Date of Release: 2008-12-11

DBRS Downgrades 1,238 Classes from 168 U.S. RMBS Transactions

DBRS has today downgraded 1,238 classes from 168 RMBS transactions.

Of the 168 affected transactions, 109 are backed by first-lien subprime collateral, 30 are backed by Alt-A collateral, 14 are backed by prime collateral and 15 are backed by second-lien subprime collateral.

The downgrades are the result of many factors, including the following:

- Delinquency trends are rising as a result of the growing negative equity, depressed home price forecasts and increased unemployment and underemployment.

- Option adjustable-rate mortgages (ARMs) and other hybrid ARMs are resetting, causing an increase in delinquencies due to payment shock.

- Borrowers are finding it difficult to refinance because of the tightened underwriting standards.

- Many loans are unable to qualify for the new government modification programs due to the debt ratio limits.

The classes are being downgraded as a result of the significant increase in 60+ day delinquencies and losses relative to the available credit enhancement. Furthermore, given the level of serious delinquencies in the current pipeline and corresponding potential for future sizable losses, current credit support is not expected to be sufficient to cover the anticipated 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.

DBRS will continue to monitor the performance of its rated securitizations on a monthly basis and take appropriate actions as necessary.

--$10,038,000, Terwin Mortgage Trust 2004-7HE, Asset-Backed Certificates, TMTS Series 2004-7HE, Class M-1 from AA (high) to A
--$3,761,576, Terwin Mortgage Trust 2004-7HE, Asset-Backed Certificates, TMTS Series 2004-7HE, Class M-2 from A (high) to BBB
--$751,442, Terwin Mortgage Trust 2004-7HE, Asset-Backed Certificates, TMTS Series 2004-7HE, Class M-3 from A (low) to BB
--$706,851, Terwin Mortgage Trust 2004-7HE, Asset-Backed Certificates, TMTS Series 2004-7HE, Class B-1 from BBB (high) to B
--$701,467, Terwin Mortgage Trust 2004-7HE, Asset-Backed Certificates, TMTS Series 2004-7HE, Class B-2 from BBB (low) to C
--$376,520, Terwin Mortgage Trust 2004-7HE, Asset-Backed Certificates, TMTS Series 2004-7HE, Class B-3 from BB to C
--$18,250,000, Terwin Mortgage Trust 2004-9HE, Asset-Backed Certificates, TMTS Series 2004-9HE, Class M-1 from AA (high) to A
--$6,244,229, Terwin Mortgage Trust 2004-9HE, Asset-Backed Certificates, TMTS Series 2004-9HE, Class M-2 from A (high) to BB
--$1,856,183, Terwin Mortgage Trust 2004-9HE, Asset-Backed Certificates, Series 2004-9HE, Class M-3 from BBB (high) to B
--$1,647,229, Terwin Mortgage Trust 2004-9HE, Asset-Backed Certificates, Series 2004-9HE, Class B-1 from BB (high) to C
--$20,537,532, Terwin Mortgage Trust 2004-18SL, Asset-Backed Certificates, Series 2004-18SL, Class 1-B-4 from B (low) to C
--$7,789,788, ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-6 from BB (high) to B
--$5,243,345, ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-7 from BB to C
--$4,372,894, ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-8 from BB to C
--$3,332,341, ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-9 from BB (low) to C
--$0, ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-10 from B (high) to C
--$94,600,000, Park Place Securities Inc., Series 2004-WHQ2, Asset-Backed Pass-Through Certificates, Series 2004-WHQ2, Class M-4 from A (high) to BBB (high)
--$62,350,000, Park Place Securities Inc., Series 2004-WHQ2, Asset-Backed Pass-Through Certificates, Series 2004-WHQ2, Class M-5 from A to BBB
--$27,950,000, Park Place Securities Inc., Series 2004-WHQ2, Asset-Backed Pass-Through Certificates, Series 2004-WHQ2, Class M-6 from A (low) to BBB (low)
--$47,300,000, Park Place Securities Inc., Series 2004-WHQ2, Asset-Backed Pass-Through Certificates, Series 2004-WHQ2, Class M-7 from BBB (high) to BB (high)
--$34,282,475, Park Place Securities Inc., Series 2004-WHQ2, Asset-Backed Pass-Through Certificates, Series 2004-WHQ2, Class M-8 from BBB to B
--$28,141,812, Park Place Securities Inc., Series 2004-WHQ2, Asset-Backed Pass-Through Certificates, Series 2004-WHQ2, Class M-9 from BB (high) to C
--$21,315,961, Park Place Securities Inc., Series 2004-WHQ2, Asset-Backed Pass-Through Certificates, Series 2004-WHQ2, Class M-10 from BB (low) to C
--$28,745,000, Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers, Mortgage Pass-Through Certificates, Series 2004-11, Class M-3 from AA (low) to A
--$8,784,888, Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers, Mortgage Pass-Through Certificates, Series 2004-11, Class M-4 from A (high) to BBB
--$8,740,508, Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers, Mortgage Pass-Through Certificates, Series 2004-11, Class M-5 from A to BB
--$9,037,443, Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-6 from BBB to B
--$10,648,617, Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-7 from BB to C
--$8,751,184, Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-8 from BB (low) to C
--$31,350,000, Park Place Securities Inc., Series 2005-WCH1, Asset-Backed Pass Through Certificates, Series 2005-WCH1, Class M-5 from A to BBB
--$23,750,000, Park Place Securities Inc., Series 2005-WCH1, Asset-Backed Pass Through Certificates, Series 2005-WCH1, Class M-6 from A (low) to BB (high)
--$25,650,000, Park Place Securities Inc., Series 2005-WCH1, Asset-Backed Pass Through Certificates, Series 2005-WCH1, Class M-7 from BBB (high) to C
--$18,050,000, Park Place Securities Inc., Series 2005-WCH1, Asset-Backed Pass Through Certificates, Series 2005-WCH1, Class M-8 from BBB to C
--$19,236,593, Park Place Securities Inc., Series 2005-WCH1, Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M-9 from BB (high) to C
--$14,147,074, Park Place Securities Inc., Series 2005-WCH1, Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M-10 from BB (low) to C
--$14,600,000, Morgan Stanley Home Equity Loan Trust 2005-1, Mortgage Pass-Through Certificates, Series 2005-1, Class M-5 from BBB to BB
--$7,840,628, Morgan Stanley Home Equity Loan Trust 2005-1, Mortgage Pass-Through Certificates, Series 2005-1, Class M-6 from BBB (low) to B
--$6,292,814, Morgan Stanley Home Equity Loan Trust 2005-1, Mortgage Pass-Through Certificates, Series 2005-1, Class B-1 from BB (high) to C
--$3,452,199, Morgan Stanley Home Equity Loan Trust 2005-1, Mortgage Pass-Through Certificates, Series 2005-1, Class B-2 from BB to C
--$425,056, Morgan Stanley Home Equity Loan Trust 2005-1, Mortgage Pass-Through Certificates, Series 2005-1, Class B-3 from BB (low) to C
--$29,255,000, ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-4 from A to BBB
--$36,953,000, ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-5 from BB (high) to BB (low)
--$20,016,000, ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-6 from BB to B (high)
--$15,397,000, ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-7 from BB (low) to B
--$19,246,000, ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-8 from B to C
--$10,608,137, ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-9 from B (low) to C
--$18,237,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M5 from BBB (low) to B
--$8,824,319, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M6 from BB (high) to C
--$4,990,775, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M7 from BB (high) to C
--$4,640,812, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M8 from BB to C
--$4,507,437, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M9 from BB (low) to C
--$3,246,220, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M10 from BB (low) to C
--$3,829,757, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M11 from B (high) to C
--$1,854,233, C-BASS 2005-CB1 Trust, Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class B-2 from BBB to BB
--$2,174,256, C-BASS 2005-CB1 Trust, Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class B-3 from BBB (low) to B
--$2,526,142, C-BASS 2005-CB1 Trust, Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class B-4 from BB (high) to C
--$2,281,855, C-BASS 2005-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class B-5 from BB (low) to C
--$6,503,035, Accredited Mortgage Loan Trust 2005-1, Asset-Backed Notes, Series 2005-1, Class M-4 from A (low) to BBB
--$31,000,000, Park Place Securities Inc., Series 2005-WHQ1, Asset-Backed Pass-Through Certificates, Series 2005-WHQ1, Class M-7 from BBB (high) to BBB
--$16,000,000, Park Place Securities Inc., Series 2005-WHQ1, Asset-Backed Pass-Through Certificates, Series 2005-WHQ1, Class M-8 from BBB (high) to BB
--$25,000,000, Park Place Securities Inc., Series 2005-WHQ1, Asset-Backed Pass-Through Certificates, Series 2005-WHQ1, Class M-9 from BBB (low) to B
--$27,000,000, Park Place Securities Inc., Series 2005-WHQ1, Asset-Backed Pass-Through Certificates, Series 2005-WHQ1, Class M-10 from BB (high) to C
--$8,356,075, Park Place Securities Inc., Series 2005-WHQ1, Asset-Backed Pass-Through Certificates, Series 2005-WHQ1, Class M-11 from BB (low) to C
--$62,817,000, New Century Home Equity Loan Trust 2005-1, Series 2005-1 Class M-4 from A (high) to BBB
--$52,349,000, New Century Home Equity Loan Trust 2005-1, Series 2005-1 Class M-5 from A to BBB (low)
--$32,904,000, New Century Home Equity Loan Trust 2005-1, Series 2005-1 Class M-6 from A (low) to B
--$44,870,000, New Century Home Equity Loan Trust 2005-1, Series 2005-1 Class M-7 from BBB (high) to C
--$19,872,004, New Century Home Equity Loan Trust 2005-1, Series 2005-1 Class M-8 from BBB to C
--$15,351,795, New Century Home Equity Loan Trust 2005-1, Series 2005-1 Class M-9 from BBB (low) to C
--$6,797,304, MASTR Adjustable Rate Mortgages Trust 2005-2, Mortgage Pass-Through Certificates, Series 2005-2, Class B-2 from BB to C
--$7,121,075, MASTR Adjustable Rate Mortgages Trust 2005-2, Mortgage Pass-Through Certificates, Series 2005-2, Class B-3 from B to C
--$21,363,226, MASTR Adjustable Rate Mortgages Trust 2005-2, Mortgage Pass-Through Certificates, Series 2005-2, Class B-1 from A to BBB
--$4,253,422, Wells Fargo Mortgage Backed Securities 2005-AR3 Trust, Mortgage Pass-Through Certificates, Series 2005-AR3 Class B-4 from BB to B
--$2,126,226, Wells Fargo Mortgage Backed Securities 2005-AR3 Trust, Mortgage Pass-Through Certificates, Series 2005-AR3 Class B-5 from B to C
--$2,962,376, ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM1, Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-6 from BB (high) to BB (low)
--$2,684,654, ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM1, Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-7 from BB to B (high)
--$2,107,180, ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM1, Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-8 from BB to B
--$1,927,082, ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM1, Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-9 from BB (low) to C
--$1,109,303, ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM1, Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class B-1 from B (high) to C
--$0, ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM1, Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class B-2 from B to C
--$8,246,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M4 from BB (high) to B
--$10,397,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M5 from BB (low) to C
--$3,372,342, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M6 from B to C
--$3,019,165, Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M7 from B (low) to C
--$7,668,043, Merrill Lynch Mortgage Investors Trust, Series 2005-SL1, Mortgage Loan Asset-Backed Certificates, Class B-1 from AA (low) to BBB
--$11,680,000, Merrill Lynch Mortgage Investors Trust, Series 2005-SL1, Mortgage Loan Asset-Backed Certificates, Class B-2 from A to BB
--$15,668,000, Merrill Lynch Mortgage Investors Trust, Series 2005-SL1, Mortgage Loan Asset-Backed Certificates, Series 2005-SL1, Class B-3 from BBB to C
--$18,040,298, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC2, Mortgage Pass-Through Certificates, Series 2005-WMC2, Class M-5 from BBB (low) to BB (high)
--$7,851,551, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC2, Mortgage Pass-Through Certificates, Series 2005-WMC2, Class M-6 from BB (high) to B (high)
--$5,606,089, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC2, Mortgage Pass-Through Certificates, Series 2005-WMC2, Class B-1 from BB to B
--$4,482,346, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC2, Mortgage Pass-Through Certificates, Series 2005-WMC2, Class B-2 from BB (low) to C
--$4,287,461, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC2, Mortgage Pass-Through Certificates, Series 2005-WMC2, Class B-3 from BB (low) to C
--$4,035,628, Securitized Asset-Backed Receivables LLC Trust 2005-EC1, Mortgage Pass-Through Certificates, Series 2005-EC1, Class M-3 from BB (high) to C
--$1,302,760, Securitized Asset-Backed Receivables LLC Trust 2005-EC1, Mortgage Pass-Through Certificates, Series 2005-EC1, Class M-4 from BB to C
--$1,137,477, Securitized Asset-Backed Receivables LLC Trust 2005-EC1, Mortgage Pass-Through Certificates, Series 2005-EC1, Class B-1 from BB (low) to C
--$882,138, Securitized Asset-Backed Receivables LLC Trust 2005-EC1, Mortgage Pass-Through Certificates, Series 2005-EC1, Class B-2 from B (high) to C
--$1,100,625, Securitized Asset-Backed Receivables LLC Trust 2005-EC1, Mortgage Pass-Through Certificates, Series 2005-EC1, Class B-3 from B to C
--$3,373,249, J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class B-4 from BB to C
--$1,686,625, J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class B-5 from B to C
--$4,457,145, C-BASS 2005-CB2 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-3 from BB (high) to B
--$2,037,571, C-BASS 2005-CB2 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-4 from BB to C
--$2,213,078, C-BASS 2005-CB2 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-5 from B to C
--$58,302,000, New Century Home Equity Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-3 from AA (low) to A
--$53,818,000, New Century Home Equity Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-4 from A (high) to BBB (low)
--$47,838,000, New Century Home Equity Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-5 from A to BB (high)
--$46,343,000, New Century Home Equity Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-6 from A (low) to B
--$37,373,000, New Century Home Equity Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2 Class M-7 from BBB (high) to C
--$35,879,000, New Century Home Equity Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2 Class M-8 from BBB to C
--$29,898,000, New Century Home Equity Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-9 from BBB (low) to C
--$18,500,000, Aegis Asset Backed Securities Trust 2005-2, Mortgage-Backed Notes, Series 2005-2, Class M4 from A (high) to BBB
--$18,000,000, Aegis Asset Backed Securities Trust 2005-2, Mortgage-Backed Notes, Series 2005-2, Class M5 from BBB (high) to B
--$16,500,000, Aegis Asset Backed Securities Trust 2005-2, Mortgage-Backed Notes, Series 2005-2, Class M6 from BBB (low) to C
--$15,000,000, Aegis Asset Backed Securities Trust 2005-2, Mortgage-Backed Notes, Series 2005-2, Class B1 from BB (high) to C
--$14,000,000, Aegis Asset Backed Securities Trust 2005-2, Mortgage-Backed Notes, Series 2005-2, Class B2 from BB (low) to C
--$11,000,000, Aegis Asset Backed Securities Trust 2005-2, Mortgage-Backed Notes, Series 2005-2, Class B3 from B (high) to C
--$2,050,323, Sequoia Mortgage Trust 2005-3, Mortgage Pass-Through Certificates, Series 2005-3, Class B-2 from A to BBB
--$1,480,824, Sequoia Mortgage Trust 2005-3, Mortgage Pass-Through Certificates, Series 2005-3, Class B-3 from BBB to B
--$683,025, Sequoia Mortgage Trust 2005-3, Mortgage Pass-Through Certificates, Series 2005-3, Class B-4 from BB to C
--$455,974, Sequoia Mortgage Trust 2005-3, Mortgage Pass-Through Certificates, Series 2005-3, Class B-5 from B to C
--$17,290,000, MASTR Asset Backed Securities Trust 2005-WMC1, Mortgage Pass Through Certificates, Series 2005-WMC1 Class M-3 from AA (low) to A
--$15,470,000, MASTR Asset Backed Securities Trust 2005-WMC1, Mortgage Pass Through Certificates, Series 2005-WMC1 Class M-4 from A (high) to BBB
--$14,105,000, MASTR Asset Backed Securities Trust 2005-WMC1, Mortgage Pass-Through Certificates, Series 2005-WMC1, Class M-5 from BBB (low) to BB
--$13,650,000, MASTR Asset Backed Securities Trust 2005-WMC1, Mortgage Pass-Through Certificates, Series 2005-WMC1, Class M-6 from BB (high) to B
--$10,536,151, MASTR Asset Backed Securities Trust 2005-WMC1, Mortgage Pass-Through Certificates, Series 2005-WMC1, Class M-7 from BB to C
--$5,192,208, MASTR Asset Backed Securities Trust 2005-WMC1, Mortgage Pass-Through Certificates, Series 2005-WMC1, Class M-8 from BB to C
--$6,939,181, MASTR Asset Backed Securities Trust 2005-WMC1, Mortgage Pass-Through Certificates, Series 2005-WMC1, Class M-9 from BB (low) to C
--$3,524,970, MASTR Asset Backed Securities Trust 2005-WMC1, Mortgage Pass-Through Certificates, Series 2005-WMC1, Class M-10 from B (high) to C
--$0, MASTR Asset Backed Securities Trust 2005-WMC1, Mortgage Pass-Through Certificates, Series 2005-WMC1, Class M-11 from B (low) to C
--$15,787,000, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC3, Mortgage Pass-Through Certificates, Series 2005-WMC3, Class M-5 from BB (high) to BB (low)
--$15,293,000, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC3, Mortgage Pass-Through Certificates, Series 2005-WMC3, Class M-6 from BB to B (high)
--$12,827,000, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC3, Mortgage Pass-Through Certificates, Series 2005-WMC3, Class B-1 from BB to B
--$6,357,268, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC3, Mortgage Pass-Through Certificates, Series 2005-WMC3, Class B-2 from BB (low) to C
--$7,524,965, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC3, Mortgage Pass-Through Certificates, Series 2005-WMC3, Class B-3 from B (high) to C
--$10,075,822, Accredited Mortgage Loan Trust 2005-2, Asset-Backed Notes, Series 2005-2, Class M-4 from A (high) to A
