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U.S. RMBS Alt-A Aug. 7, 2007, Ratings Placed On CreditWatch Negative
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CUSIP
|
Deal name
|
Class
|
To
|
From
|
|
007036UV6
|
Adjustable Rate Mortgage Trust 2005-11
|
5-M-4
|
BBB-
|
Watch Neg
|
BBB-
|
|
007036UW4
|
Adjustable Rate Mortgage Trust 2005-11
|
5-M-5
|
BB+
|
Watch Neg
|
BB+
|
|
2254W0MR3
|
Adjustable Rate Mortgage Trust 2005-12
|
5-M-3
|
BBB
|
Watch Neg
|
BBB
|
|
2254W0MS1
|
Adjustable Rate Mortgage Trust 2005-12
|
5-M-4
|
BBB-
|
Watch Neg
|
BBB-
|
|
2254W0NA9
|
Adjustable Rate Mortgage Trust 2005-12
|
C-B-5
|
B
|
Watch Neg
|
B
|
|
225470C50
|
Adjustable Rate Mortgage Trust 2006-1
|
6-M-3
|
BBB
|
Watch Neg
|
BBB
|
|
225470C68
|
Adjustable Rate Mortgage Trust 2006-1
|
6-M-4
|
BBB-
|
Watch Neg
|
BBB-
|
|
007034BJ9
|
Adjustable Rate Mortgage Trust 2006-2
|
C-B-5
|
B
|
Watch Neg
|
B
|
|
12668AJ63
|
Alternative Loan Trust 2005-71
|
B-4
|
B
|
Watch Neg
|
B
|
|
12668AM77
|
Alternative Loan Trust 2005-74T1
|
B-3
|
BB
|
Watch Neg
|
BB
|
|
12668AM85
|
Alternative Loan Trust 2005-74T1
|
B-4
|
B
|
Watch Neg
|
B
|
|
12668A4Y8
|
Alternative Loan Trust 2005-AR1
|
M-6
|
A
|
Watch Neg
|
A
|
|
12668BQZ9
|
Alternative Loan Trust 2006-8T1
|
B-4
|
B
|
Watch Neg
|
B
|
|
12668BUT8
|
Alternative Loan Trust 2006-HY10
|
B-3
|
BB
|
Watch Neg
|
BB
|
|
12668BUU5
|
Alternative Loan Trust 2006-HY10
|
B-4
|
B
|
Watch Neg
|
B
|
|
12668BKW2
|
Alternative Loan Trust 2006-J1
|
B-3
|
BB
|
Watch Neg
|
BB
|
|
12668BKX0
|
Alternative Loan Trust 2006-J1
|
B-4
|
B
|
Watch Neg
|
B
|
|
12668BJN4
|
Alternative Loan Trust 2006-OC1
|
M-7
|
BBB+
|
Watch Neg
|
BBB+
|
|
12668BRP0
|
Alternative Loan Trust 2006-OC2
|
M-6
|
A
|
Watch Neg
|
A
|
|
12668BRQ8
|
Alternative Loan Trust 2006-OC2
|
M-7
|
A-
|
Watch Neg
|
A-
|
|
12668BRR6
|
Alternative Loan Trust 2006-OC2
|
M-8
|
BBB
|
Watch Neg
|
BBB
|
|
021464AN2
|
Alternative Loan Trust 2006-OC3
|
M-7
|
A+
|
Watch Neg
|
A+
|
|
021464AP7
|
Alternative Loan Trust 2006-OC3
|
M-8
|
A
|
Watch Neg
|
A
|
|
021464AS1
|
Alternative Loan Trust 2006-OC3
|
M-9
|
BBB+
|
Watch Neg
|
BBB+
|
|
021455AM2
|
Alternative Loan Trust 2006-OC4
|
M-7
|
A
|
Watch Neg
|
A
|
|
021455AN0
|
Alternative Loan Trust 2006-OC4
|
