TEXT-S&P release on 6 U.S. subprime RMBS deals =2

Saxon Asset Securities Trust

Rating
Transaction Class CUSIP To From
2002-1 M-2 805564KX8 BBB A
2002-1 B 805564KY6 B BBB
2002-3 M-2 805564ML2 BB A
2002-3 B 805564MM0 CCC BBB
RATING LOWERED AND PLACED ON CREDITWATCH NEGATIVE
GSAMP Trust

Rating
Transaction Class CUSIP To From
2002-NC1 B-1 36228FEY8 BB-/Watch Neg BBB
RATINGS PLACED ON CREDITWATCH NEGATIVE
Cityscape Home Equity Loan Trust

Rating
Transaction Class CUSIP To From
1997-B B-1F 178779CN2 BB/Watch Neg BB
GSAMP Trust

Rating
Transaction Class CUSIP To From
2002-NC1 M-1 36228FEW2 AA+/Watch Neg AA+
2002-NC1 M-2 36228FEX0 A/Watch Neg A
Saxon Asset Securities Trust

Rating
Transaction Class CUSIP To From
2002-3 M-1 805564MK4 AA/Watch Neg AA
RATINGS AFFIRMED
Cityscape Home Equity Loan Trust
Transaction Class CUSIP Rating
1997-B A-6 178779BV5 AAA
1997-B A-7 178779BW3 AAA
1997-B M-1F 178779BY9 AA+
1997-B M-2F 178779BZ6 A
1997-B M-2A 178779CB8 BBB
GSAA Home Equity Trust
Transaction Class CUSIP Rating
2004-9 M-4 36242DJF1 A
2004-9 M-5 36242DJG9 A-
2004-9 B-1 36242DJK0 BBB+
GSAMP Trust
Transaction Class CUSIP Rating
2003-AHL A-1 36228FXG6 AAA
2003-AHL A-2B 36228FXP6 AAA
2003-AHL M-1 36228FXK7 AA
2003-AHL M-2 36228FXL5 A
Option One Mortgage Loan Trust
Transaction Class CUSIP Rating
2002-4 M-1 68389FCN2 AAA
Saxon Asset Securities Trust
Transaction Class CUSIP Rating
2002-1 AF-5 805564KQ3 AAA
2002-1 AF-6 805564KR1 AAA
2002-1 AV-1 805564KS9 AAA
2002-1 AV-2 805564KT7 AAA
2002-1 M-1 805564KW0 AA
2002-3 AF-6 805564MG3 AAA
2003-1 AF-5 805564MT5 AAA
2003-1 AF-6 805564MU2 AAA
2003-1 AF-7 805564MV0 AAA
2003-1 M-1 805564NB3 AA
2003-1 M-2 805564NC1 A
2003-1 M-3 805564ND9 BBB+
2003-1 BF 805564NE7 BBB
2003-1 BV 805564NF4 BBB
2003-2 AF-5 805564NL1 AAA
2003-2 AF-6 805564NM9 AAA
2003-2 M-1 805564NR8 AA
2003-2 M-2 805564NS6 A
2003-2 M-3 805564NT4 BBB+
2003-2 B 805564NU1 BBB