--$9,805,923, Accredited Mortgage Loan Trust 2005-2, Asset-Backed Notes, Series 2005-2, Class M-5 from A to BBB
--$8,211,642, Accredited Mortgage Loan Trust 2005-2, Asset-Backed Notes, Series 2005-2, Class M-6 from A (low) to BB
--$6,608,609, Accredited Mortgage Loan Trust 2005-2, Asset-Backed Notes, Series 2005-2, Class M-7 from BBB (high) to B (high)
--$6,323,825, Accredited Mortgage Loan Trust 2005-2, Asset-Backed Notes, Series 2005-2, Class M-8 from BBB (high) to B
--$6,214,163, Accredited Mortgage Loan Trust 2005-2, Asset-Backed Notes, Series 2005-2, Class M-9 from BBB (low) to B (low)
--$3,822,994, Accredited Mortgage Loan Trust 2005-2, Asset-Backed Notes, Series 2005-2, Class M-10 from BB (high) to C
--$8,062,000, Accredited Mortgage Loan Trust 2005-2, Asset-Backed Notes, Series 2005-2, Class M-11 from BB (low) to C
--$4,491,265, J.P. Morgan Mortgage Trust 2005-A3, mortgage pass-through certificates, Series 2005-A3, Class II-BA-2 from A to BBB (low)
--$3,063,611, J.P. Morgan Mortgage Trust 2005-A3, mortgage pass-through certificates, Series 2005-A3, Class I-B-3 from BBB to B (high)
--$3,208,045, J.P. Morgan Mortgage Trust 2005-A3, mortgage pass-through certificates, Series 2005-A3, Class II-BA-3 from BBB to B
--$3,574,209, J.P. Morgan Mortgage Trust 2005-A3, mortgage pass-through certificates, Series 2005-A3, Class I-B-4 from BB to C
--$2,566,430, J.P. Morgan Mortgage Trust 2005-A3, mortgage pass-through certificates, Series 2005-A3, Class II-BA-4 from BB to C
--$2,553,003, J.P. Morgan Mortgage Trust 2005-A3, mortgage pass-through certificates, Series 2005-A3, Class I-B-5 from B to C
--$1,069,348, J.P. Morgan Mortgage Trust 2005-A3, mortgage pass-through certificates, Series 2005-A3, Class II-BA-5 from B to C
--$19,370,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5, Adj. Rate Mortgage-Backed Pass Through Certificates, Series 2005-5 Class 6-M-1 from AA to BBB
--$17,179,245, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5, Adj. Rate Mortgage-Backed Pass Through Certificates, Series 2005-5 Class C-B-1 from AA to BB
--$13,315,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-2 from A (low) to C
--$8,149,763, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5, Adj. Rate Mortgage-Backed Pass Through Certificates, Series 2005-5 Class C-B-2 from A to C
--$5,810,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-3 from BB (high) to C
--$2,910,983, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5, Adj. Rate Mortgage-Backed Pass Through Certificates, Series 2005-5 Class C-B-3 from BBB (high) to C
--$1,103,416, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-4 from B (high) to C
--$1,744,613, 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-4 from BB to C
--$3,203,044, 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 from B to C
--$19,500,000, Terwin Mortgage Trust 2005-5SL, Asset-Backed Certificates, TMTS Series 2005-5SL, Class M-3 from A (low) to B
--$17,418,515, Terwin Mortgage Trust 2005-5SL, Asset-Backed Certificates, TMTS Series 2005-5SL, Class B-1 from BBB (high) to C
--$17,308,178, Terwin Mortgage Trust 2005-5SL, Asset-Backed Certificates, Series 2005-5SL, Class B-2 from BB to C
--$4,800,000, C-BASS 2005-CB3 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class B-2 from BB (low) to B
--$3,175,103, C-BASS 2005-CB3 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class B-3 from BB (low) to C
--$2,329,371, C-BASS 2005-CB3 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class B-4 from B (high) to C
--$2,805,589, C-BASS 2005-CB3 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class B-5 from B to C
--$13,650,000, Meritage Mortgage Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-4 from A (high) to BBB
--$11,050,000, Meritage Mortgage Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-5 from A to BB (low)
--$11,050,000, Meritage Mortgage Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-6 from BBB (high) to C
--$10,725,000, Meritage Mortgage Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-7 from B to C
--$7,150,000, Meritage Mortgage Loan Trust 2005-2, Asset-Backed Certificates, Series 2005-2, Class M-8 from B to C
--$52,218,000, New Century Home Equity Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3 Class M-4 from A (high) to A (low)
--$49,316,000, New Century Home Equity Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3 Class M-5 from A to BBB
--$43,515,000, New Century Home Equity Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3 Class M-6 from A (low) to BB
--$39,163,000, New Century Home Equity Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3 Class M-7 from BBB (high) to B
--$33,361,000, New Century Home Equity Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3 Class M-8 from BBB to C
--$29,010,000, New Century Home Equity Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3 Class M-9 from BBB (low) to C
--$24,658,000, New Century Home Equity Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3 Class M-10 from BBB (low) to C
--$17,425,000, Aegis Asset Backed Securities Trust 2005-3, Mortgage Backed Notes, Series 2005-3, Class M4 from A (high) to BBB
--$15,725,000, Aegis Asset Backed Securities Trust 2005-3, Mortgage-Backed Notes, Series 2005-3, Class M5 from A (low) to B
--$15,725,000, Aegis Asset Backed Securities Trust 2005-3, Mortgage-Backed Notes, Series 2005-3, Class M6 from BBB to C
--$13,600,000, Aegis Asset Backed Securities Trust 2005-3, Mortgage-Backed Notes, Series 2005-3, Class B1 from BB (high) to C
--$11,475,000, Aegis Asset Backed Securities Trust 2005-3, Mortgage-Backed Notes, Series 2005-3, Class B2 from BB (low) to C
--$9,350,000, Aegis Asset Backed Securities Trust 2005-3, Mortgage-Backed Notes, Series 2005-3, Class B3 from B (high) to C
--$28,200,200, Merrill Lynch Mortgage Investors Trust, Series 2005-SL2, Mortgage Loan Asset-Backed Certificates, Series 2005-SL2, Class M-2 from AA (low) to BB
--$25,034,000, Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR3, ortgage Pass-Through Certificates, Series 2005-AR3, Class M-1 from AA to C
--$7,360,000, Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR3, Mortgage Pass-Through Certificates, Series 2005-AR3, Class M-2 from A (high) to C
--$6,479,000, Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR3, Mortgage Pass-Through Certificates, Series 2005-AR3, Class M-3 from BBB to C
--$2,851,000, Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR3, Mortgage Pass-Through Certificates, Series 2005-AR3, Class M-4 from BB (high) to C
--$3,553,719, Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR3, Mortgage Pass-Through Certificates, Series 2005-AR3, Class M-5 from B (high) to C
--$22,125,000, Renaissance Home Equity Loan Trust 2005-2, Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-2 from AA to AA (low)
--$13,500,000, Renaissance Home Equity Loan Trust 2005-2, Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-3 from AA (low) to A (high)
--$13,500,000, Renaissance Home Equity Loan Trust 2005-2, Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-4 from A (high) to A (low)
--$10,875,000, Renaissance Home Equity Loan Trust 2005-2, Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-5 from A to BBB
--$9,750,000, Renaissance Home Equity Loan Trust 2005-2, Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-6 from A (low) to BB
--$9,000,000, Renaissance Home Equity Loan Trust 2005-2, Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-7 from BBB (high) to B
--$7,500,000, Renaissance Home Equity Loan Trust 2005-2, Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-8 from BB to C
--$7,500,000, Renaissance Home Equity Loan Trust 2005-2, Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-9 from BB (low) to C
--$17,281,000, First Franklin Mortgage Loan Trust, Series 2005-FFH2, Mortgage Pass-Through Certificates, Series 2005-FFH2, Class M2 from AA to A
--$10,769,000, First Franklin Mortgage Loan Trust, Series 2005-FFH2, Mortgage Pass-Through Certificates, Series 2005-FFH2, Class M3 from AA (low) to BBB
--$9,517,000, First Franklin Mortgage Loan Trust, Series 2005-FFH2, Mortgage Pass-Through Certificates, Series 2005-FFH2, Class M4 from BBB to BB
--$8,265,000, First Franklin Mortgage Loan Trust, Series 2005-FFH2, Mortgage Pass-Through Certificates, Series 2005-FFH2, Class M5 from BB to B
--$8,265,000, First Franklin Mortgage Loan Trust, Series 2005-FFH2, Mortgage Pass-Through Certificates, Series 2005-FFH2, Class M6 from B (high) to C
--$7,013,000, First Franklin Mortgage Loan Trust, Series 2005-FFH2, Mortgage Pass-Through Certificates, Series 2005-FFH2, Class M7 from B to C
--$18,752,638, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage Trust 2005-7, Class C-B-1 from AA (high) to BBB
--$8,845,771, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7, Class C-B-2 from A to C
--$3,540,292, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7, Class C-B-3 from BBB to C
--$1,413,142, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7, Class C-B-4 from BB to C
--$1,413,142, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7, Class C-B-5 from B (high) to C
--$2,826,858, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7, Class C-B-6 from B to C
--$15,670,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7, Class 7-M-1 from A to BB (low)
--$9,610,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7, Class 7-M-2 from BBB to C
--$5,010,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7, Class 7-M-3 from BB to C
--$756,313, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7, Class 7-M-4 from B to C
--$11,690,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-S3, Mortgage Pass-Through Certificates, Series 2005-S3, Class M4 from A (high) to BB
--$11,133,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-S3, Mortgage Pass-Through Certificates, Series 2005-S3, Class M5 from A to B
--$10,298,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-S3, Mortgage Pass-Through Certificates, Series 2005-S3, Class M6 from A (low) to C
--$9,185,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-S3, Mortgage Pass-Through Certificates, Series 2005-S3, Class M7 from BB to C
--$75,117,000, GSAMP Trust 2005-HE3, Mortgage Pass-Through Certificates, Series 2005-HE3, Class M-2 from A (high) to BB
--$20,722,000, GSAMP Trust 2005-HE3, Mortgage Pass-Through Certificates, Series 2005-HE3, Class M-3 from BBB to B (high)
--$19,427,000, GSAMP Trust 2005-HE3, Mortgage Pass-Through Certificates, Series 2005-HE3, Class M-4 from BB to B
--$18,780,000, GSAMP Trust 2005-HE3, Mortgage Pass-Through Certificates, Series 2005-HE3, Class B-1 from BB (low) to C
--$16,189,000, GSAMP Trust 2005-HE3, Mortgage Pass-Through Certificates, Series 2005-HE3, Class B-2 from B (high) to C
--$14,894,000, GSAMP Trust 2005-HE3, Mortgage Pass-Through Certificates, Series 2005-HE3, Class B-3 from B (high) to C
--$24,730,000, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC5, Mortgage Pass-Through Certificates, Series 2005-WMC5, Class M-5 from A to BBB (low)
--$23,232,000, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC5, Mortgage Pass-Through Certificates, Series 2005-WMC5, Class M-6 from A (low) to BB (low)
--$20,983,000, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC5, Mortgage Pass-Through Certificates, Series 2005-WMC5, Class B-1 from BB (low) to C
--$20,983,000, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC5, Mortgage Pass-Through Certificates, Series 2005-WMC5, Class B-2 from B (high) to C
--$16,488,000, Morgan Stanley ABS Capital I Inc. Trust 2005-WMC5, Mortgage Pass-Through Certificates, Series 2005-WMC5, Class B-3 from B to C
--$14,099,000, Soundview Home Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-4 from AA (low) to BB
--$11,984,000, Soundview Home Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-5 from BBB (high) to B
--$11,632,000, Soundview Home Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-6 from BBB to C
--$10,222,000, Soundview Home Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-7 from B (high) to C
--$9,164,000, Soundview Home Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-8 from B to C
--$3,610,000, Long Beach Mortgage Loan Trust 2005-WL1, Asset-Backed Certificates, Series 2005-WL1, Class III-M2 from AA to A (high)
--$6,109,000, Long Beach Mortgage Loan Trust 2005-WL1, Asset-Backed Certificates, Series 2005-WL1, Class III-M3 from A to BB
--$2,777,000, Long Beach Mortgage Loan Trust 2005-WL1, Asset-Backed Certificates, Series 2005-WL1, Class III-M4 from BB (low) to B
--$2,222,000, Long Beach Mortgage Loan Trust 2005-WL1, Asset-Backed Certificates, Series 2005-WL1, Class III-M5 from B (high) to C
--$1,851,000, Long Beach Mortgage Loan Trust 2005-WL1, Asset-Backed Certificates, Series 2005-WL1, Class III-M6 from B to C
--$2,865,610, J.P. Morgan Mortgage Trust 2005-A5, Mortgage Pass-Through Certificates, Series 2005-A5, Class I-B-4 from BB to C
--$2,046,892, J.P. Morgan Mortgage Trust 2005-A5, Mortgage Pass-Through Certificates, Series 2005-A5, Class I-B-5 from B to C
--$670,531, J.P. Morgan Mortgage Trust 2005-A5, Mortgage Pass-Through Certificates, Series 2005-A5, Class T-B-5 from B to C
--$18,177,910, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8, Class C-B-1 from A to BBB
--$6,057,651, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8, Class C-B-2 from BBB to BB
--$21,420,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8, Class 7-M-1 from BBB (high) to B (high)
--$7,574,542, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8, Class C-B-3 from BB to B
--$3,534,456, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8, Class C-B-4 from BB (low) to C
--$10,310,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8, Class 7-M-2 from B to C
--$2,523,195, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8, Class C-B-5 from B (high) to C
--$4,039,095, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8, Class C-B-6 from B to C
--$4,832,899, C-BASS 2005-CB4 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-3 from BB (low) to B
--$3,472,793, C-BASS 2005-CB4 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-4 from BB (low) to C
--$3,858,659, C-BASS 2005-CB4 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-5 from B (high) to C
--$4,956,242, C-BASS 2005-CB4 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-6 from B to C
--$34,300,000, New Century Home Equity Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-4 from A (high) to BBB
--$34,300,000, New Century Home Equity Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-5 from A to BB (high)
--$32,200,000, New Century Home Equity Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-6 from A (low) to BB
--$33,300,000, New Century Home Equity Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-7 from BBB (high) to B
--$22,900,000, New Century Home Equity Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-8 from BBB to C
--$22,900,000, New Century Home Equity Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-9 from BBB (low) to C
--$26,000,000, New Century Home Equity Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-10 from BB to C
--$17,921,000, Accredited Mortgage Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3, Class M-4 from AA (low) to A
--$17,921,000, Accredited Mortgage Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3, Class M-5 from A to BBB
--$15,121,000, Accredited Mortgage Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3, Class M-6 from BBB to B
--$15,681,000, Accredited Mortgage Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3, Class M-7 from BB (high) to C
--$12,320,000, Accredited Mortgage Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3, Class M-8 from BB (low) to C
--$12,880,000, Accredited Mortgage Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3, Class M-9 from B (high) to C
--$5,602,000, C-BASS 2005-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-1 from BB to B
--$3,878,000, C-BASS 2005-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-2 from BB to C
--$3,663,000, C-BASS 2005-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-3 from BB (low) to C
--$4,094,000, C-BASS 2005-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-4 from B (high) to C
--$4,309,000, C-BASS 2005-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-5 from B to C
--$2,938,162, Merrill Lynch Mortgage Investors Trust, Series 2005-NCA, Mortgage Loan Asset-Backed Certificates, Series 2005-NCA, Class M-2 from AAA to A
--$4,038,000, Merrill Lynch Mortgage Investors Trust, Series 2005-NCA, Mortgage Loan Asset-Backed Certificates, Series 2005-NCA, Class B-2 from B to C
--$37,494,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-S5, Mortgage Pass-Through Certificates, Series 2005-S5, Class M1 from AA (high) to A
--$32,536,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-S5, Mortgage Pass-Through Certificates, Series 2005-S5, Class M2 from AA to B
--$14,254,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-S5, Mortgage Pass-Through Certificates, Series 2005-S5, Class M3 from AA (low) to C
--$30,367,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-S5, Mortgage Pass-Through Certificates, Series 2005-S5, Class M4 from B (high) to C
--$17,860,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-9, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class 5-M-1 from BBB (high) to BB (high)
--$13,273,517, 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-1 from BBB (low) to BB
--$10,910,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-9, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class 5-M-2 from B (high) to C
--$4,658,851, 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-2 from B to C
--$2,243,000, Citigroup Mortgage Loan Trust Inc., Series 2005-WF2, Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-6 from B to C
--$1,495,000, Citigroup Mortgage Loan Trust Inc., Series 2005-WF2, Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-7 from B to C
--$41,545,000, CWALT, Inc. Alternative Loan Trust 2005-48T1, Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-2 from AAA to A
--$34,550,300, CWALT, Inc. Alternative Loan Trust 2005-48T1, Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-5 from AAA to A
--$33,321,198, CWALT, Inc. Alternative Loan Trust 2005-48T1, Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-6 from AAA to A (high)