M-8
|
A-
|
Watch Neg
|
A-
|
|
021455AP5
|
Alternative Loan Trust 2006-OC4
|
M-9
|
BBB+
|
Watch Neg
|
BBB+
|
|
02147HAP7
|
Alternative Loan Trust 2006-OC5
|
M-8
|
BBB+
|
Watch Neg
|
BBB+
|
|
02147HAQ5
|
Alternative Loan Trust 2006-OC5
|
M-9
|
BBB-
|
Watch Neg
|
BBB-
|
|
23243DAP5
|
Alternative Loan Trust 2006-OC6
|
M-7
|
BBB+
|
Watch Neg
|
BBB+
|
|
23243DAQ3
|
Alternative Loan Trust 2006-OC6
|
M-8
|
BBB
|
Watch Neg
|
BBB
|
|
23243DAR1
|
Alternative Loan Trust 2006-OC6
|
M-9
|
BBB-
|
Watch Neg
|
BBB-
|
|
02660VAM0
|
American Home Mortgage Assets Trust 2005-1
|
3-M-4
|
BBB-
|
Watch Neg
|
BBB-
|
|
02660VBP2
|
American Home Mortgage Assets Trust 2005-2
|
2-B-4
|
BB
|
Watch Neg
|
BB
|
|
02660TJU8
|
American Home Mortgage Investment Trust 2006-1
|
II-M-5
|
B
|
Watch Neg
|
B
|
|
02660YBP6
|
American Home Mortgage Investment Trust 2006-2
|
III-M-5
|
BBB+
|
Watch Neg
|
BBB+
|
|
02660YBG6
|
American Home Mortgage Investment Trust 2006-2
|
II-M-3
|
A+
|
Watch Neg
|
A+
|
|
02660YBK7
|
American Home Mortgage Investment Trust 2006-2
|
II-M-4
|
A+
|
Watch Neg
|
A+
|
|
026929BQ1
|
American Home Mortgage Investment 2006-3
|
III-M-5
|
BB
|
Watch Neg
|
BB
|
|
026929BL2
|
American Home Mortgage Investment 2006-3
|
II-M-3
|
A+
|
Watch Neg
|
A+
|
|
026929BM0
|
American Home Mortgage Investment 2006-3
|
II-M-4
|
A
|
Watch Neg
|
A
|
|
026929BN8
|
American Home Mortgage Investment 2006-3
|
II-M-5
|
BBB
|
Watch Neg
|
BBB
|
|
126670SY5
|
Asset Backed Certificates Trust 2006-IM1
|
B
|
BBB-
|
Watch Neg
|
BBB-
|
|
126670SW9
|
Asset Backed Certificates Trust 2006-IM1
|
M-7
|
BBB+
|
Watch Neg
|
BBB+
|
|
126670SX7
|
Asset Backed Certificates Trust 2006-IM1
|
M-8
|
BBB
|
Watch Neg
|
BBB
|
|
05951KBS1
|
Banc of America Fdg 2006-7 Trust
|
T2-B-2
|
BB+
|
Watch Neg
|
BB+
|
|
058927BD5
|
Banc of America Funding 2006-A Trust
|
2-B-4
|
BB
|
Watch Neg
|
BB
|
|
058927BE3
|
Banc of America Funding 2006-A Trust
|
2-B-5
|
B
|
Watch Neg
|
B
|
|
058933BA9
|
Banc of America Funding 2006-D Trust
|
1-M-4
|
BBB+
|
Watch Neg
|
BBB+
|
|
058933BB7
|
Banc of America Funding 2006-D Trust
|
1-M-5
|
BBB
|
Watch Neg
|
BBB
|
|
055294AP7
|
BCAP LLC Trust 2006-AA1
|
M-10
|
BBB-
|
Watch Neg
|
BBB-
|
|
055294AL6
|
BCAP LLC Trust 2006-AA1
|
M-9
|
BBB-
|
Watch Neg
|
