Press Release

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

RMBS
May 24, 2023

DBRS, Inc. (DBRS Morningstar) reviewed 193 classes from 19 U.S. residential mortgage-backed securities (RMBS) transactions. The 19 transactions are generally classified as subprime and Alt-A collateral. Of the 193 classes reviewed, DBRS Morningstar upgraded 16 ratings and confirmed 177 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 transaction assumptions consider DBRS Morningstar’s baseline macroeconomic scenarios for rated sovereign economies, available in its commentary “Baseline Macroeconomic Scenarios for Rated Sovereigns: April 23 Update,” published on April 28, 2023 (https://www.dbrsmorningstar.com/research/413218). 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 March 3, 2023.

ENVIRONMENTAL, SOCIAL, AND 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 (March 3, 2023; https://www.dbrsmorningstar.com/research/410498).

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.

The credit ratings assigned to the classes below materially deviate from the ratings implied by the predictive model. DBRS Morningstar typically expects there to be a substantial likelihood that a reasonable investor or other user of the credit ratings would consider a three-notch or more deviation from the credit rating stresses implied by the predictive model to be a significant factor in evaluating the credit ratings. The rationale for the material deviations is additional seasoning being warranted to substantiate a further upgrade.

-- Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M3
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M4
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series WMC 2005-HE5, Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M4
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series WMC 2005-HE5, Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M5
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8, Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M3
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8, Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M4
-- Argent Securities Inc. Series 2004-W11, Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-3
-- Argent Securities Inc. Series 2004-W11, Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-4
-- Argent Securities Inc. Series 2004-W11, Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-5
-- Citigroup Mortgage Loan Trust, Inc., Series 2005-WF1, Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class M-1
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-4, Home Equity Pass-Through Certificates, Series 2005-4, Class M-6
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-5, Home Equity Pass-Through Certificates, Series 2005-5, Class M-4
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-6, Home Equity Pass-Through Certificates, Series 2005-6, Class M-4
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-6, Home Equity Pass-Through Certificates, Series 2005-6, Class M-5
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class M-2
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3, Home Equity Pass-Through Certificates, Series 2006-3, Class M-1
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3, Home Equity Pass-Through Certificates, Series 2006-3, Class M-2
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3, Home Equity Pass-Through Certificates, Series 2006-3, Class M-3
-- Long Beach Mortgage Loan Trust 2005-WL1, Asset-Backed Certificates, Series 2005-WL1, Class I/II-M4
-- Long Beach Mortgage Loan Trust 2005-WL1, Asset-Backed Certificates, Series 2005-WL1, Class III-M2
-- Long Beach Mortgage Loan Trust 2005-WL1, Asset-Backed Certificates, Series 2005-WL1, Class III-M3
-- Securitized Asset Backed Receivables LLC Trust 2006-OP1, Mortgage Pass-Through Certificates, Series 2006-OP1, Class M-3
-- Securitized Asset Backed Receivables LLC Trust 2006-OP1, Mortgage Pass-Through Certificates, Series 2006-OP1, Class M-4
-- Securitized Asset Backed Receivables LLC Trust 2006-OP1, Mortgage Pass-Through Certificates, Series 2006-OP1, Class M-5
-- Securitized Asset Backed Receivables LLC Trust 2006-OP1, Mortgage Pass-Through Certificates, Series 2006-OP1, Class M-6
-- Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-1
-- Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-2
-- Structured Asset Investment Loan Trust, Series 2004-11, Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-3
-- Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF1, Mortgage Pass-Through Certificates, Series 2007-WF1, Class A1
-- Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF1, Mortgage Pass-Through Certificates, Series 2007-WF1, Class A6
-- Soundview Home Loan Trust 2005-3, Asset-Backed Certificates, Series 2005-3, Class M-4
-- Securitized Asset Backed Receivables LLC Trust 2006-WM1, Mortgage Pass-Through Certificates, Series 2006-WM1, Class A-2C

The rating was initiated at the request of the rated entity.