--$2,929,700, CWALT, Inc. Alternative Loan Trust 2005-48T1, Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-7 from AAA to A
--$369,408, CWALT, Inc. Alternative Loan Trust 2005-48T1, Mortgage Pass-Through Certificates, Series 2005-48T1, Class PO from AAA to A
--$71,387,000, Securitized Asset Backed Receivables LLC Trust 2005-FR4, Mortgage Pass Through Certificates, Series 2005-FR4, Class M-2 from A to BBB
--$17,572,000, Securitized Asset Backed Receivables LLC Trust 2005-FR4, Mortgage Pass Through Certificates, Series 2005-FR4, Class M-3 from A (low) to BB
--$18,670,000, Securitized Asset Backed Receivables LLC Trust 2005-FR4, Mortgage Pass Through Certificates, Series 2005-FR4, Class B-1 from BBB (high) to B
--$13,728,000, Securitized Asset Backed Receivables LLC Trust 2005-FR4, Mortgage Pass Through Certificates, Series 2005-FR4, Class B-2 from BBB to C
--$14,827,000, Securitized Asset Backed Receivables LLC Trust 2005-FR4, Mortgage Pass-Through Certificates, Series 2005-FR4, Class B-3 from BB (high) to C
--$13,728,000, Securitized Asset Backed Receivables LLC Trust 2005-FR4, Mortgage Pass-Through Certificates, Series 2005-FR4, Class B-4 from BB to C
--$60,999,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-2 from AA to A
--$46,999,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-3 from A to BBB
--$34,999,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-4 from BBB (high) to BB
--$39,999,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-5 from BBB to C
--$23,000,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-6 from BBB (low) to C
--$31,999,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-7 from BB to C
--$24,000,000, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-8 from BB (low) to C
--$6,491,537, New Century Home Equity Loan Trust, Series 2005-B, Asset-Backed Pass-Through Certificates, Series 2005-B, Class M-9 from B (high) to C
--$56,378,020, Greenpoint Mortgage Funding Trust 2005-HE4, Asset-Backed Notes, Series 2005-HE4, Class IA-1 from AAA to BBB (low)
--$24,460,855, Greenpoint Mortgage Funding Trust 2005-HE4, Asset-Backed Notes, Series 2005-HE4, Class IIA-1a from AAA to BBB
--$9,031,373, Greenpoint Mortgage Funding Trust 2005-HE4, Asset-Backed Notes, Series 2005-HE4, Class IIA-3c from AAA to BBB (high)
--$35,544,000, Greenpoint Mortgage Funding Trust 2005-HE4, Asset-Backed Notes, Series 2005-HE4, Class IIA-4c from AAA to BBB (low)
--$49,452,000, Greenpoint Mortgage Funding Trust 2005-HE4, Asset-Backed Notes, Series 2005-HE4, Class M-1 from AA (high) to B
--$43,112,000, Greenpoint Mortgage Funding Trust 2005-HE4, Asset-Backed Notes, Series 2005-HE4, Class M-2 from AA (high) to C
--$27,262,000, Greenpoint Mortgage Funding Trust 2005-HE4, Asset-Backed Notes, Series 2005-HE4, Class M-3 from AA (high) to C
--$27,896,000, Greenpoint Mortgage Funding Trust 2005-HE4, Asset-Backed Notes, Series 2005-HE4, Class M-4 from AA (high) to C
--$20,288,000, Greenpoint Mortgage Funding Trust 2005-HE4, Asset-Backed Notes, Series 2005-HE4, Class M-5 from AA to C
--$20,288,000, Greenpoint Mortgage Funding Trust 2005-HE4, Asset-Backed Notes, Series 2005-HE4, Class M-6 from AA (low) to C
--$20,922,000, Greenpoint Mortgage Funding Trust 2005-HE4, Asset-Backed Notes, Series 2005-HE4, Class M-7 from A (high) to C
--$16,484,000, Greenpoint Mortgage Funding Trust 2005-HE4, Asset-Backed Notes, Series 2005-HE4, Class M-8 from BBB to C
--$55,074,738, HarborView Mortgage Loan Trust 2005-13, Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 1-A1A from AAA to AA (high)
--$71,508,984, HarborView Mortgage Loan Trust 2005-13, Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 2-A1A1 from AAA to AA
--$71,508,984, HarborView Mortgage Loan Trust 2005-13, Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 2-A1A2 from AAA to AA
--$59,590,720, HarborView Mortgage Loan Trust 2005-13, Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 2-A1B from AAA to BBB (low)
--$40,277,136, HarborView Mortgage Loan Trust 2005-13, Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-1 from BBB to C
--$18,102,039, HarborView Mortgage Loan Trust 2005-13, Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-2 from B (high) to C
--$10,860,828, HarborView Mortgage Loan Trust 2005-13, Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-3 from B to C
--$15,990,000, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-2 from AA (low) to A (low)
--$11,243,000, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-3 from A (low) to BBB
--$8,494,000, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-4 from BBB (high) to BB
--$8,245,000, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-5 from BBB to B
--$6,995,000, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-6 from BB (high) to C
--$7,995,000, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-1 from BB to C
--$5,746,000, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-2 from BB (low) to C
--$5,746,000, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-3 from B (high) to C
--$5,252,121, C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-4 from B to C
--$12,150,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-10, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 5-M-1 from BBB (high) to BB
--$8,490,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-10, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 5-M-2 from BB (high) to C
--$5,437,566, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-10, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 5-M-3 from BB (low) to C
--$0, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-10, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 5-M-4 from B (high) to C
--$0, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-10, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 5-M-5 from B to C
--$3,216,630, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-10, Adj. Rate Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 6-B-1 from AA to BBB
--$1,220,930, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-10, Adj. Rate Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 6-B-2 from A to BB
--$707,979, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-10, Adj. Rate Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 6-B-3 from BBB to C
--$19,331,675, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-10, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class C-B-1 from BBB to BB
--$5,623,940, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-10, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class C-B-2 from BB to C
--$3,511,243, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-10, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class C-B-3 from B to C
--$36,500,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class M-1 from AA (high) to A (high)
--$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 from AA (low) to BBB
--$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 from A (low) to BB
--$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 from BBB to B
--$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 from BBB (low) to C
--$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 from BB to C
--$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 from BB (low) to C
--$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 from B (high) to C
--$3,191,779, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class B-2 from B (high) to C
--$8,286,660, Soundview Home Loan Trust 2005-B, Asset-Backed Certificates, Series 2005-B, Class M-3 from AA (high) to A
--$7,273,616, Soundview Home Loan Trust 2005-B, Asset-Backed Certificates, Series 2005-B, Class M-4 from AA to C
--$6,450,188, Soundview Home Loan Trust 2005-B, Asset-Backed Certificates, Series 2005-B, Class M-5 from AA (low) to C
--$6,407,713, Soundview Home Loan Trust 2005-B, Asset-Backed Certificates, Series 2005-B, Class M-6 from A (high) to C
--$11,147,622, Soundview Home Loan Trust 2005-B, Asset-Backed Certificates, Series 2005-B, Class M-7 from BB to C
--$10,470,000, Soundview Home Loan Trust 2005-B, Asset-Backed Certificates, Series 2005-B, Class M-8 from B to C
--$38,805,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8, Asset Backed Pass-Through Certificates, Series NC 2005-HE8, Class M3 from AA (low) to BBB (high)
--$17,639,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8, Asset Backed Pass-Through Certificates, Series NC 2005-HE8, Class M4 from A (high) to BBB (low)
--$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 from A (low) to BB
--$21,872,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8, Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M6 from BBB to B
--$19,755,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8, Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M7 from BBB (low) to C
--$14,816,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8, Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M8 from BB (high) to C
--$12,700,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8, Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M9 from BB to C
--$9,629,466, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8, Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M10 from B to C
--$20,702,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Certificates, Series 2005-HE1, Class M-5 from A to BBB
--$19,552,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Certificates, Series 2005-HE1, Class M-6 from A (low) to B
--$17,826,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Certificates, Series 2005-HE1, Class M-7 from BBB (high) to C
--$15,526,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Certificates, Series 2005-HE1, Class M-8 from BBB (low) to C
--$14,951,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Certificates, Series 2005-HE1, Class M-9 from BB to C
--$9,200,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Certificates, Series 2005-HE1, Class B-1 from BB (low) to C
--$1,253,407, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Certificates, Series 2005-HE1, Class B-2 from B (high) to C
--$55,500,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8, Home Equity Pass-Through Certificates, Series 2005-8, Class M-1 from AA (high) to A (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 from A (high) to BB (high)
--$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 from A (low) to B
--$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 from BBB to C
--$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 from BBB (low) to C
--$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 from BB (high) to C
--$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 from BB to C
--$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 from BB (low) to C
--$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 from B (high) to C
--$396,207, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8, Home Equity Pass-Through Certificates, Series 2005-8, Class B-2 from B (high) to C
--$2,008,320, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adjustable Rate Mortgage-Backed Pass-Through Certifs, Series 2005-11, Class 1-A-2 from AAA to BB
--$10,093,052, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adj. Rate Mortgage-Backed Pass-Through Certifs, Series 2005-11, Class 2-A-1-1 from AAA to AA
--$9,963,979, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adj. Rate Mortgage-Backed Pass-Through Certifs, Series 2005-11, Class 2-A-1-2 from AAA to BB (high)
--$17,580,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adj. Rate Mortgage-Backed Pass-Through Certifs, Series 2005-11, Class 2-A-2 from AAA to BB (high)
--$20,380,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adj. Rate Mortgage-Backed Pass-Through Certifs, Series 2005-11, Class 2-A-3 from AAA to BB (high)
--$30,649,270, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adj. Rate Mortgage-Backed Pass-Through Certifs, Series 2005-11, Class 2-A-4-1 from AAA to BB (high)
--$24,000,000, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adj. Rate Mortgage-Backed Pass-Through Certifs, Series 2005-11, Class 2-A-4-2 from AAA to BB (high)
--$61,610,660, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adj. Rate Mortgage-Backed Pass-Through Certifs, Series 2005-11, Class 3-A-1 from AAA to BB (high)
--$210,506,321, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adj. Rate Mortgage-Backed Pass-Through Certifs, Series 2005-11, Class 4-A-1 from AAA to AA
--$15,238,790, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adj. Rate Mortgage-Backed Pass-Through Certifs, Series 2005-11, Class 4-A-2 from AAA to BB (high)
--$13,402,995, Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-11, Adj. Rate Mortgage-Backed Pass-Through Certifs, Series 2005-11, Class 5-A-2 from AAA to A
--$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 from BBB to C
--$19,987,990, 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 from BB (low) to C
--$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 5-M-2 from BB to C
--$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 from B (high) to C
--$981,286, 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-4 from B to C
--$50,000,000, Terwin Mortgage Trust 2005-11, Asset-Backed Securities, Series 2005-11-HGS, Class II-A-2 Notes from AAA to B
--$80,793,000, Securitized Asset Backed Receivables LLC Trust 2005-FR5, Mortgage Pass-Through Certificates, Series 2005-FR5, Class M-1 from AA (high) to B
--$52,312,000, Securitized Asset Backed Receivables LLC Trust 2005-FR5, Mortgage Pass-Through Certificates, Series 2005-FR5, Class M-2 from A (high) to C
--$10,463,000, Securitized Asset Backed Receivables LLC Trust 2005-FR5, Mortgage Pass-Through Certificates, Series 2005-FR5, Class M-3 from A to C
--$9,881,000, Securitized Asset Backed Receivables LLC Trust 2005-FR5, Mortgage Pass-Through Certificates, Series 2005-FR5, Class B-1 from A (low) to C
--$9,881,000, Securitized Asset Backed Receivables LLC Trust 2005-FR5, Mortgage Pass-Through Certificates, Series 2005-FR5, Class B-2 from BBB (high) to C
--$9,300,000, Securitized Asset Backed Receivables LLC Trust 2005-FR5, Mortgage Pass-Through Certificates, Series 2005-FR5, Class B-3 from BBB to C
--$11,625,000, Securitized Asset Backed Receivables LLC Trust 2005-FR5, Mortgage Pass-Through Certificates, Series 2005-FR5, Class B-4 from BBB (low) to C
--$7,604,000, C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-4 from BB to B
--$7,604,000, C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-5 from BB to C
--$6,301,000, C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-6 from BB (low) to C
--$6,735,000, C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-1 from B (high) to C
--$5,432,000, C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-2 from B (high) to C
--$4,997,000, C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-3 from B to C
--$24,000,000, Encore Credit Receivables Trust 2005-4, Asset-Backed Pass-Through Certificates, Series 2005-4, Class M-3 from AA to A (high)
--$17,500,000, Encore Credit Receivables Trust 2005-4, Asset-Backed Pass-Through Certificates, Series 2005-4, Class M-4 from A (high) to A (low)
--$17,000,000, Encore Credit Receivables Trust 2005-4, Asset-Backed Pass-Through Certificates, Series 2005-4, Class M-5 from A (high) to BBB
--$15,000,000, Encore Credit Receivables Trust 2005-4, Asset-Backed Pass-Through Certificates, Series 2005-4, Class M-6 from A to BBB (low)
--$15,500,000, Encore Credit Receivables Trust 2005-4, Asset-Backed Pass-Through Certificates, Series 2005-4, Class M-7 from BBB (low) to BB
--$11,500,000, Encore Credit Receivables Trust 2005-4, Asset-Backed Pass-Through Certificates, Series 2005-4, Class M-8 from BB to B
--$10,000,000, Encore Credit Receivables Trust 2005-4, Asset-Backed Pass-Through Certificates, Series 2005-4, Class M-9 from BB (low) to C
--$5,500,000, Encore Credit Receivables Trust 2005-4, Asset-Backed Pass-Through Certificates, Series 2005-4, Class M-10 from BB (low) to C
--$10,000,000, Encore Credit Receivables Trust 2005-4, Asset-Backed Pass-Through Certificates, Series 2005-4, Class M-11 from B (high) to C
--$37,788,000, Fremont Home Loan Trust 2005-D, Mortgage Backed Certificates, Series 2005-D, Class M1 from AA (high) to AA (low)
--$35,200,000, Fremont Home Loan Trust 2005-D, Mortgage Backed Certificates, Series 2005-D, Class M2 from AA (high) to BBB (high)
--$24,329,000, Fremont Home Loan Trust 2005-D, Mortgage Backed Certificates, Series 2005-D, Class M3 from AA to BB (high)
--$18,635,000, Fremont Home Loan Trust 2005-D, Mortgage-Backed Certificates, Series 2005-D, Class M4 from A (high) to BB (low)
--$18,119,000, Fremont Home Loan Trust 2005-D, Mortgage-Backed Certificates, Series 2005-D, Class M5 from A (low) to C
--$15,529,000, Fremont Home Loan Trust 2005-D, Mortgage-Backed Certificates, Series 2005-D, Class M6 from BBB to C
--$15,529,000, Fremont Home Loan Trust 2005-D, Mortgage-Backed Certificates, Series 2005-D, Class M7 from BBB (low) to C
--$11,906,000, Fremont Home Loan Trust 2005-D, Mortgage-Backed Certificates, Series 2005-D, Class M8 from BB (high) to C
--$11,906,000, Fremont Home Loan Trust 2005-D, Mortgage-Backed Certificates, Series 2005-D, Class M9 from BB to C
--$10,353,000, Fremont Home Loan Trust 2005-D, Mortgage-Backed Certificates, Series 2005-D, Class B1 from B (high) to C
--$10,353,000, Fremont Home Loan Trust 2005-D, Mortgage-Backed Certificates, Series 2005-D, Class B2 from B to C
--$19,370,000, Meritage Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-1 from AA (low) to BBB
--$19,940,000, Meritage Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-2 from A (low) to C
--$13,958,000, Meritage Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-3 from BBB to C
--$10,824,000, Meritage Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-4 from BBB (low) to C
--$10,255,000, Meritage Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-5 from BB to C
--$5,972,744, Meritage Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-6 from B to C
--$0, Meritage Mortgage Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-7 from B (low) to C
--$37,646,000, Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-2 from AA to A