BBB-
|
|
07386HB67
|
Bear Stearns ALT-A Trust 2006-1
|
I-B-2
|
BBB-
|
Watch Neg
|
BBB-
|
|
07386HC74
|
Bear Stearns ALT-A Trust 2006-1
|
I-B-3
|
BB
|
Watch Neg
|
BB
|
|
07386HD57
|
Bear Stearns ALT-A Trust 2006-1
|
II-B-5
|
B
|
Watch Neg
|
B
|
|
07386HH87
|
Bear Stearns ALT-A Trust 2006-2
|
I-B-1
|
BBB
|
Watch Neg
|
BBB
|
|
07386HH95
|
Bear Stearns ALT-A Trust 2006-2
|
I-B-2
|
BBB-
|
Watch Neg
|
BBB-
|
|
07386HJ44
|
Bear Stearns ALT-A Trust 2006-2
|
I-B-3
|
BB
|
Watch Neg
|
BB
|
|
07386HH20
|
Bear Stearns ALT-A Trust 2006-2
|
II-B-5
|
B
|
Watch Neg
|
B
|
|
07386HK67
|
Bear Stearns ALT-A Trust 2006-3
|
I-B-1
|
BBB
|
Watch Neg
|
BBB
|
|
07386HK75
|
Bear Stearns ALT-A Trust 2006-3
|
I-B-2
|
BBB-
|
Watch Neg
|
BBB-
|
|
07386HN56
|
Bear Stearns ALT-A Trust 2006-3
|
II-B-4
|
BB
|
Watch Neg
|
BB
|
|
07386HN64
|
Bear Stearns ALT-A Trust 2006-3
|
II-B-5
|
B
|
Watch Neg
|
B
|
|
073871AJ4
|
Bear Stearns ALT-A Trust 2006-4
|
I-B-1
|
BBB
|
Watch Neg
|
BBB
|
|
073871AK1
|
Bear Stearns ALT-A Trust 2006-4
|
I-B-2
|
BBB-
|
Watch Neg
|
BBB-
|
|
073871AL9
|
Bear Stearns ALT-A Trust 2006-4
|
I-B-3
|
BB
|
Watch Neg
|
BB
|
|
073871CR4
|
Bear Stearns ALT-A Trust 2006-4
|
II-B-10
|
B
|
Watch Neg
|
B
|
|
073871CQ6
|
Bear Stearns ALT-A Trust 2006-4
|
II-B-9
|
BB
|
Watch Neg
|
BB
|
|
073873AE1
|
Bear Stearns ALT-A Trust 2006-5
|
I-B-1
|
BBB+
|
Watch Neg
|
BBB+
|
|
073873AF8
|
Bear Stearns ALT-A Trust 2006-5
|
I-B-2
|
BBB
|
Watch Neg
|
BBB
|
|
073873AG6
|
Bear Stearns ALT-A Trust 2006-5
|
I-B-3
|
BB+
|
Watch Neg
|
BB+
|
|
073868AE1
|
Bear Stearns ALT-A Trust 2006-6
|
I-B-1
|
BBB+
|
Watch Neg
|
BBB+
|
|
073868AF8
|
Bear Stearns ALT-A Trust 2006-6
|
I-B-2
|
BBB-
|
Watch Neg
|
BBB-
|
|
073868AG6
|
Bear Stearns ALT-A Trust 2006-6
|
I-B-3
|
BB+
|
Watch Neg
|
BB+
|
|
073875AE6
|
Bear Stearns ALT-A Trust 2006-7
|
I-B-1
|
BBB
|
Watch Neg
|
BBB
|
|
073875AF3
|
Bear Stearns ALT-A Trust 2006-7
|
I-B-2
|
BBB-
|
Watch Neg
|
BBB-
|
|
073875BA3
|
Bear Stearns ALT-A Trust 2006-7
|
I-B-3
|
BB
|
Watch Neg
|
BB
|
|
07387QAG5
|
Bear Stearns ALT-A Trust 2006-8
|
I-B-3
|
BB
|
Watch Neg
|
BB
|
|
0738794R6
|
Bear Stearns Asset Backed Securities I Trust 2005-AC9
|
B-4
|
BB
|
Watch Neg
|
BB
|
|
07387UCN9
|
Bear Stearns Asset Backed Securities I Trust 2006-AC1
