DBRS Downgrades 630 Classes from 144 RMBS Transactions

DBRS has today downgraded 630 classes from 144 RMBS transactions.

The following 562 classes, backed primarily by first-lien collateral, have been downgraded as a result of the significant increase in serious delinquencies relative to the available credit enhancement. Given the level of serious delinquencies in the current pipeline and corresponding potential for significant future losses, excess spread is not expected to be sufficient to cover anticipated losses. Consequently, the principal balance of subordinate classes may suffer principal writedowns.

--$19,719,000, Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-5 to BBB (high) from A
--$17,329,000, Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-6 to BBB from A (low)
--$13,744,000, Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-7 to BBB (low) from BBB
--$11,951,000, Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-8 to BB from BBB (low)
--$11,951,000, Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-9 to BB (low) from BB (high)
--$15,056,000, Accredited Mortgage Loan Trust 2006-1, Asset-Backed Notes, Series 2006-1, Class M-5 to A (low) from A
--$12,045,000, Accredited Mortgage Loan Trust 2006-1, Asset-Backed Notes, Series 2006-1, Class M-6 to BBB from BBB (high)
--$1,888,718, ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class B to C from B
--$23,550,000, ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-5 to BBB (high) from A (low)
--$15,397,000, ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-7 to BBB from BBB (high)
--$19,246,000, ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-8 to BB (high) from BBB (low)
--$12,155,676, ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-9 to BB (low) from BB (high)
--$16,028,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1, Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-2 to AA (low) from AAA
--$11,096,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1, Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-3 to A from A (high)
--$7,891,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1, Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-4 to BBB (high) from A
--$7,891,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1, Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-5 to BBB from BBB (high)
--$6,658,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1, Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-6 to BBB (low) from BBB
--$20,670,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-3 to A from A (high)
--$17,382,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-4 to BBB (high) from A
--$16,912,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-5 to BBB from A (low)
--$16,442,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-6 to BBB (low) from BBB (high)
--$14,563,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-7 to BB (high) from BBB
--$154,873,891, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4, Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-1 to AA from AA (high)
--$85,679,440, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4, Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-2A to AA from AA (high)
--$64,609,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4, Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-2B to AA from AA (high)
--$46,482,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4, Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-2C to AA from AA (high)
--$40,901,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4, Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-2D to AA from AA (high)
--$45,042,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3, Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-2 to BBB (high) from A (low)
--$162,814,522, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-1A to A from AA (low)
--$183,360,059, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2A to A from AA (low)
--$75,222,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2B to A from AA (low)
--$67,016,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2C to A from AA (low)
--$81,626,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2D to A from AA (low)
--$28,161,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-1 to BBB (high) from A
--$24,321,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-2 to BBB from BBB (high)
--$15,361,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-3 to BBB (low) from BBB
--$13,654,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-4 to BB (high) from BBB (low)
--$13,654,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-5 to BB from BB (high)
--$12,800,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-6 to BB (low) from BB
--$15,000,000, Aegis Asset Backed Securities Trust 2005-2, Mortgage-Backed Notes, Series 2005-2, Class B1 to BB (high) from BBB
--$14,000,000, Aegis Asset Backed Securities Trust 2005-2, Mortgage-Backed Notes, Series 2005-2, Class B2 to BB (low) from BB (high)
--$11,000,000, Aegis Asset Backed Securities Trust 2005-2, Mortgage-Backed Notes, Series 2005-2, Class B3 to B (high) from BB (low)
--$18,000,000, Aegis Asset Backed Securities Trust 2005-2, Mortgage-Backed Notes, Series 2005-2, Class M5 to BBB (high) from A
--$16,500,000, Aegis Asset Backed Securities Trust 2005-2, Mortgage-Backed Notes, Series 2005-2, Class M6 to BBB (low) from BBB (high)
--$13,600,000, Aegis Asset Backed Securities Trust 2005-3, Mortgage-Backed Notes, Series 2005-3, Class B1 to BB (high) from BBB
--$11,475,000, Aegis Asset Backed Securities Trust 2005-3, Mortgage-Backed Notes, Series 2005-3, Class B2 to BB (low) from BBB (low)
--$9,350,000, Aegis Asset Backed Securities Trust 2005-3, Mortgage-Backed Notes, Series 2005-3, Class B3 to B (high) from BB (low)
--$15,725,000, Aegis Asset Backed Securities Trust 2005-3, Mortgage-Backed Notes, Series 2005-3, Class M5 to A (low) from A
--$15,725,000, Aegis Asset Backed Securities Trust 2005-3, Mortgage-Backed Notes, Series 2005-3, Class M6 to BBB from BBB (high)
--$8,234,972, Ameriquest Mortgage Securities Inc., Series 2005-R2, Asset-Backed Pass-Through Certificate, Series 2005-R2, Class M-11 to BB (low) from BB
--$14,248,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M7 to BBB from BBB (high)
--$6,049,432, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M8 to BB (high) from BBB (low)
--$27,964,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M3 to BBB (high) from A
--$8,246,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M4 to BBB (low) from A (low)
--$10,397,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M5 to BB (low) from BBB
--$3,372,342, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M6 to B from BB (high)
--$3,019,165, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M7 to B (low) from BB
--$0, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M8 to C from BB (low)
--$13,959,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2006-HE7, Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M11 to B (low) from B
--$47,567,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2006-HE7, Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M2 to A (low) from A
--$13,437,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2006-HE7, Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M3 to BBB (high) from A (low)
--$22,231,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2006-HE7, Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M4 to BBB from BBB (high)
--$18,612,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2006-HE7, Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M5 to BBB (low) from BBB
--$9,823,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2006-HE7, Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M6 to BB (high) from BBB (low)
--$11,374,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2006-HE7, Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M7 to BB from BB (high)
--$23,283,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8, Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M5 to A (low) from A
--$11,567,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2, Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M5 to BB (high) from BBB (low)
--$9,422,485, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE4, Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M9 to C from B
--$289,044,648, Bear Stearns Alt-A Trust 2007-2, Mortgage Pass-Through Certificates, Series 2007-2, Class I-A-1 to A (high) from AA (low)
--$36,062,610, Bear Stearns Alt-A Trust 2007-2, Mortgage Pass-Through Certificates, Series 2007-2, Class I-A-2 to A (high) from AA (low)
--$3,540,402, Bear Stearns Alt-A Trust 2007-2, Mortgage Pass-Through Certificates, Series 2007-2, Class II-B-2 to BB from A (high)
--$2,735,448, Bear Stearns Alt-A Trust 2007-2, Mortgage Pass-Through Certificates, Series 2007-2, Class II-B-3 to B (high) from BBB (low)
--$5,470,895, Bear Stearns Alt-A Trust 2007-2, Mortgage Pass-Through Certificates, Series 2007-2, Class II-BX-1 to BBB from AA
--$16,104,000, Bear Stearns Alt-A Trust 2007-2, Mortgage Pass-Through Certificates, Series 2007-2, Class I-M-1 to BBB from BBB (high)
--$9,753,000, Bear Stearns Alt-A Trust 2007-2, Mortgage Pass-Through Certificates, Series 2007-2, Class I-M-2 to BB (high) from BBB (low)
--$16,610,000, BNC Mortgage Loan Trust 2007-1, Mortgage Pass-Through Certificates, Series 2007-1, Class M5 to A (low) from A
--$2,281,855, C-BASS 2005-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class B-5 to BB (low) from BB
--$7,995,000, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-1 to BB from BB (high)
--$5,746,000, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-2 to BB (low) from BB
--$5,746,000, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-3 to B (high) from BB (low)
--$11,243,000, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-3 to A (low) from A
--$6,995,000, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-6 to BB (high) from BBB (low)
--$6,735,000, C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-1 to BBB (low) from BBB (high)
--$5,432,000, C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-2 to BB (high) from BBB (low)