--$23,305,000, Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-3 from AA (low) to BB
--$20,317,000, Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-4 from A (high) to B
--$19,719,000, Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-5 from BBB (high) to C
--$17,329,000, Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-6 from BBB to C
--$13,744,000, Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-7 from BBB (low) to C
--$11,951,000, Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-8 from BB to C
--$11,951,000, Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-9 from BB (low) to C
--$12,522,079, Credit Suisse First Boston Mortgage Acceptance Corp. Adjustable Rate Mortgage Trust 2005-12, Adj. Rate Mortgage-Backed Pass Through Certif., Series 2005-12, Class 1-A-1 from AAA to AA
--$1,391,079, Credit Suisse First Boston Mortgage Acceptance Corp. Adjustable Rate Mortgage Trust 2005-12, Adj. Rate Mortgage-Backed Pass Through Cert., Series 2005-12, Class 1-A-2 from AAA to BBB
--$176,517,896, Credit Suisse First Boston Mortgage Acceptance Corp. Adjustable Rate Mortgage Trust 2005-12, Adj. Rate Mortgage-Backed Pass Through Cert., Series 2005-12, Class 2-A-1 from AAA to AA
--$19,614,791, Credit Suisse First Boston Mortgage Acceptance Corp. Adjustable Rate Mortgage Trust 2005-12, Adj. Rate Mortgage-Backed Pass Through Certif., Series 2005-12, Class 2-A-2 from AAA to BBB
--$57,769,817, Credit Suisse First Boston Mortgage Acceptance Corp. Adjustable Rate Mortgage Trust 2005-12, Adj. Rate Mortgage-Backed Pass Through Certif., Series 2005-12, Class 3-A-1 from AAA to AA
--$6,419,527, Credit Suisse First Boston Mortgage Acceptance Corp. Adjustable Rate Mortgage Trust 2005-12, Adj. Rate Mortgage-Backed Pass Through Certif., Series 2005-12, Class 3-A-2 from AAA to BBB
--$66,762,776, Credit Suisse First Boston Mortgage Acceptance Corp. Adjustable Rate Mortgage Trust 2005-12, Adj. Rate Mortgage-Backed Pass Through Certif., Series 2005-12, Class 4-A-1 from AAA to AA
--$7,416,763, Credit Suisse First Boston Mortgage Acceptance Corp. Adjustable Rate Mortgage Trust 2005-12, Adj. Rate Mortgage-Backed Pass Through Certif., Series 2005-12, Class 4-A-2 from AAA to BBB
--$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 from BB (high) to C
--$6,680,561, 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-2 from BB (low) to C
--$0, 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-3 from B to C
--$20,083,229, 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 from BBB to C
--$9,097,574, 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 from BB to C
--$6,275,388, 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 from B to C
--$90,174,000, Securitized Asset Backed Receivables LLC Trust 2005-HE1, Mortgage Pass-Through Certificates, Series 2005-HE1, Class M-1 from AA (low) to BB
--$75,248,000, Securitized Asset Backed Receivables LLC Trust 2005-HE1, Mortgage Pass-Through Certificates, Series 2005-HE1, Class M-2 from BBB to C
--$18,657,000, Securitized Asset Backed Receivables LLC Trust 2005-HE1, Mortgage Pass-Through Certificates, Series 2005-HE1, Class M-3 from BBB (low) to C
--$18,657,000, Securitized Asset Backed Receivables LLC Trust 2005-HE1, Mortgage Pass-Through Certificates, Series 2005-HE1, Class B-1 from BB (high) to C
--$14,925,000, Securitized Asset Backed Receivables LLC Trust 2005-HE1, Mortgage Pass-Through Certificates, Series 2005-HE1, Class B-2 from BB to C
--$13,883,667, Securitized Asset Backed Receivables LLC Trust 2005-HE1, Mortgage Pass-Through Certificates, Series 2005-HE1, Class B-3 from BB (low) to C
--$0, Securitized Asset Backed Receivables LLC Trust 2005-HE1, Mortgage Pass-Through Certificates, Series 2005-HE1, Class B-4 from B (high) to C
--$1,340,525, CWALT, Inc. Alternative Loan Trust 2005-65CB, Mortgage Pass-Through Certificates, Series 2005-65CB, Class PO from AAA to BB (high)
--$34,200,000, Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9, Home Equity Pass-Through Certificates, Series 2005-9, Class M-1 from AA (high) to A (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 from AA to BB (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 from A to B (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 from BBB (high) to C
--$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 from BB to C
--$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 from B to C
--$24,691,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class M-1 from AA (high) to A (low)
--$24,280,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class M-2 from AA (high) to BBB (high)
--$17,284,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class M-3 from AA to BBB (low)
--$12,757,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class M-4 from AA (low) to BB (high)
--$12,345,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class M-5 from A to BB
--$10,699,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class M-6 from BBB to BB (low)
--$11,934,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class B-1 from BB (high) to B
--$9,053,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class B-2 from BB to C
--$8,642,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class B-3 from BB (low) to C
--$10,288,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class B-4 from B (high) to C
--$8,230,000, C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class B-5 from B (high) to C
--$31,757,000, Securitized Asset Backed Receivables LLC Trust 2005-OP2, Mortgage Pass-Through Certificates, Series 2005-OP2, Class M-1 from AA (high) to A
--$28,229,000, Securitized Asset Backed Receivables LLC Trust 2005-OP2, Mortgage Pass-Through Certificates, Series 2005-OP2, Class M-2 from AA to BBB
--$19,659,000, Securitized Asset Backed Receivables LLC Trust 2005-OP2, Mortgage Pass-Through Certificates, Series 2005-OP2, Class M-3 from AA (low) to BB (high)
--$12,602,000, Securitized Asset Backed Receivables LLC Trust 2005-OP2, Mortgage Pass-Through Certificates, Series 2005-OP2, Class M-4 from A (high) to BB (low)
--$11,594,000, Securitized Asset Backed Receivables LLC Trust 2005-OP2, Mortgage Pass-Through Certificates, Series 2005-OP2, Class M-5 from A (high) to B (high)
--$9,578,000, Securitized Asset Backed Receivables LLC Trust 2005-OP2, Mortgage Pass-Through Certificates, Series 2005-OP2, Class M-6 from A to B
--$8,065,000, Securitized Asset Backed Receivables LLC Trust 2005-OP2, Mortgage Pass-Through Certificates, Series 2005-OP2, Class B-1 from A (low) to C
--$8,569,000, Securitized Asset Backed Receivables LLC Trust 2005-OP2, Mortgage Pass-Through Certificates, Series 2005-OP2, Class B-2 from BBB (high) to C
--$10,082,000, Securitized Asset Backed Receivables LLC Trust 2005-OP2, Mortgage Pass-Through Certificates, Series 2005-OP2, Class B-3 from BBB to C
--$7,066,884, Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Mortgage Pass-Through Certificates, Series 2004-8, Class B3 from BBB to B
--$6,362,650, Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Mortgage Pass-Through Certificates, Series 2004-8, Class B4 from BB to C
--$123,323,866, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class 1-A-1 from AAA to AA
--$55,730,000, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class 1-A-2 from AAA to AA
--$2,604,000, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class 1-A-3 from AAA to A
--$34,966,600, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class 1-A-4 from AAA to AA
--$70,909,119, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class 1-A-5 from AAA to AA
--$22,620,116, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class 1-A-7 from AAA to A
--$983,484, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class 1-A-8 from AAA to A
--$10,185,400, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class 1-A-9 from AAA to A
--$11,322,000, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class 2-A-13 from AAA to AA
--$125,700,159, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class 3-A-1 from AAA to A
--$165,597,057, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class 5-A-1 from AAA to A
--$25,602,000, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class 5-A-2 from AAA to A
--$27,917,000, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class 5-A-3 from AAA to A
--$9,762,585, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class PO from AAA to A
--$31,879,866, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class B-1 from BB to B
--$19,617,987, Residential Asset Securitization Trust 2005-A15, Mortgage Pass-Through Certificates, Series 2005-A15, Class B-2 from B to C
--$19,525,000, Securitized Asset Backed Receivables LLC Trust 2006-OP1, Mortgage Pass-Through Certificates, Series 2006-OP1, Class M-3 from AA to A (low)
--$17,636,000, Securitized Asset Backed Receivables LLC Trust 2006-OP1, Mortgage Pass-Through Certificates, Series 2006-OP1, Class M-4 from AA (low) to BBB
--$15,746,000, Securitized Asset Backed Receivables LLC Trust 2006-OP1, Mortgage Pass-Through Certificates, Series 2006-OP1, Class M-5 from A (high) to BB
--$12,597,000, Securitized Asset Backed Receivables LLC Trust 2006-OP1, Mortgage Pass-Through Certificates, Series 2006-OP1, Class M-6 from A to B
--$11,967,000, Securitized Asset Backed Receivables LLC Trust 2006-OP1, Mortgage Pass-Through Certificates, Series 2006-OP1, Class B-1 from A (low) to C
--$11,337,000, Securitized Asset Backed Receivables LLC Trust 2006-OP1, Mortgage Pass-Through Certificates, Series 2006-OP1, Class B-2 from BBB (high) to C
--$12,597,000, Securitized Asset Backed Receivables LLC Trust 2006-OP1, Mortgage Pass-Through Certificates, Series 2006-OP1, Class B-3 from BBB to C
--$27,495,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-1 from AA (high) to A
--$25,878,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-2 from AA to BB (high)
--$15,769,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-3 from AA (low) to BB (low)
--$14,556,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-4 from A to B
--$13,748,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-5 from BBB to C
--$12,535,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-6 from BBB (low) to C
--$11,321,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class B-1 from BB (high) to C
--$10,513,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class B-2 from BB (low) to C
--$8,087,000, C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class B-3 from B (high) to C
--$17,261,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1, Asset Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-1 from AAA to A
--$16,028,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1, Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-2 from AA (low) to BBB
--$11,096,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1, Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-3 from A to B
--$7,891,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1, Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-4 from BBB (high) to C
--$7,891,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1, Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-5 from BB to C
--$6,658,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1, Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-6 from B (high) to C
--$35,950,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-1 from AA (high) to BBB
--$32,682,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-2 from A (high) to BB (low)
--$20,542,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-3 from A (low) to C
--$18,208,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-4 from BBB (high) to C
--$17,274,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-5 from BBB to C
--$14,473,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-6 from BB (high) to C
--$14,473,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-7 from BB to C
--$12,139,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-8 from BB to C
--$9,804,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class M-9 from BB (low) to C
--$2,810,341, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM1, Asset-Backed Certificates, Series 2006-FM1, Class B-1 from B (high) to C
--$30,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class M-1 from A (low) to BB (high)
--$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 from BBB to B
--$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 from BB (high) to C
--$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 from BB (high) to C
--$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 from BB to C
--$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 from B to C
--$73,695,000, Securitized Asset Backed Receivables LLC Trust 2006-FR1, Mortgage Pass-Through Certificates, Series 2006-FR1, Class M-1 from AA to BB
--$59,846,000, Securitized Asset Backed Receivables LLC Trust 2006-FR1, Mortgage Pass-Through Certificates, Series 2006-FR1, Class M-2 from BBB to C
--$15,827,000, Securitized Asset Backed Receivables LLC Trust 2006-FR1, Mortgage Pass-Through Certificates, Series 2006-FR1, Class M-3 from BBB (low) to C
--$15,827,000, Securitized Asset Backed Receivables LLC Trust 2006-FR1, Mortgage Pass-Through Certificates, Series 2006-FR1, Class B-1 from BB (high) to C
--$14,196,449, Securitized Asset Backed Receivables LLC Trust 2006-FR1, Mortgage Pass-Through Certificates, Series 2006-FR1, Class B-2 from BB to C
--$0, Securitized Asset Backed Receivables LLC Trust 2006-FR1, Mortgage Pass-Through Certificates, Series 2006-FR1, Class B-3 from BB (low) to C
--$48,887,037, RALI Series 2006-QS2 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QS2, Class I-A-1 from AAA to BB
--$14,457,800, RALI Series 2006-QS2 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QS2, Class I-A-4 from AAA to BB
--$11,337,119, RALI Series 2006-QS2 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QS2, Class I-A-5 from AAA to BB
--$3,091,941, RALI Series 2006-QS2 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QS2, Class I-A-6 from AAA to BB
--$34,616,548, RALI Series 2006-QS2 Trust, (Notional) Mortgage Asset-Backed Pass-Through Certificates, Ser 2006-QS2 Class I-A-7 from AAA to BB
--$25,171,858, RALI Series 2006-QS2 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QS2, Class I-A-8 from AAA to BB
--$92,430,120, RALI Series 2006-QS2 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QS2, Class I-A-9 from AAA to BB
--$84,120,910, RALI Series 2006-QS2 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QS2, Class I-A-10 from AAA to BB
--$163,726,586, RALI Series 2006-QS2 Trust, (Notional) Mortgage Asset-Backed Pass-Through Certificates, Ser 2006-QS2, Cl I-A-11 from AAA to BB
--$1,162,866, RALI Series 2006-QS2 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QS2, Class I-A-13 from AAA to BB
--$63,684,541, RALI Series 2006-QS2 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QS2, Class I-A-14 from AAA to BB
--$63,684,541, RALI Series 2006-QS2 Trust, (Notional) Mortgage Asset-Backed Pass-Through Certificates Ser 2006-QS2 Class I-A-15 from AAA to BB
--$542,200, RALI Series 2006-QS2 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QS2, Class I-A-16 from AAA to BB
--$79,605,676, RALI Series 2006-QS2 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QS2, Class I-A-17 from AAA to BB
--$79,605,676, RALI Series 2006-QS2 Trust, (Notional) Mortgage Asset-Backed Pass-Through Certificates Ser 2006-QS2 Cl. I-A-18 from AAA to BB
--$2,675,966, RALI Series 2006-QS2 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QS2, Class I-A-P from AAA to BB
--$10,389,946, Wells Fargo Mortgage Backed Securities 2006-AR2 Trust, Mortgage Pass-Through Certificates, Series 2006-AR2 Class B-3 from AA to A
--$10,389,946, Wells Fargo Mortgage Backed Securities 2006-AR2 Trust, Mortgage Pass-Through Certificates, Series 2006-AR2 Class B-4 from AA (low) to BBB
--$10,389,946, Wells Fargo Mortgage Backed Securities 2006-AR2 Trust, Mortgage Pass-Through Certificates, Series 2006-AR2 Class B-5 from A (high) to BB
--$6,233,768, Wells Fargo Mortgage Backed Securities 2006-AR2 Trust, Mortgage Pass-Through Certificates, Series 2006-AR2 Class B-6 from A to B
--$6,233,768, Wells Fargo Mortgage Backed Securities 2006-AR2 Trust, Mortgage Pass-Through Certificates, Series 2006-AR2, Class B-7 from BBB to C
--$6,233,768, Wells Fargo Mortgage Backed Securities 2006-AR2 Trust, Mortgage Pass-Through Certificates, Series 2006-AR2, Class B-8 from BB to C
--$4,156,177, Wells Fargo Mortgage Backed Securities 2006-AR2 Trust, Mortgage Pass-Through Certificates, Series 2006-AR2, Class B-9 from B to C
--$31,877,000, C-BASS 2006-CB2 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-1 from AA (high) to A
--$29,974,000, C-BASS 2006-CB2 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-2 from AA to BBB
--$18,079,000, C-BASS 2006-CB2 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-3 from AA (low) to BB (high)
--$16,652,000, C-BASS 2006-CB2 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-4 from A to BB (low)
--$15,700,000, C-BASS 2006-CB2 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-5 from BBB (high) to B
--$14,749,000, C-BASS 2006-CB2 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-6 from BBB to C
--$13,797,000, C-BASS 2006-CB2 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-7 from BB to C
--$15,700,000, C-BASS 2006-CB2 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class B-1 from B to C
--$43,129,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-1 from AA (high) to A
--$39,208,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-2 from AA to BB
--$24,505,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-3 from AA (low) to B
--$22,055,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-4 from A to C
--$21,074,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-5 from BBB (high) to C
--$19,114,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-6 from BBB to C
--$17,153,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-7 from BB (high) to C
--$14,703,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-8 from BB to C
--$828,129, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-9 from BB (low) to C
