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Related Research

	Rating Action: Moody's Upgrades $184 Million of US RMBS issued from 2005 to 2006
	Rating Action: Moody's downgrades $79.5 Million of US RMBS issued from 2007 to 2008
	Rating Action: Moody's takes action on $222.9 Million of US RMBS issued from 2004 to 2006
	Rating Action: Moody's takes action on $272 Million of US RMBS issued from 2002 to 2007
	Rating Action: Moody's upgrades $890.3 Million of US RMBS issued from 2005 to 2007

Rating Action:

Moody's Places RMBS and ABS deals with Lehman Hedges on Review For Possible Downgrade

17 Sep 2008

New York, September 17, 2008 -- On 15 September 2008, Lehman Brothers Holdings Inc ("LBHI") announced that it intends to file a petition under Chapter 11 of the U.S. Bankruptcy Code. Also, on 15 September, Moody's Investors Service downgraded the senior ratings of LBHI, and those of certain guaranteed subsidiaries, to B3 under Review for further downgrade from A2.

As a result of Lehman's bankruptcy and rating downgrade, Moody's has today placed the following RMBS and ABS ratings on review for possible downgrade:

Issuer: CWALT, Inc. Mortgage Pass-Through Certificates, Series 2006-OC10

Cl. 1-A, Placed on Review for Possible Downgrade, currently Ba1

Cl. 2-A-1, Placed on Review for Possible Downgrade, currently Aa2

Cl. 2-A-2A, Placed on Review for Possible Downgrade, currently A1

Cl. 2-A-3, Placed on Review for Possible Downgrade, currently Ba2

Cl. 2-A-2B, Placed on Review for Possible Downgrade, currently Ba3

Issuer: CWALT, Inc. Mortgage Pass-Through Certificates, Series 2006-OC3

Cl. A-R, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A-1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A-2, Placed on Review for Possible Downgrade, currently Baa1

Cl. 2-A-1, Placed on Review for Possible Downgrade, currently Aa1

Cl. 2-A-2, Placed on Review for Possible Downgrade, currently A2

Cl. 2-A-3, Placed on Review for Possible Downgrade, currently Baa1

Cl. M-1, Placed on Review for Possible Downgrade, currently B3

Issuer: CWALT, Inc. Mortgage Pass-Through Certificates, Series 2006-OC6

Cl. A-R, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A, Placed on Review for Possible Downgrade, currently Ba1

Cl. 2-A-1, Placed on Review for Possible Downgrade, currently Aa3

Cl. 2-A-2A, Placed on Review for Possible Downgrade, currently Aa1

Cl. 2-A-2B, Placed on Review for Possible Downgrade, currently Ba3

Cl. 2-A-3, Placed on Review for Possible Downgrade, currently Ba2

Issuer: CWALT, Inc. Mortgage Pass-Through Certificates, Series 2006-OC7

Cl. 1-A, Placed on Review for Possible Downgrade, currently Baa3

Cl. 2-A-1, Placed on Review for Possible Downgrade, currently Aa2

Cl. 2-A-2A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A-2B, Placed on Review for Possible Downgrade, currently Ba2

Cl. 2-A-3, Placed on Review for Possible Downgrade, currently Ba1

Issuer: CWALT, Inc. Mortgage Pass-Through Certificates, Series 2006-OC8

Cl. 1-A-1, Placed on Review for Possible Downgrade, currently Baa2

Cl. 1-A-2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A-3, Placed on Review for Possible Downgrade, currently Baa3

Cl. 2-A-1A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A-1B, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A-1C, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A-1D, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A-1E, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A-2A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A-2B, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A-2C, Placed on Review for Possible Downgrade, currently Ba2