--$4,997,000, C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-3 to BB from BB (high)
--$6,301,000, C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-4 to BB (low) from BB
--$7,604,000, C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-4 to AA (low) from AA
--$7,604,000, C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-5 to A (low) from AA (low)
--$6,301,000, C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-6 to BBB (high) from A
--$11,934,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class B-1 to BBB from BBB (high)
--$9,053,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class B-2 to BBB (low) from BBB
--$8,642,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class B-3 to BB (high) from BBB (low)
--$10,699,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class M-6 to A (low) from A
--$15,700,000, C-BASS 2006-CB2 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-5 to A from A (high)
--$14,749,000, C-BASS 2006-CB2 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-6 to BBB (high) from A (low)
--$13,797,000, C-BASS 2006-CB2 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-7 to BBB (low) from BBB
--$13,601,000, C-BASS 2006-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class B-2 to BB (high) from BBB (low)
--$15,435,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class B-1 to BB (high) from BBB (low)
--$11,719,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-4 to A (high) from AA (low)
--$13,720,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-5 to A (low) from A (high)
--$8,003,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-6 to BBB (high) from A
--$10,576,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-7 to BBB from BBB (high)
--$2,858,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-8 to BBB (low) from BBB
--$13,758,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-3 to A (high) from AA (low)
--$11,848,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-4 to A (low) from A
--$12,229,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-5 to BBB (high) from A (low)
--$9,554,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-6 to BBB from BBB (high)
--$9,172,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-7 to BBB (low) from BBB
--$8,790,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-8 to BB (high) from BBB (low)
--$10,167,000, C-BASS Mortgage Loan Trust 2007-CB2, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class B-4 to BB (high) from BBB (low)
--$4,946,000, C-BASS Mortgage Loan Trust 2007-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-3 to BBB (low) from BBB
--$8,095,000, C-BASS Mortgage Loan Trust 2007-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-4 to BB from BB (high)
--$51,827,000, Citigroup Mortgage Loan Trust 2006-AMC1, Asset-Backed Pass-Through Certificates, Series 2006-AMC1, Class M-2 to A from AA (low)
--$21,231,000, Citigroup Mortgage Loan Trust 2006-AMC1, Asset-Backed Pass-Through Certificates, Series 2006-AMC1, Class M-3 to A (low) from A
--$17,484,000, Citigroup Mortgage Loan Trust 2006-AMC1, Asset-Backed Pass-Through Certificates, Series 2006-AMC1, Class M-4 to BBB (high) from A (low)
--$10,108,000, Citigroup Mortgage Loan Trust 2006-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB3, Class B-1 to B (high) from BB (low)
--$29,062,000, Citigroup Mortgage Loan Trust 2006-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB3, Class M-1 to A from AA (low)
--$16,005,000, Citigroup Mortgage Loan Trust 2006-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB3, Class M-3 to BBB (low) from BBB
--$13,899,000, Citigroup Mortgage Loan Trust 2006-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB3, Class M-4 to BB (high) from BBB (low)
--$12,635,000, Citigroup Mortgage Loan Trust 2006-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB3, Class M-5 to BB from BB (high)
--$10,530,000, Citigroup Mortgage Loan Trust 2006-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB3, Class M-6 to BB (low) from BB
--$12,828,000, Citigroup Mortgage Loan Trust 2006-FX1, Asset-Backed Pass-Through Certificates, Series 2006-FX1, Class M-1 to AA from AA (high)
--$10,094,000, Citigroup Mortgage Loan Trust 2006-FX1, Asset-Backed Pass-Through Certificates, Series 2006-FX1, Class M-2 to BBB (high) from A
--$7,992,000, Citigroup Mortgage Loan Trust 2006-FX1, Asset-Backed Pass-Through Certificates, Series 2006-FX1, Class M-3 to BB (high) from BBB (low)
--$2,103,000, Citigroup Mortgage Loan Trust 2006-FX1, Asset-Backed Pass-Through Certificates, Series 2006-FX1, Class M-4 to BB from BB (high)
--$11,455,000, Citigroup Mortgage Loan Trust 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-6 to BBB (high) from A
--$9,665,000, Citigroup Mortgage Loan Trust 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-7 to BBB from BBB (high)
--$26,969,000, Citigroup Mortgage Loan Trust 2006-HE3, Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-1 to A (low) from A
--$25,491,000, Citigroup Mortgage Loan Trust 2006-HE3, Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-2 to BBB from BBB (high)
--$14,039,000, Citigroup Mortgage Loan Trust 2006-HE3, Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-3 to BBB (low) from BBB
--$13,300,000, Citigroup Mortgage Loan Trust 2006-HE3, Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-4 to BB (high) from BBB (low)
--$11,822,000, Citigroup Mortgage Loan Trust 2006-HE3, Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-5 to BB from BB (high)
--$39,285,000, Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-1 to A from A (high)
--$44,018,000, Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-2 to BBB from BBB (high)
--$14,199,000, Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-3 to BBB (low) from BBB
--$13,145,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-3 to A (high) from AA (low)
--$12,748,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-4 to A (low) from A
--$12,748,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-5 to BBB (high) from A (low)
--$4,382,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-6 to BBB from BBB (high)
--$15,535,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-7 to BBB (low) from BBB
--$48,396,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-1 to A (high) from AA (high)
--$47,602,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-2 to A (low) from A (high)
--$26,975,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-3 to BBB (high) from A (low)
--$23,008,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-4 to BBB from BBB (high)
--$23,801,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-5 to BBB (low) from BBB
--$21,421,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-6 to BB (high) from BBB (low)
--$20,628,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-7 to BB from BB (high)
--$72,745,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-1 to A (high) from AA
--$67,234,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-2 to A (low) from A
--$11,450,000, Credit Suisse First Boston Mortgage Acceptance Corp. Adjustable Rate Mortgage Trust 2005-12, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-12, Class 5-M-1 to A (low) from A
--$20,112,058, Credit Suisse First Boston Mortgage Acceptance Corp. Adjustable Rate Mortgage Trust 2005-12, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-12, Class C-B-1 to A (low) from A (high)
--$9,110,633, Credit Suisse First Boston Mortgage Acceptance Corp. Adjustable Rate Mortgage Trust 2005-12, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-12, Class C-B-2 to BB (high) from BBB (low)
--$6,284,396, Credit Suisse First Boston Mortgage Acceptance Corp. Adjustable Rate Mortgage Trust 2005-12, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-12, Class C-B-3 to B (high) from BB (low)
--$9,000,000, Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9, Home Equity Pass-Through Certificates, Series 2005-9, Class B-1 to BB (low) from BB
--$7,200,000, Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9, Home Equity Pass-Through Certificates, Series 2005-9, Class B-2 to B (high) from BB (low)
--$30,150,000, Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9, Home Equity Pass-Through Certificates, Series 2005-9, Class M-2 to AA from AA (high)
--$21,150,000, Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9, Home Equity Pass-Through Certificates, Series 2005-9, Class M-3 to A from A (high)
--$14,850,000, Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9, Home Equity Pass-Through Certificates, Series 2005-9, Class M-4 to BBB (high) from A
--$14,850,000, Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9, Home Equity Pass-Through Certificates, Series 2005-9, Class M-5 to BBB from BBB (high)
--$13,000,000, Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9, Home Equity Pass-Through Certificates, Series 2005-9, Class M-6 to BBB (low) from BBB
--$13,500,000, Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9, Home Equity Pass-Through Certificates, Series 2005-9, Class M-7 to BB (high) from BBB (low)
--$9,500,000, Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9, Home Equity Pass-Through Certificates, Series 2005-9, Class M-8 to BB from BB (high)
--$12,155,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-11, Class 5-M-1 to A (high) from AA
--$5,360,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-11, Class 5-M-3 to BB from BBB
--$7,870,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-11, Class C-B-1 to BBB from AA
--$8,347,854, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-11, Class C-B-2 to BBB from A
--$6,674,298, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-11, Class C-B-3 to BB from BB (high)
--$3,216,200, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-5 to BB (low) from BB
--$2,102,713, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-9, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class C-B-3 to BBB from BBB (high)
--$1,631,587, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-9, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class C-B-4 to BB (high) from BBB (low)
