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U.S. Alt-A RMBS And Related NIMS Classes Affected By Nov. 9, 2007, CreditWatch Actions Nov 07 Product Image

U.S. Alt-A RMBS And Related NIMS Classes Affected By Nov. 9, 2007, CreditWatch Actions Nov 07

  • Published: November 2007
  • Region: United States
  • Standard & Poors

FEATURED COMPANIES

  • CMO Holdings II Ltd.
  • CMO Holdings III Ltd.
  • CWABS Trust 2005-HYB9
  • CWABS, Inc.
  • Lehman Mtg Trust 2006-6
  • Lehman XS Trust
  • MORE

Abstract
The tables below include the issuers, series, and CUSIP numbers for the classes of U.S. Alt-A residential mortgage-backed securities (RMBS) and U.S. net interest margin securities (NIMS) affected by the Nov. 9, 2007, CreditWatch actions. For the related press release, please see "547 U.S. Alt-A RMBS And NIMS Ratings Placed On CreditWatch Negative," published Nov. 9, 2007....

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.

- Citicorp Mortgage Securities Inc.
- CWABS, Inc.
- Impac Secured Assets Corp.
- Citigroup Mortgage Loan Trust Inc.
- CMO Holdings II Ltd.
- Adjustable Rate Mortgage Trust 2005-1
- IndyMac INDX Mortgage Loan Trust 2005-AR2
- IndyMac INDX Mortgage Loan Trust 2005-AR1
- MASTR Alternative Loan Trust 2005-1
- Alternative Loan Trust 2005-J1
- CHL Mortgage Pass Through Trust 2005-7
- Alternative Loan Trust 2005-1CB
- MASTR Alternative Loan Trust 2005-2
- Washington Mutual Mortgage Pass Through Certificates WMALT Series 2005-1 Trust
- Bear Stearns ALT-A Trust 2005-2
- Adjustable Rate Mortgage Trust 2005-2
- Alternative Loan Trust 2005-4
- American Home Mortgage Investment Trust 2005-1
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-2 Trust
- First Horizon Alternative Mortgage Securities Trust 2005-AA3
- Residential Asset Securitization Trust 2005-A3
- Alternative Loan Trust 2005-9CB
- Alternative Loan Trust 2005-14
- Bear Stearns ALT-A Trust 2005-3
- Adjustable Rate Mortgage Trust 2005-3
- Banc of America Funding 2005-B Trust
- Residential Asset Securitization Trust 2005-A5
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-3 Trust
- GSAA Home Equity Trust 2005-5
- Alternative Loan Trust 2005-16
- Alternative Loan Trust 2005-22T1
- Alternative Loan Trust 2005-21CB
- GMACM Mortgage Loan Trust 2005-AA1
- DSLA Mortgage Loan Trust 2005-AR2
- First Horizon Alternative Mortgage Securities Trust 2005-FA4
- Adjustable Rate Mortgage Trust 2005-4
- Bear Stearns Alt A Trust 2005-4
- Nomura Asset Acceptance Corporation Alternative Loan Trust Series 2005-AR2
- RALI Series 2005-QA5 Trust
- DSLA Mortgage Loan Trust 2005-AR3
- Alternative Loan Trust 2005-25T1
- First Horizon Alternative Mortgage Securities Trust 2005-AA5
- Adjustable Rate Mortgage Trust 2005-5
- IndyMac INDX Mortgage Loan Trust 2005-AR9
- Residential Asset Securitization Trust 2005-A7
- MASTR Alternative Loan Trust 2005-4
- IndyMac INDX Mortgage Loan Trust 2005-AR12
- IndyMac INDX Mortgage Loan Trust 2005-AR13
- Alternative Loan Trust 2005-32T1
- Residential Asset Securitization Trust 2005-A8CB
- Alternative Loan Trust 2005-28CB
- Banc of America Funding 2005-E Trust
- DSLA Mortgage Loan Trust 2005-AR4
- Adjustable Rate Mortgage Trust 2005-7
- Lehman XS Trust
- Residential Asset Securitization Trust 2005-A9
- IndyMac INDX Mortgage Loan Trust 2005-AR11
- IndyMac INDX Mortgage Loan Trust 2005-AR16IP
- Alternative Loan Trust 2005-37T1
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
- Alternative Loan Trust 2005-38
- Alternative Loan Trust 2005-J9
- IndyMac INDX Mortgage Loan Trust 2005-AR15
- Bear Stearns ALT-A Trust 2005-7
- Alternative Loan Trust 2005-41
- Alternative Loan Trust 2005-43
- Merrill Lynch Mortgage Investors Trust, Series 2005-A-6
