Press Release

DBRS Morningstar Takes Rating Actions on 19 U.S. RMBS Transactions

RMBS
February 15, 2023

DBRS, Inc. (DBRS Morningstar) reviewed 308 classes from 19 U.S. residential mortgage-backed securities (RMBS) transactions. Of the 308 classes reviewed, DBRS Morningstar upgraded 11 ratings and confirmed 297 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 prime, alt-a, subprime, scratch & dent, and second-lien mortgage 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.

-- Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1, Mortgage Pass-Through Certificates, Series 2007-BC1, Class A1
-- Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1, Mortgage Pass-Through Certificates, Series 2007-BC1, Class A5
-- Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1, Mortgage Pass-Through Certificates, Series 2007-BC1, Class A6
-- Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC4, Mortgage Pass-Through Certificates, Series 2007-BC4, Class A1
-- Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC4, Mortgage Pass-Through Certificates, Series 2007-BC4, Class A2
-- Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC4, Mortgage Pass-Through Certificates, Series 2007-BC4, Class A4
-- Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC4, Mortgage Pass-Through Certificates, Series 2007-BC4, Class M1
-- Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC4, Mortgage Pass-Through Certificates, Series 2007-BC4, Class M2
-- Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class A3
-- Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2, Mortgage Pass-Through Certificates, Series 2007-WF2, Class A4
-- SG Mortgage Securities Trust 2006-OPT2, Asset-Backed Certificates, Series 2006-OPT2, Class A-1
-- SG Mortgage Securities Trust 2006-OPT2, Asset-Backed Certificates, Series 2006-OPT2, Class A-3C
-- SG Mortgage Securities Trust 2006-OPT2, Asset-Backed Certificates, Series 2006-OPT2, Class A-3D
-- New Residential Mortgage Loan Trust 2017-2, Mortgage-Backed Notes, Series 2017-2, Class B-3
-- New Residential Mortgage Loan Trust 2017-2, Mortgage-Backed Notes, Series 2017-2, Class B-3A
-- New Residential Mortgage Loan Trust 2017-2, Mortgage-Backed Notes, Series 2017-2, Class B-3B
-- New Residential Mortgage Loan Trust 2017-2, Mortgage-Backed Notes, Series 2017-2, Class B-3C
-- New Residential Mortgage Loan Trust 2017-2, Mortgage-Backed Notes, Series 2017-2, Class B3-IOA
-- New Residential Mortgage Loan Trust 2017-2, Mortgage-Backed Notes, Series 2017-2, Class B3-IOB
-- New Residential Mortgage Loan Trust 2017-2, Mortgage-Backed Notes, Series 2017-2, Class B3-IOC
-- New Residential Mortgage Loan Trust 2017-2, Mortgage-Backed Notes, Series 2017-2, Class B-4
-- New Residential Mortgage Loan Trust 2017-2, Mortgage-Backed Notes, Series 2017-2, Class B-4A
-- New Residential Mortgage Loan Trust 2017-2, Mortgage-Backed Notes, Series 2017-2, Class B4-IOA
-- New Residential Mortgage Loan Trust 2017-2, Mortgage-Backed Notes, Series 2017-2, Class B-5
-- New Residential Mortgage Loan Trust 2017-2, Mortgage-Backed Notes, Series 2017-2, Class B-5A
-- New Residential Mortgage Loan Trust 2017-2, Mortgage-Backed Notes, Series 2017-2, Class B5-IOA
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-4
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-4A
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-4B
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-4C
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B4-IOA
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B4-IOB
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B4-IOC
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-5
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-5A
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-5B
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-5C
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-5D
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B5-IOA
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B5-IOB
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B5-IOC
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B5-IOD
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-7

The transaction assumptions consider DBRS Morningstar’s baseline macroeconomic scenarios for rated sovereign economies, available in its commentary “Baseline Macroeconomic Scenarios for Rated Sovereigns: December 2022 Update,” published on December 21, 2022 (https://www.dbrsmorningstar.com/research/407678). These baseline macroeconomic scenarios replace DBRS Morningstar’s moderate and adverse Coronavirus Disease (COVID-19) pandemic scenarios, which were first published in April 2020.

