Press Release

DBRS Morningstar Takes Rating Actions on 42 U.S. RMBS Transactions

RMBS
September 30, 2022

DBRS, Inc. (DBRS Morningstar) reviewed 496 classes from 42 U.S. residential mortgage-backed securities (RMBS) transactions. Of the 496 classes reviewed, DBRS Morningstar upgraded six ratings and confirmed 490 ratings.

The rating upgrades reflect positive performance trends and increases in credit support sufficient to withstand stresses at their new rating levels. The rating confirmations reflect asset performance and credit-support levels that are consistent with the current ratings.

The pools backing the reviewed RMBS transactions consist of subprime, Alt-A, scratch-and-dent, option adjustable rate mortgage, second lien, prime, and reperforming collateral.

The ratings assigned to the securities listed below differ from the ratings implied by the quantitative model. DBRS Morningstar considers these differences material deviations; however, in these cases, the ratings on the subject securities may reflect additional seasoning being warranted to substantiate a further upgrade.

-- DSLA Mortgage Loan Trust 2006-AR2, Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 1A-1A
-- EquiFirst Loan Securitization Trust 2007-1, Mortgage Pass-Through Certificates, Series 2007-1, Class A-2B
-- EquiFirst Loan Securitization Trust 2007-1, Mortgage Pass-Through Certificates, Series 2007-1, Class A-2C
-- First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class A1
-- First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class A5
-- First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class M1
-- GSR Mortgage Loan Trust 2005-AR5, Mortgage Pass-Through Certificates, Series 2005-AR5, Class 4A1
-- Home Equity Asset Trust 2007-2, Home Equity Pass-Through Certificates, Series 2007-2, Class 1-A-1
-- HarborView Mortgage Loan Trust 2007-A, Mortgage Loan Pass-Through Certificates, Series 2007-A, Class A
-- Impac CMB Grantor Trust 2005-1-1, Collateralized Asset-Backed Grantor Trust Certificates, Series 2005-1, Class M-1
-- Impac CMB Grantor Trust 2005-1-2, Collateralized Asset-Backed Grantor Trust Certificates, Series 2005-1, Class M-2
-- Impac CMB Grantor Trust 2005-1-4, Collateralized Asset-Backed Grantor Trust Certificates, Series 2005-1, Class M-4
-- Impac CMB Grantor Trust 2005-1-5, Collateralized Asset-Backed Grantor Trust Certificates, Series 2005-1, Class M-5
-- Impac CMB Grantor Trust 2005-1-6, Collateralized Asset-Backed Grantor Trust Certificates, Series 2005-1, Class M-6
-- Impac CMB Grantor Trust 2005-1-7, Collateralized Asset-Backed Grantor Trust Certificates, Series 2005-1, Class B
-- OBX 2021-J3 Trust, Mortgage-Backed Notes, Series 2021-J3, Class B-X-2
-- OBX 2021-J3 Trust, Mortgage-Backed Notes, Series 2021-J3, Class B-3
-- OBX 2021-J3 Trust, Mortgage-Backed Notes, Series 2021-J3, Class B-4
-- OBX 2021-J3 Trust, Mortgage-Backed Notes, Series 2021-J3, Class B-5

CORONAVIRUS DISEASE (COVID-19) IMPACT
The pandemic and the resulting isolation measures caused an immediate economic contraction, leading to sharp increases in unemployment rates and income reductions for many consumers. DBRS Morningstar saw increases in delinquencies for many RMBS asset classes shortly after the onset of the pandemic.

Such mortgage delinquencies were mostly in the form of forbearance, which is generally short-term payment relief that may perform very differently from traditional delinquency. At the onset of the pandemic, because the option to forbear mortgage payments was so widely available, it drove forbearance to a very high level. When the dust settled, pandemic-induced forbearance in 2020 performed better than expected, thanks to government aid and good underwriting in the mortgage market in general. Across nearly all RMBS asset classes, delinquencies have been gradually trending down in recent months as the forbearance period comes to an end for many borrowers.

In connection with the economic stress assumed under its baseline scenario (“Baseline Macroeconomic Scenarios for Rated Sovereigns: September 2022 Update,” published on September 19, 2022), DBRS Morningstar may assume higher loss expectations for pools with loans on forbearance plans.

The rating actions are the result of DBRS Morningstar’s application of its “U.S. RMBS Surveillance Methodology,” published on February 21, 2020.

