC (sf)





Alternative-A

02147XAK3 CC (sf) CCC (sf)


Alternative-A

02147XAL1 CC (sf) CCC (sf)


Alternative-A

02147XAM9 CC (sf) CCC (sf)


Alternative-A

02147XAN7 CC (sf) CCC (sf)


Alternative-A

02147XAP2 CC (sf) CCC (sf)


Alternative-A

02147XAR8 CC (sf) CCC (sf)


Alternative-A

02147XAS6 CC (sf) CCC (sf)


Alternative-A

02147XAT4 CC (sf) CCC (sf)


Alternative-A

02147XAU1 CC (sf) CCC (sf)


Alternative-A

02147XAV9 CC (sf) CCC (sf)


Alternative-A

02147XAW7 CC (sf) CCC (sf)


Alternative-A

02147XAZ0 D (sf) CC (sf)


Alternative-A

02148AAJ5 D (sf) CC (sf)


Alternative-A

02148CAC6 D (sf) CC (sf)


Alternative-A

02146XBL1 CC (sf) CCC (sf)


Alternative-A

02146XAF5 CC (sf) CCC (sf)


Alternative-A

02146XBB3 D (sf) CC (sf)


Alternative-A

02148JAY3 D (sf) CC (sf)


Alternative-A

02148JBC0 D (sf) CC (sf)


Alternative-A

02148KAC8 CC (sf) CCC (sf)

Alternative Loan Trust 2006-40T1 2006-40T1 PO-1 RMBS

Alternative-A

02148KBA1 D (sf) CC (sf)


Alternative-A

02149CAX9 CC (sf) CCC (sf)


Alternative-A

02149CAY7 CC (sf) CCC (sf)


Alternative-A

02148YAL8 D (sf) CC (sf)


Alternative-A

02149FAA2 CC (sf) CCC (sf)


Alternative-A

02149FAD6 CC (sf) CCC (sf)





Alternative-A

02149FBF0 D (sf) CC (sf)


Alternative-A

02149FBB9 D (sf) CC (sf)

Alternative Loan Trust 2006-43CB 2006-43CB III-PO RMBS

Alternative-A

02149FBG8 D (sf) CC (sf)


Alternative-A

02149JAA4 CC (sf) CC (sf)


Alternative-A

02149JAD8 CC (sf) CC (sf)


Alternative-A

02149JAF3 CC (sf) CC (sf)


Alternative-A

02149JAJ5 CC (sf) CC (sf)


Alternative-A

02149JAK2 CC (sf) CC (sf)


Alternative-A

02149JAM8 CC (sf) CC (sf)


Alternative-A

02149JAN6 CC (sf) CC (sf)


Alternative-A

02149JCA2 CC (sf) CC (sf)


Alternative-A

02149JCB0 CC (sf) CC (sf)


Alternative-A

02149JAS5 CC (sf) CC (sf)


Alternative-A

02149JAU0 CC (sf) CC (sf)


Alternative-A

02149JAZ9 CC (sf) CC (sf)


Alternative-A

02149JBA3 CC (sf) CC (sf)


Alternative-A

02149JBB1 CC (sf) CC (sf)


Alternative-A

02149JBC9 CC (sf) CC (sf)


Alternative-A

02149JBD7 CC (sf) CC (sf)


Alternative-A

02149JBE5 CC (sf) CC (sf)


Alternative-A

02149JCC8 CC (sf) CC (sf)


Alternative-A

12668BPM9 CC (sf) CCC (sf)


Alternative-A

12668BPN7 CC (sf) CCC (sf)


Alternative-A

12668BPS6 CC (sf) CCC (sf)


Alternative-A

12668BPV9 CCC (sf) CCC (sf)


Alternative-A

12668BPW7 CCC (sf) CCC (sf)





Alternative-A

12668BPX5 CCC (sf) CCC (sf)


Alternative-A

12668BQA4 CCC (sf) CCC (sf)


Alternative-A

12668BQD8 D (sf) CC (sf)


Alternative-A

12668BNA7 CC (sf) CC (sf)


Alternative-A

12668BND1 D (sf) CC (sf)


Alternative-A

12668BSV6 D (sf) CC (sf)


Alternative-A

12668BXW8 D (sf) CC (sf)


Alternative-A

12668BYT4 D (sf) CC (sf)

Alternative Loan Trust 2006-8T1 2006-7 PO RMBS

Alternative-A

12668BMS9 D (sf) CC (sf)


Alternative-A

12668BVH3 CCC (sf) CCC (sf)


Alternative-A

12668BVT7 D (sf) CC (sf)

Alternative Loan Trust 2006-HY13 2006-HY13 1-A-1 RMBS

Alternative-A

02149DAA7 CC (sf) CCC (sf)


Alternative-A

12668BNH2 D (sf) CCC (sf)


Alternative-A

12668BNK5 CC (sf) CCC (sf)

Alternative Loan Trust 2006-J1 2006-J1 PO-1 RMBS

Alternative-A

12668BKQ5 D (sf) CC (sf)


Alternative-A

12668BKR3 D (sf) CC (sf)

Alternative Loan Trust 2006-J2 2006-J2 A-10 RMBS

Alternative-A

12668BTN3 CC (sf) CCC (sf)


Alternative-A

12668BTR4 D (sf) CC (sf)


Alternative-A

021469AR2 D (sf) CC (sf)


Alternative-A

021469AS0 D (sf) CC (sf)


Alternative-A

021469BC4 D (sf) CC (sf)


Alternative-A

23242WAX7 D (sf) CC (sf)


Alternative-A

23242WAY5 D (sf) CC (sf)


Alternative-A

23244EAD9 CCC (sf) CCC (sf)


Alternative-A

23244EAE7 CC (sf) CCC (sf)


Alternative-A

23244EAG2 D (sf) CC (sf)





Alternative-A

23245LBA7 D (sf) CC (sf)

Alternative Loan Trust 2006-OC1 2006-OC1 2-A-3A RMBS

Alternative-A

12668BJU8 CCC (sf) CCC (sf)


Alternative-A

02150HBK1 D (sf) CC (sf)


Alternative-A

02150GAF5 CC (sf) CCC (sf)

Alternative Loan Trust 2007-13 2007-13 A-1 RMBS

Alternative-A

02150MAA3 CC (sf) CC (sf)


Alternative-A

02150MAJ4 CC (sf) CC (sf)


Alternative-A

02150MAL9 CC (sf) CC (sf)


Alternative-A

02151CAA4 B (sf) B (sf)


Alternative-A

02151CAD8 D (sf) CC (sf)


Alternative-A

02151CAT3 D (sf) CC (sf)


Alternative-A

02151CAG1 D (sf) CC (sf)


Alternative-A

02152AAA7 CC (sf) CCC (sf)


Alternative-A

02152AAB5 CC (sf) CCC (sf)


Alternative-A

02152AAG4 D (sf) CCC (sf)


Alternative-A

02152ABF5 D (sf) CC (sf)


Alternative-A

02151HAJ4 D (sf) CC (sf)


Alternative-A

02151HAQ8 CC (sf) CCC (sf)


Alternative-A

02151HAW5 D (sf) CC (sf)


Alternative-A

02151NAR3 D (sf) CC (sf)


Alternative-A

02151NAU6 D (sf) CC (sf)


Alternative-A

02151NBE1 D (sf) CC (sf)


Alternative-A

02151AAS9 D (sf) CC (sf)


Alternative-A

02151ABW9 CC (sf) CCC (sf)


Alternative-A

02151ABZ2 D (sf) CC (sf)


Alternative-A

23246KAW1 D (sf) CCC (sf)


Alternative-A

23246KBM2 D (sf) CC (sf)





Alternative-A

02151FAA7 CCC (sf) CCC (sf)


Alternative-A

02151FAD1 CCC (sf) CCC (sf)


Alternative-A

02151FAF6 D (sf) CC (sf)


Alternative-A

02151FAG4 D (sf) CC (sf)


Alternative-A

02151FAH2 CC (sf) CC (sf)


Alternative-A

02151FAJ8 CC (sf) CCC (sf)


Alternative-A

02151FAY5 D (sf) CC (sf)


Alternative-A

02151FAZ2 D (sf) CC (sf)


Alternative-A

02151FBA6 D (sf) CC (sf)


Alternative-A

02151FBB4 D (sf) CC (sf)


Alternative-A

02151FBC2 CC (sf) CC (sf)


Alternative-A

02151FAQ2 D (sf) CC (sf)


Alternative-A

02149HAA8 CC (sf) CCC (sf)


Alternative-A

02149HAE0 CC (sf) CCC (sf)


Alternative-A

02149HAM2 CC (sf) CCC (sf)


Alternative-A

02149HBD1 D (sf) CCC (sf)


Alternative-A

02149HBH2 D (sf) CC (sf)


Alternative-A

02149VAG4 CC (sf) CCC (sf)


Alternative-A

02149VAW9 D (sf) CC (sf)


Alternative-A



Alternative-A

02148FAL9 D (sf) CC (sf)


Alternative-A

02148FBU8 D (sf) CC (sf)


Alternative-A

02148FBW4 D (sf) CC (sf)


Alternative-A

02148FBY0 D (sf) CC (sf)


Alternative-A

02148FCA1 D (sf) CC (sf)


Alternative-A

02148FCC7 D (sf) CC (sf)





Alternative-A

02148FCE3 D (sf) CC (sf)


Alternative-A

02147BAC9 CCC (sf) CCC (sf)


Alternative-A

02147BBK0 D (sf) CC (sf)


Alternative-A

02150FAA8 CC (sf) CCC (sf)


Alternative-A

02150FAZ3 CC (sf) CCC (sf)


Alternative-A

02150FBA7 CC (sf) CCC (sf)


Alternative-A

02150FAP5 D (sf) CC (sf)


Alternative-A

02150JCW0 D (sf) CC (sf)


Alternative-A

02150JDC3 D (sf) CC (sf)


Alternative-A

02150JDD1 CC (sf) CC (sf)


Alternative-A

02150JDF6 CC (sf) CC (sf)


Alternative-A

02148DAA8 CC (sf) CC (sf)


Alternative-A

02148DAC4 CC (sf) CC (sf)


Alternative-A

02148DAE0 CCC (sf) CCC (sf)


Alternative-A

02150QAA4 CCC (sf) CCC (sf)

Alternative Loan Trust 2007-HY6 2007-HY6 A-1 RMBS

Alternative-A

02151JAA9 CCC (sf) CCC (sf)


Alternative-A

02151JAC5 CCC (sf) CCC (sf)


Alternative-A

02151JAD3 CCC (sf) CCC (sf)

Alternative Loan Trust 2007-HY7C 2007-HY7C A-1 RMBS

Alternative-A

02150VAA3 CC (sf) CCC (sf)

Alternative Loan Trust 2007-HY8C 2007-HY8C A-1 RMBS

Alternative-A

02150XAA9 CCC (sf) CCC (sf)


Alternative-A

02152BAA5 CC (sf) CC (sf)


Alternative-A

02152BAU1 CC (sf) CCC (sf)


Alternative-A

02152BAV9 CC (sf) CC (sf)


Alternative-A

02149MAA7 D (sf) CCC (sf)


Alternative-A

02149MAJ8 D (sf) CC (sf)


Alternative-A

02149MCD9 D (sf) CC (sf)





Alternative-A

02149MCJ6 B (sf) B (sf)


Alternative-A

02149MCL1 CC (sf) CCC (sf)

Alternative Loan Trust 2007-OA10 2007-OA10 1-A-1 RMBS NEGAM 02149QAA8 CCC (sf) CCC (sf)

Alternative Loan Trust 2007-OA10 2007-OA10 1-A-2 RMBS NEGAM 02149QAB6 AA- (sf) AA- (sf)

Alternative Loan Trust 2007-OA10 2007-OA10 2-A-1 RMBS NEGAM 02149QAD2 CCC (sf) CCC (sf)

Alternative Loan Trust 2007-OA10 2007-OA10 2-A-2 RMBS NEGAM 02149QAE0 AA- (sf) AA- (sf)

Alternative Loan Trust 2007-OA10 2007-OA10 2-A-3 RMBS NEGAM 02149QAF7 AA- (sf) AA- (sf)

Alternative Loan Trust 2007-OH1 2007-OH1 A-1-B RMBS NEGAM 02150KAX7 CCC (sf) CCC (sf)

Alternative Loan Trust 2007-OH1 2007-OH1 A-1-C RMBS NEGAM 02150KAY5 CCC (sf) CCC (sf)

Alternative Loan Trust 2007-OH1 2007-OH1 A-1-D RMBS NEGAM 02150KAZ2 CCC (sf) CCC (sf)

Alternative Loan Trust 2007-OH1 2007-OH1 A-2-B RMBS NEGAM 02150KBB4 D (sf) CC (sf)

Alternative Loan Trust 2007-OH1 2007-OH1 A-2-C RMBS NEGAM 02150KBC2 D (sf) CC (sf)