--$15,525,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-4, Home Equity Pass-Through Certificates, Series 2005-4, Class B-1 to BB (high) from BBB
--$12,650,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-4, Home Equity Pass-Through Certificates, Series 2005-4, Class B-2 to BB (low) from BB
--$16,675,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-4, Home Equity Pass-Through Certificates, Series 2005-4, Class M-7 to BBB from BBB (high)
--$17,500,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-5, Home Equity Pass-Through Certificates, Series 2005-5, Class M-4 to A from A (high)
--$16,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-5, Home Equity Pass-Through Certificates, Series 2005-5, Class M-6 to BBB (low) from BBB
--$10,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class B-1 to B (high) from BB
--$8,500,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class B-2 to B (high) from BB (low)
--$6,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class B-3 to B from B (high)
--$10,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class B-4 to B (low) from B
--$4,542,889, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class B-5 to C from B (low)
--$33,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class M-2 to AA (low) from AA
--$21,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class M-3 to A (low) from A (high)
--$16,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class M-4 to BBB from A (low)
--$16,500,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class M-5 to BBB (low) from BBB
--$14,500,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class M-6 to BB from BBB (low)
--$14,500,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class M-7 to BB (low) from BB (high)
--$12,750,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8, Home Equity Pass-Through Certificates, Series 2005-8, Class B-1 to B (high) from BB (low)
--$51,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8, Home Equity Pass-Through Certificates, Series 2005-8, Class M-2 to A (high) from AA (low)
--$33,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8, Home Equity Pass-Through Certificates, Series 2005-8, Class M-3 to A (low) from A (high)
--$24,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8, Home Equity Pass-Through Certificates, Series 2005-8, Class M-4 to BBB from A (low)
--$24,750,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8, Home Equity Pass-Through Certificates, Series 2005-8, Class M-5 to BBB (low) from BBB
--$21,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8, Home Equity Pass-Through Certificates, Series 2005-8, Class M-6 to BB (high) from BBB (low)
--$20,250,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8, Home Equity Pass-Through Certificates, Series 2005-8, Class M-7 to BB from BB (high)
--$15,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8, Home Equity Pass-Through Certificates, Series 2005-8, Class M-8 to BB (low) from BB
--$6,400,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class B-1 to BB (low) from BB
--$6,400,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class B-2 to B (high) from BB (low)
--$7,200,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class B-3 to B from B (high)
--$6,400,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class B-4 to B (low) from B
--$2,132,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class B-5 to C from B (low)
--$27,600,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class M-2 to A (high) from AA (high)
--$16,800,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class M-3 to A (low) from A (high)
--$14,400,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class M-4 to BBB (high) from A (low)
--$13,600,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class M-5 to BBB from BBB (high)
--$12,400,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class M-6 to BB (high) from BBB
--$11,200,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class M-7 to BB from BBB (low)
--$10,400,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class M-8 to BB from BB (high)
--$22,400,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3, Home Equity Pass-Through Certificates, Series 2006-3, Class M-5 to A from A (high)
--$18,200,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3, Home Equity Pass-Through Certificates, Series 2006-3, Class M-7 to BBB (low) from BBB
--$14,700,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3, Home Equity Pass-Through Certificates, Series 2006-3, Class M-8 to BB (high) from BBB (low)
--$11,200,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class B-1 to BB (low) from BB
--$8,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class B-2 to B from BB (low)
--$16,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class B-3 to B (low) from B (high)
--$12,800,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class B-4 to C from B
--$30,400,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class M-3 to A (high) from AA (low)
--$26,400,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class M-4 to A (low) from A
--$25,600,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class M-5 to BBB from BBB (high)
--$23,200,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class M-6 to BBB (low) from BBB
--$21,600,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class M-7 to BB (high) from BBB (low)
--$16,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class M-8 to BB from BB (high)
--$15,725,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6, Home Equity Pass-Through Certificates, Series 2006-6, Class M-4 to BBB from BBB (high)
--$14,025,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6, Home Equity Pass-Through Certificates, Series 2006-6, Class M-5 to BBB (low) from BBB
--$12,750,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6, Home Equity Pass-Through Certificates, Series 2006-6, Class M-6 to BB (high) from BBB (low)
--$12,325,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6, Home Equity Pass-Through Certificates, Series 2006-6, Class M-7 to BB from BB (high)
--$10,200,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6, Home Equity Pass-Through Certificates, Series 2006-6, Class M-8 to BB (low) from BB
--$40,150,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-7, Home Equity Pass-Through Certificates, Series 2006-7, Class M-1 to A (high) from AA (low)
--$35,750,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-7, Home Equity Pass-Through Certificates, Series 2006-7, Class M-2 to BBB (high) from A (low)
--$20,350,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-7, Home Equity Pass-Through Certificates, Series 2006-7, Class M-3 to BBB from BBB (high)
--$19,250,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-7, Home Equity Pass-Through Certificates, Series 2006-7, Class M-4 to BBB (low) from BBB
--$18,700,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-7, Home Equity Pass-Through Certificates, Series 2006-7, Class M-5 to BB (high) from BBB (low)
--$16,500,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-7, Home Equity Pass-Through Certificates, Series 2006-7, Class M-6 to BB from BB (high)
--$16,500,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-7, Home Equity Pass-Through Certificates, Series 2006-7, Class M-7 to BB (low) from BB
--$11,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-7, Home Equity Pass-Through Certificates, Series 2006-7, Class M-8 to B (high) from BB (low)
--$36,200,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-8, Home Equity Pass-Through Certificates, Series 2006-8, Class M-2 to A from A (high)
--$21,300,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-8, Home Equity Pass-Through Certificates, Series 2006-8, Class M-3 to BBB (high) from A (low)
--$20,125,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-8, Home Equity Pass-Through Certificates, Series 2006-8, Class M-4 to BBB from BBB (high)
--$18,400,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-8, Home Equity Pass-Through Certificates, Series 2006-8, Class M-5 to BBB (low) from BBB
--$17,825,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-8, Home Equity Pass-Through Certificates, Series 2006-8, Class M-6 to BB (high) from BBB (low)
--$16,675,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-8, Home Equity Pass-Through Certificates, Series 2006-8, Class M-7 to BB from BB (high)
--$10,350,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-8, Home Equity Pass-Through Certificates, Series 2006-8, Class M-8 to BB (low) from BB
--$38,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2007-1, Home Equity Pass-Through Certificates, Series 2007-1, Class M-1 to AA (low) from AA (high)
--$35,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2007-1, Home Equity Pass-Through Certificates, Series 2007-1, Class M-2 to A (low) from A
--$17,500,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2007-1, Home Equity Pass-Through Certificates, Series 2007-1, Class M-4 to BBB (low) from BBB
--$17,500,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2007-1, Home Equity Pass-Through Certificates, Series 2007-1, Class M-5 to BB (high) from BBB (low)
--$16,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2007-1, Home Equity Pass-Through Certificates, Series 2007-1, Class M-6 to BB from BB (high)
--$14,500,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2007-1, Home Equity Pass-Through Certificates, Series 2007-1, Class M-7 to BB (low) from BB
--$14,425,548, DSLA Mortgage Loan Trust 2005-AR5, Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-3 to BBB (low) from BBB
--$1,897,759, DSLA Mortgage Loan Trust 2005-AR5, Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-4 to BB (high) from BBB (low)
--$77,602,000, First Franklin Mortgage Loan Trust 2005-FF9, Mortgage Pass-Through Certificates, Series 2005-FF9, Class M1 to A (high) from AA
--$39,227,000, First Franklin Mortgage Loan Trust 2005-FF9, Mortgage Pass-Through Certificates, Series 2005-FF9, Class M2 to BBB (high) from A (high)
--$25,583,000, First Franklin Mortgage Loan Trust 2005-FF9, Mortgage Pass-Through Certificates, Series 2005-FF9, Class M3 to BBB from A (low)