Cl. 2-A-3, Placed on Review for Possible Downgrade, currently Ba1

Issuer: CWALT, Inc. Mortgage Pass-Through Certificates, Series 2007-OH2

Cl. A-R, Placed on Review for Possible Downgrade, currently Aaa

Cl. A-1-A, Placed on Review for Possible Downgrade, currently Aaa

Cl. A-1-B, Placed on Review for Possible Downgrade, currently Aaa

Cl. A-2-A, Placed on Review for Possible Downgrade, currently Aaa

Cl. A-2-B, Placed on Review for Possible Downgrade, currently Aaa

Cl. A-3, Placed on Review for Possible Downgrade, currently Baa2

Cl. M-1, Placed on Review for Possible Downgrade, currently Ba1

Cl. M-2, Placed on Review for Possible Downgrade, currently Ba2

Cl. M-3, Placed on Review for Possible Downgrade, currently Ba3

Cl. M-4, Placed on Review for Possible Downgrade, currently B1

Issuer: CWALT, Inc. Mortgage Pass-Through Certificates, Series 2007-OH3

Cl. A-R, Placed on Review for Possible Downgrade, currently Aaa

Cl. A-1-A, Placed on Review for Possible Downgrade, currently Aaa

Cl. A-1-B, Placed on Review for Possible Downgrade, currently Aaa

Cl. A-2, Placed on Review for Possible Downgrade, currently Aaa

Cl. A-3, Placed on Review for Possible Downgrade, currently Baa3

Cl. M-1, Placed on Review for Possible Downgrade, currently Ba3

Cl. M-2, Placed on Review for Possible Downgrade, currently B1

Issuer: GreenPoint Mortgage Funding Trust 2006-AR5

Cl. 1-A1A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A1B, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2A2U, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2B, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3A2U, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3B, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A4, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A, Placed on Review for Possible Downgrade, currently Aaa

Cl. M1, Placed on Review for Possible Downgrade, currently A1

Cl. M2, Placed on Review for Possible Downgrade, currently Baa3

Cl. M3, Placed on Review for Possible Downgrade, currently B2

Issuer: GreenPoint Mortgage Funding Trust 2006-AR6

Cl. 1-A1A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A1AU, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2A2U, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2B, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2BU, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3B, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3BU, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A4, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. M1, Placed on Review for Possible Downgrade, currently A1

Cl. M2, Placed on Review for Possible Downgrade, currently Baa3

Cl. M3, Placed on Review for Possible Downgrade, currently Ba3

Issuer: GreenPoint Mortgage Funding Trust 2006-AR7

Cl. 1-A1A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A1B, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3B, Placed on Review for Possible Downgrade, currently Aaa

Financial Guarantor: Financial Security Assurance Inc. (Aaa, on review for possible downgrade)

Underlying Rating: Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. M1, Placed on Review for Possible Downgrade, currently A1

Cl. M2, Placed on Review for Possible Downgrade, currently Baa3

Cl. M3, Placed on Review for Possible Downgrade, currently Ba3

Issuer: GreenPoint Mortgage Funding Trust 2006-AR8

Cl. 1-A1A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A1B, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3B, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A, Placed on Review for Possible Downgrade, currently Aaa

Cl. M1, Placed on Review for Possible Downgrade, currently Aaa

Cl. M2, Placed on Review for Possible Downgrade, currently Baa1

Cl. M3, Placed on Review for Possible Downgrade, currently Ba3

Cl. M4, Placed on Review for Possible Downgrade, currently B1

Issuer: Greenpoint Mortgage Funding Trust 2007-AR1

Cl. 1-A1A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A1B, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A1A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A1B, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A3, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A4, Placed on Review for Possible Downgrade, currently Aaa

Cl. M1-I, Placed on Review for Possible Downgrade, currently Aa1

Cl. M2-I, Placed on Review for Possible Downgrade, currently A3

Cl. M3-I, Placed on Review for Possible Downgrade, currently Ba2

Cl. M4-I, Placed on Review for Possible Downgrade, currently Ba3

Cl. M1-II, Placed on Review for Possible Downgrade, currently Aa1

Cl. M2-II, Placed on Review for Possible Downgrade, currently A2

Cl. M3-II, Placed on Review for Possible Downgrade, currently Baa1

Cl. M4-II, Placed on Review for Possible Downgrade, currently Baa3

Cl. M5-II, Placed on Review for Possible Downgrade, currently Ba2

Issuer: Impac Secured Assets Corp. Mortgage Pass-Through Certificates, Series 2007-3

Cl. A1-A, Placed on Review for Possible Downgrade, currently Aaa

Cl. A1-B, Placed on Review for Possible Downgrade, currently Aaa

Cl. A1-C, Placed on Review for Possible Downgrade, currently Aaa

Cl. AM, currently Aa3

Financial Guarantor: Ambac Assurance Corporation (Aa3, negative outlook)

Underlying Rating: Placed on Review for Possible Downgrade, currently Ba2

Issuer: IndyMac INDX Mortgage Loan Trust 2006-AR14

Cl. 1-A1A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A1B, Placed on Review for Possible Downgrade, currently Ba1

Cl. 1-A2A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3B, Placed on Review for Possible Downgrade, currently Ba1

Cl. 1-A4A, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-AX, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A1AU, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2AU, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3AU, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3BU, Placed on Review for Possible Downgrade, currently Ba1

Cl. 1-A4AU, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A, Placed on Review for Possible Downgrade, currently Baa3

Cl. 2-AX, Placed on Review for Possible Downgrade, currently Baa3

Cl. M-1, Placed on Review for Possible Downgrade, currently B1

Issuer: IndyMac INDX Mortgage Loan Trust 2006-AR8

Cl. A2-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. A2-A3, Placed on Review for Possible Downgrade, currently Aaa