|
I-B-4
|
BB
|
Watch Neg
|
BB
|
|
07387UDF5
|
Bear Stearns Asset Backed Securities I Trust 2006-AC1
|
II-B-5
|
B
|
Watch Neg
|
B
|
|
07387UGK1
|
Bear Stearns Asset Backed Securities I Trust 2006-AC2
|
I-B-4
|
BB
|
Watch Neg
|
BB
|
|
07387NAL1
|
Bear Stearns Asset-Backed Securities I Trust 2006-AC3
|
B-4
|
BB
|
Watch Neg
|
BB
|
|
126694U63
|
CHL Mortgage Pass Through Trust 2006-TM1
|
B-3
|
BB
|
Watch Neg
|
BB
|
|
126694U71
|
CHL Mortgage Pass Through Trust 2006-TM1
|
B-4
|
B
|
Watch Neg
|
B
|
|
17309RAP7
|
Citigroup Mortgage Loan Trust 2006-AR6
|
2-M4
|
BBB
|
Watch Neg
|
BBB
|
|
22943HAP1
|
CSAB Mortgage-Backed Trust 2006-1
|
B
|
BBB-
|
Watch Neg
|
BBB-
|
|
22943HAN6
|
CSAB Mortgage-Backed Trust 2006-1
|
M-4
|
BBB
|
Watch Neg
|
BBB
|
|
12628KAV4
|
CSAB Mtg-Bckd Trust 2006-3
|
M-6
|
BBB+
|
Watch Neg
|
BBB+
|
|
12628KAW2
|
CSAB Mtg-Bckd Trust 2006-3
|
M-7
|
BBB
|
Watch Neg
|
BBB
|
|
12637VAT4
|
CSMC Mortgage Backed Trust 2006-5
|
D-B-6
|
BB-
|
Watch Neg
|
BB-
|
|
12637VAW7
|
CSMC Mortgage Backed Trust 2006-5
|
D-B-7
|
B-
|
Watch Neg
|
B-
|
|
22942JBE2
|
CSMC Mortgage-Backed Trust 2006-6
|
D-B-7
|
B-
|
Watch Neg
|
B-
|
|
225470S20
|
CSMC Mortgage-Backed Trust Series 2006-3
|
I-M-4
|
BBB-
|
Watch Neg
|
BBB-
|
|
126670JM1
|
CWABS Asset Backed Certificates Trust 2005-IM3
|
M-7
|
BBB+
|
Watch Neg
|
BBB+
|
|
251510MB6
|
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR1
|
B-4
|
B
|
Watch Neg
|
B
|
|
251510LW1
|
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR1
|
I-M-8
|
BBB
|
Watch Neg
|
BBB
|
|
25151AAT8
|
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR3
|
M-10
|
BBB-
|
Watch Neg
|
BBB-
|
|
25151AAS0
|
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR3
|
M-9
|
BBB+
|
Watch Neg
|
BBB+
|
|
25150RAT2
|
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6
|
M-10
|
BBB-
|
Watch Neg
|
BBB-
|
|
25150RAS4
|
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6
|
M-9
|
A-
|
Watch Neg
|
A-
|
|
251511AW1
|
Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB2
|
M-9
|
BBB
|
Watch Neg
|
BBB
|
|
25151EAV5
|
Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB3
|
M-11
|
BBB-
|
Watch Neg
|
BBB-
|
|
251513AP2
|
Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB4
|
M-14
|
BBB-
|
Watch Neg