--$26,436,000, First Franklin Mortgage Loan Trust 2005-FF9, Mortgage Pass-Through Certificates, Series 2005-FF9, Class M4 to BBB (low) from BBB (high)
--$24,730,000, First Franklin Mortgage Loan Trust 2005-FF9, Mortgage Pass-Through Certificates, Series 2005-FF9, Class M5 to BB (high) from BBB
--$13,644,000, First Franklin Mortgage Loan Trust 2005-FF9, Mortgage Pass-Through Certificates, Series 2005-FF9, Class M6 to BB from BBB (low)
--$12,792,000, First Franklin Mortgage Loan Trust 2005-FF9, Mortgage Pass-Through Certificates, Series 2005-FF9, Class M7 to BB (low) from BB (high)
--$36,669,000, First Franklin Mortgage Loan Trust 2005-FF9, Mortgage Pass-Through Certificates, Series 2005-FF9, Class M8 to B (high) from BB (low)
--$8,528,000, First Franklin Mortgage Loan Trust 2005-FF9, Mortgage Pass-Through Certificates, Series 2005-FF9, Class M9 to B from B (high)
--$16,088,862, First Franklin Mortgage Loan Trust 2005-FFH3, Asset-Backed Certificates, Series 2005-FFH3, Class B-4 to C from B (low)
--$101,276,810, First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class A1 to AA (high) from AAA
--$16,039,849, First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class A2 to AA (high) from AAA
--$56,173,000, First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class A3 to AA (high) from AAA
--$97,758,000, First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class A4 to AA (high) from AAA
--$45,397,000, First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class A5 to AA (high) from AAA
--$44,710,000, First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class M1 to BBB (high) from A
--$13,375,000, First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class M2 to BBB (low) from BBB (high)
--$10,700,000, First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class M3 to BB (high) from BBB
--$11,082,000, First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class M4 to BB from BBB (low)
--$6,496,000, First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class M5 to BB from BB (high)
--$6,496,000, First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class M6 to BB (low) from BB
--$6,114,000, First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class M7 to B (high) from BB (low)
--$17,377,000, First Franklin Mortgage Loan Trust 2006-FF8, Asset-Backed Certificates, Series 2006-FF8, Class M-3 to A (high) from AA (low)
--$15,682,000, First Franklin Mortgage Loan Trust 2006-FF8, Asset-Backed Certificates, Series 2006-FF8, Class M-4 to A (low) from A
--$14,834,000, First Franklin Mortgage Loan Trust 2006-FF8, Asset-Backed Certificates, Series 2006-FF8, Class M-5 to BBB from BBB (high)
--$13,986,000, First Franklin Mortgage Loan Trust 2006-FF8, Asset-Backed Certificates, Series 2006-FF8, Class M-6 to BBB (low) from BBB
--$32,083,000, First Franklin Mortgage Loan Trust, Series 2004-FF10, Asset-Backed Certificates, Series 2004-FF10, Class M-2 to BB from BBB
--$13,251,000, First Franklin Mortgage Loan Trust, Series 2004-FF10, Asset-Backed Certificates, Series 2004-FF10, Class M-3 to B (high) from BB (high)
--$3,360,794, First Franklin Mortgage Loan Trust, Series 2004-FF10, Asset-Backed Certificates, Series 2004-FF10, Class M-4 to B from BB (low)
--$3,058,212, First Franklin Mortgage Loan Trust, Series 2004-FF10, Asset-Backed Certificates, Series 2004-FF10, Class M-5 to B from BB (low)
--$2,457,633, First Franklin Mortgage Loan Trust, Series 2004-FF10, Asset-Backed Certificates, Series 2004-FF10, Class M-6 to B (low) from B (high)
--$6,792,000, First Franklin Mortgage Loan Trust, Series 2005-FF1, Mortgage Pass-Through Certificates, Series 2005-FF1, Class B-3 to BBB (low) from BBB
--$12,349,000, First Franklin Mortgage Loan Trust, Series 2005-FF1, Mortgage Pass-Through Certificates, Series 2005-FF1, Class B-4 to BB from BB (high)
--$109,432,755, Fremont Home Loan Trust 2006-B, Mortgage-Backed Certificates, Series 2006-B, Class 1-A to AA (high) from AAA
--$45,163,000, Fremont Home Loan Trust 2006-B, Mortgage-Backed Certificates, Series 2006-B, Class M-1 to A from A (high)
--$81,835,000, Fremont Home Loan Trust 2006-C, Mortgage-Backed Certificates, Series 2006-C, Class M1 to AA from AA (high)
--$71,741,000, Fremont Home Loan Trust 2006-D, Mortgage-Backed Certificates, Series 2006-D, Class M2 to A from A (high)
--$27,102,000, Fremont Home Loan Trust 2006-D, Mortgage-Backed Certificates, Series 2006-D, Class M5 to BBB (low) from BBB
--$11,269,000, GSAMP Trust 2006-HE6, Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-4 to A from A (high)
--$13,201,000, GSAMP Trust 2006-HE6, Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-5 to BBB (high) from A (low)
--$7,706,714, GSAMP Trust 2006-HE6, Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-6 to BBB from BBB (high)
--$26,400,000, Home Equity Asset Trust 2007-2, Home Equity Pass-Through Certificates, Series 2007-2, Class M-3 to A (high) from AA (low)
--$22,800,000, Home Equity Asset Trust 2007-2, Home Equity Pass-Through Certificates, Series 2007-2, Class M-4 to A from A (high)
--$21,600,000, Home Equity Asset Trust 2007-2, Home Equity Pass-Through Certificates, Series 2007-2, Class M-5 to BBB (high) from A
--$20,400,000, Home Equity Asset Trust 2007-2, Home Equity Pass-Through Certificates, Series 2007-2, Class M-6 to BBB from BBB (high)
--$18,600,000, Home Equity Asset Trust 2007-2, Home Equity Pass-Through Certificates, Series 2007-2, Class M-7 to BBB (low) from BBB
--$14,400,000, Home Equity Asset Trust 2007-2, Home Equity Pass-Through Certificates, Series 2007-2, Class M-8 to BB (high) from BBB (low)
--$14,400,000, Home Equity Asset Trust 2007-2, Home Equity Pass-Through Certificates, Series 2007-2, Class M-9 to BB from BB (high)
--$7,810,677, Impac CMB Grantor Trust 2005-1-3, Collateralized Asset-Backed Grantor Trust Certificates, Series 2005-1, Class M-3 to A (high) from AA (low)
--$4,244,949, Impac CMB Grantor Trust 2005-1-4, Collateralized Asset-Backed Grantor Trust Certificates, Series 2005-1, Class M-4 to A (low) from A
--$4,244,949, Impac CMB Grantor Trust 2005-1-5, Collateralized Asset-Backed Grantor Trust Certificates, Series 2005-1, Class M-5 to BBB from BBB (high)
--$136,242,385, Impac CMB Trust Series 2004-11, Collateralized Asset-Backed Bonds, Series 2004-11, Class 1-A-1 to AA from AAA
--$34,961,952, Impac CMB Trust Series 2004-11, Collateralized Asset-Backed Bonds, Series 2004-11, Class 1-A-2 to AA from AAA
--$94,942,652, Impac CMB Trust Series 2004-11, Collateralized Asset-Backed Bonds, Series 2004-11, Class 2-A-1 to AA from AAA
--$10,549,116, Impac CMB Trust Series 2004-11, Collateralized Asset-Backed Bonds, Series 2004-11, Class 2-A-2 to AA from AAA
--$6,666,018, Impac CMB Trust Series 2004-11, Collateralized Asset-Backed Bonds, Series 2004-11, Class 2-M-1 to A (low) from AA (high)
--$6,148,205, Impac CMB Trust Series 2004-11, Collateralized Asset-Backed Bonds, Series 2004-11, Class 2-M-2 to BBB from A
--$3,559,540, Impac CMB Trust Series 2004-11, Collateralized Asset-Backed Bonds, Series 2004-11, Class 2-M-3 to BBB (low) from BBB
--$2,265,107, Impac CMB Trust Series 2004-11, Collateralized Asset-Backed Bonds, Series 2004-11, Class 2-M-4 to BB (high) from BBB (low)
--$5,198,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class M10 to BB (low) from BB (high)
--$7,797,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class M5 to BBB (high) from A (low)
--$6,238,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class M6 to BBB from BBB (high)
--$5,198,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class M7 to BBB (low) from BBB
--$5,198,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class M8 to BB (high) from BBB (low)
--$5,198,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class M9 to BB from BBB (low)
--$192,639,673, Long Beach Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class I-A to AA from AAA
--$127,603,851, Long Beach Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class II-A2 to AA from AAA
--$48,860,000, Long Beach Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class II-A3 to AA from AAA
--$41,251,000, Long Beach Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-1 to A from A (high)
--$26,737,000, Long Beach Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-3 to BBB (low) from BBB
--$19,862,000, Long Beach Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-4 to BB (high) from BBB (low)
--$18,334,000, Long Beach Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-5 to BB from BB (high)
--$6,109,000, Long Beach Mortgage Loan Trust 2005-WL1, Asset-Backed Certificates, Series 2005-WL1, Class III-M3 to A from A (high)
--$2,777,000, Long Beach Mortgage Loan Trust 2005-WL1, Asset-Backed Certificates, Series 2005-WL1, Class III-M4 to BBB (high) from A (low)
--$2,222,000, Long Beach Mortgage Loan Trust 2005-WL1, Asset-Backed Certificates, Series 2005-WL1, Class III-M5 to BBB (low) from BBB
--$1,851,000, Long Beach Mortgage Loan Trust 2005-WL1, Asset-Backed Certificates, Series 2005-WL1, Class III-M6 to BB (high) from BBB (low)
--$1,851,000, Long Beach Mortgage Loan Trust 2005-WL1, Asset-Backed Certificates, Series 2005-WL1, Class III-M7 to BB from BB (high)
--$111,260,395, MASTR Asset Backed Securities Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3, Class A-1 to A from AA (low)
--$67,700,000, MASTR Asset Backed Securities Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3, Class A-2 to A from AA (low)
--$92,750,000, MASTR Asset Backed Securities Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3, Class A-3 to A from AA (low)
--$51,281,000, MASTR Asset Backed Securities Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3, Class A-4 to A from AA (low)
--$19,419,000, MASTR Asset Backed Securities Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3, Class M-1 to BBB (high) from A (low)
--$17,750,000, MASTR Asset Backed Securities Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3, Class M-2 to BBB (low) from BBB
--$10,268,000, MASTR Asset Backed Securities Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3, Class M-3 to BB (high) from BBB (low)
--$11,050,000, Meritage Mortgage Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-5 to A from A (high)
--$11,050,000, Meritage Mortgage Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-6 to BBB (high) from A (low)