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 applicable to the ratings is the U.S. RMBS Surveillance Methodology (February 21, 2020; https://www.dbrsmorningstar.com/research/357249).

Other methodologies referenced in these transactions are listed at the end of this press release. These may be found at: https://www.dbrsmorningstar.com/about/methodologies.

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.

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

The rating methodologies used in the analysis of this transaction can be found at: https://www.dbrsmorningstar.com/about/methodologies.

RMBS Insight 1.3: U.S. Residential Mortgage-Backed Securities Model and Rating Methodology (April 1, 2020)
https://www.dbrsmorningstar.com/research/359116

Interest Rate Stresses for U.S. Structured Finance Transactions (August 30, 2022)
https://www.dbrsmorningstar.com/research/402153

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

Ratings

  • New Residential Mortgage Loan Trust 2017-2

  • New Residential Mortgage Loan Trust 2017-4

  • Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class I-A-1C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class II-A-1C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class II-A-2C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class II-A-3C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class II-A-4C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class M-1C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class M-2C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class M-3C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class M-4C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class M-5C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class M-6C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class M-7C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class M-8C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-3, Class M-9C (sf)--Confirmed
    US
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  • SG Mortgage Securities Trust 2006-FRE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class A-1C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class A-2BC (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class A-2CC (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class A-2DC (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class M-1C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class M-10C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class M-11C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class M-2C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class M-3C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class M-4C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class M-5C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class M-6C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class M-7C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class M-8C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-FRE2, Class M-9C (sf)--Confirmed
    US
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  • SG Mortgage Securities Trust 2006-OPT2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class A-1BBB (sf)--Upgraded
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class A-2BB (low) (sf)--Upgraded
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class A-3CC (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class A-3DC (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class M-1C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class M-10C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class M-11C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class M-2C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class M-3C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class M-4C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class M-5C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class M-6C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class M-7C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class M-8C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2006-OPT2, Class M-9C (sf)--Confirmed
    US
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  • Security National Mortgage Loan Trust 2004-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Mortgage Loan Asset-Backed (REMIC) Certificates, Series 2004-1, Class AF-3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Loan Asset-Backed (REMIC) Certificates, Series 2004-1, Class M-1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Loan Asset-Backed (REMIC) Certificates, Series 2004-1, Class M-2C (sf)--Confirmed
    US
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    Less

  • Sequoia Mortgage Trust 2005-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-3, Class A-1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-3, Class B-1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-3, Class B-2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-3, Class B-3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-3, Class B-4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-3, Class B-5C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-3, Class X-AC (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-3, Class X-BC (sf)--Confirmed
    US
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  • Soundview Home Loan Trust 2005-B

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-10C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-11C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-12C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-13C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-14C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-15C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-2C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-3C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-4C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-5C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-6C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-7C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-8C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2005-B, Class M-9C (sf)--Confirmed
    US
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    Less