|
BBB-
|
|
251513BF3
|
Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB4
|
M-15
|
BB+
|
Watch Neg
|
BB+
|
|
36185MDK5
|
GMACM Mortgage Loan Trust 2005-AF2
|
B-1
|
BB
|
Watch Neg
|
BB
|
|
362341A82
|
GSAA Home Equity Trust 2005-14
|
B-3
|
BB+
|
Watch Neg
|
BB+
|
|
3623412E8
|
GSAA Home Equity Trust 2006-1
|
B-3
|
BBB-
|
Watch Neg
|
BBB-
|
|
362348AP9
|
GSAA Home Equity Trust 2006-8
|
B-3
|
BBB-
|
Watch Neg
|
BBB-
|
|
362382AA1
|
GSAA Home Equity Trust 2006-9
|
B-3
|
BBB-
|
Watch Neg
|
BBB-
|
|
362257AR8
|
GSAA Home Equity Trust 2006-17
|
B-3
|
BBB-
|
Watch Neg
|
BBB-
|
|
362244AN5
|
GSAA Home Equity Trust 2006-19
|
B-3
|
BBB-
|
Watch Neg
|
BBB-
|
|
126670ZA9
|
GSC Capital Corp. Mortgage Trust 2006-1
|
B-1
|
BBB
|
Watch Neg
|
BBB
|
|
362480AA3
|
GSC Capital Corp. Mortgage Trust 2006-2
|
B-1
|
BBB-
|
Watch Neg
|
BBB-
|
|
362480AM7
|
GSC Capital Corp. Mortgage Trust 2006-2
|
M-7
|
BBB+
|
Watch Neg
|
BBB+
|
|
362480AN5
|
GSC Capital Corp. Mortgage Trust 2006-2
|
M-8
|
BBB
|
Watch Neg
|
BBB
|
|
45254TTA2
|
Impac Secured Assets Corp. (series 2005-2)
|
M-8
|
BBB
|
Watch Neg
|
BBB
|
|
45254TTX2
|
Impac Secured Assets Trust 2006-1
|
1-M-8
|
BBB
|
Watch Neg
|
BBB
|
|
45256VAM9
|
Impac Secured Assets Trust 2006-2
|
1-M-7
|
BBB+
|
Watch Neg
|
BBB+
|
|
45256VAN7
|
Impac Secured Assets Trust 2006-2
|
1-M-8
|
BBB
|
Watch Neg
|
BBB
|
|
45257BAN0
|
Impac Secured Assets Trust 2006-4
|
B
|
BBB-
|
Watch Neg
|
BBB-
|
|
45257EAP9
|
Impac Secured Assets Trust 2006-5
|
1-B
|
BBB+
|
Watch Neg
|
BBB+
|
|
45660LX87
|
IndyMac INDX Mortgage Loan Trust 2005-AR31
|
B5
|
B
|
Watch Neg
|
B
|
|
45661KAR1
|
IndyMac INDX Mortgage Loan Trust 2006-AR11
|
B4
|
BB
|
Watch Neg
|
BB
|
|
45661KAS9
|
IndyMac INDX Mortgage Loan Trust 2006-AR11
|
B5
|
B
|
Watch Neg
|
B
|
|
456610AN4
|
IndyMac INDX Mortgage Loan Trust 2006-AR15
|
M-10
|
BBB+
|
Watch Neg
|
BBB+
|
|
456610AP9
|
IndyMac INDX Mortgage Loan Trust 2006-AR15
|
M-11
|
BBB-
|
Watch Neg
|
BBB-
|
|
45660GAV2
|
IndyMac INDX Mortgage Loan Trust 2006-AR19
|
I-B-4
|
BB
|
Watch Neg
|
BB
|
|
45660GAW0
|
IndyMac INDX Mortgage Loan Trust 2006-AR19
|
I-B-5
|
B
|
Watch Neg
|
B
|
|
45660HAN8
|
IndyMac INDX Mortgage Loan Trust 2006-AR21
|
M-10
|
A-
|
Watch Neg
|
A-
|
|
45660HAP3
|