--$10,725,000, Meritage Mortgage Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-7 to BBB (low) from BBB
--$7,150,000, Meritage Mortgage Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-8 to BB (high) from BBB (low)
--$6,552,000, Meritage Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class B-1 to B (low) from B
--$3,274,816, Meritage Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class B-2 to C from B (low)
--$19,370,000, Meritage Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-1 to AA (low) from AA
--$13,958,000, Meritage Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-3 to BBB from BBB (high)
--$6,836,000, Meritage Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-9 to B from B (high)
--$12,827,000, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC3, Mortgage Pass-Through Certificates, Series 2005-WMC3, Class B-1 to BBB from BBB (high)
--$11,840,000, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC3, Mortgage Pass-Through Certificates, Series 2005-WMC3, Class B-2 to BB (high) from BBB (low)
--$16,488,000, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC5, Mortgage Pass-Through Certificates, Series 2005-WMC5, Class B-3 to BB (high) from BBB (low)
--$16,461,000, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC6, Mortgage Pass-Through Certificates, Series 2005-WMC6, Class B-2 to BBB (low) from BBB
--$11,758,000, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC6, Mortgage Pass-Through Certificates, Series 2005-WMC6, Class B-3 to BB from BBB (low)
--$15,620,000, Morgan Stanley Capital I Inc. Trust 2006-NC2, Mortgage Pass-Through Certificates, Series 2006-NC2, Class B-1 to BB (low) from BB
--$53,961,000, Morgan Stanley Capital I Inc. Trust 2006-NC2, Mortgage Pass-Through Certificates, Series 2006-NC2, Class M-1 to A (high) from AA (low)
--$11,862,000, Morgan Stanley Home Equity Loan Trust 2005-1, Mortgage Pass-Through Certificates, Series 2005-1, Class B-1 to BBB (low) from BBB
--$11,942,000, Morgan Stanley Home Equity Loan Trust 2005-2, Mortgage Pass-Through Certificates, Series 2005-2, Class B-2 to BBB (low) from BBB
--$10,105,000, Morgan Stanley Home Equity Loan Trust 2005-2, Mortgage Pass-Through Certificates, Series 2005-2, Class B-3 to BB (high) from BBB (low)
--$60,999,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-2 to AA from AA (high)
--$46,999,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-3 to A from AA (low)
--$34,999,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-4 to BBB (high) from A (high)
--$39,999,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-5 to BBB from A (low)
--$23,000,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-6 to BBB (low) from BBB (high)
--$31,999,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-7 to BB from BBB
--$24,000,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-8 to BB (low) from BBB (low)
--$22,000,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-9 to B (high) from BB (high)
--$6,479,000, Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR3, Mortgage Pass-Through Certificates, Series 2005-AR3, Class M-3 to BBB from BBB (high)
--$2,851,000, Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR3, Mortgage Pass-Through Certificates, Series 2005-AR3, Class M-4 to BB (high) from BBB (low)
--$4,664,127, Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR3, Mortgage Pass-Through Certificates, Series 2005-AR3, Class M-5 to B (high) from BB (low)
--$32,682,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-2 to A (high) from AA
--$20,542,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-3 to A (low) from AA (low)
--$18,208,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-4 to BBB (high) from A
--$17,274,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-5 to BBB from A (low)
--$14,473,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-6 to BB (high) from BBB (high)
--$14,473,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-7 to BB from BBB
--$12,139,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-8 to BB from BBB (low)
--$9,804,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-9 to BB (low) from BB
--$333,642,246, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class I-A-1 to AA (low) from AAA
--$145,705,766, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class II-A-1 to AA (low) from AAA
--$41,264,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class II-A-2 to AA (low) from AAA
--$93,007,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class II-A-3 to AA (low) from AAA
--$12,103,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class II-A-4 to AA (low) from AAA
--$46,051,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class M-1 to A (low) from A (high)
--$41,753,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class M-2 to BBB from BBB (high)
--$25,788,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class M-3 to BBB (low) from BBB
--$22,104,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class M-4 to BB (high) from BBB (low)
--$22,055,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-4 to A from A (high)
--$21,074,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-5 to BBB (high) from A
--$19,114,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-6 to BBB from A (low)
--$17,153,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-7 to BB (high) from BBB (high)
--$14,703,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-8 to BB from BBB (low)
--$11,762,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-9 to BB (low) from BB
--$17,098,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE2, Home Equity Loan Trust Asset-Backed Certificates, Series 2006-HE2, Class M-3 to A from A (high)
--$13,381,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE2, Home Equity Loan Trust Asset-Backed Certificates, Series 2006-HE2, Class M-4 to A (low) from A
--$14,124,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE2, Home Equity Loan Trust Asset-Backed Certificates, Series 2006-HE2, Class M-5 to BBB from A (low)
--$11,894,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE2, Home Equity Loan Trust Asset-Backed Certificates, Series 2006-HE2, Class M-6 to BBB (low) from BBB (high)
--$11,522,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE2, Home Equity Loan Trust Asset-Backed Certificates, Series 2006-HE2, Class M-7 to BB (high) from BBB (low)
--$40,309,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-2 to A (high) from AA (low)
--$24,723,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-3 to A (low) from A (high)
--$21,498,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-4 to BBB (high) from A
--$19,886,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-5 to BBB from A (low)
--$18,273,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-6 to BBB (low) from BBB (high)
--$17,198,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-7 to BB (high) from BBB
--$15,048,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-8 to BB from BBB (low)
--$11,286,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-9 to BB (low) from BB
--$46,365,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class M-2 to A from AA (low)
--$28,620,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class M-3 to A (low) from A
--$24,041,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class M-5 to BBB (low) from BBB
--$17,784,130, Park Place Securities Inc., Series 2005-WCH1, Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M-10 to BB (low) from BB
--$19,236,593, Park Place Securities Inc., Series 2005-WCH1, Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M-9 to BB (high) from BBB (low)
--$23,000,000, Park Place Securities Inc., Series 2005-WHQ1, Asset-Backed Pass-Through Certificates, Series 2005-WHQ1, Class M-11 to BB (low) from BB
--$8,342,000, RALI Series 2006-QH1 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QH1, Class M-1 to BBB (high) from AA
--$4,426,000, RALI Series 2006-QH1 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QH1, Class M-2 to BB from A
--$1,703,000, RALI Series 2006-QH1 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QH1, Class M-3 to B (high) from A (low)
--$1,702,000, RALI Series 2006-QH1 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QH1, Class M-4 to B from BBB
--$1,702,000, RALI Series 2006-QH1 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QH1, Class M-5 to B (low) from BBB (low)
--$19,687,816, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class B-2 to BBB (high) from A
--$13,125,178, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class B-3 to BB from BB (high)
--$14,827,000, Securitized Asset Backed Receivables LLC Trust 2005-FR4, Mortgage Pass-Through Certificates, Series 2005-FR4, Class B-3 to BB (high) from BBB (low)
--$13,728,000, Securitized Asset Backed Receivables LLC Trust 2005-FR4, Mortgage Pass-Through Certificates, Series 2005-FR4, Class B-4 to BB from BB (high)
--$13,682,000, Securitized Asset Backed Receivables LLC Trust 2005-HE1, Mortgage Pass-Through Certificates, Series 2005-HE1, Class B-4 to B (high) from BB (low)
--$11,321,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class B-1 to BBB (low) from BBB (high)
--$10,513,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class B-2 to BB (high) from BBB
--$8,087,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class B-3 to BB from BBB (low)
--$10,917,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class B-4 to BB (low) from BB
--$8,491,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class B-5 to B (high) from BB (low)
--$14,556,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-4 to A from AA (low)
--$13,748,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-5 to BBB (high) from A (high)
--$12,535,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-6 to BBB from A
--$15,308,000, Securitized Asset Backed Receivables LLC Trust 2006-FR3, Mortgage Pass-Through Certificates, Series 2006- FR3, Class B-1 to BB (low) from BB
--$15,308,000, Securitized Asset Backed Receivables LLC Trust 2006-FR3, Mortgage Pass-Through Certificates, Series 2006- FR3, Class M-3 to BB from BB (high)