Alternative Loan Trust 2007-OH1 2007-OH1 A-2-D RMBS NEGAM 02150KBD0 D (sf) CC (sf)

Asset-Backed Certificates Trust

2006-IM1

2006-IM1 A-2 RMBS

Alternative-A

126670SP4 D (sf) CCC (sf)

Banc of America Alternative Loan Trust

2006-7

2006-7 A-2 RMBS

Alternative-A

059469AB2 CCC (sf) CCC (sf)


2006-7

2006-7 A-3 RMBS

Alternative-A

059469AC0 CCC (sf) CCC (sf)


2006-7

2006-7 A-4 RMBS

Alternative-A



2006-7

2006-7 A-5 RMBS

Alternative-A

059469AE6 CCC (sf) CCC (sf)


2006-7

2006-7 A-6 RMBS

Alternative-A

059469AF3 CCC (sf) CCC (sf)


2007-2

2007-2 1-A-2 RMBS

Alternative-A

059475AB9 CCC (sf) CCC (sf)


2007-2

2007-2 2-A-2 RMBS

Alternative-A

059475AG8 CC (sf) CCC (sf)


2007-2

2007-2 2-A-4 RMBS

Alternative-A

059475AJ2 CC (sf) CCC (sf)

Banc of America Funding 2006-H Trust 2006-H 3-A-1 RMBS

Alternative-A

05950PAH6 CC (sf) CCC (sf)


Alternative-A

05950PAJ2 CC (sf) CCC (sf)


Alternative-A

05950PAS2 CCC (sf) CCC (sf)


Alternative-A

05950PAU7 CCC (sf) CCC (sf)

Banc of America Funding 2007-A Trust 2007-A 1-A-1 RMBS

Alternative-A

05952DAA6 CCC (sf) CCC (sf)


Alternative-A

05952DAB4 CCC (sf) CCC (sf)


Alternative-A

05952DAC2 CCC (sf) CCC (sf)


Alternative-A

05952DAQ1 CCC (sf) CCC (sf)


Alternative-A

05952DAR9 CCC (sf) CCC (sf)




Banc of America Funding 2007-A Trust 2007-A M-1 RMBS

Alternative-A

05952DAD0 CC (sf) CCC (sf)

Banc of America Funding 2007-A Trust 2007-A M-2 RMBS

Alternative-A

05952DAE8 CC (sf) CC (sf)

Banc of America Funding 2007-B Trust 2007-B A-1 RMBS

Alternative-A

05952EAA4 CCC (sf) CCC (sf)

Banc of America Funding 2007-B Trust 2007-B A-2 RMBS

Alternative-A

05952EAB2 D (sf) CCC (sf)

Banc of America Mortgage 2007-2 Trust 2007-2 A-5 RMBS

Alternative-A

05952FAE3 CCC (sf) CCC (sf)


Alternative-A

05952FAF0 CC (sf) CCC (sf)


Alternative-A

05952FAG8 CCC (sf) CCC (sf)

Banc of America Mortgage 2007-2 Trust 2007-2 30-PO RMBS

Alternative-A

05952FAS2 D (sf) CC (sf)

BCAP LLC Trust 2007-AA2 2007-AA2 II-1-PO RMBS

Alternative-A

05530NBE6 D (sf) CC (sf)

BCAP LLC Trust 2007-AA2 2007-AA2 II-2-PO RMBS

Alternative-A

05530NBJ5 D (sf) CC (sf)

BCAP LLC Trust 2007-AA3 2007-AA3 I-A-1A RMBS

Alternative-A

05530VAA7 CCC (sf) CCC (sf)

BCAP LLC Trust 2007-AA3 2007-AA3 I-A-1B RMBS

Alternative-A

05530VAB5 CCC (sf) CCC (sf)

BCAP LLC Trust 2007-AA3 2007-AA3 II-A-IA RMBS

Alternative-A

05530VAN9 CCC (sf) CCC (sf)

BCAP LLC Trust 2007-AA3 2007-AA3 II-A-1B RMBS

Alternative-A

05530VAP4 CCC (sf) CCC (sf)

BCAP LLC Trust 2007-AA3 2007-AA3 II-A-2 RMBS

Alternative-A

05530VAQ2 CC (sf) CC (sf)

Bear Stearns ALT-A Trust 2004-12 2004-12 II-A-1 RMBS

Alternative-A

07386HPD7 CCC (sf) CCC (sf)


Alternative-A

07386HPE5 CCC (sf) CCC (sf)


Alternative-A

07386HPF2 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

07386HPG0 BB- (sf) A+ (sf) Watch

Neg


Alternative-A

07386HPJ4 CCC (sf) AAA (sf) Watch

Neg


Alternative-A

07386HPK1 CCC (sf) BB+ (sf) Watch

Neg

Bear Stearns ALT-A Trust 2004-12 2004-12 II-M-1 RMBS

Alternative-A

07386HPM7 CC (sf) CC (sf)

Bear Stearns ALT-A Trust 2004-12 2004-12 II-B-1 RMBS

Alternative-A

07386HPN5 CC (sf) CC (sf)

Bear Stearns ALT-A Trust 2004-12 2004-12 I-A-1 RMBS

Alternative-A

07386HNQ0 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

07386HNR8 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

07386HNS6 AAA (sf) AAA (sf) Watch

Neg





Alternative-A

07386HNT4 AA+ (sf) AAA (sf) Watch

Neg

Bear Stearns ALT-A Trust 2004-12 2004-12 I-M-1 RMBS

Alternative-A

07386HNU1 BB+ (sf) B- (sf) Watch

Pos

Bear Stearns ALT-A Trust 2004-12 2004-12 I-M-2 RMBS

Alternative-A

07386HNV9 CC (sf) CC (sf)

Bear Stearns ALT-A Trust 2004-12 2004-12 I-B-1 RMBS

Alternative-A

07386HNW7 CC (sf) CC (sf)

Bear Stearns ALT-A Trust 2004-12 2004-12 I-B-2 RMBS

Alternative-A

07386HNX5 CC (sf) CC (sf)

Bear Stearns ALT-A Trust 2005-10 2005-10 I-1A-1 RMBS

Alternative-A

07386HYW5 CC (sf) CCC (sf)


Alternative-A

07386HWR8 CCC (sf) CCC (sf)


Alternative-A

07386HWS6 CCC (sf) CCC (sf)


Alternative-A

07386HWT4 CCC (sf) CCC (sf)


Alternative-A

07386HWU1 CCC (sf) CCC (sf)


Alternative-A

07386HXN6 CCC (sf) CCC (sf)

Bear Stearns ALT-A Trust 2005-9 2005-9 II-1A-1 RMBS

Alternative-A

07386HXZ9 D (sf) CCC (sf)


Alternative-A

07386HYF2 CCC (sf) CCC (sf)


Alternative-A

07386HA92 CCC (sf) CCC (sf)


Alternative-A

07386HB26 CC (sf) CCC (sf)


Alternative-A

07386HC25 CCC (sf) CCC (sf)


Alternative-A

07386HC58 CCC (sf) CCC (sf)

Bear Stearns Alt-A Trust 2006-3 2006-3 II-4A-1 RMBS

Alternative-A

07386HL90 CC (sf) CC (sf)

Bear Stearns Alt-A Trust 2006-3 2006-3 II-4A-2 RMBS

Alternative-A

07386HM24 CC (sf) CC (sf)


Alternative-A

073871AA3 CC (sf) CC (sf)

Bear Stearns ALT-A Trust 2006-6 2006-6 III-1A-1 RMBS

Alternative-A

073868AV3 CCC (sf) CCC (sf)

Bear Stearns ALT-A Trust 2006-6 2006-6 III-2A-1 RMBS

Alternative-A

073868BE0 CCC (sf) CCC (sf)


Alternative-A

073875AN6 CC (sf) CCC (sf)


Alternative-A

07387RAA6 D (sf) CC (sf)


Alternative-A

07387RAH1 AA+ (sf) AA+ (sf)

Bear Stearns ALT-A Trust II 2007-1 2007-1 I-A-1 RMBS

Alternative-A

07389KAA9 CC (sf) CCC (sf)




Bear Stearns ALT-A Trust II 2007-1 2007-1 II-A-1 RMBS

Alternative-A

07389KAD3 CCC (sf) CCC (sf)

Bear Stearns ALT-A Trust II 2007-1 2007-1 III-A-1 RMBS

Alternative-A

07389KAG6 CC (sf) CCC (sf)

Bear Stearns ARM Trust 2006-4 2006-4 I-A-1 RMBS

Alternative-A

073882AA0 CC (sf) CC (sf)

Bear Stearns ARM Trust 2006-4 2006-4 IV-A-3 RMBS

Alternative-A

073882AY8 CCC (sf) CCC (sf)

Bear Stearns ARM Trust 2007-2 2007-2 IV-A-1 RMBS

Alternative-A

07401EAG4 CCC (sf) CCC (sf)

Bear Stearns Asset Backed Securities I

Trust 2004-AC2

2004-AC2 I-A1 RMBS

Alternative-A

073879AA6 A+ (sf) AAA (sf) Watch

Neg


Trust 2004-AC2

2004-AC2 I-A2 RMBS

Alternative-A

073879AB4 A+ (sf) AAA (sf) Watch

Neg


Trust 2004-AC2

2004-AC2 I-A3 RMBS

Alternative-A

073879AC2 A+ (sf) AAA (sf) Watch

Neg


Trust 2004-AC2

2004-AC2 I-A4 RMBS

Alternative-A

073879AD0 NR AAA (sf) Watch

Neg


Trust 2004-AC2

2004-AC2 I-X RMBS

Alternative-A

073879AE8 NR AAA (sf) Watch

Neg


Trust 2004-AC2

2004-AC2 I-PO RMBS

Alternative-A

073879AF5 A+ (sf) AAA (sf) Watch

Neg


Trust 2004-AC2

2004-AC2 II-A RMBS

Alternative-A

073879AG3 A+ (sf) AAA (sf) Watch

Neg


Trust 2004-AC2

2004-AC2 II-X RMBS

Alternative-A

073879AH1 NR AAA (sf) Watch

Neg


Trust 2004-AC2

2004-AC2 II-PO RMBS

Alternative-A

073879AJ7 A+ (sf) AAA (sf) Watch

Neg


Trust 2004-AC2

2004-AC2 B-1 RMBS

Alternative-A

073879AK4 CCC (sf) B- (sf) Watch

Dev


Trust 2004-AC2

2004-AC2 B-2 RMBS

Alternative-A

073879AL2 CC (sf) CC (sf)


Trust 2004-AC3

2004-AC3 A-1 RMBS

Alternative-A

073879BM9 BBB+

(sf)

AAA (sf) Watch

Neg


Trust 2004-AC3

2004-AC3 A-2 RMBS

Alternative-A

073879BN7 BBB+

(sf)

AAA (sf) Watch

Neg


Trust 2004-AC3

2004-AC3 M-1 RMBS

Alternative-A

073879BP2 B+ (sf) AA (sf) Watch

Neg


Trust 2004-AC3

2004-AC3 M-2 RMBS

Alternative-A

073879BQ0 CCC (sf) BB (sf) Watch

Neg


Trust 2004-AC3

2004-AC3 M-3 RMBS

Alternative-A

073879BR8 CCC (sf) B- (sf) Watch

Dev


Trust 2004-AC3

2004-AC3 B-1 RMBS

Alternative-A

073879BS6 CC (sf) CC (sf)


Trust 2004-AC3

2004-AC3 B-2 RMBS

Alternative-A

073879BT4 CC (sf) CC (sf)


Trust 2004-AC4

2004-AC4 A-1 RMBS

Alternative-A

073879EA2 BBB-

(sf)

AAA (sf) Watch

Neg


Trust 2004-AC4

2004-AC4 A-2 RMBS

Alternative-A

073879EB0 BBB-

(sf)

AAA (sf) Watch

Neg


Trust 2004-AC4

2004-AC4 A-3 RMBS

Alternative-A

073879EC8 AA+ (sf) AAA (sf) Watch

Neg





Trust 2004-AC4

2004-AC4 A-4 RMBS

Alternative-A

073879ED6 BBB-

(sf)

AAA (sf) Watch

Neg


Trust 2004-AC4

2004-AC4 A-5 RMBS

Alternative-A

073879EE4 BBB-

(sf)

AAA (sf) Watch

Neg


Trust 2004-AC4

2004-AC4 A-6 RMBS

Alternative-A

073879EF1 NR AAA (sf) Watch

Neg


Trust 2004-AC4

2004-AC4 M-1 RMBS

Alternative-A

073879EG9 CCC (sf) BB (sf) Watch

Neg


Trust 2004-AC4

2004-AC4 M-2 RMBS

Alternative-A

073879EH7 CC (sf) CC (sf)


Trust 2004-AC4

2004-AC4 B RMBS

Alternative-A

073879EJ3 CC (sf) CC (sf)


Trust 2005-AC3

2005-AC3 II-A-1 RMBS

Alternative-A

073879WQ7 CC (sf) CC (sf)