IndyMac INDX Mortgage Loan Trust 2006-AR21
|
M-11
|
BBB
|
Watch Neg
|
BBB
|
|
525221DD6
|
Lehman XS Trust 2005-6
|
M3
|
BBB-
|
Watch Neg
|
BBB-
|
|
525221DZ7
|
Lehman XS Trust (series 2005-8)
|
1-M5
|
BBB+
|
Watch Neg
|
BBB+
|
|
525221FW2
|
Lehman XS Trust 2005-10
|
1-M5
|
BBB
|
Watch Neg
|
BBB
|
|
525221JQ1
|
Lehman XS Trust 2006-3
|
M6
|
BBB
|
Watch Neg
|
BBB
|
|
525221JR9
|
Lehman XS Trust 2006-3
|
M7
|
BBB-
|
Watch Neg
|
BBB-
|
|
52522WAT6
|
Lehman XS Trust 2006-11
|
M10
|
BBB-
|
Watch Neg
|
BBB-
|
|
52522WAS8
|
Lehman XS Trust 2006-11
|
M9
|
BBB-
|
Watch Neg
|
BBB-
|
|
52523LAW2
|
Lehman XS Trust 2006-13
|
1-M10
|
BBB-
|
Watch Neg
|
BBB-
|
|
52523LAL6
|
Lehman XS Trust 2006-13
|
1-M9
|
BBB-
|
Watch Neg
|
BBB-
|
|
52523MAQ3
|
Lehman XS Trust 2006-15
|
M10
|
BBB-
|
Watch Neg
|
BBB-
|
|
52523MAP5
|
Lehman XS Trust 2006-15
|
M9
|
BBB-
|
Watch Neg
|
BBB-
|
|
52523KAY0
|
Lehman XS Trust 2006-17
|
1-M8
|
BBB
|
Watch Neg
|
BBB
|
|
52523KAZ7
|
Lehman XS Trust 2006-17
|
1-M9
|
BBB-
|
Watch Neg
|
BBB-
|
|
52523YAR5
|
Lehman XS Trust 2006-19
|
M10
|
BBB-
|
Watch Neg
|
BBB-
|
|
52523YAQ7
|
Lehman XS Trust 2006-19
|
M9
|
BBB-
|
Watch Neg
|
BBB-
|
|
525221HY6
|
Lehman XS Trust, Series 2006-1
|
1-M7
|
BBB-
|
Watch Neg
|
BBB-
|
|
52522HAY8
|
Lehman XS Trust, Series 2006-8
|
M10
|
BBB-
|
Watch Neg
|
BBB-
|
|
52522HAX0
|
Lehman XS Trust, Series 2006-8
|
M9
|
BBB-
|
Watch Neg
|
BBB-
|
|
52523DAP5
|
Lehman XS Trust, Series 2006-9
|
M10
|
BBB-
|
Watch Neg
|
BBB-
|
|
52523DAN0
|
Lehman XS Trust, Series 2006-9
|
M9
|
BBB-
|
Watch Neg
|
BBB-
|
|
5764342U7
|
MASTR Alternative Loan Trust 2006-2
|
B-4
|
BB
|
Watch Neg
|
BB
|
|
61749CAX9
|
Morgan Stanley Mortgage Loan Trust 2006-6AR
|
1-B-2
|
A-
|
Watch Neg
|
A-
|
|
61749CAY7
|
Morgan Stanley Mortgage Loan Trust 2006-6AR
|
1-B-3
|
BBB
|
Watch Neg
|
BBB
|
|
61748JAP2
|
Morgan Stanley Mortgage Loan Trust 2006-9AR
|
B-2
|
A
|
Watch Neg
|
A
|
|
61748JAQ0
|
Morgan Stanley Mortgage Loan Trust 2006-9AR
|
B-3
|
BBB+
|
Watch Neg
|
BBB+
|
|
61750PAM0
|
Morgan Stanley Mtg Ln Trust 2006-13ARX
|
B-2
|
A-
|
Watch Neg
|
A-
|
|
61750PAN8
|
Morgan Stanley Mtg Ln Trust 2006-13ARX
|
B-3
|
BBB
|
Watch Neg
|
BBB
|
|
617487AR4
|
Morgan Stanley Mtg Ln Trust 2006-16AX
|
B-3
|
BBB+
|
Watch Neg
|
BBB+
|
|
65538DAN5
|