--$79,996,000, Securitized Asset Backed Receivables LLC Trust 2006-FR3, Mortgage Pass-Through Certificates, Series 2006-FR3, Class M-1 to BBB (high) from A (low)
--$55,305,000, Securitized Asset Backed Receivables LLC Trust 2006-FR3, Mortgage Pass-Through Certificates, Series 2006-FR3, Class M-2 to BB (high) from BBB (low)
--$27,893,000, Securitized Asset Backed Receivables LLC Trust 2006-FR4, Mortgage Pass-Through Certificates, Series 2006-FR4, Class M-2 to BBB (low) from BBB
--$15,998,000, Securitized Asset Backed Receivables LLC Trust 2006-FR4, Mortgage Pass-Through Certificates, Series 2006-FR4, Class M-3 to BB (high) from BBB (low)
--$167,701,598, Securitized Asset Backed Receivables LLC Trust 2006-HE1, Mortgage Pass-Through Certificates, Series 2006-HE1, Class A-1 to AA (high) from AAA
--$63,459,467, Securitized Asset Backed Receivables LLC Trust 2006-HE1, Mortgage Pass-Through Certificates, Series 2006-HE1, Class A-2A to AA (high) from AAA
--$39,175,000, Securitized Asset Backed Receivables LLC Trust 2006-HE1, Mortgage Pass-Through Certificates, Series 2006-HE1, Class A-2B to AA (high) from AAA
--$48,806,000, Securitized Asset Backed Receivables LLC Trust 2006-HE1, Mortgage Pass-Through Certificates, Series 2006-HE1, Class A-2C to AA (high) from AAA
--$24,809,000, Securitized Asset Backed Receivables LLC Trust 2006-HE1, Mortgage Pass-Through Certificates, Series 2006-HE1, Class A-2D to AA (high) from AAA
--$11,532,000, Securitized Asset Backed Receivables LLC Trust 2006-HE1, Mortgage Pass-Through Certificates, Series 2006-HE1, Class B-1 to BB (low) from BB
--$10,378,000, Securitized Asset Backed Receivables LLC Trust 2006-HE1, Mortgage Pass-Through Certificates, Series 2006-HE1, Class B-2 to B (high) from BB (low)
--$43,051,000, Securitized Asset Backed Receivables LLC Trust 2006-HE1, Mortgage Pass-Through Certificates, Series 2006-HE1, Class M-2 to BB (high) from BBB (low)
--$12,300,000, Securitized Asset Backed Receivables LLC Trust 2006-HE1, Mortgage Pass-Through Certificates, Series 2006-HE1, Class M-3 to BB from BB (high)
--$11,785,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class B-1 to BB from BBB (low)
--$54,827,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class M-1 to AA (low) from AA
--$46,629,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class M-2 to BBB (high) from A
--$16,397,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class M-3 to BBB from A (low)
--$33,818,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class M-4 to BB (high) from BBB (high)
--$9,736,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class M-5 to BB from BBB
--$8,590,000, Securitized Asset Backed Receivables LLC Trust 2006-NC2, Mortgage Pass-Through Certificates, Series 2006-NC2, Class B-1 to BB (low) from BBB (low)
--$49,702,000, Securitized Asset Backed Receivables LLC Trust 2006-NC2, Mortgage Pass-Through Certificates, Series 2006-NC2, Class M-1 to A (low) from A (high)
--$32,214,000, Securitized Asset Backed Receivables LLC Trust 2006-NC2, Mortgage Pass-Through Certificates, Series 2006-NC2, Class M-2 to BB (high) from BBB (high)
--$9,511,000, Securitized Asset Backed Receivables LLC Trust 2006-NC2, Mortgage Pass-Through Certificates, Series 2006-NC2, Class M-3 to BB from BBB
--$19,348,000, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class M-1 to A from AA (low)
--$18,492,000, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class M-2 to BBB from BBB (high)
--$13,976,000, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class M-4 to BB (high) from BBB (low)
--$4,515,000, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class M-5 to BB from BB (high)
--$37,891,000, Securitized Asset Backed Receivables LLC Trust 2006-WM1, Mortgage Pass-Through Certificates, Series 2006-WM1, Class M-2 to BB from BB (high)
--$10,826,000, Securitized Asset Backed Receivables LLC Trust 2006-WM1, Mortgage Pass-Through Certificates, Series 2006-WM1, Class M-3 to BB (low) from BB
--$13,513,000, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class B-1 to B (high) from BB (low)
--$10,010,000, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class B-2 to B from B (high)
--$8,228,600, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class B-4 to C from B (low)
--$32,531,000, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class M-1 to BBB from BBB (high)
--$30,029,000, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class M-2 to BB (high) from BBB
--$18,517,000, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class M-3 to BB from BBB (low)
--$32,031,000, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class M-4 to BB (low) from BB (high)
--$15,014,000, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class M-5 to B (high) from BB
--$13,486,000, Securitized Asset Backed Receivables LLC Trust 2006-WM3, Mortgage Pass-Through Certificates, Series 2006-WM3, Class B-1 to B (high) from BB (low)
--$8,991,000, Securitized Asset Backed Receivables LLC Trust 2006-WM3, Mortgage Pass-Through Certificates, Series 2006-WM3, Class B-2 to B from B (high)
--$32,465,000, Securitized Asset Backed Receivables LLC Trust 2006-WM3, Mortgage Pass-Through Certificates, Series 2006-WM3, Class M-1 to BBB from BBB (high)
--$29,471,000, Securitized Asset Backed Receivables LLC Trust 2006-WM3, Mortgage Pass-Through Certificates, Series 2006-WM3, Class M-2 to BB (high) from BBB
--$17,480,000, Securitized Asset Backed Receivables LLC Trust 2006-WM3, Mortgage Pass-Through Certificates, Series 2006-WM3, Class M-3 to BB from BBB (low)
--$30,967,000, Securitized Asset Backed Receivables LLC Trust 2006-WM3, Mortgage Pass-Through Certificates, Series 2006-WM3, Class M-4 to BB (low) from BB (high)
--$14,485,000, Securitized Asset Backed Receivables LLC Trust 2006-WM3, Mortgage Pass-Through Certificates, Series 2006-WM3, Class M-5 to B (high) from BB
--$20,332,000, Securitized Asset Backed Receivables LLC Trust 2006-WM4, Mortgage Pass-Through Certificates, Series 2006-WM4, Class B-1 to BB (low) from BB
--$46,081,000, Securitized Asset Backed Receivables LLC Trust 2006-WM4, Mortgage Pass-Through Certificates, Series 2006-WM4, Class M-1 to A (low) from A (high)
--$42,019,000, Securitized Asset Backed Receivables LLC Trust 2006-WM4, Mortgage Pass-Through Certificates, Series 2006-WM4, Class M-2 to BBB from BBB (high)
--$44,730,000, Securitized Asset Backed Receivables LLC Trust 2006-WM4, Mortgage Pass-Through Certificates, Series 2006-WM4, Class M-4 to BB (high) from BBB (low)
--$20,332,000, Securitized Asset Backed Receivables LLC Trust 2006-WM4, Mortgage Pass-Through Certificates, Series 2006-WM4, Class M-5 to BB from BB (high)
--$46,050,000, Securitized Asset Backed Receivables LLC Trust 2007-BR1, Mortgage Pass-Through Certificates, Series 2007-BR1, Class M-2 to AA (low) from AA (high)
--$19,389,000, Securitized Asset Backed Receivables LLC Trust 2007-BR1, Mortgage Pass-Through Certificates, Series 2007-BR1, Class M-3 to A from AA (low)
--$20,359,000, Securitized Asset Backed Receivables LLC Trust 2007-BR1, Mortgage Pass-Through Certificates, Series 2007-BR1, Class M-4 to A (low) from A
--$18,631,000, Securitized Asset Backed Receivables LLC Trust 2007-BR2, Mortgage Pass-Through Certificates, Series 2007-BR2, Class B-1 to BBB (low) from BBB
--$16,987,000, Securitized Asset Backed Receivables LLC Trust 2007-BR2, Mortgage Pass-Through Certificates, Series 2007-BR2, Class B-2 to BB (high) from BBB (low)
--$16,437,000, Securitized Asset Backed Receivables LLC Trust 2007-BR2, Mortgage Pass-Through Certificates, Series 2007-BR2, Class B-3 to BB from BB (high)
--$25,206,000, Securitized Asset Backed Receivables LLC Trust 2007-BR2, Mortgage Pass-Through Certificates, Series 2007-BR2, Class M-3 to A (high) from AA
--$21,371,000, Securitized Asset Backed Receivables LLC Trust 2007-BR2, Mortgage Pass-Through Certificates, Series 2007-BR2, Class M-4 to A from A (high)
--$20,275,000, Securitized Asset Backed Receivables LLC Trust 2007-BR2, Mortgage Pass-Through Certificates, Series 2007-BR2, Class M-5 to BBB (high) from A
--$18,083,000, Securitized Asset Backed Receivables LLC Trust 2007-BR2, Mortgage Pass-Through Certificates, Series 2007-BR2, Class M-6 to BBB from BBB (high)
--$19,785,000, Securitized Asset Backed Receivables LLC Trust 2007-BR3, Mortgage Pass-Through Certificates, Series 2007-BR3, Class B-1 to BBB (low) from BBB
--$18,089,000, Securitized Asset Backed Receivables LLC Trust 2007-BR3, Mortgage Pass-Through Certificates, Series 2007-BR3, Class B-2 to BB (high) from BBB (low)
--$18,655,000, Securitized Asset Backed Receivables LLC Trust 2007-BR3, Mortgage Pass-Through Certificates, Series 2007-BR3, Class B-3 to BB from BB (high)
--$27,699,000, Securitized Asset Backed Receivables LLC Trust 2007-BR3, Mortgage Pass-Through Certificates, Series 2007-BR3, Class M-3 to AA (low) from AA
--$26,003,000, Securitized Asset Backed Receivables LLC Trust 2007-BR3, Mortgage Pass-Through Certificates, Series 2007-BR3, Class M-4 to A from AA (low)
--$24,873,000, Securitized Asset Backed Receivables LLC Trust 2007-BR3, Mortgage Pass-Through Certificates, Series 2007-BR3, Class M-5 to BBB (high) from A
--$20,916,000, Securitized Asset Backed Receivables LLC Trust 2007-BR3, Mortgage Pass-Through Certificates, Series 2007-BR3, Class M-6 to BBB from A (low)
--$17,069,000, Securitized Asset Backed Receivables LLC Trust 2007-BR4, Mortgage Pass-Through Certificates, Series 2007-BR4, Class B-1 to BBB from A (low)
--$15,061,000, Securitized Asset Backed Receivables LLC Trust 2007-BR4, Mortgage Pass-Through Certificates, Series 2007-BR4, Class B-2 to BBB (low) from BBB (high)
--$15,561,000, Securitized Asset Backed Receivables LLC Trust 2007-BR4, Mortgage Pass-Through Certificates, Series 2007-BR4, Class B-3 to BB (high) from BBB
--$21,587,000, Securitized Asset Backed Receivables LLC Trust 2007-BR4, Mortgage Pass-Through Certificates, Series 2007-BR4, Class M-5 to A from A (high)
--$17,571,000, Securitized Asset Backed Receivables LLC Trust 2007-BR4, Mortgage Pass-Through Certificates, Series 2007-BR4, Class M-6 to A (low) from A
--$13,571,000, Securitized Asset Backed Receivables LLC Trust 2007-NC1, Mortgage Pass-Through Certificates, Series 2007-NC1, Class B-1 to BB from BBB (low)
