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U.S. RMBS Classes Affected By The May 19, 2011, Rating Actions May 11 Product Image

U.S. RMBS Classes Affected By The May 19, 2011, Rating Actions May 11

  • Published: May 2011
  • Region: United States
  • Standard & Poors

FEATURED COMPANIES

  • 2005-CB6 Trust
  • ABFC 2007-WMC1 Trust
  • C-BASS 2006-CB7 Trust
  • Chevy Chase Funding LLC
  • FFMLT Trust 2005-FFA
  • GSAMP Trust 2005-SD2
  • MORE

Abstract
The following table provides the issuers, series, and CUSIPs for the classes of U.S. residential mortgage-backed securities (RMBS) transactions issued between 2001 and 2008 affected by the May 19, 2011, rating actions. For the related press release, please see "585 Ratings Lowered To 'D (sf)' On 348 U.S. RMBS Transactions Issued In 2001-2008," published May 19, 2011....

Standard and Poors RatingsXpress Credit Research provides in-depth coverage of international corporates, financial institutions, insurance companies, utilities, sovereigns and structured finance programs. RatingsXpress Credit Research lets users determine the credit rating of holdings and identify key factors underlying an issuer's creditworthiness, distinguishes the different risk exposures for new and existing deals, and provides an understanding of how their analysts interpret key regulatory, political and environmental events and their economic impact.

Research Type: Commentary
Criteria articles describe the thought process and methodology Standard & Poor's analysts use in determining ratings. These commentary pieces discuss both the quantitative (economic and financial) and qualitative (business analysis and caliber of management) aspects of the analysis, as well as legal issues.