  • Soundview Home Loan Trust 2007-OPT5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class I-A-1C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class II-A-2C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class II-A-3C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class M-1C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class M-1BC (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class M-2C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class M-2BC (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class M-3C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class M-4C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class M-5C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class M-6C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class M-7C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class M-8C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class M-9C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class X-1C (sf)--Confirmed
    US
    15-Feb-23Asset-Backed Certificates, Series 2007-OPT5, Class X-2C (sf)--Confirmed
    US
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  • Structured Adjustable Rate Mortgage Loan Trust 2008-2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Mortgage Pass-Through Certificates, Series 2008-2, Class A1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2008-2, Class A1XC (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2008-2, Class A2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2008-2, Class A21C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2008-2, Class A22C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2008-2, Class A3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2008-2, Class A4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2008-2, Class A5C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2008-2, Class B1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2008-2, Class B2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2008-2, Class B3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2008-2, Class B4C (sf)--Confirmed
    US
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  • Structured Asset Investment Loan Trust, Series 2006-BNC3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BNC3, Class A1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BNC3, Class A3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BNC3, Class A4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BNC3, Class B1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BNC3, Class B2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M5C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M6C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M7C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BNC3, Class M8C (sf)--Confirmed
    US
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  • Structured Asset Securities Corporation Mortgage Loan Trust 2005-OPT1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-OPT1, Class A3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-OPT1, Class A4-MC (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-OPT1, Class BC (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M5C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M6C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M7C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M8C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-OPT1, Class M9C (sf)--Confirmed
    US
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  • Structured Asset Securities Corporation Mortgage Loan Trust 2005-S5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-S5, Class B-1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-S5, Class B-2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-S5, Class B-3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-S5, Class B4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-S5, Class M2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-S5, Class M3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-S5, Class M4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-S5, Class M5C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-S5, Class M6C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-S5, Class M7C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2005-S5, Class M8C (sf)--Confirmed
    US
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  • Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class A1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class A3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class A4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class B1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class B2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class M1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class M2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class M3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class M4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class M5C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class M6C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class M7C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class M8C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-BC2, Class M9C (sf)--Confirmed
    US
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  • Structured Asset Securities Corporation Mortgage Loan Trust 2006-S2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class A2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class B1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class B2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class B3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class B4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class M1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class M2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class M3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class M4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class M5C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class M6C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class M7C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class M8C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2006-S2, Class M9C (sf)--Confirmed
    US
    More
    Less

  • Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class A4AAA (sf)--Upgraded
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class A5A (sf)--Upgraded
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class A1BBB (sf)--Upgraded
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class A6BBB (sf)--Upgraded
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class B1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class B2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class M1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class M2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class M3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class M4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class M5C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class M6C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class M7C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class M8C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC1, Class M9C (sf)--Confirmed
    US
    More
    Less

  • Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class A1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class A4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class A5C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class B1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class B2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class M1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class M2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class M3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class M4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class M5C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class M6C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class M7C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class M8C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC2, Class M9C (sf)--Confirmed
    US
    More
    Less

  • Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class A1BB (high) (sf)--Upgraded
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class A2BB (low) (sf)--Upgraded
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class A4B (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class B1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class B2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class M1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class M2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class M3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class M4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class M5C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class M6C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class M7C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class M8C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-BC4, Class M9C (sf)--Confirmed
    US
    More
    Less

  • Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class A1AA (high) (sf)--Upgraded
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class A3A (sf)--Upgraded
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class A4BB (high) (sf)--Upgraded
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class B1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class B2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class M1C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class M2C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class M3C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class M4C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class M5C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class M6C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class M7C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class M8C (sf)--Confirmed
    US
    15-Feb-23Mortgage Pass-Through Certificates, Series 2007-WF2, Class M9C (sf)--Confirmed
    US
    More
    Less
New Residential Mortgage Loan Trust 2017-2
New Residential Mortgage Loan Trust 2017-4
Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-3
SG Mortgage Securities Trust 2006-FRE2
SG Mortgage Securities Trust 2006-OPT2
Security National Mortgage Loan Trust 2004-1
Sequoia Mortgage Trust 2005-3
Soundview Home Loan Trust 2005-B
Soundview Home Loan Trust 2007-OPT5
Structured Adjustable Rate Mortgage Loan Trust 2008-2
Structured Asset Investment Loan Trust, Series 2006-BNC3
Structured Asset Securities Corporation Mortgage Loan Trust 2005-OPT1
Structured Asset Securities Corporation Mortgage Loan Trust 2005-S5
Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC2
Structured Asset Securities Corporation Mortgage Loan Trust 2006-S2
Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1
Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC2
Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC4
Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2
  • 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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