Trust 2005-AC3


Alternative-A

073879WR5 CC (sf) CC (sf)


Trust 2005-AC3


Alternative-A

073879WS3 CC (sf) CC (sf)


Trust 2005-AC3

2005-AC3 II-PO RMBS

Alternative-A

073879WV6 CC (sf) CC (sf)


Trust 2005-AC3

2005-AC3 I-A-1 RMBS

Alternative-A

073879XD5 CCC (sf) B (sf) Watch

Neg


Trust 2005-AC3

2005-AC3 I-M-1 RMBS

Alternative-A

073879XF0 CCC (sf) CCC (sf)


Trust 2005-AC3

2005-AC3 I-M-2 RMBS

Alternative-A

073879XG8 CC (sf) CC (sf)


Trust 2005-AC4

2005-AC4 A RMBS

Alternative-A

073879YG7 CCC (sf) CCC (sf)


Trust 2005-AC4

2005-AC4 M-1 RMBS

Alternative-A

073879YH5 CCC (sf) CCC (sf)


Trust 2005-AC4

2005-AC4 M-2 RMBS

Alternative-A

073879YJ1 CC (sf) CC (sf)


Trust 2005-AC5

2005-AC5 I-A-1 RMBS

Alternative-A

073879ZW1 CCC (sf) CCC (sf)


Trust 2005-AC5

2005-AC5 I-A-2 RMBS

Alternative-A

073879ZX9 CCC (sf) CCC (sf)


Trust 2005-AC5

2005-AC5 I-A-3 RMBS

Alternative-A

073879ZY7 CCC (sf) CCC (sf)


Trust 2005-AC5

2005-AC5 I-A-4 RMBS

Alternative-A

073879ZZ4 CCC (sf) CCC (sf)


Trust 2005-AC5

2005-AC5 I-M-1 RMBS

Alternative-A

073879A32 CC (sf) CC (sf)


Trust 2005-AC5

2005-AC5 I-M-2 RMBS

Alternative-A

073879A40 CC (sf) CC (sf)


Trust 2005-AC5


Alternative-A

073879A99 AA- (sf) AA- (sf)


Trust 2005-AC5


Alternative-A

073879B23 AA- (sf) AA- (sf)


Trust 2005-AC5

2005-AC5 II-PO RMBS

Alternative-A

073879B72 D (sf) CC (sf)


Trust 2005-AC7

2005-AC7 A-1 RMBS

Alternative-A

073879T24 CCC (sf) CCC (sf)





Trust 2005-AC7

2005-AC7 A-2 RMBS

Alternative-A



Trust 2005-AC7

2005-AC7 A-3 RMBS

Alternative-A



Trust 2005-AC7

2005-AC7 A-4 RMBS

Alternative-A



Trust 2005-AC7

2005-AC7 M-1 RMBS

Alternative-A



Trust 2005-AC7

2005-AC7 M-2 RMBS

Alternative-A

073879T73 CC (sf) CC (sf)


Trust 2005-AC7

2005-AC7 M-3 RMBS

Alternative-A

073879T81 CC (sf) CC (sf)


Trust 2005-AC7

2005-AC7 B-1 RMBS

Alternative-A

073879T99 CC (sf) CC (sf)


Trust 2005-AC8

2005-AC8 PO RMBS

Alternative-A

0738792B3 D (sf) CC (sf)


Trust 2005-AC9

2005-AC9 A-1 RMBS

Alternative-A

0738794E5 CCC (sf) CCC (sf)


Trust 2005-AC9

2005-AC9 A-3 RMBS

Alternative-A

0738794G0 CCC (sf) CCC (sf)


Trust 2005-AC9

2005-AC9 A-4 RMBS

Alternative-A

0738794H8 CCC (sf) CCC (sf)


Trust 2005-AC9

2005-AC9 A-5 RMBS

Alternative-A

0738794J4 CCC (sf) CCC (sf)


Trust 2005-AC9

2005-AC9 M-1 RMBS

Alternative-A

0738794K1 CC (sf) CC (sf)


Trust 2006-AC1

2006-AC1 I-A-1 RMBS

Alternative-A

07387UCE9 CCC (sf) CCC (sf)


Trust 2006-AC1

2006-AC1 I-A-2 RMBS

Alternative-A

07387UCF6 CCC (sf) CCC (sf)


Trust 2006-AC2

2006-AC2 I-A-1 RMBS

Alternative-A

07387UGB1 CCC (sf) CCC (sf)


Trust 2006-AC2

2006-AC2 I-A-2 RMBS

Alternative-A

07387UGC9 CCC (sf) CCC (sf)


Trust 2007-AC5

2007-AC5 A-1 RMBS

Alternative-A

07388BAA0 CC (sf) CCC (sf)


Trust 2007-AC5

2007-AC5 PO RMBS

Alternative-A

07388BAG7 D (sf) CC (sf)


Trust 2007-AC6

2007-AC6 A-1 RMBS

Alternative-A

07387TAA2 D (sf) CCC (sf)


Trust 2007-AC6

2007-AC6 A-3 RMBS

Alternative-A

07387TAJ3 D (sf) CCC (sf)


Trust 2007-AC6

2007-AC6 A-4 RMBS

Alternative-A

07387TAP9 D (sf) CCC (sf)


Trust 2007-AC6

2007-AC6 A-5 RMBS

Alternative-A

07387TAQ7 D (sf) CCC (sf)


Trust 2007-AC6

2007-AC6 A-6 RMBS

Alternative-A

07387TAR5 D (sf) CCC (sf)


Trust 2007-AC6

2007-AC6 A-7 RMBS

Alternative-A

07387TAS3 D (sf) CCC (sf)


Trust 2007-AC6

2007-AC6 PO RMBS

Alternative-A

07387TAC8 D (sf) CC (sf)




Bear Stearns Asset Backed Securities

Trust 2002-AC1

2002-AC1 PO-1 RMBS

Alternative-A

07384YBY1 AA+ (sf) AAA (sf) Watch

Neg


Trust 2002-AC1

2002-AC1 PO-2 RMBS

Alternative-A

07384YBZ8 AA+ (sf) AAA (sf) Watch

Neg


Trust 2002-AC1

2002-AC1 X-3 RMBS

Alternative-A

07384YCC8 AA+ (sf) AAA (sf) Watch

Neg


Trust 2002-AC1

2002-AC1 B-1 RMBS

Alternative-A

07384YCD6 AA+ (sf) AAA (sf) Watch

Neg


Trust 2002-AC1

2002-AC1 B-2 RMBS

Alternative-A

07384YCE4 BB+ (sf) AAA (sf) Watch

Neg


Trust 2002-AC1

2002-AC1 B-3 RMBS

Alternative-A

07384YCF1 CCC (sf) CCC (sf)


Trust 2003-AC6

2003-AC6 A-1 RMBS

Alternative-A

07384YNH5 BBB (sf) AAA (sf) Watch

Neg


Trust 2003-AC6

2003-AC6 A-2 RMBS

Alternative-A

07384YNU6 BBB+

(sf)

AAA (sf) Watch

Neg


Trust 2003-AC6

2003-AC6 A-3 RMBS

Alternative-A

07384YNV4 BBB (sf) AAA (sf) Watch

Neg


Trust 2003-AC6

2003-AC6 A-4 RMBS

Alternative-A

07384YNW2 BBB (sf) AAA (sf) Watch

Neg


Trust 2003-AC6

2003-AC6 A-5 RMBS

Alternative-A

07384YNX0 NR AAA (sf) Watch

Neg


Trust 2003-AC6

2003-AC6 M-1 RMBS

Alternative-A

07384YNJ1 CCC (sf) AA (sf) Watch

Neg


Trust 2003-AC6

2003-AC6 M-2 RMBS

Alternative-A

07384YNK8 CCC (sf) B- (sf) Watch

Dev


Trust 2003-AC6

2003-AC6 BB RMBS

Alternative-A

07384YNN2 CC (sf) CC (sf)


Trust 2003-AC7

2003-AC7 A-1 RMBS

Alternative-A

07384YPH3 BB (sf) AAA (sf) Watch

Neg


Trust 2003-AC7

2003-AC7 A-2 RMBS

Alternative-A

07384YPJ9 BB (sf) AAA (sf) Watch

Neg


Trust 2003-AC7

2003-AC7 A-3 RMBS

Alternative-A

07384YPK6 BB (sf) AAA (sf) Watch

Neg


Trust 2003-AC7

2003-AC7 A-4 RMBS

Alternative-A

07384YPL4 NR AAA (sf) Watch

Neg


Trust 2003-AC7

2003-AC7 M-1 RMBS

Alternative-A

07384YPN0 CCC (sf) AA (sf) Watch

Neg


Trust 2003-AC7

2003-AC7 M-2 RMBS

Alternative-A

07384YPP5 CCC (sf) B- (sf) Watch

Dev


Trust 2003-AC7

2003-AC7 B RMBS

Alternative-A

07384YPQ3 CC (sf) CC (sf)


Trust 2004-AC1

2004-AC1 A-1 RMBS

Alternative-A

07384YQJ8 BBB+

(sf)

AAA (sf) Watch

Neg


Trust 2004-AC1

2004-AC1 A-2 RMBS

Alternative-A

07384YQK5 BBB+

(sf)

AAA (sf) Watch

Neg


Trust 2004-AC1

2004-AC1 A-3 RMBS

Alternative-A

07384YQL3 NR AAA (sf) Watch

Neg


Trust 2004-AC1

2004-AC1 M-1 RMBS

Alternative-A

07384YQM1 BBB (sf) AA+ (sf) Watch

Neg


Trust 2004-AC1

2004-AC1 M-2 RMBS

Alternative-A

07384YQN9 BB (sf) A+ (sf) Watch

Neg





Trust 2004-AC1

2004-AC1 B RMBS

Alternative-A

07384YQP4 BB- (sf) BBB (sf) Watch

Neg

Bear Stearns Asset-Backed Securities I

Trust 2006-AC3

2006-AC3 I-A-1 RMBS

Alternative-A

07387NAA5 D (sf) CCC (sf)

Bear Stearns Asset-Backed Securities I

Trust 2006-AC3


Alternative-A

07387NAC1 D (sf) CCC (sf)

ChaseFlex Trust Series 2006-2 2006-2 A-2-A RMBS

Alternative-A

16165MAC2 CCC (sf) CCC (sf)

ChaseFlex Trust Series 2006-2 2006-2 A-2-B RMBS

Alternative-A

16165MAD0 CCC (sf) CCC (sf)

ChaseFlex Trust Series 2006-2 2006-2 A-3 RMBS

Alternative-A

16165MAE8 CCC (sf) CCC (sf)


Alternative-A

16165MAF5 CCC (sf) CCC (sf)


Alternative-A

16165MAG3 CCC (sf) CCC (sf)


Alternative-A

16165MAH1 CC (sf) CCC (sf)


Alternative-A

16165WAA4 CCC (sf) CCC (sf)


Alternative-A

16165WAB2 CCC (sf) CCC (sf)

ChaseFlex Trust Series 2007-2 2007-2 M-1 RMBS

Alternative-A

16165WAC0 CCC (sf) CCC (sf)


Alternative-A

16165WAD8 CCC (sf) CCC (sf)


Alternative-A

16165WAE6 CCC (sf) CCC (sf)


Alternative-A

16165WAF3 CC (sf) CC (sf)


Alternative-A

16165WAG1 CC (sf) CC (sf)


Alternative-A

16165WAH9 CC (sf) CC (sf)

ChaseFlex Trust Series 2007-2 2007-2 B-1 RMBS

Alternative-A

16165WAJ5 CC (sf) CC (sf)

ChaseFlex Trust Series 2007-2 2007-2 B-2 RMBS

Alternative-A

16165WAK2 CC (sf) CC (sf)

ChaseFlex Trust Series 2007-M1 2007-M1 2-AV2 RMBS

Alternative-A

16165YAR3 CCC (sf) CCC (sf)

ChaseFlex Trust Series 2007-M1 2007-M1 2-AV3 RMBS

Alternative-A

16165YAS1 CCC (sf) CCC (sf)

ChaseFlex Trust Series 2007-M1 2007-M1 2-F4 RMBS

Alternative-A

16165YAT9 CCC (sf) CCC (sf)


Alternative-A

16165YAU6 CCC (sf) CCC (sf)


Alternative-A

16165YAV4 CCC (sf) CCC (sf)

Chevy Chase Funding LLC 2004-1 A-1 RMBS NEGAM 16678RAS6 AA+ (sf) AAA (sf) Watch

Neg

Chevy Chase Funding LLC 2004-1 A-2 RMBS NEGAM 16678RAT4 AA+ (sf) AAA (sf) Watch

Neg




Chevy Chase Funding LLC 2004-1 A-NA RMBS NEGAM 16678R9C2 AA+ (sf) AAA (sf) Watch

Neg

Chevy Chase Funding LLC 2004-1 IO RMBS NEGAM 16678R9D0 AA+ (sf) AAA (sf) Watch

Neg

Chevy Chase Funding LLC 2004-1 B-1 RMBS NEGAM 16678RAV9 BB+ (sf) AA+ (sf) Watch

Neg

Chevy Chase Funding LLC 2004-1 B-2 RMBS NEGAM 16678RAW7 CCC (sf) B (sf) Watch

Neg

Chevy Chase Funding LLC 2004-1 B-3 RMBS NEGAM 16678RAX5 CC (sf) CC (sf)