Cl. A2-B, Placed on Review for Possible Downgrade, currently Aaa

Cl. A3-A, Placed on Review for Possible Downgrade, currently Aaa

Cl. A4-A, Placed on Review for Possible Downgrade, currently Aaa

Cl. A3-B, Placed on Review for Possible Downgrade, currently A1

Cl. A4-B, Placed on Review for Possible Downgrade, currently A1

Cl. M-1, Placed on Review for Possible Downgrade, currently Ba2

Issuer: Lehman Mortgage Trust 2005-2

Cl. AP, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A4, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A3, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A4, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A5, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A6, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A3, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A4, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A5, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A6, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A7, Placed on Review for Possible Downgrade, currently Aaa

Cl. 4-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 4-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 5-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 5-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 5-A3, Placed on Review for Possible Downgrade, currently Aaa

Cl. 5-A4, Placed on Review for Possible Downgrade, currently Aaa

Cl. 5-A5, Placed on Review for Possible Downgrade, currently Aaa

Cl. R, Placed on Review for Possible Downgrade, currently Aaa

Cl. AX, Placed on Review for Possible Downgrade, currently Aaa

Cl. PAX, Placed on Review for Possible Downgrade, currently Aaa

Cl. B1(1-3), Placed on Review for Possible Downgrade, currently A2

Cl. B2(1-3), Placed on Review for Possible Downgrade, currently A3

Cl. B3(1-3), Placed on Review for Possible Downgrade, currently Ba1

Cl. B4(1-3), Placed on Review for Possible Downgrade, currently Ba3

Issuer: Lehman Mortgage Trust 2005-3

Cl. R, Placed on Review for Possible Downgrade, currently Aaa

Cl. AX, Placed on Review for Possible Downgrade, currently Aaa

Cl. PAX, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A1, Placed on Review for Possible Downgrade, currently Aa1

Cl. 1-A2, Placed on Review for Possible Downgrade, currently Aa1

Cl. 1-A6, Placed on Review for Possible Downgrade, currently Aa1

Cl. 1-A7, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A8, Placed on Review for Possible Downgrade, currently Aa1

Cl. 1-A9, Placed on Review for Possible Downgrade, currently Aaa

Cl. 4-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 4-A2, Placed on Review for Possible Downgrade, currently Aa2

Cl. 1-A3, Placed on Review for Possible Downgrade, currently Aa1

Cl. 1-A4, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A5, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A2, Placed on Review for Possible Downgrade, currently Aa2

Cl. 2-A3, Placed on Review for Possible Downgrade, currently Aa1

Cl. 2-A4, Placed on Review for Possible Downgrade, currently Aa1

Cl. 2-A5, Placed on Review for Possible Downgrade, currently Aa1

Financial Guarantor: MBIA Insurance Corporation (A2, negative outlook)

Underlying Rating: Placed on Review for Possible Downgrade, currently Aa1

Cl. 2-A6, Placed on Review for Possible Downgrade, currently Aa1

Cl. 2-A7, Placed on Review for Possible Downgrade, currently Aa1

Cl. 2-A8, Placed on Review for Possible Downgrade, currently Aa1

Cl. 2-A9, Placed on Review for Possible Downgrade, currently Aa1

Cl. 3-A1, Placed on Review for Possible Downgrade, currently Aa1

Cl. 1-A10, Placed on Review for Possible Downgrade, currently Aa1

Cl. 1-A11, Placed on Review for Possible Downgrade, currently Aa2

Cl. 1-A12, Placed on Review for Possible Downgrade, currently Aa2

Cl. AP, Placed on Review for Possible Downgrade, currently Aa1

Cl. B1, Placed on Review for Possible Downgrade, currently Baa1

Cl. B2, Placed on Review for Possible Downgrade, currently Baa3

Cl. B3, Placed on Review for Possible Downgrade, currently B1

Cl. B4, Placed on Review for Possible Downgrade, currently B2

Issuer: Lehman Mortgage Trust 2006-1

Cl. 1-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A4, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A5, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A6, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A3, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A4, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A5, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A6, Placed on Review for Possible Downgrade, currently Aa1

Cl. 4-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 4-A2, Placed on Review for Possible Downgrade, currently Aa1

