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Moody's Ratings downgrades Currency Swap from CWHEQ Revolving Home Equ...

Moody's Ratings (Moody's) has downgraded the counterparty instrument rating of a currency swap from CWHEQ Revolving Home Equity Loan Trust, Series 2006-F. Please click on this link /viewresearchdoc.aspx?docid=PBS_ARFTL500657 for the List of Affected Credit Ratings. This list ...

Moody's upgrades Currency Swap from CWHEQ Revolving Home Equity Loan T...

Moody's Investors Service ("Moody's") has upgraded the counterparty instrument rating of a currency swap from CWHEQ Revolving Home Equity Loan Trust, Series 2006-F. The affected swap is between CWHEQ Revolving Home Equity Loan Trust, Series 2006-F and BNP Paribas, New York Branch (Aa3, Prime-1), as ...

Moody's upgrades 148 US structured finance securities and one class of...

Rating Action: Moody's upgrades 148 US structured finance securities and one class of US securities guaranteed by Assured Guaranty. Global Credit Research- 21 Mar 2022. New York, March 21, 2022-- Moody's Investors Service has upgraded the ratings of 148 classes of US structured finance securities wrapped by Assured Guaranty Municipal Corp., Assured Guaranty Corp. and their affiliated insurance operating companies, and one class of US securities wrapped by Assured Guaranty...

OOMLT 2007-FXD2 OPTION ONE MORTGAGE LOAN TRUST 2007-FXD2
BAFC 2005-4 BANC OF AMERICA FUNDING CORPORATION
NAA 2007-1 MORTGAGE PASS-THROUGH CERTIFICATES
DMSI 2006-PR1 SERIES 2005-4
CSFB 2002-HE11 NOMURA ASSET ACCEPTANCE CORPORATION
DBALT 2006-AB3 ALTERNATIVE LOAN TRUST
HEAT 2002-1 SERIES 2007-1
HEAT 2002-2 DEUTSCHE MORTGAGE SECURITIES
HEAT 2002-3 INC. MORTGAGE LOAN TRUST
CWALT 2005-22T1 SERIES 2006-PR1
CWHEL 2006-RES CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP. SERIES 2002-HE11
CWALT 2005-13CB DEUTSCHE ALT-B SECURITIES
GSAA 2005-12 INC. MORTGAGE LOAN TRUST SERIES 2006-AB3
DBALT 2006-AB4 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP. SERIES 2002-1
DBALT 2006-AB1 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP. SERIES 2002-2
ACE 2007-SL3 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP. SERIES 2002-3
ACE 2007-SL2 CWALT
CWHEL 2006-HW INC. MORTGAGE PASS-THROUGH CERTIFICATES
CSFB 2001-HE17 SERIES 2005-22T1
ACE 2007-D1 CWHEQ REVOLVING HOME EQUITY LOAN RESECURITIZATION TRUST 2006-RES
CWHEL 2005-C CWALT
CWHEL 2005-J INC. MORTGAGE PASS-THROUGH CERTIFICATES
CWHEL 2006-F SERIES 2005-13CB
CWHEL 2007-A GSAA HOME EQUITY TRUST ASSET BACKED CERTIFICATES SERIES 2005-12