Nomura Asset Acceptance Corporation Alternative Loan Trust Series 2006-AR4
|
M-7
|
BBB+
|
Watch Neg
|
BBB+
|
|
65536PAU4
|
Nomura Asset Acceptance Corporation, 2006-AF1
|
C-B-4
|
BB
|
Watch Neg
|
BB
|
|
65536PAV2
|
Nomura Asset Acceptance Corporation, 2006-AF1
|
C-B-5
|
BB-
|
Watch Neg
|
BB-
|
|
65536PAK6
|
Nomura Asset Acceptance Corporation, 2006-AF1
|
I-M-3
|
BBB+
|
Watch Neg
|
BBB+
|
|
65536XAH6
|
Nomura Asset Acceptance Corporation, Alternative Loan Trust 2006-AF2
|
C-B-4
|
BB
|
Watch Neg
|
BB
|
|
65536XAJ2
|
Nomura Asset Acceptance Corporation, Alternative Loan Trust 2006-AF2
|
C-B-5
|
B
|
Watch Neg
|
B
|
|
65535VRQ3
|
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR6
|
M-4
|
BBB+
|
Watch Neg
|
BBB+
|
|
65535VRR1
|
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR6
|
M-5
|
BBB-
|
Watch Neg
|
BBB-
|
|
65535VUN6
|
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR2
|
C-B-3
|
BBB
|
Watch Neg
|
BBB
|
|
65535VUP1
|
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR2
|
C-B-4
|
BB+
|
Watch Neg
|
BB+
|
|
65535VUQ9
|
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR2
|
C-B-5
|
BB
|
Watch Neg
|
BB
|
|
65535VUY2
|
Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR2
|
III-M-5
|
BBB-
|
Watch Neg
|
BBB-
|
|
65535AAG9
|
Nomura Home Equity Loan Inc., Home Equity Loan Trust, Series 2006-AF1
|
M-3
|
BBB+
|
Watch Neg
|
BBB+
|
|
68384CAP1
|
Opteum Mortgage Acceptance Corporation Trust Series 2006-2
|
M-10
|
BB+
|
Watch Neg
|
BB+
|
|
74161BAX3
|
Prime Mortgage Trust 2006-1
|
B-5
|
B
|
Watch Neg
|
B
|
|
761118TK4
|
RALI Series 2006-QA1 Trust
|
B-1
|
BB
|
Watch Neg
|
BB
|
|
761118TL2
|
RALI Series 2006-QA1 Trust
|
B-2
|
B
|
Watch Neg
|
B
|
|
75114RAR6
|
RALI Series 2006-QA3
|
M-10
|
BBB
|
Watch Neg
|
BBB
|
|
748939AL9
|
RALI Series 2006-QA4 Trust
|
M-10
|
BBB
|
Watch Neg
|
BBB
|
|
75115BAP4
|
RALI Series 2006-QA5 Trust
|
I-M-9
|
A
|
Watch Neg
|
A
|
|
74922QAL6
|
RALI Series 2006-QA8 Trust
|
M-8
|
BBB
|
Watch Neg
|
BBB
|
|
74922QAM4
|
RALI Series 2006-QA8 Trust
|
M-9
|
BBB-
|
Watch Neg
|
BBB-
|
|
74922NAH2
|
RALI Series 2006-QA10 Trust
|
M-5
|
A-
|
Watch Neg
|
A-
|
|
74922NAJ8
|
RALI Series 2006-QA10 Trust
|
M-6
|
BBB
|
Watch Neg
|
BBB
|
|
45661EFU3
|
Residential Asset Securitization Trust 2006-A3CB