--$44,106,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-OPT1, Mortgage Pass-Through Certificates, Series 2005-OPT1, Class A3 from AAA to A
--$7,094,707, Structured Asset Securities Corporation Mortgage Loan Trust 2005-OPT1, Mortgage Pass-Through Certificates, Series 2005-OPT1, Class A4-M from AAA to BBB (high)
--$24,235,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-OPT1, Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M1 from BBB to B
--$5,024,000, Structured Asset Securities Corporation Mortgage Loan Trust 2005-OPT1, Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M5 from BB (low) to C
--$3,910,833, Structured Asset Securities Corporation Mortgage Loan Trust 2005-OPT1, Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M6 from B (high) to C
--$0, Structured Asset Securities Corporation Mortgage Loan Trust 2005-OPT1, Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M7 from B (high) to C
--$0, Structured Asset Securities Corporation Mortgage Loan Trust 2005-OPT1, Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M8 from B to C
--$59,823,715, Terwin Mortgage Trust 2005-13SL, Asset-Backed Securities, Series 2005-13SL, Class A-1a Nts from BB (low) to C
--$105,390,000, Terwin Mortgage Trust 2005-13SL, Asset-Backed Securities, Series 2005-13SL, Class A-1b Nts from BB (low) to C
--$11,391,755, Terwin Mortgage Trust 2005-13SL, Asset-Backed Securities, Series 2005-13SL, Class A-2 Nts from BB (low) to C
--$17,589,706, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2, Asset Backed Pass-Through Certificates, Series NC 2006-HE2, Class A1A from AAA to BBB
--$78,573,115, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2, Asset Backed Pass-Through Certificates, Series NC 2006-HE2, Class A3 from AAA to BBB (high)
--$15,443,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2, Asset Backed Pass-Through Certificates, Series NC 2006-HE2, Class A4 from AAA to BBB
--$36,194,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2, Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M1 from AA (low) to B
--$23,881,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2, Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M2 from BBB to C
--$14,179,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2, Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M3 from BB (low) to C
--$13,060,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2, Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M4 from B (high) to C
--$12,687,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2, Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M5 from B to C
--$30,614,000, Accredited Mortgage Loan Trust 2006-1, Asset-Backed Notes, Series 2006-1, Class M-1 from AA (high) to A
--$28,607,000, Accredited Mortgage Loan Trust 2006-1, Asset-Backed Notes, Series 2006-1, Class M-2 from AA to BB
--$17,566,000, Accredited Mortgage Loan Trust 2006-1, Asset-Backed Notes, Series 2006-1, Class M-3 from AA (low) to B
--$16,562,000, Accredited Mortgage Loan Trust 2006-1, Asset-Backed Notes, Series 2006-1, Class M-4 from A (high) to C
--$15,056,000, Accredited Mortgage Loan Trust 2006-1, Asset-Backed Notes, Series 2006-1, Class M-5 from A (low) to C
--$12,045,000, Accredited Mortgage Loan Trust 2006-1, Asset-Backed Notes, Series 2006-1, Class M-6 from BBB to C
--$11,041,000, Accredited Mortgage Loan Trust 2006-1, Asset-Backed Notes, Series 2006-1, Class M-7 from BBB (low) to C
--$10,539,000, Accredited Mortgage Loan Trust 2006-1, Asset-Backed Notes, Series 2006-1, Class M-8 from BB (high) to C
--$10,038,000, Accredited Mortgage Loan Trust 2006-1, Asset-Backed Notes, Series 2006-1, Class M-9 from BB to C
--$33,378,238, CWALT, Inc. Alternative Loan Trust 2006-6CB, Mortgage Pass-Through Certificates, Series 2006-6CB, Class 1-A-1 from AAA to BBB (low)
--$140,597,250, CWALT, Inc. Alternative Loan Trust 2006-6CB, Mortgage Pass-Through Certificates, Series 2006-6CB, Class 1-A-4 from AAA to BBB (low)
--$65,349,000, CWALT, Inc. Alternative Loan Trust 2006-6CB, Mortgage Pass-Through Certificates, Series 2006-6CB, Class 1-A-5 from AAA to BBB (low)
--$442,614,405, CWALT, Inc. Alternative Loan Trust 2006-6CB, Mortgage Pass-Through Certificates, Series 2006-6CB, Class 1-A-8 from AAA to BBB (low)
--$8,752,750, CWALT, Inc. Alternative Loan Trust 2006-6CB, Mortgage Pass-Through Certificates, Series 2006-6CB, Class 1-A-9 from AAA to BBB (low)
--$48,300,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3, Home Equity Pass-Through Certificates, Series 2006-3, Class M-1 from AA (high) to BBB
--$43,400,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3, Home Equity Pass-Through Certificates, Series 2006-3, Class M-2 from A to BB (high)
--$25,900,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3, Home Equity Pass-Through Certificates, Series 2006-3, Class M-3 from BBB (high) to B (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-4 from BBB to C
--$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 from BB (high) to C
--$20,300,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3, Home Equity Pass-Through Certificates, Series 2006-3, Class M-6 from BB to C
--$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 from B (low) to C
--$11,680,600, CWALT, Inc. Alternative Loan Trust 2006-6CB, Mortgage Pass-Through Certificates, Series 2006-6CB, Class 2-A-12 from AAA to BB (high)
--$13,703,015, J.P. Morgan Mortgage Trust 2006-S1, Mortgage Pass-Through Certificates, Series 2006-S1, Class B-1 from AA to BB
--$5,709,557, J.P. Morgan Mortgage Trust 2006-S1, Mortgage Pass-Through Certificates, Series 2006-S1, Class B-2 from A to B
--$3,425,754, J.P. Morgan Mortgage Trust 2006-S1, Mortgage Pass-Through Certificates, Series 2006-S1, Class B-3 from BBB to C
--$2,283,803, J.P. Morgan Mortgage Trust 2006-S1, Mortgage Pass-Through Certificates, Series 2006-S1, Class B-4 from BB to C
--$29,062,000, Citigroup Mortgage Loan Trust 2006-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB3, Class M-1 from BBB (high) to B
--$25,692,000, Citigroup Mortgage Loan Trust 2006-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB3, Class M-2 from BB (high) to C
--$16,005,000, Citigroup Mortgage Loan Trust 2006-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB3, Class M-3 from BB to C
--$13,899,000, Citigroup Mortgage Loan Trust 2006-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB3, Class M-4 from BB (low) to C
--$12,635,000, Citigroup Mortgage Loan Trust 2006-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB3, Class M-5 from B (high) to C
--$10,530,000, Citigroup Mortgage Loan Trust 2006-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB3, Class M-6 from B to C
--$31,860,736, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class 1-A1B from AAA to BBB
--$44,668,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class 2-A2 from AA (high) to BBB
--$42,451,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class 2-A3 from AA to BBB
--$2,773,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class 2-A4A from AA to BBB
--$16,635,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class M1 from BBB (low) to B
--$15,076,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class M2 from BB (high) to C
--$9,877,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class M3 from BB to C
--$7,797,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class M4 from BB (low) to C
--$7,797,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class M5 from B (high) to C
--$6,238,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class M6 from B (high) to C
--$5,198,000, Lehman XS Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5, Class M7 from B to C
--$15,801,731, ResMAE Mortgage Loan Trust 2006-1, ResMAE Asset-Backed Pass-Through Certificates, Series 2006-1, Class A-1B from AAA to BBB
--$21,667,000, ResMAE Mortgage Loan Trust 2006-1, ResMAE Asset-Backed Pass-Through Certificates, Series 2006-1, Class A-2B from AAA to BB
--$20,944,000, ResMAE Mortgage Loan Trust 2006-1, ResMAE Asset-Backed Pass-Through Certificates, Series 2006-1, Class A-2C from AAA to BB
--$14,513,000, ResMAE Mortgage Loan Trust 2006-1, Asset-Backed Pass-Through Certificates, Series 2006-1, Class A-2D from AA (high) to BB
--$29,175,000, ResMAE Mortgage Loan Trust 2006-1, Asset-Backed Pass-Through Certificates, Series 2006-1, Class M-1 from BBB to B
--$26,931,000, ResMAE Mortgage Loan Trust 2006-1, Asset-Backed Pass-Through Certificates, Series 2006-1, Class M-2 from BB to C
--$16,458,000, ResMAE Mortgage Loan Trust 2006-1, Asset-Backed Pass-Through Certificates, Series 2006-1, Class M-3 from B (high) to C
--$153,186,312, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset Backed Pass-Through Certificates, Series 2006-HE2, Class A-1 from AAA to AA
--$42,425,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset Backed Pass-Through Certificates, Series 2006-HE2, Class A-2C from AAA to AA
--$37,115,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset Backed Pass-Through Certificates, Series 2006-HE2, Class A-2D from AAA to AA
--$38,053,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset Backed Pass-Through Certificates, Series 2006-HE2, Class M-1 from AA (high) to BB (high)
--$34,764,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-2 from A (high) to B (high)
--$20,670,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-3 from BB to C
--$17,382,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-4 from B (high) to C
--$16,912,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-5 from B to C
--$103,062,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE2, Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Certificates, Class A-3 from AAA to AA
--$35,042,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE2, Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Certificates, Class A-4 from AAA to A
--$30,107,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE2, Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Certificates, Class M-1 from AA (high) to A (low)
--$27,505,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE2, Home Equity Loan Trust Asset-Backed Certificates, Series 2006-HE2, Class M-2 from AA (low) to BB (high)
--$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 from A to BB (low)
--$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 from A (low) to B
--$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 from BBB to C
--$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 from BBB (low) to C
--$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 from BB (high) to C
--$10,766,618, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE2, Home Equity Loan Trust Asset-Backed Certificates, Series 2006-HE2, Class M-8 from BB to C
--$0, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE2, Home Equity Loan Trust Asset-Backed Certificates, Series 2006-HE2, Class M-9 from B (high) to C
--$87,283,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE4, Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M1 from AA (low) to B
--$25,003,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE4, Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M2 from BBB (low) to C
--$17,729,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE4, Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M3 from BB (high) to C
--$56,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class M-1 from A (low) to BB (low)
--$52,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class M-2 from BBB (high) to C
--$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 from BB to C
--$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 from B to C
--$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 from B (low) to C
--$98,432,000, Structured Asset Securities Corporation Mortgage Loan Trust 2006-S2, Mortgage Pass-Through Certificates, Series 2006- S2, Class A2 from AAA to B
--$106,635,000, Structured Asset Securities Corporation Mortgage Loan Trust 2006-S2, Mortgage Pass-Through Certificates, Series 2006-S2, Class M1 from BB to C
--$34,779,000, Structured Asset Securities Corporation Mortgage Loan Trust 2006-S2, Mortgage Pass-Through Certificates, Series 2006-S2, Class M2 from B to C
--$18,222,000, C-BASS 2006-CB4 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-1 from A to BBB
--$17,181,000, C-BASS 2006-CB4 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-2 from BBB (high) to BB (low)
--$10,152,000, C-BASS 2006-CB4 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-3 from BBB to B (high)
--$8,850,000, C-BASS 2006-CB4 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-4 from BBB (low) to B
--$8,850,000, C-BASS 2006-CB4 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-5 from BB to C
--$8,069,000, C-BASS 2006-CB4 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-6 from B to C
--$57,343,494, Structured Asset Securities Corporation Mortgage Loan Trust 2006-ARS1, Mortgage Pass-Through Certificates, Series 2006-ARS1, Class A1 from B to C
--$99,317,876, Citigroup Mortgage Loan Trust 2006-NC1, Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class A-1 from AAA to A
--$74,929,000, Citigroup Mortgage Loan Trust 2006-NC1, Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class A-2C from AAA to A
--$50,850,000, Citigroup Mortgage Loan Trust 2006-NC1, Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class A-2D from AAA to A
--$39,913,000, Citigroup Mortgage Loan Trust 2006-NC1, Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-1 from BBB to B
--$47,701,000, Citigroup Mortgage Loan Trust 2006-NC1, Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-2 from BB to C
--$18,496,000, Citigroup Mortgage Loan Trust 2006-NC1, Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-3 from B (high) to C
--$16,549,000, Citigroup Mortgage Loan Trust 2006-NC1, Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-4 from B to C
--$99,632,534, 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 from BB to C
--$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 from BB (low) to C
--$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 from B (high) to C
--$19,623,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-WF1, Home Equity Loan Trust, Asset-Backed Certificates, Series 2006-WF1, Class M-2 from AA (high) to A
--$11,524,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-WF1, Home Equity Loan Trust, Asset-Backed Certificates, Series 2006-WF1, Class M-3 from AA to BBB
--$10,278,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-WF1, Home Equity Loan Trust, Asset-Backed Certificates, Series 2006-WF1, Class M-4 from AA (low) to BB (high)
--$9,344,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-WF1, Home Equity Loan Trust, Asset-Backed Certificates, Series 2006-WF1, Class M-5 from A (high) to BB
--$9,032,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-WF1, Home Equity Loan Trust, Asset-Backed Certificates, Series 2006-WF1, Class M-6 from A to B (high)
--$8,721,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-WF1, Home Equity Loan Trust, Asset-Backed Certificates, Series 2006-WF1, Class M-7 from A (low) to B
--$7,164,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-WF1, Home Equity Loan Trust, Asset-Backed Certificates, Series 2006-WF1, Class M-8 from BBB (high) to C
--$4,983,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-WF1, Home Equity Loan Trust, Asset-Backed Certificates, Series 2006-WF1, Class B-1 from BBB (low) to C
--$5,606,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-WF1, Home Equity Loan Trust, Asset-Backed Certificates, Series 2006-WF1, Class B-2 from BB (high) to C
--$4,672,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-WF1, Home Equity Loan Trust, Asset-Backed Certificates, Series 2006-WF1, Class M-9 from BBB to C
--$25,764,000, C-BASS 2006-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-1 from AA to BBB
--$30,838,000, C-BASS 2006-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-2 from A to BB (low)
--$12,101,000, C-BASS 2006-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-3 from A (low) to B (high)
--$12,882,000, C-BASS 2006-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-4 from BBB (high) to B
--$12,101,000, C-BASS 2006-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-5 from BB to C
--$10,540,000, C-BASS 2006-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-6 from B (high) to C
--$10,149,000, C-BASS 2006-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-7 from B to C
--$6,636,000, C-BASS 2006-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-8 from B (low) to C
--$148,228,904, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6, Home Equity Pass-Through Certificates, Series 2006-6, Class 1-A-1 from AAA to A
--$57,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6, Home Equity Pass-Through Certificates, Series 2006-6, Class 2-A-2 from AAA to AA
--$58,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6, Home Equity Pass-Through Certificates, Series 2006-6, Class 2-A-3 from AAA to A
--$34,325,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6, Home Equity Pass-Through Certificates, Series 2006-6, Class 2-A-4 from AAA to BB
--$31,025,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6, Home Equity Pass-Through Certificates, Series 2006-6, Class M-1 from BB (high) to C
--$28,900,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6, Home Equity Pass-Through Certificates, Series 2006-6, Class M-2 from BB to C
--$17,000,000, Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6, Home Equity Pass-Through Certificates, Series 2006-6, Class M-3 from B (high) to C
--$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 from B to C
--$23,657,000, J.P. Morgan Mortgage Acquisition Trust 2006-WF1, Mortgage Pass Through Certificates, Series 2006-WF1, Class M-1 from AA (high) to A
--$19,714,000, J.P. Morgan Mortgage Acquisition Trust 2006-WF1, Mortgage Pass Through Certificates, Series 2006-WF1, Class M-2 from AA to BB
--$9,857,000, J.P. Morgan Mortgage Acquisition Trust 2006-WF1, Mortgage Pass Through Certificates, Series 2006-WF1, Class M-3 from AA (low) to C
--$17,499,000, Citigroup Mortgage Loan Trust 2006-WFHE2, Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-3 from AA (low) to A
--$15,069,000, Citigroup Mortgage Loan Trust 2006-WFHE2, Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-5 from A (high) to BB (low)