ENVIRONMENTAL, SOCIAL, GOVERNANCE CONSIDERATIONS
There were no Environmental/, Social/, Governance factors that had a significant or relevant effect on the credit analysis.

A description of how DBRS Morningstar considers ESG factors within the DBRS Morningstar analytical framework can be found in the DBRS Morningstar Criteria: Approach to Environmental, Social, and Governance Risk Factors in Credit Ratings at https://www.dbrsmorningstar.com/research/396929 (May 17, 2022).

Notes:
The principal methodology is U.S. RMBS Surveillance Methodology (February 21, 2020), which can be found on dbrsmorningstar.com under Methodologies & Criteria.

The DBRS Morningstar Sovereign group releases baseline macroeconomic scenarios for rated sovereigns. DBRS Morningstar analysis considered impacts consistent with the baseline scenarios as set forth in the following report: https://www.dbrsmorningstar.com/research/384482/baseline-macroeconomic-scenarios-application-to-credit-ratings.

The rated entity or its related entities did participate in the rating process for this rating action. DBRS Morningstar had access to the accounts and other relevant internal documents of the rated entity or its related entities in connection with this rating action.

For more information on these credits or on this industry, visit www.dbrsmorningstar.com or contact us at info@dbrsmorningstar.com.

DBRS, Inc.
140 Broadway, 43rd Floor
New York, NY 10005 USA
Tel. +1 212 806-3277

Ratings

  • CWALT, Inc. Alternative Loan Trust 2005-48T1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-5C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-6C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-7C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-48T1, Class POC (sf)--Confirmed
    US
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  • CWALT, Inc. Alternative Loan Trust 2005-60T1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-10C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-11C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-12C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-5C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-6C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-7C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-8C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-9C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class POC (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-60T1, Class XC (sf)--Confirmed
    US
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  • CWALT, Inc. Alternative Loan Trust 2005-65CB

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-10C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-11C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-12C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-13C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-14C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-5C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-6C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-7C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-8C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-9C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-XC (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-5C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-6C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-7C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-8C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-XC (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-65CB, Class POC (sf)--Confirmed
    US
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  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-7

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class 1-A-1C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class 2-A-3C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class 2-A-4C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class B-1C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class B-2C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class B-3C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class M-1C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class M-2C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class M-3C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class M-4C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class M-5C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class M-6C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class M-7C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-7, Class M-8C (sf)--Confirmed
    US
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  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-8

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class 1-A-1C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class 2-A-3C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class 2-A-4C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class B-1C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class B-2C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class B-3C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class M-1C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class M-2C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class M-3C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class M-4C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class M-5C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class M-6C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class M-7C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2006-8, Class M-8C (sf)--Confirmed
    US
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  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2007-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class 1-A-1C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class 2-A-3C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class 2-A-4C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class B-1C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class B-2C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class B-3C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class M-1C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class M-2C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class M-3C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class M-4C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class M-5C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class M-6C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class M-7C (sf)--Confirmed
    US
    30-Sep-22Home Equity Pass-Through Certificates, Series 2007-1, Class M-8C (sf)--Confirmed
    US
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  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Mortgage Trust 2006-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class A-1C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class A-2C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class A-3C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class B-1C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class B-2C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-1C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-10C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-2C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-3C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-4C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-5C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-6C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-7C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-8C (sf)--Confirmed
    US
    30-Sep-22Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-9C (sf)--Confirmed
    US
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  • DSLA Mortgage Loan Trust 2005-AR5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class 1-A1AC (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2-A1AC (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2-A1BC (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class POC (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class X-2C (sf)--Confirmed
    US
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  • DSLA Mortgage Loan Trust 2006-AR2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 1A-1AC (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 2A-1AC (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 2A-1B2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 2A-1B3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 2A-1CC (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-5C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-6C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-7C (sf)--Confirmed
    US
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  • EquiFirst Loan Securitization Trust 2007-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage Pass-Through Certificates, Series 2007-1, Class A-1B (sf)--Upgraded
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2007-1, Class A-2BC (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2007-1, Class A-2CC (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2007-1, Class B-1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2007-1, Class B-2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2007-1, Class B-3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2007-1, Class M-1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2007-1, Class M-2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2007-1, Class M-3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2007-1, Class M-4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2007-1, Class M-5C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2007-1, Class M-6C (sf)--Confirmed
    US
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  • First Franklin Mortgage Loan Trust 2006-FF2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FF2, Class A1B (sf)--Upgraded
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FF2, Class A5C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FF2, Class BC (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FF2, Class M1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FF2, Class M2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FF2, Class M3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FF2, Class M4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FF2, Class M5C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FF2, Class M6C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FF2, Class M7C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FF2, Class M8C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FF2, Class M9C (sf)--Confirmed
    US
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  • First Franklin Mortgage Loan Trust 2006-FFA