|
B-4
|
BB
|
Watch Neg
|
BB
|
|
45661EFV1
|
Residential Asset Securitization Trust 2006-A3CB
|
B-5
|
B
|
Watch Neg
|
B
|
|
45661EEH3
|
Residential Asset Securitization Trust 2006-A4IP
|
B-4
|
BB
|
Watch Neg
|
BB
|
|
76112FAP6
|
Residential Asset Securitization Trust 2006-A5CB
|
B-4
|
BB
|
Watch Neg
|
BB
|
|
76113FBK5
|
Residential Asset Securitization Trust 2006-A6
|
B-4
|
BB
|
Watch Neg
|
BB
|
|
76113FBL3
|
Residential Asset Securitization Trust 2006-A6
|
B-5
|
B
|
Watch Neg
|
B
|
|
76113LAQ0
|
Residential Asset Securitization Trust 2006-A10
|
B-4
|
BB
|
Watch Neg
|
BB
|
|
76113LAR8
|
Residential Asset Securitization Trust 2006-A10
|
B-5
|
B
|
Watch Neg
|
B
|
|
81744DAF9
|
Sequoia Alternative Loan Trust 2006-1
|
B3
|
BBB
|
Watch Neg
|
BBB
|
|
81744DAG7
|
Sequoia Alternative Loan Trust 2006-1
|
B4
|
BBB-
|
Watch Neg
|
BBB-
|
|
81744DAH5
|
Sequoia Alternative Loan Trust 2006-1
|
B5
|
BB
|
Watch Neg
|
BB
|
|
81744DAJ1
|
Sequoia Alternative Loan Trust 2006-1
|
B6
|
B
|
Watch Neg
|
B
|
|
863581AX2
|
Structured Adjustable Rate Mortgage Loan Trust, Series 2006-6
|
B5-I
|
B
|
Watch Neg
|
B
|
|
86789MBB2
|
SunTrust Alternative Loan Trust, Series 2005-1F
|
B4
|
BB
|
Watch Neg
|
BB
|
|
881561G32
|
Terwin Mortgage Trust Series TMTS 2005-18ALT
|
B1
|
BBB+
|
Watch Neg
|
BBB+
|
|
881561G40
|
Terwin Mortgage Trust Series TMTS 2005-18ALT
|
B2
|
BBB
|
Watch Neg
|
BBB
|
|
881561G57
|
Terwin Mortgage Trust Series TMTS 2005-18ALT
|
B3
|
BBB-
|
Watch Neg
|
BBB-
|
|
881561H49
|
Terwin Mortgage Trust Series TMTS 2005-18ALT
|
B-X
|
BBB
|
Watch Neg
|
BBB
|
|
939344AJ6
|
Washington Mutual Mortgage Pass-Through Certificates WMALT 2006-4
|
LB3
|
BBB
|
Watch Neg
|
BBB
|
|
939344BA4
|
Washington Mutual Mortgage Pass-Through Certificates WMALT 2006-4
|
LB4
|
BB
|
Watch Neg
|
BB
|
|
939344BB2
|
Washington Mutual Mortgage Pass-Through Certificates WMALT 2006-4
|
LB5
|
B
|
Watch Neg
|
B
|
|
93935BAW0
|
Washington Mutual Mortgage Pass-Through certificates WMALT Series 2006-5 Trust
|
3-B-5
|
BB
|
Watch Neg
|
BB
|
|
93935HAV9
|
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-7 Trust
|
B-4
|
BB
|
Watch Neg
|
BB
|
|
93935ABH4
|
Washington Mutual Mtge Pass-Through Certs WMALT Series 2006-AR5 Trust
|
5-B-5
|
B
|
Watch Neg
|
B
|