--$9,236,000, Citigroup Mortgage Loan Trust 2006-WFHE2, Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-6 from A to B (high)
--$10,694,000, Citigroup Mortgage Loan Trust 2006-WFHE2, Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-7 from A (low) to B
--$8,749,000, Citigroup Mortgage Loan Trust 2006-WFHE2, Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-8 from BBB (high) to C
--$11,666,000, Citigroup Mortgage Loan Trust 2006-WFHE2, Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-9 from BBB to C
--$11,666,000, Citigroup Mortgage Loan Trust 2006-WFHE2, Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-10 from BB to C
--$11,666,000, Citigroup Mortgage Loan Trust 2006-WFHE2, Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-11 from B to C
--$16,527,000, Citigroup Mortgage Loan Trust 2006-WFHE2, Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-4 from A (high) to BBB
--$92,750,000, MASTR Asset Backed Securities Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3, Class A-3 from BBB to B
--$51,281,000, MASTR Asset Backed Securities Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3, Class A-4 from BBB to B (low)
--$19,419,000, MASTR Asset Backed Securities Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3, Class M-1 from B to C
--$17,750,000, MASTR Asset Backed Securities Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3, Class M-2 from B (low) to C
--$138,261,161, Home Equity Mortgage Trust Series 2006-4, Home Equity Mortgage Pass-Through Certificates, Series 2006-4, Class A-1 from A to C
--$47,000,000, Home Equity Mortgage Trust Series 2006-4, Home Equity Mortgage Pass-Through Certificates, Series 2006-4, Class A-2 from BB (high) to C
--$31,700,000, Home Equity Mortgage Trust Series 2006-4, Home Equity Mortgage Pass-Through Certificates, Series 2006-4, Class A-3 from B to C
--$197,183,216, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class I-A-1 from AAA to A
--$26,761,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class II-A-2 from AAA to AA
--$71,405,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class II-A-3 from AAA to BBB
--$16,605,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class II-A-4 from AAA to BB
--$43,534,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-1 from AA (high) to BB
--$40,309,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-2 from A (high) to B
--$24,723,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-3 from A (low) to C
--$21,498,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-4 from BBB (high) to C
--$19,886,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-5 from BBB to C
--$18,273,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-6 from BBB (low) to C
--$17,198,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-7 from BB (high) to C
--$15,048,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-8 from BB to C
--$773,380, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class M-9 from BB (low) to C
--$32,670,000, DSLA Mortgage Loan Trust 2006-AR2, Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-1 from AA (high) to BB
--$13,915,000, DSLA Mortgage Loan Trust 2006-AR2, Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-2 from AA to C
--$7,260,000, DSLA Mortgage Loan Trust 2006-AR2, Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-3 from AA (low) to C
--$6,655,000, DSLA Mortgage Loan Trust 2006-AR2, Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-4 from A (high) to C
--$7,260,468, DSLA Mortgage Loan Trust 2006-AR2, Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-5 from A (low) to C
--$6,052,911, DSLA Mortgage Loan Trust 2006-AR2, Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-6 from BBB (high) to C
--$6,658,486, DSLA Mortgage Loan Trust 2006-AR2, Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-7 from BBB to C
--$149,617,952, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class A-1 from AAA to A
--$56,854,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class A-2B from AAA to AA
--$88,953,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class A-2C from AAA to A
--$47,036,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class A-2D from AAA to A
--$54,827,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class M-1 from AA (low) to B
--$46,629,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class M-2 from BBB (high) to C
--$16,397,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class M-3 from BBB to C
--$33,818,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class M-4 from BB (high) to C
--$9,736,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class M-5 from BB to C
--$11,785,000, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class B-1 from BB to C
--$6,014,014, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class B-2 from BB (low) to C
--$0, Securitized Asset Backed Receivables LLC Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2, Class B-3 from B to C
--$137,780,030, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4, Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-1 from A (high) to BB (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 from AA to BB (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 from A (high) to BB
--$40,901,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4, Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-2D from A (high) to B
--$27,747,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4, Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-1 from BB (low) to C
--$25,991,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4, Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-2 from B (high) to C
--$15,103,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4, Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-3 from B to C
--$15,073,602, RESI Finance Limited Partnership 2006-C & RESI Finance DE Corporation 2006-C, Real Estate Synthetic Investment Notes, Series 2006-C, Class B4 from A (high) to A
--$46,591,675, RESI Finance Limited Partnership 2006-C & RESI Finance DE Corporation 2006-C, Real Estate Synthetic Investment Notes, Series 2006-C, Class B5 from BBB (high) to BBB (low)
--$20,555,092, RESI Finance Limited Partnership 2006-C & RESI Finance DE Corporation 2006-C, Real Estate Synthetic Investment Notes, Series 2006-C, Class B6 from A (low) to BB
--$20,555,092, RESI Finance Limited Partnership 2006-C & RESI Finance DE Corporation 2006-C, Real Estate Synthetic Investment Notes, Series 2006-C, Class B7 from A (low) to B
--$20,555,092, RESI Finance Limited Partnership 2006-C & RESI Finance DE Corporation 2006-C, Real Estate Synthetic Investment Notes, Series 2006-C, Class B8 from BBB to C
--$19,184,222, RESI Finance Limited Partnership 2006-C & RESI Finance DE Corporation 2006-C, Real Estate Synthetic Investment Notes, Series 2006-C, Class B9 from BB (high) to C
--$13,702,732, RESI Finance Limited Partnership 2006-C & RESI Finance DE Corporation 2006-C, Real Estate Synthetic Investment Notes, Series 2006-C, Class B10 from BB to C
--$13,702,732, RESI Finance Limited Partnership 2006-C & RESI Finance DE Corporation 2006-C, Real Estate Synthetic Investment Notes, Series 2006-C, Class B11 from BB (low) to C
--$20,555,092, RESI Finance Limited Partnership 2006-C & RESI Finance DE Corporation 2006-C, Real Estate Synthetic Investment Notes, Series 2006-C, Class B12 from B (low) to C
--$28,562,000, C-BASS 2006-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-1 from AA (low) to BB (high)
--$40,803,000, C-BASS 2006-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-2 from BBB (low) to B (high)
--$14,508,000, C-BASS 2006-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-3 from BB (high) to B
--$14,054,000, C-BASS 2006-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-4 from BB to C
--$14,961,000, C-BASS 2006-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-5 from BB (low) to C
--$9,974,000, C-BASS 2006-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-6 from B (high) to C
--$9,067,000, C-BASS 2006-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-7 from B to C
--$8,161,000, C-BASS 2006-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-8 from B to C
--$113,518,548, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class A-1 from A to B
--$129,315,760, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class A-2A from A to B
--$173,431,000, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class A-2C from BBB to B
--$40,578,000, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class A-2D from BB to B
--$32,531,000, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class M-1 from B (high) to C
--$30,029,000, Securitized Asset Backed Receivables LLC Trust 2006-WM2, Mortgage Pass-Through Certificates, Series 2006-WM2, Class M-2 from B to C
--$74,032,000, Citigroup Mortgage Loan Trust 2006-WFHE3, Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-2 from AA to A (high)
--$29,288,000, Citigroup Mortgage Loan Trust 2006-WFHE3, Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-3 from AA (low) to A
--$27,661,000, Citigroup Mortgage Loan Trust 2006-WFHE3, Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-4 from A (high) to BB
--$25,220,000, Citigroup Mortgage Loan Trust 2006-WFHE3, Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-5 from A to B
--$19,525,000, Citigroup Mortgage Loan Trust 2006-WFHE3, Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-6 from A (low) to C
--$17,085,000, Citigroup Mortgage Loan Trust 2006-WFHE3, Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-7 from BBB (high) to C
--$15,458,000, Citigroup Mortgage Loan Trust 2006-WFHE3, Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-8 from BBB (high) to C
--$16,271,000, Citigroup Mortgage Loan Trust 2006-WFHE3, Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-9 from BBB to C
--$20,338,000, Citigroup Mortgage Loan Trust 2006-WFHE3, Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-10 from BB to C
--$16,270,000, Citigroup Mortgage Loan Trust 2006-WFHE3, Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-11 from B to C
--$10,094,000, Citigroup Mortgage Loan Trust 2006-FX1, Asset-Backed Pass-Through Certificates, Series 2006-FX1, Class M-2 from BB to B
--$7,992,000, Citigroup Mortgage Loan Trust 2006-FX1, Asset-Backed Pass-Through Certificates, Series 2006-FX1, Class M-3 from B to C
--$263,539,693, Home Equity Mortgage Trust 2006-5, Home Equity Mortgage Pass-Through Certificates, Series 2006-5, Class A-1 from BB to C
--$59,500,000, Home Equity Mortgage Trust 2006-5, Home Equity Mortgage Pass-Through Certificates, Series 2006-5, Class A-2 from BB (low) to C
--$59,500,000, Home Equity Mortgage Trust 2006-5, Home Equity Mortgage Pass-Through Certificates, Series 2006-5, Class A-3 from B to C
--$49,974,925, HarborView Mortgage Loan Trust 2006-SB1, Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class A-1B from AAA to BB
--$7,877,131, HarborView Mortgage Loan Trust 2006-SB1, Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class M-1 from BBB to B
--$5,655,624, HarborView Mortgage Loan Trust 2006-SB1, Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class M-2 from BB to C
--$3,029,921, HarborView Mortgage Loan Trust 2006-SB1, Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class M-3 from BB to C
--$3,030,249, HarborView Mortgage Loan Trust 2006-SB1, Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class M-4 from B to C
--$283,542,721, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class I-A-1 from AA (low) to BBB
--$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 from AA (low) to BBB
--$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 from AA (low) to C
--$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 from AA (low) to C
--$46,051,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class M-1 from A (low) to C
--$41,753,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class M-2 from BBB to C
--$25,788,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class M-3 from BBB (low) to C
--$22,104,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class M-4 from BB (high) to C
--$20,876,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class M-5 from BB (high) to C
--$19,034,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class M-6 from BB to C
--$18,420,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class M-7 from BB (low) to C
--$15,964,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class M-8 from B (high) to C
--$3,983,833, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class M-9 from B to C
--$22,296,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-1 from AA (low) to BB (high)
--$30,012,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-2 from A (low) to B (high)
--$11,436,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-3 from BB (high) to B
--$11,719,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-4 from BB to C
--$13,720,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-5 from BB (low) to C
--$8,003,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-6 from B (high) to C
--$10,576,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-7 from B to C
--$2,858,000, C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-8 from B (low) to C
--$94,015,000, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class A-2B from AAA to BBB
--$15,949,000, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class A-2C from AAA to BB
--$19,348,000, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class M-1 from A to B
--$18,492,000, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class M-2 from BBB to C
--$6,022,000, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class M-3 from BBB to C
--$13,976,000, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class M-4 from BB (high) to C
--$4,515,000, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class M-5 from BB to C
--$4,515,000, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class B-1 from BB to C
--$3,505,954, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class B-2 from BB (low) to C
--$0, Securitized Asset Backed Receivables LLC Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3, Class B-3 from B to C
--$0, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-FM2, Asset-Backed Certificates, Series 2006-FM2, Class B-1 from B (low) to C
--$39,500,000, Citigroup Mortgage Loan Trust 2006-WFHE4, Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-2 from AA to A
--$15,457,000, Citigroup Mortgage Loan Trust 2006-WFHE4, Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-3 from AA (low) to BBB
--$14,168,000, Citigroup Mortgage Loan Trust 2006-WFHE4, Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-4 from A (high) to BB
--$13,739,000, Citigroup Mortgage Loan Trust 2006-WFHE4, Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-5 from A to B
--$8,587,000, Citigroup Mortgage Loan Trust 2006-WFHE4, Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-6 from A (low) to C
--$9,875,000, Citigroup Mortgage Loan Trust 2006-WFHE4, Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-7 from BBB (high) to C
--$7,728,000, Citigroup Mortgage Loan Trust 2006-WFHE4, Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-8 from BBB (high) to C
--$9,016,000, Citigroup Mortgage Loan Trust 2006-WFHE4, Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-9 from BBB to C
--$12,022,000, Citigroup Mortgage Loan Trust 2006-WFHE4, Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-10 from BB to C
--$8,587,000, Citigroup Mortgage Loan Trust 2006-WFHE4, Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-11 from B to C
--$165,891,511, RALI Series 2006-QH1 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QH1, Class A-1 from AAA to BBB
--$69,120,959, RALI Series 2006-QH1 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QH1, Class A-2 from AAA to BBB
--$41,473,094, RALI Series 2006-QH1 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QH1, Class A-3 from AAA to BBB
--$8,342,000, RALI Series 2006-QH1 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QH1, Class M-1 from BBB (high) to C
--$4,426,000, RALI Series 2006-QH1 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QH1, Class M-2 from BB to C
--$1,703,000, RALI Series 2006-QH1 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QH1, Class M-3 from B (high) to C
--$1,702,000, RALI Series 2006-QH1 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QH1, Class M-4 from B to C
--$1,702,000, RALI Series 2006-QH1 Trust, Mortgage Asset-Backed Pass-Through Certificates, Series 2006-QH1, Class M-5 from B (low) to C
--$50,542,527, First Franklin Mortgage Loan Trust 2006-FFB, Mortgage Pass-Through Certificates, Series 2006-FFB, Class A1 from AA (low) to C
--$163,222,804, First Franklin Mortgage Loan Trust 2006-FFB, Mortgage Pass-Through Certificates, Series 2006-FFB, Class A2 from BBB to C
--$79,381,000, First Franklin Mortgage Loan Trust 2006-FFB, Mortgage Pass-Through Certificates, Series 2006-FFB, Class A3 from BB to C
--$61,215,000, First Franklin Mortgage Loan Trust 2006-FFB, Mortgage Pass-Through Certificates, Series 2006-FFB, Class A4 from BB to C
--$55,840,000, Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2006-HE7, Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M1 from BB to C
--$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 from B to C
--$242,620,873, ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3, Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-1A from A to B
--$190,062,059, ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3, Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-1B from A to B
--$100,421,905, ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3, Asset Backed Pass-Through Certificates, Series 2006-NC3, Class A-2A from AAA to BBB
--$94,679,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3, Asset Backed Pass-Through Certificates, Series 2006-NC3, Class A-2B from AAA to BB (high)
--$78,157,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3, Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-2C from A to BB
--$89,489,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3, Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-2D from A to B