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class A1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class A2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class A4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class B1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class B2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class M1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class M2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class M3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class M4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class M5C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class M6C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class M7C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class M8C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFA, Class M9C (sf)--Confirmed
    US
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  • First Franklin Mortgage Loan Trust 2006-FFB

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class A1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class A3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class A4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class B1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class B2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class M1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class M2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class M3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class M4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class M5C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class M6C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class M7C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class M8C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-FFB, Class M9C (sf)--Confirmed
    US
    More
    Less

  • Fremont Home Loan Trust 2006-B

  • Fremont Home Loan Trust 2006-C

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class 1-A1C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class 1-A2C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class 2-A2C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class 2-A3C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class M1C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class M10C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class M11C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class M2C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class M3C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class M4C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class M5C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class M6C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class M7C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class M8C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-C, Class M9C (sf)--Confirmed
    US
    More
    Less

  • Fremont Home Loan Trust 2006-D

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class 1-A1C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class 2-A2C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class 2-A3C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class 2-A4C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class M1C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class M10C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class M2C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class M3C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class M4C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class M5C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class M6C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class M7C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class M8C (sf)--Confirmed
    US
    30-Sep-22Mortgage-Backed Certificates, Series 2006-D, Class M9C (sf)--Confirmed
    US
    More
    Less

  • GMACM Home Equity Loan Trust 2005-HE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22GMACM Home Equity Loan-Backed Term Notes, Series 2005-HE2, Class A-4C (sf)--Confirmed
    US
    30-Sep-22GMACM Home Equity Loan-Backed Term Notes, Series 2005-HE2, Class A-5C (sf)--Confirmed
    US
    30-Sep-22GMACM Home Equity Loan-Backed Term Notes, Series 2005-HE2, Class A-6C (sf)--Confirmed
    US
    More
    Less

  • GSAMP Trust 2006-HE6

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class A-2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class A-3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class A-4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class B-1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class B-2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class B-3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-5C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-6C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-7C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-8C (sf)--Confirmed
    US
    More
    Less

  • GSR Mortgage Loan Trust 2005-AR5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class 1A1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A5C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class 3A1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Pass-Through Certificates, Series 2005-AR5, Class 4A1C (sf)--Confirmed
    US
    More
    Less

  • HarborView Mortgage Loan Trust 2005-13

    Date IssuedDebt RatedRatingTrendActionAttributesi
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 1-A1AC (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 1-A1BC (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 2-A1A1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 2-A1A2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 2-A1BC (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-1C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-2C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-3C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-4C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-5C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-6C (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2005-13, Class POC (sf)--Confirmed
    US
    30-Sep-22Mortgage Loan Pass-Through Certificates, Series 2005-13, Class XC (sf)--Confirmed
    US
    More
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    • Show More Issuers
CWALT, Inc. Alternative Loan Trust 2005-48T1
CWALT, Inc. Alternative Loan Trust 2005-60T1
CWALT, Inc. Alternative Loan Trust 2005-65CB
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-7
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-8
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2007-1
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Mortgage Trust 2006-3
DSLA Mortgage Loan Trust 2005-AR5
DSLA Mortgage Loan Trust 2006-AR2
EquiFirst Loan Securitization Trust 2007-1
First Franklin Mortgage Loan Trust 2006-FF2
First Franklin Mortgage Loan Trust 2006-FFA
First Franklin Mortgage Loan Trust 2006-FFB
Fremont Home Loan Trust 2006-B
Fremont Home Loan Trust 2006-C
Fremont Home Loan Trust 2006-D
GMACM Home Equity Loan Trust 2005-HE2
GSAMP Trust 2006-HE6
GSR Mortgage Loan Trust 2005-AR5
HarborView Mortgage Loan Trust 2005-13
Show More Issuers
  • US = Lead Analyst based in USA
  • CA = Lead Analyst based in Canada
  • EU = Lead Analyst based in EU
  • UK = Lead Analyst based in UK
  • E = EU endorsed
  • U = UK endorsed
  • Unsolicited Participating With Access
  • Unsolicited Participating Without Access
  • Unsolicited Non-participating

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