- Massachusetts Development Finance Agency
- Illinois Hlth Fac Auth
- Structured Asset Securities Corp.
- Credit Suisse First Boston Mortgage Securities Corp.
- Ameriquest Mortgage Securities Inc.
- Bank of America Mortgage Securities Inc.
- Washington Mutual Mortgage Securities Corp.
- Aegis Asset Backed Securities Trust
- HarborView Mortgage Loan Trust 2003-1
- CHL Mortgage Pass-Through Trust 2003-21
- RESIX Finance Limited
- Chevy Chase Funding LLC
- Citigroup Mortgage Loan Trust 2003-HYB1
- Citigroup Mortgage Loan Trust Inc.
- CHL Mortgage Pass-Through Trust 2003-60
- New Century Home Equtiy Loan Trust 2003-6
- HarborView Mortgage Loan Trust 2003-3
- Alternative Loan Trust 2004-J1
- RASC Series 2004-KS2 Trust
- CSFB Mortgage Backed Trust Series 2004-1
- Residential Asset Securitization Trust 2004-A1
- RALI Series 2004-QS5 Trust
- HarborView Mortgage Loan Trust 2004-3
- Alternative Loan Trust 2004-12CB
- Banc of America Mortgage Trust 2004-5
- Merrill Lynch Mortgage Investors Trust Series 2004-WMC4
- Terwin Mortgage Trust 2004-15ALT
- First Horizon Mortgage Pass-Through Trust 2004-AR4
- Banc of America Mortgage Trust 2004-7
- Park Place Securities, Inc.
- WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust
- ABFC 2004-HE1 Trust
- GSR Mortgage Loan Trust 2004-11
- RAMP Series 2004-KR2 Trust
- Alternative Loan Trust 2004-24CB
- Thornburg Mortgage Securities Trust 2004-3
- WaMu Mortgage Pass-Through Certificates Series 2004-AR12 Trust
- Alternative Loan Trust 2004-25CB
- Ace Securities Corp. Home Equity Loan Trust, Series 2004-HE3
- HarborView Mortgage Loan Trust 2004-9
- Alternative Loan Trust 2004-29CB
- Terwin Mortgage Trust 2004-21HE
- Wells Fargo Mortgage Backed Securities 2004-EE Trust
- DSLA Mortgage Loan Trust 2004-AR4
- WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust
- IndyMac INDX Mortgage Loan Trust 2005-AR2
- Banc of America Funding 2005-A Trust
- First Horizon Alternative Mortgage Securities Trust 2005-FA1
- Residential Asset Securitization Trust 2005-A2
- Bear Stearns Asset Backed Securities I Trust 2005-AC1
- MASTR Alternative Loan Trust 2005-2
- DSLA Mortgage Loan Trust 2005-AR1
- Carrington Mortgage Loan Trust, Series 2005-NC1
- Alternative Loan Trust 2005-13CB
- Thornburg Mortgage Securities Trust 2005-1
- IndyMac INDX Mortgage Loan Trust 2005-AR5
- MASTR Alternative Loan Trust 2005-3
- CHL Mortgage Pass-Through Trust 2005-9
- JPMorgan Mortgage Trust 2005-A2
- GSAA Home Equity Trust 2005-4
- Morgan Stanley Mortgage Loan Trust 2005-2AR
- Securitized Asset Backed Receivables LLC Trust 2005-EC1
- HarborView Mortgage Loan Trust 2005-2
- New Century Home Equity Loan Trust 2005-2
- First Horizon Alternative Mortgage Securities Trust 2005-FA4
- First Franklin Mortgage Loan Trust 2005-FF3
- Wells Fargo Mortgage Backed Securities 2005-AR8 Trust
- Alternative Loan Trust 2005-17
- CSFB Mortgage-Backed Pass-Through Certificates Series 2005-5 Trust
- GSAMP Trust 2005-SD2
- RASC Series 2005-KS6 Trust
- American Home Mortgage Investment Trust 2005-2
- Thornburg Mortgage Securities Trust 2005-2
- GSAA Home Equity Trust 2005-7
- First NLC Trust 2005-2
- Morgan Stanley Mortgage Loan Trust 2005-3AR
- HarborView Mortgage Loan Trust 2005-6
- Alternative Loan Trust 2005-J7
- First Horizon Mortgage Pass Through Trust 2005-AR3
- FFMLT Trust 2005-FFA
- MASTR Alternative Loan Trust 2005-5
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
- GSAA Home Equity Trust 2005-9
- HarborView Mortgage Loan Trust 2005-8
- Adjustable Rate Mortgage Trust 2005-8
- Structured Asset Investment Loan Trust 2005-HE2
- Structured Asset Mortgage Investments II Trust 2005-AR4
- Adjustable Rate Mortgage Trust 2005-6A
- SAACO Series 2005-NC4 Trust
- WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust
- First Franklin Mortgage Loan Trust, Series 2005-FF7
- MASTR Adjustable Rate Mortgage Trust 2005-7
- JPMorgan Mortgage Trust 2005-A6
- Bear Stearns Asset Backed Securities I Trust 2005-HE8
- Merrill Lynch Mortgage Investors Trust Series 2005-2
- Banc of America Mortgage Trust 2005-9
- Renaissance Home Equity Loan Trust 2005-3
- CWABS Asset-Backed Certificates Trust 2005-10
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust
- GSAA Home Equity Trust 2005-11
- CSFB Mortgage-Backed Trust Series 2005-9
- RASC Series 2005-AHL1 Trust
- 2005-CB6 Trust
- Alternative Loan Trust 2005-56