CWHEL 2005-D DEUTSCHE ALT-B SECURITIES MORTGAGE LOAN TRUST
CWHEL 2006-I SERIES 2006-AB4
CSFB 2002-HE1 DEUTSCHE ALT-B SECURITIES MORTGAGE LOAN TRUST
MSAC 2003-NC9 SERIES 2006-AB1
MLMI 2006-WMC1 ACE SECURITIES CORP. HOME EQUITY LOAN TRUST
CWHEL 2007-B SERIES 2007-SL3
AHM 2006-2 ACE SECURITIES CORP. HOME EQUITY LOAN TRUST
CWHEL 2007-D SERIES 2007-SL2
AHM 2007-A CWHEQ 2006-H CLASS 2-A-1A AND CLASS 2-A-1B CUSTODY RECEIPTS
CWL 2006-15 CSFB MORTGAGE PASS-THROUGH CERTIFICATES
CWL 2007-13 SERIES 2001-HE17
MARM 2007-3 ACE SECURITIES CORP. MORTGAGE LOAN TRUST
MABS 2007-NCW SERIES 2007-D1
CWL 2007-4 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
AHMA 2007-3 SERIES 2005-C
CMSI 2005-5 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
MASTR 2005-2 SERIES 2005-J
CWHL 2005-6 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
CWHL 2004-4 SERIES 2006-F
OOMLT 2000-5 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
HVMLT 2007-1 SERIES 2007-A
BAFC 2006-R1 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
CDCMC 2002-HE1 SERIES 2005-D
CSAB 2006-2 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
CSAB 2006-3 SERIES 2006-I
DSLA 2005-AR5 CS FIRST BOSTON MORTGAGE SECURITIES CORP 2002-HE1
CSAB 2006-4 MORGAN STANLEY ABS CAPITAL I INC. TRUST 2003-NC9
SVHE 2008-1 MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-WMC1
CSFB 2001-HE22 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
GSAA 2007-S1 2007-B
IMM 2007-A AMERICAN HOME MORTGAGE INVESTMENT TRUST 2006-2
SBM7 1994-20 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
AAA 2007-2 2007-D
AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-A
CWABS ASSET-BACKED CERTIFICATES TRUST 2006-15
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2007-3
MASTR ASSET BACKED SECURITIES TRUST 2007-NCW
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-4
AMERICAN HOME MORTGAGE ASSETS TRUST 2007-3
CITICORP MORTGAGE SECURITIES
INC. 2005-5
MASTR ASSET SECURITIZATION TRUST 2005-2
CHL MORTGAGE PASS-THROUGH TRUST 2005-6
CHL MORTGAGE PASS-THROUGH TRUST 2004-4
OPTION ONE MORTGAGE LOAN TRUST 2000-5
HARBORVIEW MORTGAGE LOAN TRUST 2007-1
BANC OF AMERICA FUNDING 2006-R1 TRUST
CDC MORTGAGE CAPITAL TRUST 2002-HE1
CSAB MORTGAGE-BACKED TRUST 2006-2
CSAB MORTGAGE-BACKED TRUST 2006-3
DSLA MORTGAGE LOAN TRUST 2005-AR5
CSAB MORTGAGE BACKED TRUST 2006-4
SOUNDVIEW HOME LOAN TRUST 2008-1
CSFB ABS TRUST SERIES 2001-HE22
GSAA HOME EQUITY TRUST 2007-S1
IMPAC CMB TRUST SERIES 2007-A
SBMS VII 1994-20 (PLAZA)
AAA TRUST 2007-2