Chevy Chase Funding LLC 2005-1 A-1 RMBS NEGAM 16678RCT2 BB+ (sf) AAA (sf) Watch

Neg

Chevy Chase Funding LLC 2005-1 A-2 RMBS NEGAM 16678RCU9 BB+ (sf) AAA (sf) Watch

Neg

Chevy Chase Funding LLC 2005-1 A-NA RMBS NEGAM 16678R9Q1 BB (sf) AAA (sf) Watch

Neg

Chevy Chase Funding LLC 2005-1 IO RMBS NEGAM 16678R9S9 NR AAA (sf) Watch

Neg

Chevy Chase Funding LLC 2005-1 NIO RMBS NEGAM 16678R9T7 NR AAA (sf) Watch

Neg

Chevy Chase Funding LLC 2005-1 B-1 RMBS NEGAM 16678RCV7 CC (sf) CC (sf)

Chevy Chase Funding LLC 2005-1 B-1NA RMBS NEGAM 16678R9R8 CC (sf) CC (sf)

CHL Mortgage Pass-Through Trust

2005-22

2005-22 1-A-1 RMBS

Alternative-A

126694LS5 CC (sf) CC (sf)


2005-22

2005-22 2-A-1 RMBS

Alternative-A

126694LU0 CC (sf) CC (sf)


2005-22

2005-22 3-A-1 RMBS

Alternative-A

126694LW6 CC (sf) CC (sf)


2005-22

2005-22 4-A-1 RMBS

Alternative-A

126694LY2 CCC (sf) CCC (sf)


2005-HYB8

2005-HYB8 1-A-1 RMBS

Alternative-A

126694QE1 CCC (sf) CCC (sf)


2005-HYB8


Alternative-A

126694SF6 CC (sf) CC (sf)


2005-HYB8


Alternative-A

126694QF8 CCC (sf) CCC (sf)


2005-HYB8


Alternative-A

126694SG4 CC (sf) CC (sf)


2005-HYB8


Alternative-A

126694QG6 CCC (sf) CCC (sf)


2005-HYB8


Alternative-A

126694QH4 CC (sf) CC (sf)


2005-HYB8


Alternative-A

126694QJ0 CC (sf) CC (sf)


2007-HY6

2007-HY6 1-A-1 RMBS

Alternative-A

17025MAA4 D (sf) CCC (sf)


2007-HY6

2007-HY6 2-A-1 RMBS

Alternative-A



2007-HY6

2007-HY6 3-A-1 RMBS

Alternative-A

17025MAE6 CCC (sf) CCC (sf)


2007-HY6

2007-HY6 4-A-1 RMBS

Alternative-A

17025MAG1 CCC (sf) CCC (sf)


2007-J2

2007-J2 PO RMBS

Alternative-A

12545EAR7 D (sf) CC (sf)




Citigroup Mortgage Loan Trust

2006-FX1

2006-FX1 A-3 RMBS

Alternative-A

17309YAC1 CCC (sf) CCC (sf)


2006-FX1

2006-FX1 A-4 RMBS

Alternative-A

17309YAD9 CCC (sf) CCC (sf)


2006-FX1

2006-FX1 A-5 RMBS

Alternative-A

17309YAE7 CCC (sf) CCC (sf)


2006-FX1

2006-FX1 A-6 RMBS

Alternative-A

17309YAF4 CCC (sf) CCC (sf)


2006-FX1

2006-FX1 A-7 RMBS

Alternative-A

17309YAG2 CCC (sf) CCC (sf)


2006-WF2

2006-WF2 A-1 RMBS

Alternative-A

17309BAL1 D (sf) CCC (sf)


2006-WF2

2006-WF2 A-2C RMBS

Alternative-A

17309BAB3 D (sf) CCC (sf)


2006-WF2

2006-WF2 A-2D RMBS

Alternative-A

17309BAC1 D (sf) CCC (sf)


2006-WF2

2006-WF2 A-2E RMBS

Alternative-A

17309BAD9 D (sf) CCC (sf)


2006-WF2

2006-WF2 A-2F RMBS

Alternative-A

17309BAE7 D (sf) CCC (sf)


2007-OPX1

2007-OPX1 A-1A RMBS

Alternative-A



2007-OPX1

2007-OPX1 A-1B RMBS

Alternative-A

17311FAB0 CCC (sf) CCC (sf)


2007-OPX1

2007-OPX1 A-2 RMBS

Alternative-A

17311FAC8 CCC (sf) CCC (sf)


2007-OPX1

2007-OPX1 A-3A RMBS

Alternative-A

17311FAD6 CCC (sf) CCC (sf)


2007-OPX1

2007-OPX1 A-3B RMBS

Alternative-A

17311FAE4 CCC (sf) CCC (sf)


2007-OPX1

2007-OPX1 A-4A RMBS

Alternative-A

17311FAF1 CCC (sf) CCC (sf)


2007-OPX1

2007-OPX1 A-4B RMBS

Alternative-A

17311FAG9 CCC (sf) CCC (sf)


2007-OPX1

2007-OPX1 A-5A RMBS

Alternative-A

17311FAH7 CCC (sf) CCC (sf)


2007-OPX1

2007-OPX1 A-5B RMBS

Alternative-A

17311FAJ3 CCC (sf) CCC (sf)

Citigroup Mortgage Loan Trust Inc. 2005-1 II-A1A RMBS

Alternative-A

17307GPS1 CC (sf) CC (sf)

Citigroup Mortgage Loan Trust Inc. 2005-1 II-A1B RMBS

Alternative-A

17307GPT9 CC (sf) CC (sf)

Citigroup Mortgage Loan Trust Inc. 2005-1 II-A2A RMBS

Alternative-A

17307GPU6 CCC (sf) CCC (sf)

Citigroup Mortgage Loan Trust Inc. 2005-1 II-A2B RMBS

Alternative-A

17307GPV4 CC (sf) CC (sf)

Citigroup Mortgage Loan Trust Inc. 2005-1 III-A1 RMBS

Alternative-A

17307GQA9 BBB-

(sf)

AAA (sf) Watch

Neg

Citigroup Mortgage Loan Trust Inc. 2005-1 III-A2 RMBS

Alternative-A

17307GQB7 BB+ (sf) AAA (sf) Watch

Neg

Citigroup Mortgage Loan Trust Inc. 2005-1 III-PO RMBS

Alternative-A

17307GQC5 BB+ (sf) AAA (sf) Watch

Neg




Citigroup Mortgage Loan Trust Inc. 2005-1 III-XS RMBS

Alternative-A

17307GQD3 NR AAA (sf) Watch

Neg

Citigroup Mortgage Loan Trust Inc. 2005-1 III-B1 RMBS

Alternative-A

17307GQE1 CCC (sf) BB (sf) Watch

Neg

Citigroup Mortgage Loan Trust Inc. 2005-WF1 A-3 RMBS

Alternative-A

17307GPD4 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

17307GPE2 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

17307GPF9 A+ (sf) AAA (sf) Watch

Neg

Citigroup Mortgage Loan Trust Inc. 2005-WF1 M-1 RMBS

Alternative-A

17307GPG7 BB- (sf) B- (sf) Watch

Dev


Alternative-A

17307GPH5 CC (sf) CC (sf)


Alternative-A

17307GPJ1 CC (sf) CC (sf)

Credit Suisse First Boston Mortgage

Securities Corp.

2003-AR18 I-A-1 RMBS

Alternative-A

22541QEZ1 AA+ (sf) AAA (sf) Watch

Neg


Securities Corp.

2003-AR18 II-A-1 RMBS

Alternative-A

22541QFA5 AA+ (sf) AAA (sf) Watch

Neg


Securities Corp.


Alternative-A

22541QFB3 AA+ (sf) AAA (sf) Watch

Neg


Securities Corp.


Alternative-A

22541QFC1 AA+ (sf) AAA (sf) Watch

Neg


Securities Corp.


Alternative-A

22541QFD9 AA+ (sf) AAA (sf) Watch

Neg


Securities Corp.

2003-AR18 III-A-1 RMBS

Alternative-A

22541QFE7 AA+ (sf) AAA (sf) Watch

Neg


Securities Corp.

2003-AR18 II-X RMBS

Alternative-A

22541QFF4 AA+ (sf) AAA (sf) Watch

Neg


Securities Corp.

2003-AR18 IV-M-1 RMBS

Alternative-A

22541QFG2 AAA (sf) AA+ (sf) Watch

Neg


Securities Corp.


Alternative-A

22541QFH0 A+ (sf) A+ (sf) Watch

Neg


Securities Corp.


Alternative-A

22541QKK7 CCC (sf) CCC (sf)


Securities Corp.

2003-AR18 C-B-1 RMBS

Alternative-A

22541QFJ6 BBB+

(sf)

AA (sf) Watch

Neg


Securities Corp.

2003-AR18 C-B-2 RMBS

Alternative-A

22541QFK3 CC (sf) CC (sf)

CSAB Mortgage Backed Trust 2006-4 2006-4 A-2-A RMBS

Alternative-A

12628LAD2 CCC (sf) CCC (sf)

CSAB Mortgage Backed Trust 2006-4 2006-4 A-2-B RMBS

Alternative-A

12628LAE0 CC (sf) CC (sf)

CSAB Mortgage Backed Trust 2006-4 2006-4 A-3 RMBS

Alternative-A

12628LAF7 CC (sf) CC (sf)


Alternative-A

12628LAG5 AA- (sf) AA- (sf)


Alternative-A

12628LAH3 CC (sf) CC (sf)

CSAB Mortgage Backed Trust 2006-4 2006-4 A-6-A RMBS

Alternative-A

12628LAJ9 CCC (sf) CCC (sf)




CSAB Mortgage Backed Trust 2006-4 2006-4 A-6-B RMBS

Alternative-A

12628LAK6 CC (sf) CC (sf)

CSAB Mortgage-Backed Trust 2006-2 2006-2 A-2 RMBS

Alternative-A

12627HAE0 CCC (sf) CCC (sf)

CSAB Mortgage-Backed Trust 2006-2 2006-2 A-3-A RMBS

Alternative-A

12627HAF7 AA- (sf) AA- (sf)

CSAB Mortgage-Backed Trust 2006-2 2006-2 A-3-B RMBS

Alternative-A

12627HAU4 CCC (sf) CCC (sf)


Alternative-A

12627HAG5 AA- (sf) AA- (sf)


Alternative-A

12627HAH3 CCC (sf) CCC (sf)


Alternative-A

12627HAJ9 CCC (sf) CCC (sf)


Alternative-A

12627HAK6 CCC (sf) CCC (sf)


Alternative-A

12627HAL4 CCC (sf) CCC (sf)


Alternative-A

12628KAA0 CCC (sf) CCC (sf)

CSAB Mortgage-Backed Trust 2006-3 2006-3 A-1-B-1 RMBS

Alternative-A

12628KAB8 CCC (sf) CCC (sf)

CSAB Mortgage-Backed Trust 2006-3 2006-3 A-1-B-2 RMBS

Alternative-A

12628KAC6 CCC (sf) CCC (sf)

CSAB Mortgage-Backed Trust 2006-3 2006-3 A-1-C RMBS

Alternative-A

12628KAD4 CCC (sf) CCC (sf)


Alternative-A

12628KAE2 CCC (sf) CCC (sf)


Alternative-A

12628KAF9 CCC (sf) CCC (sf)


Alternative-A

12628KAG7 CCC (sf) CCC (sf)


Alternative-A

12628KAH5 AA- (sf) AA- (sf)


Alternative-A

12628KAJ1 CCC (sf) CCC (sf)


Alternative-A

12628KAK8 AA- (sf) AA- (sf)


Alternative-A

12628KAL6 CCC (sf) CCC (sf)


Alternative-A

12628KAM4 AA- (sf) AA- (sf)


Alternative-A

12628KAN2 CCC (sf) CCC (sf)

CSAB Mortgage-Backed Trust 2007-1 2007-1 1-A-1A RMBS

Alternative-A

12629EAA3 D (sf) CCC (sf)

CSAB Mortgage-Backed Trust 2007-1 2007-1 1-A-1B RMBS

Alternative-A

12629EAB1 D (sf) CCC (sf)

CSAB Mortgage-Backed Trust 2007-1 2007-1 1-A-2 RMBS

Alternative-A

12629EAC9 D (sf) CCC (sf)


Alternative-A

12629EAD7 D (sf) CCC (sf)





Alternative-A

12629EAE5 D (sf) CCC (sf)