- Structured Asset Securities Corporation Mortgage Loan Trust Series 2005-GEL4
- RBSGC Mortgage Loan Trust 2005-A
- HarborView Mortgage Loan Trust 2005-13
- Carrington Mortgage Loan Trust, Series 2005-NC5
- WaMu Mortgage Pass Through Certificates Series 2005-AR13 Trust
- Bear Stearns Asset Backed Securities Trust 2005-SD4
- CSFB Mortgage-Backed Trust Series 2005-10
- MASTR Seasoned Securitization Trust 2005-2
- GSAA Home Equity Trust 2005-12
- GSR Mortgage Loan Trust 2005-AR-7
- Alternative Loan Trust 2005-62
- Fremont Home Loan Trust 2005-D
- Alternative Loan Trust 2005-75CB
- Alternative Loan Trust 2005-70CB
- Harborview Mortgage Loan Trust 2005-16
- CWABS Trust 2005-HYB9
- WaMu Mortgage Pass-Through Certificates Series 2005-AR18 Trust
- Citigroup Mortgage Loan Trust Series 2005-CB8
- Lehman Mortgage Trust 2005-3
- Structured Asset Mortgage Investments II Trust 2005-AR8
- RASC Series 2006-KS1 Trust
- Luminent Mortgage Trust 2006-1
- RALI Series 2006-QO1 Trust
- Banc of America Funding 2006-A Trust
- CHL Mortgage Pass-Through Trust 2006-3
- Structured Adjustable Rate Mortgage Loan Trust Series 2006-1
- Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB1
- GSAA Home Equity Trust 2006-2
- Carrington Mortgage Loan Trust, Series 2006-NC1
- CWABS Asset-Backed Certificates Trust 2006-1
- WaMu Mortgage Pass-Through Certificates Series 2006-AR2 Trust
- MASTR Asset Backed Securities Trust 2006-NC1
- GMACM Mortgage Loan Trust 2006-AR1
- CHL Mortgage Pass-Through Trust 2006-OA4
- Citigroup Mortgage Loan Trust 2006-WFHE1
- RAMP Series 2006-NC2 Trust
- Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-B
- CHL Mortgage Pass Through Trust 2006-TM1
- Soundview Home Loan Trust 2006-OPT1
- New Century Home Equity Loan Trust 2006-1
- Alternative Loan Trust 2006-9T1
- Newcastle Mortgage Securities Trust 2006-1
- Asset Backed Securities Corporation Home Equity Loan Trust, Series OOMC 2006-HE3
- Structured Adjustable Rate Mortgage Loan Trust, Series 2006-4
- Bear Stearns Alt-A Trust 2006-3
- WaMu Mortgage Pass-Through Certificates Series 2006-AR4 Trust
- RASC Series 2006-EMX4 Trust
- Structured Asset Investment Loan Trust 2006-3
- Alternative Loan Trust 2006-OA8
- Structured Adjustable Rate Mortgage Loan Trust, Series 2006-5
- CSMC Mortgage Backed Trust 2006-5
- ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE3
- Popular ABS Mortgage Pass-Through Trust 2006-C
- NovaStar Mortgage Funding Trust Series 2006-3
- JPMorgan Alternative Loan Trust 2006-S3
- MASTR Alternative Loan Trust 2006-3
- CWABS Asset-Backed Certificates Trust 2006-12
- Citigroup Mortgage Loan Trust 2006-AR5
- Washington Mutual Mortgage Pass-Through certificates WMALT Series 2006-5 Trust
- Structured Asset Securities Corporation Mortgage Loan Trust 2006-WF2
- Bear Stearns ALT-A Trust 2006-4
- Bear Stearns Asset Backed Securities I Trust 2006-HE6
- IndyMac INDX Mortgage Loan Trust 2006-AR23
- CSMC Mortgage Backed Trust 2006-7
- WaMu Mortgage Pass-Through Certificates, Series 2006-AR9
- Ownit Mortgage Loan Trust, Series 2006-5
- MASTR Asset Backed Securities Trust 2006-AM2
- Structured Asset Mortgage Investments II Trust 2006-AR6
- Carrington Mortgage Loan Trust, Series 2006-NC3
- CWABS Asset-Backed Certificates Trust 2006-BC3
- ChaseFlex Trust Series 2006-2
- Structured Asset Mortgage Investments II Trust 2006-AR7
- Nationstar Home Equity Loan Trust 2006-B
- Morgan Stanley ABS Capital I Inc. Trust 2006-HE6
- Popular ABS Mortgage Pass-Through Trust 2006-D
- CWABS Asset Backed Certificates Trust 2006-16
- Merrill Lynch Mtg Investors Trust Series 2006-OPT1
- Ownit Mtg Ln Trust Ser 2006-6
- First Horizon Alternative Mtg Secs Trust 2006-FA6
- RASC Series 2006-KS8
- C-BASS 2006-CB7 Trust
- HarborView Mtg Ln Trust 2006-9
- ACE Securities Corp. Home Equity Loan Trust, Series 2006-FM2
- WaMu Mortgage Pass-Through Certificates, Series 2006-AR14 Trust
- Deutsche Alt-A Secs Mtg Ln Trust Ser 2006-AR5
- RASC Series 2006-EMX9 Trust
- Structured Asset Mtg Invest II Trust 2006-AR8
- GSAMP Trust 2006-HE7
- Residential Asset Securitization Trust 2006-A15
- Morgan Stanley ABS Capital I Inc. Trust 2006-NC5
- RALI Series 2006-QH1 Trust
- Citigroup Mortgage Loan Trust 2006-WFHE4
- HarborView Mortgage Loan Trust 2006-12
- Renaissance Home Equity Loan Trust 2006-4
- CWABS Asset-Backed Certificates Trust 2006-26
- Morgan Stanley ABS Capital I Inc. Trust 2007-HE1