- CWABS Asset Backed Certificates Trust 2005-IM1
- Deutsche Alt A Securities Inc Mortgage Loan Trust Series 2005-4
- Banc of America Funding 2005-F Trust
- CSFB Mortgage-Backed Trust Series 2005-8
- RALI Series 2005-QA9 Trust
- Alternative Loan Trust 2005-44
- Harborview Mortgage Loan Trust 2005-10
- IndyMac INDX Mortgage Loan Trust 2005-AR19
- Bear Stearns ALT-A Trust 2005-8
- Lehman XS Trust Series 2005-3
- Bear Stearns Asset Backed Securities I Trust 2005-AC6
- IndyMac INDX Mortgage Loan Trust 2005-AR18
- RALI Series 2005-QA10 Trust
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust
- Residential Asset Securitization Trust 2005-A12
- GSAA Home Equity Trust 2005-11
- RALI Series 2005-QO2 Trust
- CSFB Mortgage-Backed Trust Series 2005-9
- JPMorgan Mortgage Trust 2005-ALT1
- Alternative Loan Trust 2005-54CB
- RALI Series 2005-QS14 Trust
- Alternative Loan Trust 2005-56
- Residential Asset Securitization Trust 2005-A13
- Bear Stearns ALT-A Trust 2005-9
- RBSGC Mortgage Loan Trust 2005-A
- CHL Mortgage Pass-Through Trust 2005-22
- Alternative Loan Trust 2005-48T1
- Alternative Loan Trust 2005-59
- Nomura Asset Acceptance Corporation Alternative Loan Trust Series 2005-AR5
- Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-AR2
- HarborView Mortgage Loan Trust 2005-13
- Alternative Loan Trust 2005-51
- Adjustable Rate Mortgage Trust 2005-10
- Residential Asset Securitization Trust 2005-A11CB
- HarborView Mortgage Loan Trust 2005-12
- IndyMac INDA Mortgage Loan Trust 2005-AR1
- Banc of America Funding 2005-H
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust
- RALI Series 2005-QO3 Trust
- Alternative Loan Trust 2005-58
- Alternative Loan Trust 2005-60T1
- Alternative Loan Trust 2005-J13
- Morgan Stanley Mortgage Loan Trust 2005-6AR
- Alternative Loan Trust 2005-62
- Adjustable Rate Mortgage Trust 2005-11
- Harborview Mortgage Loan Trust 2005-14
- Alternative Loan Trust 2005-64CB
- IndyMac INDX Mortgage Loan Trust 2005-AR25
- American Home Mortgage Assets Trust 2005-1
- Luminent Mortgage Trust 2005-1
- Alternative Loan Trust 2005-75CB
- MortgageIT Trust 2005-AR1
- GSAA Home Equity Trust 2005-14
- Washington Mutual Mortgage Pass-Through Certificates, WMALT Series 2005-10 Trust
- Adjustable Rate Mortgage Trust 2005-12
- MASTR Alternative Loan Trust 2005-6
- Morgan Stanley Mortgage Loan Trust 2005-9AR
- Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR6
- First Horizon Alternative Mortgage Securities Trust 2005-FA10
- Impac CMB Trust Series 2005-8
- Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6
- CWABS Trust 2005-HYB9
- IndyMac INDX Mortgage Loan Trust 2005-AR29
- Alternative Loan Trust 2005-74T1
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-AR1 Trust
- JPMorgan Alternative Loan Trust 2005-S1
- Alternative Loan Trust 2005-86CB
- Washington Mutual Mortgage Pass-Through Certificates, WMALT Series 2005-11 Trust
- Alternative Loan Trust 2005-82
- SunTrust Alternative Loan Trust, Series 2005-1F
- Residential Asset Securitization Trust 2005-A15
- RALI Series 2005-QO5 Trust
- Residential Asset Securitization Trust 2005-A16
- First Horizon Alternative Mortgage Securities Trust 2005-FA11
- First Horizon Alternative Mortgage Securities Trust 2005-AA12
- Lehman XS Trust Series 2005-10
- Alternative Loan Trust 2005-81
- GSAA Home Equity Trust 2005-15
- GSAA Home Equity Trust 2006-1
- Luminent Mortgage Trust 2006-1
- MASTR Alternative Loan Trust 2006-1
- RALI Series 2006-QO1 Trust
- Washington Mutual Mortgage Securities Corp
- Lehman XS Trust, Series 2006-1
- Bear Stearns ALT-A Trust 2006-1
- Bear Stearns Asset Backed Securities I Trust 2006-AC1
- HarborView Mortgage Loan Trust 2006-1