Alternative-A

12629EAF2 AA- (sf) AA- (sf)


Alternative-A

12629EAG0 AA- (sf) AA- (sf)


Alternative-A

12629EAH8 D (sf) CCC (sf)


Alternative-A

12629EAJ4 D (sf) CCC (sf)

CSFB Mortgage-Backed Trust Series

2005-12

2005-12 5-A-1 RMBS Prime

Jumbo

225470RW5 CCC (sf) CCC (sf)


2005-12

2005-12 A-P RMBS Prime

Jumbo

225470SF1 D (sf) CC (sf)


2005-9

2005-9 I-A-1 RMBS Prime

Jumbo

2254585N4 CCC (sf) CCC (sf)


2005-9


Jumbo

2254585P9 CCC (sf) CCC (sf)


2005-9


Jumbo

2254585Q7 CCC (sf) CCC (sf)


2005-9


Jumbo

225470AA1 CCC (sf) CCC (sf)


2005-9


Jumbo

225470AH6 CCC (sf) CCC (sf)


2005-9


Jumbo

225470AJ2 CCC (sf) CCC (sf)


2005-9

2005-9 II-A-1 RMBS Prime

Jumbo

2254585R5 CCC (sf) CCC (sf)


2005-9

2005-9 II-A-2 RMBS Prime

Jumbo

2254585S3 CCC (sf) CCC (sf)


2005-9

2005-9 IV-A-1 RMBS

Alternative-A

2254585U8 CCC (sf) CCC (sf)


2005-9

2005-9 IV-A-2 RMBS

Alternative-A

2254585V6 CCC (sf) CCC (sf)


2005-9

2005-9 A-P RMBS

Alternative-A

2254586K9 CC (sf) CC (sf)


2005-9

2005-9 V-A-7 RMBS

Alternative-A

2254586E3 CC (sf) CC (sf)

CSMC Mortgage Backed Trust 2006-5 2006-5 D-P RMBS

Alternative-A

12637VAM9 D (sf) CC (sf)

CSMC Mortgage-Backed Trust 2006-6 2006-6 D-P RMBS

Alternative-A

22942JAV5 D (sf) CC (sf)

CSMC Mortgage-Backed Trust 2007-1 2007-1 1-A-1A RMBS

Alternative-A

126378AA6 D (sf) CCC (sf)

CSMC Mortgage-Backed Trust 2007-1 2007-1 1-A-1B RMBS

Alternative-A

126378AB4 D (sf) CCC (sf)

CSMC Mortgage-Backed Trust 2007-1 2007-1 1-A-1C RMBS

Alternative-A

126378AC2 D (sf) CCC (sf)

CSMC Mortgage-Backed Trust 2007-1 2007-1 1-A-1D RMBS

Alternative-A

126378AD0 D (sf) CC (sf)


Alternative-A

126378AE8 D (sf) CCC (sf)





Alternative-A

126378AF5 D (sf) CCC (sf)

CSMC Mortgage-Backed Trust 2007-1 2007-1 1-A-2C RMBS

Alternative-A

126378AU2 D (sf) CCC (sf)

CSMC Mortgage-Backed Trust 2007-1 2007-1 1-A-3 RMBS

Alternative-A

126378AG3 D (sf) CCC (sf)


Alternative-A

126378AH1 D (sf) CCC (sf)


Alternative-A

126378AJ7 D (sf) CCC (sf)


Alternative-A



Alternative-A

126378AM0 D (sf) CC (sf)


Alternative-A

126378AZ1 CCC (sf) CCC (sf)


Alternative-A

126378BB3 D (sf) CCC (sf)


Alternative-A

126378BF4 CCC (sf) CCC (sf)


Alternative-A

126378BM9 CCC (sf) CCC (sf)


Alternative-A

126378AK4 D (sf) CC (sf)

CSMC Mortgage-Backed Trust Series

2006-3

2006-3 1-A-2 RMBS

Alternative-A

225470M42 CCC (sf) CCC (sf)


2006-3

2006-3 1-A-3 RMBS

Alternative-A



2006-3

2006-3 1-A-4A RMBS

Alternative-A



2006-3

2006-3 1-A-4B RMBS

Alternative-A



2006-3

2006-3 2-A-2 RMBS

Alternative-A

225470M91 CC (sf) CC (sf)


2006-3

2006-3 2-A-3 RMBS

Alternative-A

225470N25 CC (sf) CC (sf)


2006-3

2006-3 2-A-4 RMBS

Alternative-A

225470N33 CC (sf) CC (sf)


2006-3

2006-3 2-A-5 RMBS

Alternative-A

225470N41 CC (sf) CC (sf)


2006-3

2006-3 2-A-6 RMBS

Alternative-A

225470N58 CC (sf) CC (sf)


2006-3

2006-3 2-A-7 RMBS

Alternative-A

225470N66 CC (sf) CC (sf)


2006-3

2006-3 2-A-8 RMBS

Alternative-A

225470N74 CC (sf) CC (sf)


2006-3

2006-3 2-A-9 RMBS

Alternative-A

225470N82 CCC (sf) CCC (sf)


2006-3

2006-3 2-A-10 RMBS

Alternative-A

225470N90 CC (sf) CC (sf)


2006-3

2006-3 2-A-11 RMBS

Alternative-A

225470P23 CC (sf) CC (sf)





2006-3

2006-3 2-A-12 RMBS

Alternative-A

225470P31 CC (sf) CC (sf)


2006-3

2006-3 2-A-13 RMBS

Alternative-A

225470P49 CC (sf) CC (sf)


2006-3

2006-3 2-A-14 RMBS

Alternative-A

225470P56 CC (sf) CC (sf)


2006-3

2006-3 3-A-1 RMBS

Alternative-A

225470P64 CC (sf) CC (sf)


2006-3

2006-3 4-A-1 RMBS

Alternative-A

225470P72 CCC (sf) CCC (sf)


2006-3

2006-3 4-A-2 RMBS

Alternative-A

225470P80 CC (sf) CC (sf)


2006-3

2006-3 4-A-3 RMBS

Alternative-A

225470P98 CC (sf) CC (sf)


2006-3

2006-3 4-A-4 RMBS

Alternative-A

225470Q22 CC (sf) CC (sf)


2006-3

2006-3 4-A-5 RMBS

Alternative-A

225470Q30 CC (sf) CC (sf)


2006-3

2006-3 5-A-1 RMBS

Alternative-A

225470Q48 CC (sf) CC (sf)


2006-3

2006-3 5-A-2 RMBS

Alternative-A

225470Q55 CC (sf) CC (sf)


2006-3

2006-3 5-A-3 RMBS

Alternative-A

225470Q63 CC (sf) CC (sf)


2006-3

2006-3 5-A-4 RMBS

Alternative-A

225470Q71 CC (sf) CC (sf)


2006-3

2006-3 5-A-5 RMBS

Alternative-A

225470Q89 CC (sf) CC (sf)


2006-3

2006-3 5-A-7 RMBS

Alternative-A

225470R21 CC (sf) CC (sf)


2006-3

2006-3 A-P RMBS

Alternative-A

225470R62 CC (sf) CC (sf)


2006-4

2006-4 5-A-1 RMBS

Alternative-A

12637HAT5 CC (sf) CCC (sf)


2006-4

2006-4 6-A-1 RMBS

Alternative-A

12637HAU2 CCC (sf) CCC (sf)


2006-4

2006-4 6-A-2 RMBS

Alternative-A

12637HAV0 CC (sf) CCC (sf)


2006-4

2006-4 7-A-1 RMBS

Alternative-A

12637HAW8 CC (sf) CCC (sf)


2006-4

2006-4 C-P RMBS

Alternative-A

12637HBD9 CC (sf) CC (sf)


2006-4

2006-4 D-P RMBS

Alternative-A

12637HBE7 D (sf) CC (sf)

CWABS Asset Backed Certificates Trust

2005-IM3

2005-IM3 A-3 RMBS

Alternative-A

126670JD1 CC (sf) CCC (sf)

CWABS Trust 2005-HYB9 2005-HYB9 1-A-1 RMBS

Alternative-A

126670JP4 CC (sf) CC (sf)

CWABS Trust 2005-HYB9 2005-HYB9 3-A-1-A RMBS

Alternative-A

126670JX7 CC (sf) CC (sf)

CWABS Trust 2005-HYB9 2005-HYB9 3-A-2-A RMBS

Alternative-A

126670JY5 CCC (sf) CCC (sf)





Alternative-A

126670JZ2 CC (sf) CC (sf)


Alternative-A

126670LE6 CCC (sf) CCC (sf)

Deutsche Alt A Securities Inc Mortgage

Loan Trust Series 2005-4

2005-4 A-3 RMBS

Alternative-A

251510FU2 CC (sf) CCC (sf)



2005-4 A-4 RMBS

Alternative-A

251510FV0 CC (sf) CCC (sf)



2005-4 A-5 RMBS

Alternative-A

251510FW8 CC (sf) CCC (sf)



2005-4 A-6 RMBS

Alternative-A

251510FX6 CCC (sf) CCC (sf)



2005-4 A-7 RMBS

Alternative-A

251510GA5 CC (sf) CCC (sf)

Deutsche Alt-A Securities Inc Mortgage


2005-6 I-A-1 RMBS

Alternative-A

251510JW4 CCC (sf) CCC (sf)



2005-6 I-A-4 RMBS

Alternative-A

251510JZ7 CC (sf) CCC (sf)



2005-6 I-A-PO RMBS

Alternative-A

251510KE2 CC (sf) CCC (sf)



2005-6 II-A-PO RMBS

Alternative-A

251510KP7 CC (sf) CC (sf)


Loan Trust Series 2005-AR1

2005-AR1 I-A-1 RMBS

Alternative-A

251510FB4 CCC (sf) CCC (sf)




Alternative-A

251510FE8 D (sf) CC (sf)




Alternative-A

251510FF5 D (sf) CC (sf)




Alternative-A

251510FG3 D (sf) CC (sf)


Loan Trust Series 2006-AF1

2006-AF1 A-3 RMBS

Alternative-A

251510NB5 CC (sf) CCC (sf)


Loan Trust Series 2006-AF1

2006-AF1 A-4 RMBS

Alternative-A

251510NC3 CC (sf) CCC (sf)

Deutsche Alt-A Securities Mortgage

Loan Trust, Series 2006-AR4

2006-AR4 A-1 RMBS

Alternative-A

25150PAA7 CCC (sf) CCC (sf)



2006-AR4 A-2 RMBS

Alternative-A

25150PAB5 CCC (sf) CCC (sf)



2006-AR5 I-A-1 RMBS

Alternative-A

25150NAA2 CCC (sf) CCC (sf)



2006-AR5 II-2A RMBS

Alternative-A

25150NAU8 CC (sf) CCC (sf)



2006-AR5 II-PO RMBS

Alternative-A

25150NAW4 D (sf) CCC (sf)



2006-AR6 A-6 RMBS

Alternative-A

25150RAF2 CC (sf) CCC (sf)



2007-AR2 A1 RMBS

Alternative-A

25151UAA5 CC (sf) CCC (sf)



2007-AR2 A4 RMBS

Alternative-A

25151UAD9 CC (sf) CCC (sf)



2007-AR2 A5 RMBS

Alternative-A

25151UAE7 CC (sf) CCC (sf)





Loan Trust, Series 2007-RAMP1

2007-RAMP1 A-2 RMBS

Alternative-A



Loan Trust, Series 2007-RAMP1

2007-RAMP1 A-3 RMBS

Alternative-A

25150MAD8 CCC (sf) CCC (sf)

Deutsche Alt-A Securities, Inc. Mortgage

Loan Trust, 2005-5

2005-5 I-A-1 RMBS

Alternative-A

251510HL0 B (sf) B (sf) Watch

Dev


Loan Trust, 2005-5

2005-5 I-A-4 RMBS

Alternative-A

251510HP1 CC (sf) CC (sf)


Loan Trust, 2005-5

2005-5 II-A-4 RMBS

Alternative-A

251510HX4 CC (sf) CC (sf)


Loan Trust, 2005-5

2005-5 II-A-PO RMBS

Alternative-A

251510JC8 D (sf) CC (sf)

First Horizon Alternative Mortgage

Securities Trust 2004-AA5

2004-AA5 I-A-1 RMBS

Alternative-A

32051GBR5 BBB-

(sf)

AA+ (sf) Watch

Neg



2004-AA5 II-A-1 RMBS

Alternative-A

32051GBT1 BBB-

(sf)

AA+ (sf) Watch

Neg




Alternative-A

32051GBU8 NR AA+ (sf) Watch

Neg



2004-AA5 B-1 RMBS

Alternative-A

32051GBV6 CC (sf) CC (sf)

First Horizon Mortgage Pass-Through

Trust 2005-AR1

2005-AR1 I-A-1 RMBS

Alternative-A

32051GHV0 B+ (sf) AAA (sf) Watch

Neg


Trust 2005-AR1


Alternative-A

32051GHW8 BB- (sf) AAA (sf) Watch

Neg


Trust 2005-AR1


Alternative-A

32051GHX6 BBB+

(sf)