--$49,546,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3, Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-1 from B (high) to C
--$45,042,000, ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3, Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-2 from B to C
--$72,092,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-2 from AAA to A
--$116,880,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-3 from AA (high) to BB (high)
--$82,496,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-4 from AA (high) to BB
--$28,281,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-1 from BBB (low) to C
--$22,930,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-2 from BB (high) to C
--$13,758,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-3 from BB to C
--$11,848,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-4 from BB (low) to C
--$12,229,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-5 from B (high) to C
--$9,554,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-6 from B to C
--$9,172,000, C-BASS 2006-CB9 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-7 from B to C
--$244,681,474, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class I-A-1 from AAA to A
--$130,471,599, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class II-A-1 from AAA to A
--$26,333,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class II-A-2 from AAA to BBB
--$65,731,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class II-A-3 from AAA to BB
--$21,643,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class II-A-4 from AAA to BB
--$39,551,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class M-1 from AA (high) to C
--$35,829,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class M-2 from A (high) to C
--$21,869,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class M-3 from A (low) to C
--$19,543,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class M-4 from BBB (high) to C
--$17,681,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class M-5 from BBB to C
--$15,820,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class M-6 from BBB (low) to C
--$14,424,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class M-7 from BB (high) to C
--$8,188,834, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class M-8 from BB to C
--$0, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-2, Asset-Backed Certificates, Series 2007-2, Class M-9 from BB (low) to C
--$21,659,000, Citigroup Mortgage Loan Trust 2007-WFHE1, Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-2 from AA to A
--$6,922,000, Citigroup Mortgage Loan Trust 2007-WFHE1, Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-3 from AA (low) to B
--$7,815,000, Citigroup Mortgage Loan Trust 2007-WFHE1, Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-4 from A (high) to C
--$8,261,000, Citigroup Mortgage Loan Trust 2007-WFHE1, Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-5 from A to C
--$6,252,000, Citigroup Mortgage Loan Trust 2007-WFHE1, Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-6 from A (low) to C
--$4,912,000, Citigroup Mortgage Loan Trust 2007-WFHE1, Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-7 from A (low) to C
--$4,019,000, Citigroup Mortgage Loan Trust 2007-WFHE1, Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-8 from BBB (high) to C
--$4,465,000, Citigroup Mortgage Loan Trust 2007-WFHE1, Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-9 from BBB to C
--$6,476,000, Citigroup Mortgage Loan Trust 2007-WFHE1, Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-10 from BBB (low) to C
--$4,690,000, Citigroup Mortgage Loan Trust 2007-WFHE1, Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-11 from BB to C
--$143,750,821, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-1A from BBB (high) to B
--$67,016,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2C from BBB (high) to BB
--$81,626,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2D from BBB (high) to B
--$28,161,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1, Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-1 from B to C
--$6,620,379, RESI Finance Limited Partnership 2007-A & RESI Finance DE Corporation 2007-A, Real Estate Synthetic Investment Notes, Series 2007-A, Class B3 from AA (low) to BBB
--$26,484,480, RESI Finance Limited Partnership 2007-A & RESI Finance DE Corporation 2007-A, Real Estate Synthetic Investment Notes, Series 2007-A, Class B4 from A (high) to BB
--$13,241,746, RESI Finance Limited Partnership 2007-A & RESI Finance DE Corporation 2007-A, Real Estate Synthetic Investment Notes, Series 2007-A, Class B5 from A to B
--$26,484,480, RESI Finance Limited Partnership 2007-A & RESI Finance DE Corporation 2007-A, Real Estate Synthetic Investment Notes, Series 2007-A, Class B6 from A (low) to C
--$19,863,113, RESI Finance Limited Partnership 2007-A & RESI Finance DE Corporation 2007-A, Real Estate Synthetic Investment Notes, Series 2007-A, Class B7 from BBB (high) to C
--$19,863,113, RESI Finance Limited Partnership 2007-A & RESI Finance DE Corporation 2007-A, Real Estate Synthetic Investment Notes, Series 2007-A, Class B8 from BBB to C
--$13,241,746, RESI Finance Limited Partnership 2007-A & RESI Finance DE Corporation 2007-A, Real Estate Synthetic Investment Notes, Series 2007-A, Class B9 from BBB (low) to C
--$19,863,113, RESI Finance Limited Partnership 2007-A & RESI Finance DE Corporation 2007-A, Real Estate Synthetic Investment Notes, Series 2007-A, Class B10 from BB to C
--$13,241,746, RESI Finance Limited Partnership 2007-A & RESI Finance DE Corporation 2007-A, Real Estate Synthetic Investment Notes, Series 2007-A, Class B11 from B (high) to C
--$19,863,113, RESI Finance Limited Partnership 2007-A & RESI Finance DE Corporation 2007-A, Real Estate Synthetic Investment Notes, Series 2007-A, Class B12 from B (low) to C
--$9,704,000, C-BASS 2007-CB1 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-4 from B to C
--$9,098,000, C-BASS 2007-CB1 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-5 from B (low) to C
--$219,692,094, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-A-1 from AAA to AA (high)
--$120,535,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-A-2 from AAA to AA
--$142,579,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-A-3 from AAA to AA
--$53,645,138, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-A-4 from AAA to BB
--$11,829,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-1 from AA (high) to C
--$5,175,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-2 from AA to C
--$3,696,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-3 from AA (low) to C
--$2,957,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-4 from A (high) to C
--$3,696,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-5 from A to C
--$2,957,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-6 from BBB (high) to C
--$3,696,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-7 from BBB to C
--$4,066,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-8 from BBB (low) to C
--$407,942,895, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-A-1 from AAA to AA (high)
--$45,326,893, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-A-2 from AAA to BBB
--$6,846,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-2 from AA to C
--$3,993,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-3 from AA (low) to C
--$3,708,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-4 from A (high) to C
--$3,423,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-5 from A to C
--$5,990,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-6 from BBB (high) to C
--$3,708,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-7 from BBB to C
--$3,708,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-8 from BBB (low) to C
--$7,416,000, BCAP LLC Trust 2007-AA1, Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-1 from AA (high) to C
--$210,717,486, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class A-1 from AAA to A
--$96,423,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class A-2B from AAA to BBB
--$20,213,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class A-2C from AAA to BBB (low)
--$27,088,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-1 from AA (high) to B
--$37,845,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-2 from AA to C
--$13,145,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-3 from A (high) to C
--$12,748,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-4 from A (low) to C
--$12,748,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-5 from BBB (high) to C
--$4,382,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-6 from BBB to C
--$15,535,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-7 from BBB (low) to C
--$7,967,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-8 from BBB (low) to C
--$9,561,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-9 from BB (high) to C
--$10,358,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-10 from BB to C
--$4,781,000, Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-11 from BB (low) to C
--$187,478,407, ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2, Asset Backed Pass-Through Certificates, Series 2007-HE2, Class A-1A from AAA to BBB (high)
--$105,107,065, ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2, Asset Backed Pass-Through Certificates, Series 2007-HE2, Class A-2A from AAA to AA
--$34,813,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2, Asset Backed Pass-Through Certificates, Series 2007-HE2, Class A-2B from AAA to B (high)
--$48,689,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2, Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class A-2C from AA to B
--$33,243,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2, Asset Backed Pass-Through Certificates, Series 2007-HE2, Class A-2D from AAA to B (low)
--$32,354,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2, Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-1 from BB (high) to B
--$30,381,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2, Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-2 from BB (low) to C
--$18,939,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2, Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-3 from B (high) to C
--$16,177,000, ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2, Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-4 from B to C
--$205,017,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class A-2B from AAA to BB
--$45,405,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class A-2C from AAA to B
--$48,396,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-1 from A (high) to C
--$47,602,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-2 from A (low) to C
--$26,975,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-3 from BBB (high) to C
--$23,008,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-4 from BBB to C
--$23,801,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-5 from BBB (low) to C
--$21,421,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-6 from BB (high) to C
--$20,628,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-7 from BB to C
--$16,661,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-8 from BB to C
--$12,694,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-9 from BB (low) to C
--$15,868,000, Citigroup Mortgage Loan Trust 2007-AMC1, Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-10 from B to C
--$1,984,792, EASI Finance Limited Partnership 2007-1 & EASI Finance DE Corporation 2007-1, EASI Synthetic Investment Notes, Series 2007-1, Class B3 from A (high) to B (high)
--$3,969,585, EASI Finance Limited Partnership 2007-1 & EASI Finance DE Corporation 2007-1, EASI Synthetic Investment Notes, Series 2007-1, Class B4 from A to B (high)
--$9,924,947, EASI Finance Limited Partnership 2007-1 & EASI Finance DE Corporation 2007-1, EASI Synthetic Investment Notes, Series 2007-1, Class B5 from BBB to C
--$1,984,792, EASI Finance Limited Partnership 2007-1 & EASI Finance DE Corporation 2007-1, EASI Synthetic Investment Notes, Series 2007-1, Class B6 from BBB (low) to C
--$1,984,792, EASI Finance Limited Partnership 2007-1 & EASI Finance DE Corporation 2007-1, EASI Synthetic Investment Notes, Series 2007-1, Class B7 from BB (high) to C
--$1,984,792, EASI Finance Limited Partnership 2007-1 & EASI Finance DE Corporation 2007-1, EASI Synthetic Investment Notes, Series 2007-1, Class B8 from BB to C
--$1,984,792, EASI Finance Limited Partnership 2007-1 & EASI Finance DE Corporation 2007-1, EASI Synthetic Investment Notes, Series 2007-1, Class B9 from BB to C
--$1,984,792, EASI Finance Limited Partnership 2007-1 & EASI Finance DE Corporation 2007-1, EASI Synthetic Investment Notes, Series 2007-1, Class B10 from BB (low) to C
--$1,984,792, EASI Finance Limited Partnership 2007-1 & EASI Finance DE Corporation 2007-1, EASI Synthetic Investment Notes, Series 2007-1, Class B11 from B (high) to C
--$1,984,792, EASI Finance Limited Partnership 2007-1 & EASI Finance DE Corporation 2007-1, EASI Synthetic Investment Notes, Series 2007-1, Class B12 from B to C
--$9,728,036, RESI Finance Limited Partnership 2007-B & RESI Finance DE Corporation 2007-B, Real Estate Synthetic Investment Notes, Series 2007-B, Class B3 from A (high) to BBB
--$13,896,771, RESI Finance Limited Partnership 2007-B & RESI Finance DE Corporation 2007-B, Real Estate Synthetic Investment Notes, Series 2007-B, Class B4 from A (high) to BB
--$13,896,771, RESI Finance Limited Partnership 2007-B & RESI Finance DE Corporation 2007-B, Real Estate Synthetic Investment Notes, Series 2007-B, Class B5 from A to BB (low)
--$27,794,530, RESI Finance Limited Partnership 2007-B & RESI Finance DE Corporation 2007-B, Real Estate Synthetic Investment Notes, Series 2007-B, Class B6 from A (low) to B (high)
--$27,794,530, RESI Finance Limited Partnership 2007-B & RESI Finance DE Corporation 2007-B, Real Estate Synthetic Investment Notes, Series 2007-B, Class B7 from BBB to B (low)
--$13,896,771, RESI Finance Limited Partnership 2007-B & RESI Finance DE Corporation 2007-B, Real Estate Synthetic Investment Notes, Series 2007-B, Class B8 from BBB to C
--$20,845,650, RESI Finance Limited Partnership 2007-B & RESI Finance DE Corporation 2007-B, Real Estate Synthetic Investment Notes, Series 2007-B, Class B9 from BB (high) to C
--$13,896,771, RESI Finance Limited Partnership 2007-B & RESI Finance DE Corporation 2007-B, Real Estate Synthetic Investment Notes, Series 2007-B, Class B10 from BB to C
--$13,896,771, RESI Finance Limited Partnership 2007-B & RESI Finance DE Corporation 2007-B, Real Estate Synthetic Investment Notes, Series 2007-B, Class B11 from B (high) to C
--$20,845,650, RESI Finance Limited Partnership 2007-B & RESI Finance DE Corporation 2007-B, Real Estate Synthetic Investment Notes, Series 2007-B, Class B12 from B (low) to C
--$493,043,258, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class A-1 from AAA to BB
--$116,659,371, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class A-2 from AAA to BB
--$330,788,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class A-3B from AAA to BB
--$77,013,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class A-3C from AAA to B
--$72,745,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-1 from A (high) to C
--$67,234,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-2 from A (low) to C
--$38,577,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-3 from BBB (high) to C
--$35,271,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-4 from BBB to C
--$33,066,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-5 from BBB (low) to C
--$31,963,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-6 from BB (high) to C
--$28,658,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-7 from BB to C
--$25,350,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-8 from BB (low) to C
--$20,942,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-9 from B (high) to C
--$25,351,000, Citigroup Mortgage Loan Trust 2007-AMC2, Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-10 from B to C
--$8,769,000, C-BASS Mortgage Loan Trust 2007-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-3 from BB to B
--$7,869,000, C-BASS Mortgage Loan Trust 2007-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-4 from BB (low) to C
--$7,195,000, C-BASS Mortgage Loan Trust 2007-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-5 from B (high) to C
--$5,396,000, C-BASS Mortgage Loan Trust 2007-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-6 from B to C
--$4,047,000, C-BASS Mortgage Loan Trust 2007-CB3, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-1 from B to C
--$377,639,798, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class I-1-A from AAA to BB
--$48,243,770, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class I-2-A-2 from AAA to BB
--$14,527,000, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class I-M-1 from AA (high) to C
--$9,146,000, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class I-M-2 from AA to C
--$5,380,000, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class I-M-3 from AA (low) to C
--$5,380,000, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class I-M-4 from A (high) to C
--$5,380,000, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class I-M-5 from A to C
--$5,380,000, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class I-M-6 from A (low) to C
--$4,842,000, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class I-M-7 from BBB to C
--$5,380,000, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class I-M-8 from BBB (low) to C
--$39,694,566, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-A-1 from AAA to A
--$54,313,672, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-A-2 from AAA to BB
--$10,862,735, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-A-3 from AAA to BB
--$27,593, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-A-4 from AAA to BB
--$21,210,028, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-A-5 from AAA to BB
--$27,593, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-A-6 from AAA to BB
--$65,598,000, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-A-7 from AAA to A