- MortgageIT Mortgage Loan Trust 2006-1
- Alternative Loan Trust 2006-HY3
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust
- Luminent Mortgage Trust 2006-2
- Adjustable Rate Mortgage Trust 2006-1
- Alternative Loan Trust 2006-OA1
- Residential Asset Securitization Trust 2006-A1
- Lehman XS Trust 2006-3
- JPMorgan Alternative Loan Trust 2006-A1
- Harborview Mortgage Loan Trust 2006-CB1
- Alternative Loan Trust 2006-4CB
- CHL Mortgage Pass Through Trust 2006-TM1
- MASTR Alternative Loan Trust 2006-2
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-3 Trust
- Washington Mutual Mortgage Pass-Through Certificates, WMALT Series 2006-AR2 Trust
- Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AR2
- GSAA Home Equity Trust 2006-5
- Alternative Loan Trust 2006-OA2
- CitiMortgage Alternative Loan Trust, Series 2006-A1
- Washington Mutual Mortgage Pass-Through Certificates, WMALT Series 2006-AR3 Trust
- HarborView Mortgage Loan Trust 2006-4
- JPMorgan Alternative Loan Trust 2006-A2
- Structured Asset Mortgage Investments II Trust 2006-AR3
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-4 Trust
- Banc of America Funding 2006-D Trust
- Structured Adjustable Rate Mortgage Loan Trust, Series 2006-4
- Morgan Stanley Mortgage Loan Trust 2006-6AR
- Bear Stearns Asset-Backed Securities I Trust 2006-AC3
- IndyMac INDX Mortgage Loan Trust 2006-AR9
- Bear Stearns Alt-A Trust 2006-3
- GSAA Home Equity Trust 2006-8
- American Home Mortgage Assets Trust 2006-1
- Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF1
- GSAA Home Equity Trust 2006-9
- Luminent Mortgage Trust 2006-4
- IndyMac INDX Mortgage Loan Trust 2006-AR13
- Structured Adjustable Rate Mortgage Loan Trust, Series 2006-5
- Merrill Lynch Mortgage Investors Trust, Series 2006-A3
- CSAB Mortgage-Backed Trust 2006-1
- CSMC Mortgage Backed Trust 2006-5
- Lehman XS Trust, Series 2006-8
- CMO Holdings III Ltd.
- Alternative Loan Trust 2006-HY12
- Luminent Mortgage Trust 2006-5
- JPMorgan Alternative Loan Trust 2006-A3
- MASTR Alternative Loan Trust 2006-3
- Harborview Mortgage Loan Trust 2006-5
- Alternative Loan Trust 2006-OA10
- Washington Mutual Mortgage Pass-Through certificates WMALT Series 2006-5 Trust
- Bear Stearns ALT-A Trust 2006-4
- RALI Series 2006-QA5 Trust
- Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AF2
- IndyMac INDX Mortgage Loan Trust 2006-AR23
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust
- IndyMac INDX Mortgage Loan Trust 2006-AR25
- Adjustable Rate Mortgage Trust 2006-3
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-6 Trust
- Alternative Loan Trust 2006-J5
- Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-7 Trust
- Washington Mutual Mtg Pass-Through Certs WMALT 2006-AR8 Trust
- Deutsche Alt-B Secs Mtg Ln Trust Series 2006-AB4
- Lehman Mtg Trust 2006-6
- Alternative Ln Trust 2006-OA17
- Deutsche Alt-A Secs Mtg Ln Trust Series 2006-AR4
- Morgan Stanley Mtg Ln Trust 2006-13ARX
- Banc of America Fdg 2006-H Trust
- Bear Stearns ALT-A Trust 2006-6
- Morgan Stanley Mtg Ln Trust 2006-16AX
- Bear Stearns ALT-A Trust 2006-7
- CSAB Mtg-Bckd Trust 2006-3
- Deutsche Alt-A Secs Mtg Ln Trust Ser 2006-AR5
- Nomura Home Equity Loan Inc., Home Equity Loan Trust, Series 2006-AF1
- Residential Asset Securitization Trust 2006-A15
- Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1
- Lehman Mortgage Trust 2006-9
- Bear Stearns Alt-A Trust 2006-8
- CSAB Mortgage Backed Trust 2006-4
- Bear Stearns Asset Backed Securities I Trust 2005-AC3
- Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR4
- Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, 2005-5
- Lehman XS Trust 2006-17

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