AAA (sf) Watch

Neg


Trust 2005-AR1


Alternative-A

32051GHY4 AAA (sf) AAA (sf) Watch

Neg


Trust 2005-AR1


Alternative-A

32051GHZ1 BBB+

(sf)

AAA (sf) Watch

Neg


Trust 2005-AR1


Alternative-A

32051GJA4 B+ (sf) AAA (sf) Watch

Neg


Trust 2005-AR1

2005-AR1 III-A-1 RMBS

Alternative-A

32051GJC0 B+ (sf) AAA (sf) Watch

Neg


Trust 2005-AR1

2005-AR1 IV-A-1 RMBS

Alternative-A

32051GJD8 BBB+

(sf)

AAA (sf) Watch

Neg


Trust 2005-AR1

2005-AR1 B-1 RMBS

Alternative-A

32051GJE6 CC (sf) CC (sf)

GSAA Home Equity Trust 2004-11 2004-11 1A1 RMBS

Alternative-A

36242DQE6 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

36242DQF3 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

36242DQG1 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

36242DQH9 AA+ (sf) AAA (sf) Watch

Neg

GSAA Home Equity Trust 2004-11 2004-11 M-1 RMBS

Alternative-A

36242DQJ5 BB- (sf) B- (sf) Watch

Pos


Alternative-A

36242DQK2 CC (sf) CC (sf)

GSAA Home Equity Trust 2004-6 2004-6 A-1 RMBS

Alternative-A

36228F7D2 A+ (sf) AA- (sf) Watch

Pos





Alternative-A

36228F7E0 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

36228F7F7 B- (sf) CC (sf)


Alternative-A

36228F7G5 CC (sf) CC (sf)

GSAA Home Equity Trust 2005-12 2005-12 AF-3 RMBS

Alternative-A

362341SR1 CCC (sf) CCC (sf)

GSAA Home Equity Trust 2005-12 2005-12 AF-3W RMBS

Alternative-A

362341TK5 AA- (sf) AA- (sf)


Alternative-A

362341SS9 CCC (sf) CCC (sf)


Alternative-A

362341ST7 CCC (sf) CCC (sf)


Alternative-A

362341SU4 CCC (sf) CCC (sf)


Alternative-A

362341SV2 CC (sf) CC (sf)


Alternative-A

362341SW0 CC (sf) CC (sf)


Alternative-A

36242DWU3 AA (sf) AA (sf) Watch

Pos


Alternative-A

36242DWV1 BB (sf) BB (sf) Watch

Dev

GSAA Home Equity Trust 2005-3 2005-3 B-1 RMBS

Alternative-A

36242DWW9 CC (sf) CC (sf)


Alternative-A

36242DWX7 CC (sf) CC (sf)


Alternative-A

36242D3V3 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

36242D3W1 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

36242D3X9 B+ (sf) B- (sf) Watch

Pos


Alternative-A

36242D3Y7 B- (sf) CCC (sf)


Alternative-A

36242D3Z4 CC (sf) CC (sf)


Alternative-A

36242D4A8 CC (sf) CC (sf)


Alternative-A

36242D4B6 CC (sf) CC (sf)


Alternative-A

36242D4C4 CC (sf) CC (sf)


Alternative-A

362341GJ2 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

362341GK9 BBB+

(sf)

AA- (sf) Watch

Neg


Alternative-A

362341HR3 AAA (sf) AA- (sf) Watch

Pos


Alternative-A

362341GL7 BBB+

(sf)

AA- (sf) Watch

Dev





Alternative-A

362341HZ5 BBB+

(sf)

AA (sf) Watch

Neg


Alternative-A

362341GM5 B+ (sf) B (sf) Watch

Pos


Alternative-A

362341GN3 CCC (sf) CCC (sf)


Alternative-A

362341GP8 CCC (sf) CCC (sf)


Alternative-A

362341GQ6 CCC (sf) CCC (sf)


Alternative-A

362341HS1 CC (sf) CC (sf)


Alternative-A

362341HT9 CC (sf) CC (sf)


Alternative-A

362341GR4 CC (sf) CC (sf)

GSAA Trust 2004-3 2004-3 AF-4 RMBS

Alternative-A

36228F3P9 AA+ (sf) AAA (sf) Watch

Neg

GSAA Trust 2004-3 2004-3 AF-5 RMBS

Alternative-A

36228F3Q7 AA+ (sf) AAA (sf) Watch

Neg

GSAA Trust 2004-3 2004-3 M-1 RMBS

Alternative-A

36228F3R5 BBB+

(sf)

AA (sf) Watch

Neg

GSAA Trust 2004-3 2004-3 M-2 RMBS

Alternative-A

36228F3S3 CCC (sf) B- (sf) Watch

Dev

GSAA Trust 2004-3 2004-3 B-1 RMBS

Alternative-A

36228F3T1 CC (sf) CC (sf)

GSAA Trust 2004-3 2004-3 B-2 RMBS

Alternative-A

36228F3U8 CC (sf) CC (sf)

Impac CMB Trust Series 2002-9F 2002-9F A-1 RMBS

Alternative-A

45254NDK0 BBB+

(sf)

AAA (sf) Watch

Neg

Impac CMB Trust Series 2002-9F 2002-9F M-1 RMBS

Alternative-A

45254NDM6 BB+ (sf) AA+ (sf) Watch

Neg

Impac CMB Trust Series 2002-9F 2002-9F M-2 RMBS

Alternative-A

45254NDN4 B (sf) A+ (sf) Watch

Neg

Impac CMB Trust Series 2002-9F 2002-9F B RMBS

Alternative-A

45254NDP9 B- (sf) BBB (sf) Watch

Neg

Impac CMB Trust Series 2004-6 2004-6 1-A-1 RMBS

Alternative-A

45254NJV0 BB+ (sf) AAA (sf) Watch

Neg


Alternative-A

45254NKD8 BBB (sf) AAA (sf) Watch

Neg


Alternative-A

45254NKE6 BB+ (sf) AAA (sf) Watch

Neg

Impac CMB Trust Series 2004-6 2004-6 2-A RMBS

Alternative-A

45254NJW8 BB+ (sf) AAA (sf) Watch

Neg

Impac CMB Trust Series 2004-6 2004-6 M-1 RMBS

Alternative-A

45254NJX6 B+ (sf) AAA (sf) Watch

Neg


Alternative-A

45254NJY4 B- (sf) BBB (sf) Watch

Neg


Alternative-A

45254NJZ1 CCC (sf) BB (sf) Watch

Neg


Alternative-A

45254NKA4 CCC (sf) B (sf) Watch

Neg





Alternative-A

45254NKB2 CCC (sf) CCC (sf)


Alternative-A

45254NKC0 CC (sf) CC (sf)


Alternative-A

45254NKF3 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

45254NKG1 BB+ (sf) AAA (sf) Watch

Neg


Alternative-A

45254NKJ5 BB+ (sf) AAA (sf) Watch

Neg


Alternative-A

45254NKK2 BB (sf) A (sf) Watch

Neg


Alternative-A

45254NKL0 B (sf) BB (sf) Watch

Neg


Alternative-A

45254NKM8 CCC (sf) B (sf) Watch

Neg


Alternative-A

45254NKN6 CCC (sf) CCC (sf)


Alternative-A

45254NKX4 B (sf) AAA (sf) Watch

Neg


Alternative-A

45254NKY2 CCC (sf) B- (sf) Watch

Dev


Alternative-A

45254NKZ9 CCC (sf) BB (sf) Watch

Dev


Alternative-A

45254NLB1 CCC (sf) CCC (sf)


Alternative-A

45254NLC9 CC (sf) CC (sf)


Alternative-A

45254NML8 BB+ (sf) AAA (sf) Watch

Neg


Alternative-A

45254NMM6 B- (sf) BB (sf) Watch

Neg


Alternative-A

45254NMN4 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

45254NMP9 B- (sf) BB (sf) Watch

Neg


Alternative-A

45254NMR5 CCC (sf) CCC (sf)


Alternative-A

45254NMY0 BB+ (sf) AA- (sf) Watch

Neg


Alternative-A

45254NMZ7 BB (sf) BB (sf) Watch

Neg

Impac CMB Trust Series 2005-2 2005-2 1-M-1 RMBS

Alternative-A

45254NNB9 CCC (sf) B (sf) Watch

Neg


Alternative-A

45254NNC7 CC (sf) CC (sf)


Alternative-A

45254NND5 CC (sf) CC (sf)


Alternative-A

45254NQG5 CC (sf) CC (sf)


Alternative-A

45254NQW0 CC (sf) CC (sf)




Impac Secured Assets Corp. 2004-2 A-4 RMBS

Alternative-A

45254TPK4 BBB+

(sf)

AA (sf) Watch

Neg


Alternative-A

45254TPL2 B- (sf) AA (sf) Watch

Neg


Alternative-A

45254TPM0 B- (sf) AA (sf) Watch

Neg

Impac Secured Assets Corp. 2004-2 M-1 RMBS

Alternative-A

45254TPN8 CCC (sf) CCC (sf)


Alternative-A

45254TPP3 CC (sf) CC (sf)

Impac Secured Assets Corp. 2004-3 1-A-3 RMBS

Alternative-A

45254TPW8 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

45254TPX6 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

45254TPY4 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

45254TPZ1 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

45254TQA5 AAA (sf) AAA (sf) Watch

Neg


Alternative-A

45254TQB3 AA+ (sf) AA+ (sf) Watch

Dev


Alternative-A

45254TQC1 CCC (sf) BB+ (sf) Watch

Neg


Alternative-A

45254TQD9 CC (sf) CC (sf)

IndyMac INDX Mortgage Loan Trust

2004-AR1

2004-AR1 1-A-1 RMBS NEGAM 45660NZX6 B (sf) AA (sf) Watch

Neg


2004-AR1

2004-AR1 2-A-1 RMBS NEGAM 45660NZY4 B+ (sf) AA (sf) Watch

Neg


2004-AR1

2004-AR1 A-X-2 RMBS NEGAM 45660NA21 B (sf) AA (sf) Watch

Neg

Lehman XS Trust Series 2007-16N 2007-16N 1-A1 RMBS NEGAM 52525BAA0 CCC (sf) CCC (sf)

Lehman XS Trust Series 2007-16N 2007-16N 1-A2 RMBS NEGAM 52525BAB8 AA- (sf) AA- (sf)

Lehman XS Trust Series 2007-16N 2007-16N 2-A1 RMBS NEGAM 52525BAC6 CCC (sf) CCC (sf)

Lehman XS Trust Series 2007-16N 2007-16N 2-A2 RMBS NEGAM 52525BAD4 CCC (sf) CCC (sf)

Lehman XS Trust Series 2007-16N 2007-16N 2-A3 RMBS NEGAM 52525BAE2 CC (sf) CC (sf)

Lehman XS Trust Series 2007-16N 2007-16N 2-A4 RMBS NEGAM 52525BBG6 CC (sf) CC (sf)

Lehman XS Trust Series 2007-16N 2007-16N 3-A1 RMBS NEGAM 52525BAF9 CCC (sf) CCC (sf)

Lehman XS Trust Series 2007-16N 2007-16N 3-A2 RMBS NEGAM 52525BAG7 CC (sf) CC (sf)

Lehman XS Trust Series 2007-16N 2007-16N 3-A3 RMBS NEGAM 52525BAH5 CC (sf) CC (sf)

Lehman XS Trust Series 2007-16N 2007-16N AF2 RMBS NEGAM 52525BBH4 CC (sf) CC (sf)

Lehman XS Trust Series 2007-16N 2007-16N AF3 RMBS NEGAM 52525BBJ0 CC (sf) CC (sf)

Lehman XS Trust Series 2007-16N 2007-16N M1-II RMBS NEGAM 52525BAT9 D (sf) CC (sf)

Lehman XS Trust, Series 2005-2 2005-2 1-A1 RMBS

Alternative-A

86359DMN4 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

86359DMP9 A+ (sf) AAA (sf) Watch

Neg

Lehman XS Trust, Series 2005-2 2005-2 2-A3A RMBS

Alternative-A

86359DMX2 B (sf) B (sf)




Lehman XS Trust, Series 2005-2 2005-2 2-A3B RMBS

Alternative-A

86359DMY0 CC (sf) CC (sf)


Alternative-A

86359DMZ7 CC (sf) CC (sf)

MASTR Adjustable Rate Mortgages

Trust 2007-1

2007-1 I-2A1 RMBS NEGAM 576431AB6 CCC (sf) CCC (sf)

MASTR Adjustable Rate Mortgages

Trust 2007-1

2007-1 I-2A2 RMBS NEGAM 576431AC4 AA- (sf) AA- (sf)

MASTR Alternative Loan Trust 2003-6 2003-6 1-A-1 RMBS

Alternative-A

576434GD0 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434GE8 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434GH1 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434GJ7 AA+ (sf) AAA (sf) Watch