--$18,436,248, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-A-8 from AAA to BB
--$2,064,000, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-A-10 from AAA to BB
--$39,541,934, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-A-11 from AAA to A
--$34,749,452, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-A-12 from AAA to A
--$3,736,713, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-A-13 from AAA to BB
--$27,593, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-A-15 from AAA to BB
--$4,327,898, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-1-PO from AAA to BB
--$23,533,541, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-2-A-1 from AAA to BB
--$593,354, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-2-PO from AAA to BB
--$8,397,094, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-M-1 from AA to C
--$5,468,448, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-B-1 from A to C
--$3,124,546, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-B-2 from BBB to C
--$1,953,087, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-B-3 from BB to C
--$1,171,459, BCAP LLC Trust 2007-AA2, Mortgage Pass-Through Certificates, Series 2007-AA2, Class II-B-4 from B to C
--$287,618,196, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class II-A-1 from AAA to A
--$47,706,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class II-A-2 from AAA to BBB
--$116,569,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class II-A-3 from AAA to BB
--$6,233,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class II-A-4 from AAA to BB
--$52,088,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class M-1 from AA (high) to C
--$46,365,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class M-2 from A to C
--$28,620,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class M-3 from A (low) to C
--$25,186,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class M-4 from BBB (high) to C
--$24,041,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class M-5 from BBB (low) to C
--$20,034,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class M-6 from BBB (low) to C
--$20,034,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class M-7 from BB (high) to C
--$18,889,000, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class M-8 from BB to C
--$11,312,228, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class M-9 from BB (low) to C
--$41,751,000, Citigroup Mortgage Loan Trust Inc., Series 2007-SHL1, Asset-Backed Pass-Through Certificates, Series 2007-SHL1, Class M-1 from AA to BBB
--$33,112,000, Citigroup Mortgage Loan Trust Inc., Series 2007-SHL1, Asset-Backed Pass-Through Certificates, Series 2007-SHL1, Class M-2 from A to BB
--$9,502,000, Citigroup Mortgage Loan Trust Inc., Series 2007-SHL1, Asset-Backed Pass-Through Certificates, Series 2007-SHL1, Class M-3 from A (low) to B
--$8,926,000, Citigroup Mortgage Loan Trust Inc., Series 2007-SHL1, Asset-Backed Pass-Through Certificates, Series 2007-SHL1, Class M-4 from BBB (high) to C
--$6,911,000, Citigroup Mortgage Loan Trust Inc., Series 2007-SHL1, Asset-Backed Pass-Through Certificates, Series 2007-SHL1, Class M-5 from BBB to C
--$6,911,000, Citigroup Mortgage Loan Trust Inc., Series 2007-SHL1, Asset-Backed Pass-Through Certificates, Series 2007-SHL1, Class M-6 from BBB (low) to C
--$9,577,059, TBW Mortgage-Backed Trust 2007-2, Mortgage-Backed Pass-Through Certificates, Series 2007-2, Class A-1-B from AAA to BBB
--$7,930,000, TBW Mortgage-Backed Trust 2007-2, Mortgage-Backed Pass-Through Certificates, Series 2007-2, Class A-2-B from AAA to BBB
--$1,525,000, TBW Mortgage-Backed Trust 2007-2, Mortgage-Backed Pass-Through Certificates, Series 2007-2, Class A-3-B from AAA to BBB
--$12,340,000, TBW Mortgage-Backed Trust 2007-2, Mortgage-Backed Pass-Through Certificates, Series 2007-2, Class A-6-B from AAA to BBB
--$15,240,000, TBW Mortgage-Backed Trust 2007-2, Mortgage-Backed Pass-Through Certificates, Series 2007-2, Class M-1 from AA to C
--$10,380,000, TBW Mortgage-Backed Trust 2007-2, Mortgage-Backed Pass-Through Certificates, Series 2007-2, Class M-2 from A (high) to C
--$4,214,000, TBW Mortgage-Backed Trust 2007-2, Mortgage-Backed Pass-Through Certificates, Series 2007-2, Class M-3 from BB to C
--$2,270,000, TBW Mortgage-Backed Trust 2007-2, Mortgage-Backed Pass-Through Certificates, Series 2007-2, Class M-4 from B to C
--$46,045,607, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-A-2 from AAA to AA
--$11,345,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-M-1 from AAA to BBB
--$5,527,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-M-2 from AA (high) to BB
--$3,782,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-M-3 from AA to C
--$3,200,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-M-4 from AA to C
--$7,563,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-M-5 from AA (low) to C
--$4,654,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-M-6 from A to C
--$352,404,443, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-A-1A from AAA to AA
--$92,162,777, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-A-1B from AAA to AA
--$49,396,449, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-A-2 from AAA to B
--$12,679,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-1 from AAA to C
--$5,852,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-2 from AA (high) to C
--$4,551,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-3 from AA (high) to C
--$3,901,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-4 from AA to C
--$2,926,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-5 from AA (low) to C
--$2,276,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-6 from A (high) to C
--$2,276,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-7 from A to C
--$2,276,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-8 from A (low) to C
--$2,276,000, BCAP LLC Trust 2007-AA3, Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-9 from BBB (high) to C
--$15,345,078, BCAP LLC Trust 2007-AA4, Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-1-A2 from AAA to A
--$7,210,203, BCAP LLC Trust 2007-AA4, Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-2-A2 from AAA to A
--$7,989,306, BCAP LLC Trust 2007-AA4, Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-3-A2 from AAA to A
--$12,261,221, BCAP LLC Trust 2007-AA4, Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-B-1 from AA to B
--$7,730,334, BCAP LLC Trust 2007-AA4, Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-B-2 from A to C
--$5,064,461, BCAP LLC Trust 2007-AA4, Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-B-3 from BBB to C
--$5,597,037, BCAP LLC Trust 2007-AA4, Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-B-4 from BBB to C
--$2,665,873, BCAP LLC Trust 2007-AA4, Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-B-5 from BB to C
--$1,678,000, BCAP LLC Trust 2007-AA4, Mortgage Pass-Through Certificates, Series 2007-AA4, Class II-M-5 from A to BBB
--$2,453,000, BCAP LLC Trust 2007-AA4, Mortgage Pass-Through Certificates, Series 2007-AA4, Class II-M-6 from BBB (high) to BB
--$2,194,000, BCAP LLC Trust 2007-AA4, Mortgage Pass-Through Certificates, Series 2007-AA4, Class II-M-7 from BBB (low) to B
--$17,283,000, C-BASS 2007-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB6, Class M-1 from AA (high) to BBB
--$15,488,000, C-BASS 2007-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB6, Class M-2 from AA to BB
--$9,651,000, C-BASS 2007-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB6, Class M-3 from AA (low) to B
--$8,081,000, C-BASS 2007-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB6, Class M-4 from AA (low) to C
--$7,183,000, C-BASS 2007-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB6, Class M-5 from A (high) to C
--$6,958,000, C-BASS 2007-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB6, Class M-6 from A to C
--$6,959,000, C-BASS 2007-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB6, Class M-7 from BBB to C
--$6,060,000, C-BASS 2007-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB6, Class M-8 from BB to C
--$5,388,000, C-BASS 2007-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB6, Class M-9 from B to C
--$191,362,371, Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3, Asset-Backed Certificates, Series 2007-3, Class I-A-1 from AAA to BBB
--$89,851,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class A3 from AAA to AA
--$10,122,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class A4 from AAA to AA
--$22,510,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class M1 from AA (high) to BBB (low)
--$10,459,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class M2 from AA to BB (high)
--$7,731,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class M3 from AA (low) to BB
--$7,731,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class M4 from A (high) to BB (low)
--$7,503,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class M5 from A to B (high)
--$6,594,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class M6 from A (low) to B
--$6,366,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class M7 from BBB (high) to C
--$6,594,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class M8 from BBB to C
--$4,547,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class M9 from BBB (low) to C
--$3,865,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class B1 from BB (high) to C
--$4,320,000, Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class B2 from BB to C
--$5,696,878, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class X-B-1 from AA to BB
--$791,634, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class X-B-2 from A to B
--$475,970, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class X-B-3 from BBB to C
--$554,144, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class X-B-4 from BB to C
--$554,144, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class X-B-5 from B to C
--$13,947,276, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-A-6 from AAA to BBB
--$5,842,709, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-A-8 from AAA to A
--$5,843,553, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-A-9 from AAA to A
--$107,707,243, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-A-10 from AAA to A
--$19,789,142, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-A-12 from AAA to A
--$19,790,828, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-A-13 from AAA to BBB
--$73,389,759, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-A-14 from AAA to A
--$39,579,970, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-A-15 from AAA to BBB
--$93,180,587, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-A-16 from AAA to BBB
--$19,065,370, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-B-1 from AA to B
--$5,114,330, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-B-2 from A to C
--$2,790,799, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-B-3 from BBB to C
--$3,719,423, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-B-4 from BB to C
--$3,720,409, Banc of America Funding 2007-7 Trust, Mortgage Pass-Through Certificates, Series 2007-7, Class 3-B-5 from B to C
--$10,390,682, Banc of America Mortgage 2007-3 Trust, Mortgage Pass-Through Certificates, Series 2007-3, Class B-1 from AA to BBB
--$4,408,018, Banc of America Mortgage 2007-3 Trust, Mortgage Pass-Through Certificates, Series 2007-3, Class B-2 from A to BB
--$2,518,443, Banc of America Mortgage 2007-3 Trust, Mortgage Pass-Through Certificates, Series 2007-3, Class B-3 from BBB to B
--$2,518,443, Banc of America Mortgage 2007-3 Trust, Mortgage Pass-Through Certificates, Series 2007-3, Class B-4 from BB to C
--$1,889,575, Banc of America Mortgage 2007-3 Trust, Mortgage Pass-Through Certificates, Series 2007-3, Class B-5 from B to C
--$1,949,000, BCAP LLC Trust 2007-AA5, Mortgage Pass-Through Certificates, Series 2007-AA5, Class M-4 from AA to A
--$1,670,000, BCAP LLC Trust 2007-AA5, Mortgage Pass-Through Certificates, Series 2007-AA5, Class M-5 from AA (low) to BBB
--$3,650,484, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class J-B-2 from A to BB
--$1,826,239, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class J-B-3 from BBB to B
--$2,281,802, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class J-B-4 from BB to C
--$1,596,962, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class J-B-5 from B to C
--$2,034,426, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 7-A-2 from AAA to BB
--$4,616,049, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 8-A-2 from AAA to BBB
--$4,156,911, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 8-A-3 from AAA to BB
--$8,772,960, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 8-A-4 from AAA to BB
--$10,200,297, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 9-A-2 from AAA to BBB
--$3,168,156, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 9-A-3 from AAA to BB
--$13,368,454, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 9-A-4 from AAA to BB
--$17,949,529, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 10-A-2 from AAA to BBB
--$3,368,387, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 10-A-3 from AAA to BB
--$21,317,916, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 10-A-4 from AAA to BB
--$22,662,570, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 11-A-2 from AAA to BBB
--$4,252,250, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 11-A-3 from AAA to BB
--$26,914,820, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 11-A-4 from AAA to BB
--$7,227,799, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class 12-A-2 from AAA to BB
--$16,393,397, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class X-B-1 from AA to B
--$5,751,335, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class X-B-2 from A to C
--$2,875,668, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class X-B-3 from BBB to C
--$5,463,470, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class X-B-4 from BB to C
--$3,450,403, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class X-B-5 from B to C
--$22,565,578, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class C-A-3 from AAA to BBB
--$7,525,298, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class C-A-4 from AAA to BB
--$32,862,867, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class C-A-5 from AAA to BBB
--$7,420,406, Banc of America Funding 2007-E Trust, Mortgage Pass-Through Certificates, Series 2007-E, Class C-A-6 from AAA to BB
--$7,151,485, RESI Finance Limited Partnership 2007-C & RESI Finance DE Corporation 2007-C, Real Estate Synthetic Investment Notes, Series 2007-C, Class B6 from BBB to BB (high)
--$10,215,562, RESI Finance Limited Partnership 2007-C & RESI Finance DE Corporation 2007-C, Real Estate Synthetic Investment Notes, Series 2007-C, Class B7 from BB (high) to BB
--$8,173,829, RESI Finance Limited Partnership 2007-C & RESI Finance DE Corporation 2007-C, Real Estate Synthetic Investment Notes, Series 2007-C, Class B8 from BB to BB (low)
--$7,151,485, RESI Finance Limited Partnership 2007-C & RESI Finance DE Corporation 2007-C, Real Estate Synthetic Investment Notes, Series 2007-C, Class B9 from BB to B (high)
--$10,216,547, RESI Finance Limited Partnership 2007-C & RESI Finance DE Corporation 2007-C, Real Estate Synthetic Investment Notes, Series 2007-C, Class B10 from B (high) to B
--$5,107,781, RESI Finance Limited Partnership 2007-C & RESI Finance DE Corporation 2007-C, Real Estate Synthetic Investment Notes, Series 2007-C, Class B11 from B to C
--$5,108,766, RESI Finance Limited Partnership 2007-C & RESI Finance DE Corporation 2007-C, Real Estate Synthetic Investment Notes, Series 2007-C, Class B12 from B (low) to C
--$6,960,828, Chase Mortgage Finance Trust Series 2007-A3, Multi-Class Mortgage Pass-Through Certificates, Series 2007-A3, Class B-1 from A to BBB
--$4,396,391, Chase Mortgage Finance Trust Series 2007-A3, Multi-Class Mortgage Pass-Through Certificates, Series 2007-A3, Class B-2 from BBB to B
--$2,198,146, Chase Mortgage Finance Trust Series 2007-A3, Multi-Class Mortgage Pass-Through Certificates, Series 2007-A3, Class B-3 from BB to C
--$1,465,464, Chase Mortgage Finance Trust Series 2007-A3, Multi-Class Mortgage Pass-Through Certificates, Series 2007-A3, Class B-4 from B to C
--$59,419,443, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class A3 from AAA to BBB (low)
--$6,960,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class M4 from A (high) to BBB
--$6,960,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class M4A from A (high) to BBB
--$6,960,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class M4B from A (high) to BBB
--$6,186,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class M5 from A to B
--$6,186,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class M5A from A to B
--$6,186,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class M5B from A to B
--$4,124,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class M6 from A (low) to C
--$4,124,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class M6A from A (low) to C
--$4,124,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class M6B from A (low) to C
--$3,867,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class M7 from BBB (high) to C
--$3,093,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class M8 from BBB to C
--$2,578,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class M9 from BBB (low) to C
--$2,578,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class B1 from BB (high) to C
--$5,671,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class B2 from BB to C
--$5,929,000, BNC Mortgage Loan Trust 2007-4, Mortgage Pass-Through Certificates, Series 2007-4, Class B3 from B (high) to C

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

The applicable methodology is U.S. RMBS Surveillance Methodology, which can be found on our website under Methodologies.

This is a Structured Finance rating.

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

Related Research

• U.S. RMBS Surveillance Methodology