--$7,634,000, Securitized Asset Backed Receivables LLC Trust 2007-NC1, Mortgage Pass-Through Certificates, Series 2007-NC1, Class B-2 to BB from BBB (low)
--$11,027,000, Securitized Asset Backed Receivables LLC Trust 2007-NC1, Mortgage Pass-Through Certificates, Series 2007-NC1, Class B-3 to BB (low) from BB (high)
--$41,986,000, Securitized Asset Backed Receivables LLC Trust 2007-NC1, Mortgage Pass-Through Certificates, Series 2007-NC1, Class M-2 to A (low) from A (high)
--$15,268,000, Securitized Asset Backed Receivables LLC Trust 2007-NC1, Mortgage Pass-Through Certificates, Series 2007-NC1, Class M-3 to BBB (high) from A
--$20,357,000, Securitized Asset Backed Receivables LLC Trust 2007-NC1, Mortgage Pass-Through Certificates, Series 2007-NC1, Class M-4 to BBB from A (low)
--$15,267,000, Securitized Asset Backed Receivables LLC Trust 2007-NC1, Mortgage Pass-Through Certificates, Series 2007-NC1, Class M-5 to BBB (low) from BBB (high)
--$11,875,000, Securitized Asset Backed Receivables LLC Trust 2007-NC1, Mortgage Pass-Through Certificates, Series 2007-NC1, Class M-6 to BB (high) from BBB
--$19,229,000, Securitized Asset Backed Receivables LLC Trust 2007-NC2, Mortgage Pass-Through Certificates, Series 2007-NC2, Class M-3 to A (high) from AA (low)
--$8,707,338, Securitized Asset-Backed Receivables LLC Trust 2005-EC1, Mortgage Pass-Through Certificates, Series 2005-EC1, Class M-3 to BB (high) from BBB
--$1,364,812, Securitized Asset-Backed Receivables LLC Trust 2005-EC1, Mortgage Pass-Through Certificates, Series 2005-EC1, Class M-4 to BB from BBB (low)
--$68,778,000, SG Mortgage Securities Trust 2006-FRE2, Asset-Backed Certificates, Series 2006-FRE2, Class M-1 to BBB from BBB (high)
--$57,013,000, SG Mortgage Securities Trust 2006-FRE2, Asset-Backed Certificates, Series 2006-FRE2, Class M-2 to BBB (low) from BBB
--$33,484,000, SG Mortgage Securities Trust 2006-FRE2, Asset-Backed Certificates, Series 2006-FRE2, Class M-3 to BB (high) from BBB (low)
--$29,864,000, SG Mortgage Securities Trust 2006-FRE2, Asset-Backed Certificates, Series 2006-FRE2, Class M-4 to BB from BB (high)
--$28,959,000, SG Mortgage Securities Trust 2006-FRE2, Asset-Backed Certificates, Series 2006-FRE2, Class M-5 to BB (low) from BB
--$39,041,000, SG Mortgage Securities Trust 2006-OPT2, Asset-Backed Certificates, Series 2006-OPT2, Class M-2 to A from A (high)
--$12,200,000, SG Mortgage Securities Trust 2006-OPT2, Asset-Backed Certificates, Series 2006-OPT2, Class M-3 to A (low) from A
--$17,080,000, SG Mortgage Securities Trust 2006-OPT2, Asset-Backed Certificates, Series 2006-OPT2, Class M-4 to BBB (high) from A (low)
--$13,827,000, SG Mortgage Securities Trust 2006-OPT2, Asset-Backed Certificates, Series 2006-OPT2, Class M-5 to BBB from BBB (high)
--$8,133,000, SG Mortgage Securities Trust 2006-OPT2, Asset-Backed Certificates, Series 2006-OPT2, Class M-6 to BBB (low) from BBB
--$10,980,000, SG Mortgage Securities Trust 2006-OPT2, Asset-Backed Certificates, Series 2006-OPT2, Class M-7 to BB (high) from BBB (low)
--$3,150,477, Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class B to B from BB (low)
--$22,996,000, Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-6 to BBB from A (low)
--$20,780,004, Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-7 to BB from BBB (high)
--$8,751,184, Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-8 to BB (low) from BBB (low)
--$5,548,179, Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-9 to B (high) from BB
--$19,246,308, Structured Asset Investment Loan Trust, Series 2006-BNC3, Mortgage Pass-Through Certificates, Series 2006-BNC3, Class B2 to C from B (low)
--$155,716,000, Structured Asset Investment Loan Trust, Series 2006-BNC3, Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M1 to BBB (high) from A (low)
--$47,436,000, Structured Asset Investment Loan Trust, Series 2006-BNC3, Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M2 to BBB from BBB (high)
--$35,062,000, Structured Asset Investment Loan Trust, Series 2006-BNC3, Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M3 to BBB (low) from BBB
--$35,062,000, Structured Asset Investment Loan Trust, Series 2006-BNC3, Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M4 to BB (high) from BBB (low)
--$31,968,000, Structured Asset Investment Loan Trust, Series 2006-BNC3, Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M5 to BB from BB (high)
--$24,750,000, Structured Asset Investment Loan Trust, Series 2006-BNC3, Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M6 to BB (low) from BB
--$24,235,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-OPT1, Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M1 to BBB from A (low)
--$5,024,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-OPT1, Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M5 to BB (low) from BB
--$5,024,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-OPT1, Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M6 to B (high) from BB (low)
--$14,534,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1, Mortgage Pass-Through Certificates, Series 2007-BC1, Class B1 to BB from BB (high)
--$13,927,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1, Mortgage Pass-Through Certificates, Series 2007-BC1, Class B2 to BB (low) from BB
--$14,534,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1, Mortgage Pass-Through Certificates, Series 2007-BC1, Class M5 to A (low) from A
--$13,928,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1, Mortgage Pass-Through Certificates, Series 2007-BC1, Class M6 to BBB (high) from A (low)
--$13,323,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1, Mortgage Pass-Through Certificates, Series 2007-BC1, Class M7 to BBB from BBB (high)
--$9,690,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1, Mortgage Pass-Through Certificates, Series 2007-BC1, Class M8 to BBB (low) from BBB (high)
--$11,506,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1, Mortgage Pass-Through Certificates, Series 2007-BC1, Class M9 to BB (high) from BBB
--$24,714,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC2, Mortgage Pass-Through Certificates, Series 2007-BC2, Class M2 to A (low) from AA (low)
--$8,024,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC2, Mortgage Pass-Through Certificates, Series 2007-BC2, Class M3 to BBB (high) from A (high)
--$9,308,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC2, Mortgage Pass-Through Certificates, Series 2007-BC2, Class M4 to BBB from A
--$8,345,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC2, Mortgage Pass-Through Certificates, Series 2007-BC2, Class M5 to BBB (low) from BBB (high)
--$6,098,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC2, Mortgage Pass-Through Certificates, Series 2007-BC2, Class M6 to BB (high) from BBB
--$6,740,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC2, Mortgage Pass-Through Certificates, Series 2007-BC2, Class M7 to BB from BBB (low)
--$5,456,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC2, Mortgage Pass-Through Certificates, Series 2007-BC2, Class M8 to BB from BB (high)
--$6,419,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC2, Mortgage Pass-Through Certificates, Series 2007-BC2, Class M9 to BB (low) from BB
--$1,647,229, Terwin Mortgage Trust 2004-9HE, Asset-Backed Certificates, Series 2004-9HE, Class B-1 to BB (high) from BBB (low)
--$1,351,533, Terwin Mortgage Trust 2004-9HE, Asset-Backed Certificates, Series 2004-9HE, Class B-2 to B (high) from BB
--$939,742, Terwin Mortgage Trust 2004-9HE, Asset-Backed Certificates, Series 2004-9HE, Class B-3 to B from B (high)
--$3,772,912, Terwin Mortgage Trust 2004-9HE, Asset-Backed Certificates, Series 2004-9HE, Class M-3 to BBB (high) from A (low)
--$12,552,000, Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust, Home Equity Asset-Backed Certificates, Series 2006-3, Class B-3 to BBB (low) from BBB
--$13,897,000, Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust, Home Equity Asset-Backed Certificates, Series 2006-3, Class B-4 to BB from BB (high)
--$8,701,000, Wells Fargo Home Equity Asset-Backed Securities 2007-1 Trust, Home Equity Asset-Backed Certificates, Series 2007-1, Class M-4 to A from A (high)
--$3,482,000, Wells Fargo Home Equity Asset-Backed Securities 2007-2 Trust, Home Equity Asset-Backed Certificates, Series 2007-2, Class B-1 to BB from BB (high)
--$13,697,000, Wells Fargo Home Equity Asset-Backed Securities 2007-2 Trust, Home Equity Asset-Backed Certificates, Series 2007-2, Class M-2 to AA (low) from AA
--$7,893,000, Wells Fargo Home Equity Asset-Backed Securities 2007-2 Trust, Home Equity Asset-Backed Certificates, Series 2007-2, Class M-3 to A from AA (low)
--$7,429,000, Wells Fargo Home Equity Asset-Backed Securities 2007-2 Trust, Home Equity Asset-Backed Certificates, Series 2007-2, Class M-4 to A (low) from A (high)
--$7,197,000, Wells Fargo Home Equity Asset-Backed Securities 2007-2 Trust, Home Equity Asset-Backed Certificates, Series 2007-2, Class M-5 to BBB (high) from A
--$4,875,000, Wells Fargo Home Equity Asset-Backed Securities 2007-2 Trust, Home Equity Asset-Backed Certificates, Series 2007-2, Class M-6 to BBB from A (low)
--$4,179,000, Wells Fargo Home Equity Asset-Backed Securities 2007-2 Trust, Home Equity Asset-Backed Certificates, Series 2007-2, Class M-7 to BBB (low) from BBB (high)
--$4,179,000, Wells Fargo Home Equity Asset-Backed Securities 2007-2 Trust, Home Equity Asset-Backed Certificates, Series 2007-2, Class M-8 to BB (high) from BBB
--$3,482,000, Wells Fargo Home Equity Asset-Backed Securities 2007-2 Trust, Home Equity Asset-Backed Certificates, Series 2007-2, Class M-9 to BB (high) from BBB (low)

The following 68 classes, backed by second-lien collateral, have been downgraded to reflect the rapid deterioration in credit enhancement that is a result of the significant increase in collateral delinquencies and losses. Overcollateralization has been depleted in many transactions and excess spread continues to diminish. Additionally, in many cases, subordinate classes have already been impaired, further weakening the available credit support for the remaining senior and mezzanine classes.