Neg

MASTR Alternative Loan Trust 2003-6 2003-6 B-1 RMBS

Alternative-A

576434GQ1 CCC (sf) AA (sf) Watch

Neg


Alternative-A

576434GR9 CCC (sf) CCC (sf)

MASTR Alternative Loan Trust 2003-6 2003-6 15-A-X RMBS

Alternative-A

576434GM0 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434GN8 NR AAA (sf) Watch

Neg

MASTR Alternative Loan Trust 2003-6 2003-6 15-PO RMBS

Alternative-A

576434GK4 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434GL2 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434MJ0 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434MK7 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434ML5 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434MM3 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434MN1 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434MP6 BBB (sf) AAA (sf) Watch

Neg


Alternative-A

576434MQ4 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

576434MR2 BBB (sf) AAA (sf) Watch

Neg


Alternative-A

576434MS0 NR AAA (sf) Watch

Neg


Alternative-A

576434MT8 BBB (sf) AAA (sf) Watch

Neg


Alternative-A

576434MU5 BB- (sf) BBB-

(sf)

Watch

Neg


Alternative-A

576434MV3 BB- (sf) BBB (sf) Watch

Neg





Alternative-A

576434MW1 BBB (sf) AAA (sf) Watch

Neg


Alternative-A

576434MX9 BB- (sf) BBB-

(sf)

Watch

Neg


Alternative-A

576434MY7 NR AAA (sf) Watch

Neg


Alternative-A

576434MZ4 NR AAA (sf) Watch

Neg


Alternative-A

576434NA8 NR AAA (sf) Watch

Neg

MASTR Alternative Loan Trust 2004-2 2004-2 C-A-X RMBS

Alternative-A

576434NB6 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434NC4 NR AAA (sf) Watch

Neg


Alternative-A

576434ND2 NR AAA (sf) Watch

Neg


Alternative-A

576434NG5 CC (sf) CC (sf)


Alternative-A

576434NH3 CC (sf) CC (sf)


Alternative-A

576434NJ9 CC (sf) CC (sf)


Alternative-A

576434NN0 CC (sf) CC (sf)


Alternative-A

576434UP7 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

576434UQ5 BBB (sf) AAA (sf) Watch

Neg


Alternative-A

576434UR3 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

576434US1 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434UT9 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

576434UU6 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

576434UV4 BBB+

(sf)

AAA (sf) Watch

Neg


Alternative-A

576434UW2 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434UX0 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

576434UY8 A+ (sf) AAA (sf) Watch

Neg

MASTR Alternative Loan Trust 2004-8 2004-8 PO RMBS

Alternative-A

576434UZ5 BBB (sf) AAA (sf) Watch

Neg

MASTR Alternative Loan Trust 2004-8 2004-8 30-AX-1 RMBS

Alternative-A

576434VB7 NR AAA (sf) Watch

Neg

MASTR Alternative Loan Trust 2004-8 2004-8 30-AX-2 RMBS

Alternative-A

576434VC5 NR AAA (sf) Watch

Neg

MASTR Alternative Loan Trust 2004-8 2004-8 15-AX RMBS

Alternative-A

576434VD3 NR AAA (sf) Watch

Neg





Alternative-A

576434VE1 CCC (sf) B- (sf) Watch

Dev


Alternative-A

576434VF8 CC (sf) CC (sf)

MASTR Alternative Loan Trust 2004-8 2004-8 B-I-3 RMBS

Alternative-A

576434VN1 CC (sf) CC (sf)

Merrill Lynch Mortgage Investors Trust,

Series 2005-A8

2005-A8 A-1A RMBS

Alternative-A

59020UP33 AA (sf) AA (sf) Watch

Dev


Series 2005-A8

2005-A8 A-1B2 RMBS

Alternative-A


Dev


Series 2005-A8

2005-A8 A-1B3 RMBS

Alternative-A


Dev


Series 2005-A8

2005-A8 A-1B4 RMBS

Alternative-A


Dev


Series 2005-A8

2005-A8 A-1C1 RMBS

Alternative-A

59020UR56 AA (sf) AA (sf) Watch

Dev


Series 2005-A8

2005-A8 A-1C2 RMBS

Alternative-A

59020UR64 AA (sf) AA (sf) Watch

Dev


Series 2005-A8

2005-A8 A-2A RMBS

Alternative-A

59020UP82 BB (sf) BB (sf) Watch

Dev


Series 2005-A8

2005-A8 A-2B1 RMBS

Alternative-A

59020UP90 BB (sf) BB (sf) Watch

Dev


Series 2005-A8

2005-A8 A-2B2 RMBS

Alternative-A

59020UQ24 BB (sf) BB (sf) Watch

Dev


Series 2005-A8

2005-A8 A-3A2 RMBS

Alternative-A


Dev


Series 2005-A8

2005-A8 A-3A3 RMBS

Alternative-A


Dev


Series 2005-A8

2005-A8 M-1 RMBS

Alternative-A

59020UQ65 CC (sf) CC (sf)


Series 2005-A8

2005-A8 M-2 RMBS

Alternative-A

59020UQ73 CC (sf) CC (sf)

Morgan Stanley Mortgage Loan Trust

2005-6AR

2005-6AR 1-A-1 RMBS

Alternative-A

61748HMC2 A+ (sf) AA+ (sf) Watch

Dev


2005-6AR

2005-6AR 1-A-2 RMBS

Alternative-A

61748HMD0 A+ (sf) AAA (sf) Watch

Neg


2005-6AR

2005-6AR 1-A-3 RMBS

Alternative-A

61748HME8 A+ (sf) AA+ (sf) Watch

Neg


2005-6AR

2005-6AR 1-A-4 RMBS

Alternative-A

61748HMF5 A+ (sf) AA+ (sf) Watch

Neg


2005-6AR

2005-6AR 2-A-2 RMBS

Alternative-A

61748HMH1 CC (sf) CC (sf)


2005-6AR

2005-6AR 4-A-1 RMBS

Alternative-A

61748HMN8 CC (sf) CC (sf)


2005-6AR

2005-6AR 4-A-2 RMBS

Alternative-A

61748HMP3 CCC (sf) CCC (sf)


2005-6AR

2005-6AR 6-A-1 RMBS

Alternative-A

61748HMU2 CC (sf) CC (sf)


2005-6AR

2005-6AR 1-M-1 RMBS

Alternative-A

61748HMW8 BB+ (sf) BB- (sf) Watch

Pos


2005-6AR

2005-6AR 1-M-2 RMBS

Alternative-A

61748HMX6 BB (sf) B- (sf) Watch

Pos





2005-6AR

2005-6AR 1-M-3 RMBS

Alternative-A

61748HMY4 BB- (sf) CCC (sf)


2005-6AR

2005-6AR 1-M-4 RMBS

Alternative-A

61748HMZ1 B+ (sf) CCC (sf)


2005-6AR

2005-6AR 1-M-5 RMBS

Alternative-A

61748HNA5 B (sf) CCC (sf)


2005-6AR

2005-6AR 1-M-6 RMBS

Alternative-A

61748HNB3 CCC (sf) CCC (sf)


2005-6AR

2005-6AR 1-B-1 RMBS

Alternative-A

61748HNC1 CC (sf) CC (sf)


2005-6AR

2005-6AR 1-B-2 RMBS

Alternative-A

61748HND9 CC (sf) CC (sf)

MortgageIT Trust 2004-1 2004-1 A-1 RMBS

Alternative-A

61913PAA0 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

61913PAF9 BBB+

(sf)

AAA (sf) Watch

Neg

MortgageIT Trust 2004-1 2004-1 M-1 RMBS

Alternative-A

61913PAB8 BB+ (sf) A (sf) Watch

Neg


Alternative-A

61913PAC6 B+ (sf) B (sf) Watch

Pos

MortgageIT Trust 2004-1 2004-1 B-1 RMBS

Alternative-A

61913PAD4 CC (sf) CC (sf)


Alternative-A

61913PAG7 AA+ (sf) AAA (sf) Watch

Neg


Alternative-A

61913PAH5 A+ (sf) AAA (sf) Watch

Neg


Alternative-A

61913PAM4 BBB-

(sf)

BB (sf) Watch

Pos


Alternative-A

61913PAN2 BB+ (sf) B (sf) Watch

Pos


Alternative-A

61913PAK8 B (sf) CC (sf)


Alternative-A

61913PAL6 B- (sf) CC (sf)

MortgageIT Trust 2005-1 2005-1 1-A-1 RMBS

Alternative-A

61913PAP7 AA+ (sf) AAA (sf) Watch

Neg

MortgageIT Trust 2005-1 2005-1 1-A-2 RMBS

Alternative-A

61913PAQ5 A+ (sf) AAA (sf) Watch

Neg

MortgageIT Trust 2005-1 2005-1 2-A RMBS

Alternative-A

61913PAR3 AA+ (sf) AAA (sf) Watch

Neg

MortgageIT Trust 2005-1 2005-1 1-M-1 RMBS

Alternative-A

61913PAS1 BBB (sf) BB (sf) Watch

Dev


Alternative-A

61913PAT9 BB+ (sf) BB (sf) Watch

Dev


Alternative-A

61913PAU6 BB+ (sf) BBB-

(sf)

Watch

Dev


Alternative-A

61913PAV4 B (sf) B- (sf) Watch

Dev

MortgageIT Trust 2005-1 2005-1 1-B-1 RMBS

Alternative-A

61913PAW2 B+ (sf) B- (sf) Watch

Dev


Alternative-A

61913PAX0 B- (sf) CCC (sf)





Alternative-A

61913PAY8 B- (sf) CCC (sf)

Nomura Asset Acceptance Corporation,

Alternative Loan Trust Series 2007-1

2007-1 I-A-3 RMBS

Alternative-A

65538PAD0 AA- (sf) AA- (sf)



2007-1 I-A-4 RMBS

Alternative-A

65538PAE8 AA- (sf) AA- (sf)



2007-1 I-A-5 RMBS

Alternative-A

65538PAF5 AA- (sf) AA- (sf)



2007-1 I-A-6 RMBS

Alternative-A

65538PAG3 AA- (sf) AA- (sf)

Opteum Mortgage Acceptance

Corporation

2005-1 A-1A RMBS

Alternative-A

68383NAA1 AAA (sf) AAA (sf) Watch

Neg


Corporation

2005-1 A-1B RMBS

Alternative-A

68383NAB9 AAA (sf) AAA (sf) Watch

Neg


Corporation

2005-1 A-4 RMBS

Alternative-A

68383NAE3 AAA (sf) AAA (sf) Watch

Neg


Corporation

2005-1 M-1 RMBS

Alternative-A

68383NAF0 AA+ (sf) AA+ (sf) Watch

Dev


Corporation

2005-1 M-2 RMBS

Alternative-A

68383NAG8 AA (sf) AA (sf) Watch

Dev


Corporation

2005-1 M-3 RMBS

Alternative-A

68383NAH6 AA- (sf) AA- (sf) Watch

Dev


Corporation

2005-1 M-4 RMBS

Alternative-A

68383NAJ2 A+ (sf) A (sf) Watch

Dev


Corporation

2005-1 M-5 RMBS

Alternative-A

68383NAK9 A- (sf) BB (sf) Watch

Dev


Corporation

2005-1 M-6 RMBS

Alternative-A

68383NAL7 BBB-

(sf)

BB (sf) Watch

Dev


Corporation

2005-1 M-7 RMBS

Alternative-A

68383NAM5 BB (sf) B- (sf) Watch

Dev


Corporation

2005-1 M-8 RMBS

Alternative-A

68383NAN3 CCC (sf) CCC (sf)


Corporation

2005-3 A-1B RMBS

Alternative-A

68383NBL6 AA+ (sf) AAA (sf) Watch

Neg


Corporation

2005-3 A-1C RMBS

Alternative-A

68383NBM4 AA+ (sf) AAA (sf) Watch

Neg


Corporation

2005-3 A-PT RMBS

Alternative-A

68383NBZ5 AA+ (sf) AAA (sf) Watch

Neg


Corporation

2005-3 A-2 RMBS

Alternative-A

68383NBN2 A+ (sf) AA+ (sf) Watch

Dev


Corporation

2005-3 M-1 RMBS

Alternative-A

68383NBP7 BBB+

(sf)

BBB+

(sf)

Watch

Pos


Corporation

2005-3 M-2 RMBS

Alternative-A

68383NBQ5 BB (sf) B (sf) Watch

Pos


Corporation

2005-3 M-3 RMBS

Alternative-A

68383NBR3 B (sf) CCC (sf)


Corporation

2005-3 M-4 RMBS

Alternative-A

68383NBS1 CC (sf) CC (sf)


Corporation

2005-3 M-5 RMBS

Alternative-A

68383NBT9 CC (sf) CC (sf)