- Carrington Mortgage Loan Trust, Series 2007-RFC1
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-1 Trust
- Chase Mortgage Finance Trust Series 2007-S1
- Citigroup Mortgage Loan Trust 2007-2
- CSMC Mortgage-Backed Trust 2007-1
- GSAMP Trust 2007-FM1
- Structured Asset Mortgage Investments II Trust 2007-AR1
- GSR Mortgage Loan Trust 2007-AR1
- HSI Asset Securitization Corporation Trust 2007-OPT1
- Banc of America Funding 2007-A Trust
- RASC Series 2007-KS1 Trust
- BNC Mortgage Loan Trust 2007-1
- WaMu Mortgage Pass-Through Certificates Series 2007-HY3
- CWABS Asset-Backed Certificates Trust 2007-2
- CWABS Asset-Backed Certificates Trust 2007-BC1
- WaMu Mortgage Pass-Through Certificates Series 2007-OA2 Trust
- Structured Asset Mortgage Investments II Trust 2007-AR2
- Adjustable Rate Mortgage Trust 2007-1
- Alternative Loan Trust 2007-J1
- HSI Asset Securitization Corporation Trust 2007-HE1
- Structured Asset Securities Corporation Mortgage Loan Trust 2007-MLN1
- WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust
- Merrill Lynch Alternative Note Asset Trust, Series 2007-OAR2
- CWABS Asset-Backed Certificates Trust 2007-3
- MASTR Specialized Loan Trust 2007-01
- Renaissance Home Equity Loan Trust 2007-1
- STARM Mortgage Loan Trust 2007-2
- Banc of America Funding 2007-B Trust
- First Horizon Alternative Mortgage Securities Trust 2007-FA2
- Residential Asset Securitization Trust 2007-A5
- Structured Adjustable Rate Mortgage Loan Trust Series 2007-3
- Option One Mortgage Loan Trust 2007-5
- Banc of America Mortgage 2007-2 Trust
- Alternative Loan Trust 2007-OA6
- Banc of America Funding 2007-C Trust
- GreenPoint Mortgage Funding Trust Series 2007-AR2
- Bear Stearns Asset Backed Securities I Trust 2007-HE4
- CHL Mortgage Pass-Through Trust 2007-HY3
- Lehman Mortgage Trust 2007-4
- Bear Stearns Asset Backed Securities Trust 2007-2
- WaMu Mortgage Pass-Through Certificates Series 2007-HY6 Trust
- WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust
- GSAA Home Equity Trust 2007-6
- IndyMac INDA Mortgage Loan Trust 2007-AR3
- Alternative Loan Trust 2007-OH1
- Banc of America Funding 2007-D Trust
- Structured Adjustable Rate Mortgage Loan Trust, Series 2007-5
- Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA3
- C-BASS 2007-RP1 Trust
- Securitized Asset Backed Receivables LLC Trust 2007-BR4
- Citigroup Mortgage Loan Trust 2007-WFHE3
- IndyMac INDX Mortgage Loan Trust 2007-FLX5
- Alternative Loan Trust 2007-HY6
- Alternative Loan Trust 2007-OA8
- Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4
- ChaseFlex Trust Series 2007-3
- Structured Adjustable Rate Mortgage Loan Trust 2007-6
- Morgan Stanley Structured Trust I 2007-1
- Home Equity Loan Trust 2007-FRE1
- Soundview Home Loan Trust 2007-OPT2
- Securitized Asset Backed Receivables LLC Trust 2007-BR5
- Alternative Loan Trust 2007-HY9
- Alternative Loan Trust 2007-HY8C
- Lehman XS Trust, Series 2007-15N
- CSMC Mortgage Backed Trust 2007-5
- Structured Adjustable Rate Mortgage Loan Trust Series 2007-7
- Merrill Lynch Mortgage Backed Securities Trust, Series 2007-3
- Merrill Lynch Mortgage Investors Trust Series MLCC 2007-3
- IndyMac INDA Mortgage Loan Trust 2007-AR6
- Bear Stearns ARM Trust 2007-5
- Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-2
- Thornburg Mortgage Securities Trust 2007-4
- MASTR Asset Backed Securities Trust 2007-HE2
- Lehman XS Trust Series 2007-16N
- Renaissance Home Equity Loan Trust 2007-3
- BCAP LLC Trust 2007-AA5
- Bayview Commercial Asset Trust 2007-5
- JPMorgan Mortgage Trust 2007-A5
- GSAA Home Equity Trust 2007-9
- Terwin Mortgage Trust 2007-QHL1
- Alternative Loan Trust 2007-OA11
- GSAA Home Equity Trust 2007-10
- IndyMac INDX Mortgage Loan Trust 2007-AR21IP
- ABFC 2007-WMC1 Trust
- Banc of America Mortgage 2008-A Trust
- Structured Adjustable Rate Mortgage Loan Trust, Series 2005-9
- Structured Adjustable Rate Mortgage Loan Trust, Series 2004-14
- Structured Adjustable Rate Mortgage Loan Trust, Series 2004-5
- Structured Adjustable Rate Mortgage Loan Trust, Series 2004-6
- Structured Adjustable Rate Mortgage Loan Trust, Series 2005-2
- Alternative Loan Trust 2004-28CB
- Sequoia Mortgage Trust 2004-5
- Residential Asset Securitization Trust 2004-A5
- Wells Fargo Mortgage Backed Securities 2004-Z Trust

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