--$19,777,000, C-BASS 2006-SL1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-1 to C from B (high)
--$3,729,000, C-BASS 2007-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-8 to BBB from BBB (high)
--$4,084,000, C-BASS 2007-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-9 to BBB (low) from BBB
--$7,108,000, C-BASS 2007-SL1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-SL1, Class B-2 to BBB (low) from BBB
--$6,431,000, C-BASS 2007-SL1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-SL1, Class B-4 to C from BB
--$287,220,423, Home Equity Mortgage Trust 2006-5, Home Equity Mortgage Pass-Through Certificates, Series 2006-5, Class A-1 to BBB from AA
--$59,500,000, Home Equity Mortgage Trust 2006-5, Home Equity Mortgage Pass-Through Certificates, Series 2006-5, Class A-2 to BBB from AA
--$59,500,000, Home Equity Mortgage Trust 2006-5, Home Equity Mortgage Pass-Through Certificates, Series 2006-5, Class A-3 to BBB from AA
--$25,448,663, Home Equity Mortgage Trust 2006-5, Home Equity Mortgage Pass-Through Certificates, Series 2006-5, Class A-IO to BBB from AA
--$40,400,000, Home Equity Mortgage Trust 2006-5, Home Equity Mortgage Pass-Through Certificates, Series 2006-5, Class M-1 to BB from A
--$33,200,000, Home Equity Mortgage Trust 2006-5, Home Equity Mortgage Pass-Through Certificates, Series 2006-5, Class M-2 to B from BBB (low)
--$18,000,000, Home Equity Mortgage Trust 2006-5, Home Equity Mortgage Pass-Through Certificates, Series 2006-5, Class M-3 to C from BB
--$16,800,000, Home Equity Mortgage Trust 2006-5, Home Equity Mortgage Pass-Through Certificates, Series 2006-5, Class M-4 to C from BB (low)
--$153,437,084, Home Equity Mortgage Trust Series 2006-4, Home Equity Mortgage Pass-Through Certificates, Series 2006-4, Class A-1 to A from AAA
--$47,000,000, Home Equity Mortgage Trust Series 2006-4, Home Equity Mortgage Pass-Through Certificates, Series 2006-4, Class A-2 to A from AAA
--$31,700,000, Home Equity Mortgage Trust Series 2006-4, Home Equity Mortgage Pass-Through Certificates, Series 2006-4, Class A-3 to A from AAA
--$23,620,000, Home Equity Mortgage Trust Series 2006-4, Home Equity Mortgage Pass-Through Certificates, Series 2006-4, Class M-1 to BB from A (high)
--$24,940,000, Home Equity Mortgage Trust Series 2006-4, Home Equity Mortgage Pass-Through Certificates, Series 2006-4, Class M-2 to B from BB (high)
--$5,869,708, Home Equity Mortgage Trust Series 2006-4, Home Equity Mortgage Pass-Through Certificates, Series 2006-4, Class M-3 to C from BB (low)
--$105,883,939, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Mortgage Trust 2006-3, Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class A-1 to A (low) from AA (low)
--$38,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Mortgage Trust 2006-3, Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class A-2 to A (low) from AA (low)
--$20,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Mortgage Trust 2006-3, Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class A-3 to A (low) from AA (low)
--$17,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Mortgage Trust 2006-3, Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-1 to BBB (low) from BBB (high)
--$13,800,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Mortgage Trust 2006-3, Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-2 to BB from BB (high)
--$13,800,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Mortgage Trust 2006-3, Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-3 to B from BB (low)
--$3,906,070, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Mortgage Trust 2006-3, Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-4 to C from B
--$101,408,416, CWABS Asset-Backed Certificates Trust 2006-SPS1, Asset-Backed Certificates, Series 2006-SPS1, Class A to A (low) from A (high)
--$13,125,000, CWABS Asset-Backed Certificates Trust 2006-SPS1, Asset-Backed Certificates, Series 2006-SPS1, Class M-1 to BB from BBB
--$11,500,000, CWABS Asset-Backed Certificates Trust 2006-SPS1, Asset-Backed Certificates, Series 2006-SPS1, Class M-2 to B from BB
--$7,000,000, CWABS Asset-Backed Certificates Trust 2006-SPS1, Asset-Backed Certificates, Series 2006-SPS1, Class M-3 to C from B (high)
--$30,998,000, First Franklin Mortgage Loan Trust 2006-FFA, Mortgage Pass-Through Certificates, Series 2006-FFA, Class M2 to A (high) from AA
--$19,957,000, First Franklin Mortgage Loan Trust 2006-FFA, Mortgage Pass-Through Certificates, Series 2006-FFA, Class M3 to BBB (high) from AA (low)
--$17,410,000, First Franklin Mortgage Loan Trust 2006-FFA, Mortgage Pass-Through Certificates, Series 2006-FFA, Class M4 to BBB from A (high)
--$17,834,000, First Franklin Mortgage Loan Trust 2006-FFA, Mortgage Pass-Through Certificates, Series 2006-FFA, Class M5 to BB (high) from A (low)
--$17,410,000, First Franklin Mortgage Loan Trust 2006-FFA, Mortgage Pass-Through Certificates, Series 2006-FFA, Class M6 to BB (low) from BBB
--$10,379,686, First Franklin Mortgage Loan Trust 2006-FFA, Mortgage Pass-Through Certificates, Series 2006-FFA, Class M7 to C from BB
--$26,723,000, First Franklin Mortgage Loan Trust 2006-FFB, Mortgage Pass-Through Certificates, Series 2006-FFB, Class M2 to BB (high) from BBB (low)
--$16,445,000, First Franklin Mortgage Loan Trust 2006-FFB, Mortgage Pass-Through Certificates, Series 2006-FFB, Class M3 to B from BB
--$12,910,860, First Franklin Mortgage Loan Trust 2006-FFB, Mortgage Pass-Through Certificates, Series 2006-FFB, Class M4 to C from BB (low)
--$0, First Franklin Mortgage Loan Trust 2006-FFB, Mortgage Pass-Through Certificates, Series 2006-FFB, Class M5 to C from B (high)
--$9,849,008, Fremont Home Loan Trust 2006-B, Mortgage-Backed Certificates, Series 2006-B, Class 2-A-1 to AA (high) from AAA
--$149,095,000, Fremont Home Loan Trust 2006-B, Mortgage-Backed Certificates, Series 2006-B, Class 2-A-2 to AA (high) from AAA
--$184,275,000, Fremont Home Loan Trust 2006-B, Mortgage-Backed Certificates, Series 2006-B, Class 2-A-3 to AA (high) from AAA
--$67,939,000, Fremont Home Loan Trust 2006-B, Mortgage-Backed Certificates, Series 2006-B, Class 2-A-4 to AA (high) from AAA
--$136,748,439, Fremont Home Loan Trust 2006-B, Mortgage-Backed Certificates, Series 2006-B, Class SL-A to BB (low) from BB
--$13,606,000, Fremont Home Loan Trust 2006-B, Mortgage-Backed Certificates, Series 2006-B, Class SL-M1 to B from BB (low)
--$5,354,222, Fremont Home Loan Trust 2006-B, Mortgage-Backed Certificates, Series 2006-B, Class SL-M2 to C from B
--$99,349,691, HarborView Mortgage Loan Trust 2007-A, Mortgage Loan Pass-Through Certificates, Series 2007-A, Class A to BBB (low) from BBB (high)
--$14,854,000, HarborView Mortgage Loan Trust 2007-A, Mortgage Loan Pass-Through Certificates, Series 2007-A, Class B-1 to BB from BB (high)
--$10,846,000, HarborView Mortgage Loan Trust 2007-A, Mortgage Loan Pass-Through Certificates, Series 2007-A, Class B-2 to BB (low) from BB
--$4,038,000, Merrill Lynch Mortgage Investors Trust, Series 2005-NCA, Mortgage Loan Asset-Backed Certificates, Series 2005-NCA, Class B-2 to BB from BBB
--$4,283,000, Merrill Lynch Mortgage Investors Trust, Series 2005-NCA, Mortgage Loan Asset-Backed Certificates, Series 2005-NCA, Class B-3 to B from BB
--$12,819,000, Merrill Lynch Mortgage Investors Trust, Series 2005-SL1, Mortgage Loan Asset-Backed Certificates, Series 2005-SL1, Class B-4 to BB (high) from BBB (low)
--$9,460,000, Merrill Lynch Mortgage Investors Trust, Series 2005-SL2, Mortgage Loan Asset-Backed Certificates, Series 2005-SL2, Class B-2 to B from BB
--$9,224,000, Merrill Lynch Mortgage Investors Trust, Series 2005-SL2, Mortgage Loan Asset-Backed Certificates, Series 2005-SL2, Class B-3 to C from B
--$11,966,000, Soundview Home Loan Trust 2005-B, Asset-Backed Certificates, Series 2005-B, Class M-10 to C from B (low)
--$9,722,000, Soundview Home Loan Trust 2005-B, Asset-Backed Certificates, Series 2005-B, Class M-9 to B from BB
--$82,247,562, Structured Asset Securities Corporation Mortgage Loan Trust 2006-ARS1, Mortgage Pass-Through Certificates, Series 2006-ARS1, Class A1 to BBB (low) from BBB (high)
--$13,948,000, Structured Asset Securities Corporation Mortgage Loan Trust 2006-ARS1, Mortgage Pass-Through Certificates, Series 2006-ARS1, Class M1 to BB from BB (high)
--$12,190,000, Structured Asset Securities Corporation Mortgage Loan Trust 2006-ARS1, Mortgage Pass-Through Certificates, Series 2006-ARS1, Class M2 to B (high) from BB (low)
--$891,979, Structured Asset Securities Corporation Mortgage Loan Trust 2006-ARS1, Mortgage Pass-Through Certificates, Series 2006-ARS1, Class M3 to C from B (high)
--$14,765,000, Structured Asset Securities Corporation Mortgage Loan Trust 2006-S2, Mortgage Pass-Through Certificates, Series 2006-S2, Class M5 to B from BB (high)
--$6,393,596, Structured Asset Securities Corporation Mortgage Loan Trust 2006-S2, Mortgage Pass-Through Certificates, Series 2006-S2, Class M6 to C from BB
--$0, Structured Asset Securities Corporation Mortgage Loan Trust 2006-S2, Mortgage Pass-Through Certificates, Series 2006-S2, Class M7 to C from BB (low)
--$264,042,709, SunTrust Acquisition Closed-End Seconds Trust, Series 2007-1, Asset-Backed Pass-Through Certificates, Series 2007-1, Class A to BB (low) from BB
--$6,430,100, SunTrust Acquisition Closed-End Seconds Trust, Series 2007-1, Asset-Backed Pass-Through Certificates, Series 2007-1, Class M-1 to C from BB (low)
--$19,724,199, Terwin Mortgage Trust 2005-5SL, Asset-Backed Certificates, Series 2005-5SL, Class B-2 to BBB (low) from BBB
--$9,360,499, Terwin Mortgage Trust 2005-5SL, Asset-Backed Certificates, Series 2005-5SL, Class B-3 to B (high) from BB (low)


Note:
All figures are in U.S. dollars unless otherwise noted.

DBRS's rating definitions and the terms of use of such ratings are available at www.dbrs.com.

Ratings

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