Moody's upgrades 148 US structured finance securities and one class of...

Rating Action: Moody's upgrades 148 US structured finance securities and one class of US securities guaranteed by Assured Guaranty. Global Credit Research- 21 Mar 2022. New York, March 21, 2022-- Moody's Investors Service has upgraded the ratings of 148 classes of US structured finance securities wrapped by Assured Guaranty Municipal Corp., Assured Guaranty Corp. and their affiliated insurance operating companies, and one class of US securities wrapped by Assured Guaranty...

OOMLT 2007-FXD2 OPTION ONE MORTGAGE LOAN TRUST 2007-FXD2
BAFC 2005-4 BANC OF AMERICA FUNDING CORPORATION
NAA 2007-1 MORTGAGE PASS-THROUGH CERTIFICATES
DMSI 2006-PR1 SERIES 2005-4
CSFB 2002-HE11 NOMURA ASSET ACCEPTANCE CORPORATION
DBALT 2006-AB3 ALTERNATIVE LOAN TRUST
HEAT 2002-1 SERIES 2007-1
HEAT 2002-2 DEUTSCHE MORTGAGE SECURITIES
HEAT 2002-3 INC. MORTGAGE LOAN TRUST
CWALT 2005-22T1 SERIES 2006-PR1
CWHEL 2006-RES CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP. SERIES 2002-HE11
CWALT 2005-13CB DEUTSCHE ALT-B SECURITIES
GSAA 2005-12 INC. MORTGAGE LOAN TRUST SERIES 2006-AB3
DBALT 2006-AB4 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP. SERIES 2002-1
DBALT 2006-AB1 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP. SERIES 2002-2
ACE 2007-SL3 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP. SERIES 2002-3
ACE 2007-SL2 CWALT
CWHEL 2006-HW INC. MORTGAGE PASS-THROUGH CERTIFICATES
CSFB 2001-HE17 SERIES 2005-22T1
ACE 2007-D1 CWHEQ REVOLVING HOME EQUITY LOAN RESECURITIZATION TRUST 2006-RES
CWHEL 2005-C CWALT
CWHEL 2005-J INC. MORTGAGE PASS-THROUGH CERTIFICATES
CWHEL 2006-F SERIES 2005-13CB
CWHEL 2007-A GSAA HOME EQUITY TRUST ASSET BACKED CERTIFICATES SERIES 2005-12
CWHEL 2005-D DEUTSCHE ALT-B SECURITIES MORTGAGE LOAN TRUST
CWHEL 2006-I SERIES 2006-AB4
CSFB 2002-HE1 DEUTSCHE ALT-B SECURITIES MORTGAGE LOAN TRUST
MSAC 2003-NC9 SERIES 2006-AB1
MLMI 2006-WMC1 ACE SECURITIES CORP. HOME EQUITY LOAN TRUST
CWHEL 2007-B SERIES 2007-SL3
AHM 2006-2 ACE SECURITIES CORP. HOME EQUITY LOAN TRUST
CWHEL 2007-D SERIES 2007-SL2
AHM 2007-A CWHEQ 2006-H CLASS 2-A-1A AND CLASS 2-A-1B CUSTODY RECEIPTS
CWL 2006-15 CSFB MORTGAGE PASS-THROUGH CERTIFICATES
CWL 2007-13 SERIES 2001-HE17
MARM 2007-3 ACE SECURITIES CORP. MORTGAGE LOAN TRUST
MABS 2007-NCW SERIES 2007-D1
CWL 2007-4 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
AHMA 2007-3 SERIES 2005-C
CMSI 2005-5 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
MASTR 2005-2 SERIES 2005-J
CWHL 2005-6 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
CWHL 2004-4 SERIES 2006-F
OOMLT 2000-5 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
HVMLT 2007-1 SERIES 2007-A
BAFC 2006-R1 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
CDCMC 2002-HE1 SERIES 2005-D
CSAB 2006-2 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
CSAB 2006-3 SERIES 2006-I
DSLA 2005-AR5 CS FIRST BOSTON MORTGAGE SECURITIES CORP 2002-HE1
CSAB 2006-4 MORGAN STANLEY ABS CAPITAL I INC. TRUST 2003-NC9
SVHE 2008-1 MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-WMC1
CSFB 2001-HE22 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
GSAA 2007-S1 2007-B
IMM 2007-A AMERICAN HOME MORTGAGE INVESTMENT TRUST 2006-2
SBM7 1994-20 CWHEQ REVOLVING HOME EQUITY LOAN TRUST
AAA 2007-2 2007-D
AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-A
CWABS ASSET-BACKED CERTIFICATES TRUST 2006-15
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2007-3
MASTR ASSET BACKED SECURITIES TRUST 2007-NCW
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-4
AMERICAN HOME MORTGAGE ASSETS TRUST 2007-3
CITICORP MORTGAGE SECURITIES
INC. 2005-5
MASTR ASSET SECURITIZATION TRUST 2005-2
CHL MORTGAGE PASS-THROUGH TRUST 2005-6
CHL MORTGAGE PASS-THROUGH TRUST 2004-4
OPTION ONE MORTGAGE LOAN TRUST 2000-5
HARBORVIEW MORTGAGE LOAN TRUST 2007-1
BANC OF AMERICA FUNDING 2006-R1 TRUST
CDC MORTGAGE CAPITAL TRUST 2002-HE1
CSAB MORTGAGE-BACKED TRUST 2006-2
CSAB MORTGAGE-BACKED TRUST 2006-3
DSLA MORTGAGE LOAN TRUST 2005-AR5
CSAB MORTGAGE BACKED TRUST 2006-4
SOUNDVIEW HOME LOAN TRUST 2008-1
CSFB ABS TRUST SERIES 2001-HE22
GSAA HOME EQUITY TRUST 2007-S1
IMPAC CMB TRUST SERIES 2007-A
SBMS VII 1994-20 (PLAZA)
AAA TRUST 2007-2
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