RAMP Series 2004-RZ1 Trust 2004-RZ1 A-I-6 RMBS First-Lien

High LTV

760985T84 AAA (sf) AAA (sf) Watch

Neg





High LTV

760985T92 AAA (sf) AAA (sf) Watch

Neg

RAMP Series 2004-RZ1 Trust 2004-RZ1 A-II RMBS First-Lien

High LTV

760985U25 AAA (sf) AAA (sf) Watch

Neg

RAMP Series 2004-RZ1 Trust 2004-RZ1 M-1 RMBS First-Lien

High LTV

760985U33 A+ (sf) AA (sf) Watch

Neg


High LTV

760985U41 BB+ (sf) BBB+

(sf)

Watch

Neg


High LTV

760985U58 CC (sf) CC (sf)


High LTV

76112BAY6 A+ (sf) AAA (sf) Watch

Neg


High LTV

76112BAZ3 A+ (sf) AAA (sf) Watch

Neg


High LTV

76112BBA7 A+ (sf) AAA (sf) Watch

Neg

RAMP Series 2004-RZ3 Trust 2004-RZ3 M-I-1 RMBS First-Lien

High LTV

76112BBB5 BB+ (sf) AA (sf) Watch

Neg


High LTV

76112BBC3 CCC (sf) CCC (sf)


High LTV

76112BBD1 CC (sf) CC (sf)

RAMP Series 2004-RZ3 Trust 2004-RZ3 M-II-1 RMBS First-Lien

High LTV

76112BBJ8 AAA (sf) AA (sf) Watch

Pos


High LTV

76112BBK5 A (sf) A (sf) Watch

Pos


High LTV

76112BBL3 B (sf) BBB+

(sf)

Watch

Neg


High LTV

76112BBM1 CCC (sf) CCC (sf)

Sequoia Mortgage Trust 2005-3 2005-3 A-1 RMBS

Alternative-A

81744FHK6 BBB+

(sf)

AAA (sf) Watch

Neg

Sequoia Mortgage Trust 2005-3 2005-3 X-A RMBS

Alternative-A

81744FHL4 NR AAA (sf) Watch

Neg

Sequoia Mortgage Trust 2005-3 2005-3 B-1 RMBS

Alternative-A

81744FHP5 CCC (sf) BB (sf) Watch

Neg


Alternative-A

81744FHQ3 CCC (sf) CCC (sf)


Alternative-A

81744FHR1 CC (sf) CC (sf)

Specialty Underwriting and Residential

Finance Trust Series 2004-AA1

2004-AA1 I-A-1 RMBS

Alternative-A

84751PDE6 CCC (sf) A+ (sf) Watch

Neg




Alternative-A

84751PDF3 CCC (sf) A (sf) Watch

Neg




Alternative-A

84751PDG1 CCC (sf) A (sf) Watch

Neg



2004-AA1 II-A3 RMBS

Alternative-A

84751PDH9 CCC (sf) A (sf) Watch

Neg



2004-AA1 I-PO RMBS

Alternative-A

84751PDJ5 CCC (sf) A+ (sf) Watch

Neg



2004-AA1 II-PO RMBS

Alternative-A

84751PDK2 CCC (sf) A (sf) Watch

Neg






2004-AA1 B-1 RMBS

Alternative-A

84751PDP1 CCC (sf) CCC (sf)

Structured Adjustable Rate Mortgage

Loan Trust 2005-8XS

2005-8XS A3 RMBS

Alternative-A

863579NY0 AAA (sf) AAA (sf) Watch

Neg

Structured Adjustable Rate Mortgage

Loan Trust 2005-8XS

2005-8XS M1 RMBS

Alternative-A

863579NZ7 B- (sf) CCC (sf)

TBW Mortgage-Backed Trust 2007-2 2007-2 A-4-A RMBS

Alternative-A

872227AG8 AA- (sf) AA- (sf)

TBW Mortgage-Backed Trust 2007-2 2007-2 A-4-B RMBS

Alternative-A

872227AH6 AA- (sf) AA- (sf)

TBW Mortgage-Backed Trust 2007-2 2007-2 A-5 RMBS

Alternative-A

872227AJ2 AA- (sf) AA- (sf)

Terwin Mortgage Trust 2007-2ALT 2007-2ALT A-1A RMBS

Alternative-A

88157JAA2 AA+ (sf) AAA (sf) Watch

Neg

Terwin Mortgage Trust 2007-2ALT 2007-2ALT A-1B RMBS

Alternative-A

88157JAL8 AA+ (sf) AAA (sf) Watch

Neg

Thornburg Mortgage Securities Trust

2003-4

2003-4 A-1 RMBS

Alternative-A

885220DW0 A+ (sf) AAA (sf) Watch

Neg


2003-4

2003-4 A-2 RMBS

Alternative-A

885220EA7 BBB-

(sf)

AAA (sf) Watch

Neg


2003-4

2003-4 M-1 RMBS

Alternative-A

885220DX8 BB+ (sf) AA (sf) Watch

Neg


2003-4

2003-4 M-2 RMBS

Alternative-A

885220DY6 BB- (sf) A (sf) Watch

Neg


2003-6

2003-6 A-1 RMBS

Alternative-A

885220EP4 AA+ (sf) AAA (sf) Watch

Neg


2003-6

2003-6 A-2 RMBS

Alternative-A

885220EQ2 BBB+

(sf)

AA- (sf) Watch

Dev


2003-6

2003-6 M RMBS

Alternative-A

885220ER0 BB (sf) BB (sf) Watch

Pos

WaMu Mortgage Pass-Through

Certificates Series 2005-AR1 Trust

2005-AR1 A-1A RMBS NEGAM 939336X40 AA+ (sf) AAA (sf) Watch

Neg



2005-AR1 A-1B RMBS NEGAM 939336X57 B- (sf) A (sf) Watch

Neg



2005-AR1 A-2A1 RMBS NEGAM 939336X65 BBB+

(sf)

AAA (sf) Watch

Neg



2005-AR1 A-2A3 RMBS NEGAM 939336X81 BBB+

(sf)

AAA (sf) Watch

Neg



2005-AR1 A-2B RMBS NEGAM 939336X99 B- (sf) A (sf) Watch

Neg



2005-AR1 A-3 RMBS NEGAM 939336Z22 B- (sf) A+ (sf) Watch

Neg



2005-AR1 X RMBS NEGAM 939336Y56 B- (sf) AAA (sf) Watch

Neg



2005-AR1 B-1 RMBS NEGAM 939336Y23 CC (sf) CC (sf)



2005-AR19 A-1A1 RMBS NEGAM 92925CBA9 AA+ (sf) AAA (sf) Watch

Neg



2005-AR19 A-1A2 RMBS NEGAM 92925CBB7 BBB-

(sf)

AAA (sf) Watch

Neg



2005-AR19 A-1B2 RMBS NEGAM 92925CBD3 BB+ (sf) AAA (sf) Watch

Neg






2005-AR19 A-1B3 RMBS NEGAM 92925CBE1 BB+ (sf) AAA (sf) Watch

Neg



2005-AR19 A-1C3 RMBS NEGAM 92925CBH4 CCC (sf) BBB-

(sf)

Watch

Neg



2005-AR19 A-1C4 RMBS NEGAM 92925CBJ0 CCC (sf) BBB-

(sf)

Watch

Neg



2005-AR19 X RMBS NEGAM 92925CBK7 BB+ (sf) AAA (sf) Watch

Neg



2005-AR19 B-1 RMBS NEGAM 92925CBL5 CCC (sf) CCC (sf)



2005-AR19 B-2 RMBS NEGAM 92925CBM3 CCC (sf) CCC (sf)



2005-AR2 1-A-1A RMBS NEGAM 92922FC97 BBB+

(sf)

BBB+

(sf)

Watch

Pos



2005-AR2 1-A-1B RMBS NEGAM 92922FE87 BBB+

(sf)

BBB+

(sf)

Watch

Pos



2005-AR2 2-A-1A RMBS NEGAM 92922FD21 AA+ (sf) AAA (sf) Watch

Neg



2005-AR2 2-A-1B RMBS NEGAM 92922FD39 A+ (sf) BBB+

(sf)

Watch

Pos



2005-AR2 2-A-2A1 RMBS NEGAM 92922FD47 AA+ (sf) AAA (sf) Watch

Neg



2005-AR2 2-A-2A3 RMBS NEGAM 92922FD62 AA+ (sf) AAA (sf) Watch

Neg



2005-AR2 2-A-2B RMBS NEGAM 92922FD70 A+ (sf) BBB+

(sf)

Watch

Pos



2005-AR2 2-A-3 RMBS NEGAM 92922FE95 A+ (sf) BBB+

(sf)

Watch

Pos



2005-AR2 X RMBS NEGAM 92922FD88 BBB+

(sf)

AAA (sf) Watch

Neg



2005-AR2 B-1 RMBS NEGAM 92922FD96 CC (sf) CC (sf)



2005-AR2 B-2 RMBS NEGAM 92922FE20 CC (sf) CC (sf)



2005-AR2 B-3 RMBS NEGAM 92922FE38 CC (sf) CC (sf)



2005-AR6 1-A-1A RMBS NEGAM 92922FH84 BB+ (sf) AAA (sf) Watch

Neg



2005-AR6 1-A-1B RMBS NEGAM 92922FH92 B+ (sf) AA- (sf) Watch

Neg



2005-AR6 2-A-1A RMBS NEGAM 92922FJ25 AA+ (sf) AAA (sf) Watch

Neg



2005-AR6 2-A-1B2 RMBS NEGAM 92922FJ41 BBB+

(sf)

AAA (sf) Watch

Neg



2005-AR6 2-A-1B3 RMBS NEGAM 92922FL48 BBB+

(sf)

AAA (sf) Watch

Neg



2005-AR6 2-A-1C RMBS NEGAM 92922FJ58 B+ (sf) AA- (sf) Watch

Neg



2005-AR6 X RMBS NEGAM 92922FJ66 B+ (sf) AAA (sf) Watch

Neg



2005-AR6 B-1 RMBS NEGAM 92922FJ74 CC (sf) CC (sf)












2005-AR8 1-A-1A RMBS NEGAM 92922FR67 BBB+

(sf)

AA- (sf) Watch

Neg



2005-AR8 2-A-1A RMBS NEGAM 92922FR75 AA+ (sf) AAA (sf) Watch

Neg



2005-AR8 2-A-1B2 RMBS NEGAM 92922FR91 BBB+

(sf)

AAA (sf) Watch

Neg



2005-AR8 2-A-1B3 RMBS NEGAM 92922FS25 BBB+

(sf)

AAA (sf) Watch

Neg



2005-AR8 2-A-1C2 RMBS NEGAM 92922FS41 BBB-

(sf)

AA- (sf) Watch

Neg



2005-AR8 2-A-1C3 RMBS NEGAM 92922FS58 BBB-

(sf)

AA- (sf) Watch

Neg



2005-AR8 X RMBS NEGAM 92922FS66 BBB-

(sf)

AA- (sf) Watch

Neg



2005-AR8 B-1 RMBS NEGAM 92922FS74 CCC (sf) CCC (sf)



2005-AR8 B-2 RMBS NEGAM 92922FS82 CC (sf) CC (sf)



2005-AR8 B-3 RMBS NEGAM 92922FS90 CC (sf) CC (sf)



2005-AR9 A-1A RMBS NEGAM 92922FU48 AA+ (sf) AAA (sf) Watch

Neg



2005-AR9 A-1B RMBS NEGAM 92922FU55 A+ (sf) AAA (sf) Watch

Neg



2005-AR9 A-1C3 RMBS NEGAM 92922FU89 BBB-

(sf)

BBB (sf) Watch

Dev



2005-AR9 A-2A RMBS NEGAM 92922FU97 BBB (sf) BBB+

(sf)

Watch

Dev



2005-AR9 X RMBS NEGAM 92922FV21 BBB-

(sf)

BBB (sf) Watch

Dev



2005-AR9 B-1 RMBS NEGAM 92922FV39 CC (sf) CC (sf)

Washington Mutual MSC Mortgage

Pass-Through Certificates Series

2004-RA1 Trust

2004-RA1 I-A RMBS

Alternative-A

939336P72 AA+ (sf) AAA (sf) Watch

Neg



2004-RA1 Trust

2004-RA1 II-A RMBS

Alternative-A


Neg



2004-RA1 Trust

2004-RA1 I-X RMBS

Alternative-A


Neg



2004-RA1 Trust

2004-RA1 II-X RMBS

Alternative-A

939336Q22 AA+ (sf) AAA (sf) Watch

Neg



2004-RA1 Trust

2004-RA1 I-P RMBS

Alternative-A


Neg



2004-RA1 Trust

2004-RA1 II-P RMBS

Alternative-A


Neg






2004-RA1 Trust

2004-RA1 C-B-1 RMBS

Alternative-A

939336Q55 CC (sf) CC (sf)



2004-RA1 Trust

2004-RA1 C-B-2 RMBS

Alternative-A

939336Q63 CC (sf) CC (sf)




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