Cl. R, Placed on Review for Possible Downgrade, currently Aaa

Cl. AP, Placed on Review for Possible Downgrade, currently Aaa

Cl. AX, Placed on Review for Possible Downgrade, currently Aaa

Cl. PAX, Placed on Review for Possible Downgrade, currently Aaa

Cl. B1, Placed on Review for Possible Downgrade, currently Aa2

Cl. B2, Placed on Review for Possible Downgrade, currently Baa1

Cl. B3, Placed on Review for Possible Downgrade, currently B1

Issuer: Lehman Mortgage Trust 2006-3

Cl. 1-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A2, Placed on Review for Possible Downgrade, currently Aa2

Cl. 1-A3, Placed on Review for Possible Downgrade, currently Aa2

Cl. 1-A4, Placed on Review for Possible Downgrade, currently Aa2

Cl. 1-A5, Placed on Review for Possible Downgrade, currently Aa2

Cl. 1-A6, Placed on Review for Possible Downgrade, currently Aa2

Cl. 1-A7, Placed on Review for Possible Downgrade, currently Aa2

Cl. 1-A8, Placed on Review for Possible Downgrade, currently Aa2

Cl. 1-A9, Placed on Review for Possible Downgrade, currently Aa2

Cl. 1-A10, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A11, Placed on Review for Possible Downgrade, currently Aa2

Cl. 1-A12, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A13, Placed on Review for Possible Downgrade, currently Aa3

Cl. 2-A1, Placed on Review for Possible Downgrade, currently A1

Cl. 2-A2, Placed on Review for Possible Downgrade, currently A1

Cl. 3-A1, Placed on Review for Possible Downgrade, currently Aaa

Cl. 3-A2, Placed on Review for Possible Downgrade, currently Aa3

Cl. 3-A3, Placed on Review for Possible Downgrade, currently Aaa

Cl. R, Placed on Review for Possible Downgrade, currently Aaa

Cl. AX, Placed on Review for Possible Downgrade, currently Aaa

Cl. M, Placed on Review for Possible Downgrade, currently Ba3

Issuer: Lehman Mortgage Trust 2006-7

Cl. 1-A1, Placed on Review for Possible Downgrade, currently Aa3

Cl. 1-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A3, Placed on Review for Possible Downgrade, currently Aaa

Cl. 1-A4, Placed on Review for Possible Downgrade, currently Aa3

Cl. 1-A5, Placed on Review for Possible Downgrade, currently Aa3

Cl. 1-A6, Placed on Review for Possible Downgrade, currently Aa3

Cl. 1-A7, Placed on Review for Possible Downgrade, currently Aa3

Cl. 1-A8, Placed on Review for Possible Downgrade, currently Aa3

Cl. 1-A9, Placed on Review for Possible Downgrade, currently Aa3

Cl. 1-A10, Placed on Review for Possible Downgrade, currently Aa3

Cl. AP, Placed on Review for Possible Downgrade, currently Aa3

Cl. AX, Placed on Review for Possible Downgrade, currently Aaa

Cl. R, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A1, Placed on Review for Possible Downgrade, currently Aa3

Cl. 2-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A3, Placed on Review for Possible Downgrade, currently A1

Cl. 2-A4, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A5, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A6, Placed on Review for Possible Downgrade, currently Aa3

Cl. 2-A7, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A8, Placed on Review for Possible Downgrade, currently A1

Cl. 2-A9, Placed on Review for Possible Downgrade, currently Aa3

Cl. 2-A10, Placed on Review for Possible Downgrade, currently Aaa

Cl. 2-A11, Placed on Review for Possible Downgrade, currently A1

Cl. 3-A1, Placed on Review for Possible Downgrade, currently Aa3

Cl. 3-A2, Placed on Review for Possible Downgrade, currently Aa3

Cl. 3-A3, Placed on Review for Possible Downgrade, currently Aa3

Cl. 3-A4, Placed on Review for Possible Downgrade, currently Aa3

Cl. 3-A5, Placed on Review for Possible Downgrade, currently Aa3

Cl. 3-A6, Placed on Review for Possible Downgrade, currently Aa3

Cl. 3-A7, Placed on Review for Possible Downgrade, currently Aa3

Cl. 4-A1, Placed on Review for Possible Downgrade, currently Aa3

Cl. 4-A2, Placed on Review for Possible Downgrade, currently Aa3

Cl. 5-A2, Placed on Review for Possible Downgrade, currently Aaa

Cl. 5-A3, Placed on Review for Possible Downgrade, currently A1

Cl. 5-A4, Placed on Review for Possible Downgrade, currently Aaa

Cl. 5-A5, Placed on Review for Possible Downgrade, currently A1

Cl. 5-A6, Placed on Review for Possible Downgrade, currently Aaa

Cl. 5-A7, Placed on Review for Possible Downgrade, currently A1

Cl. M, Placed on Review for Possible Downgrade, currently Ba3

Issuer: Lehman Mortgage Trust 2007-5