The heat shield was designed to prevent or disipate the heat that the catalitic converter creates from heating up section of your car imediately above it. This heat shield is usually rots at the welds and becomes loose cauting an anoying rattle. When most people experience this rattle, they simply remove the heatshield from the cat. The worse thing that can happen is that you'll feel some heat coming from the floor of you car underneath the center console.
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