The rated entity or its related entities did participate in the rating process for this rating action.

DBRS Morningstar had access to the accounts, management, and other relevant internal documents of the rated entity or its related entities in connection with this rating action.

This is a solicited credit rating.

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 (March 3, 2023)
https://www.dbrsmorningstar.com/research/410473

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

Legal Criteria for U.S. Structured Finance (December 7, 2022)
https://www.dbrsmorningstar.com/research/407008

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

Ratings

  • Argent Securities Inc. Series 2004-W11

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-3B (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-10C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-11C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-4C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-5C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-6C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-7C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-8C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-9C (sf)--Confirmed
    US
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    Less

  • Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M3C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M4C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M5C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M6C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M7C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M8C (sf)--Confirmed
    US
    More
    Less

  • Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M3B (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M10C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M4C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M5C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M6C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M7C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M8C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M9C (sf)--Confirmed
    US
    More
    Less

  • Asset Backed Securities Corporation Home Equity Loan Trust, Series WMC 2005-HE5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M10C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M11C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M12C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M4C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M5C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M6C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M7C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M8C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M9C (sf)--Confirmed
    US
    More
    Less

  • Citigroup Mortgage Loan Trust, Inc., Series 2005-WF1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class A-4AAA (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class A-5AAA (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class M-1BBB (high) (sf)--Upgraded
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class M-2C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class M-3C (sf)--Confirmed
    US
    24-May-23Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class M-4C (sf)--Confirmed
    US
    More
    Less

  • Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Home Equity Pass-Through Certificates, Series 2005-9, Class M-1AA (sf)--Upgraded
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-9, Class B-1C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-9, Class B-2C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-9, Class B-3C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-9, Class B-4C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-9, Class B-5C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-9, Class M-2C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-9, Class M-3C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-9, Class M-4C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-9, Class M-5C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-9, Class M-6C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-9, Class M-7C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-9, Class M-8C (sf)--Confirmed
    US
    More
    Less

  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Home Equity Pass-Through Certificates, Series 2005-4, Class M-5AAA (sf)--Upgraded
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-4, Class M-6BBB (low) (sf)--Upgraded
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-4, Class B-1C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-4, Class B-2C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-4, Class B-3C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-4, Class M-7C (sf)--Confirmed
    US
    More
    Less

  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Home Equity Pass-Through Certificates, Series 2005-5, Class M-3AAA (sf)--Upgraded
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-5, Class M-4BB (high) (sf)--Upgraded
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-5, Class B-1C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-5, Class B-2C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-5, Class B-3C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-5, Class M-5C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-5, Class M-6C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-5, Class M-7C (sf)--Confirmed
    US
    More
    Less

  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-6

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Home Equity Pass-Through Certificates, Series 2005-6, Class M-4A (low) (sf)--Upgraded
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-6, Class M-5B (sf)--Upgraded
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-6, Class B-1C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-6, Class B-2C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-6, Class B-3C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-6, Class B-4C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-6, Class M-6C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-6, Class M-7C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-6, Class M-8C (sf)--Confirmed
    US
    More
    Less

  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Home Equity Pass-Through Certificates, Series 2005-7, Class M-2BBB (low) (sf)--Upgraded
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-7, Class B-1C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-7, Class B-2C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-7, Class B-3C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-7, Class B-4C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-7, Class B-5C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-7, Class M-3C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-7, Class M-4C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-7, Class M-5C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-7, Class M-6C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2005-7, Class M-7C (sf)--Confirmed
    US
    More
    Less

  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Home Equity Pass-Through Certificates, Series 2006-3, Class M-1AA (low) (sf)--Upgraded
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2006-3, Class M-2B (sf)--Upgraded
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2006-3, Class B-1C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2006-3, Class B-2C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2006-3, Class B-3C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2006-3, Class B-4C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2006-3, Class B-5C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2006-3, Class M-3C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2006-3, Class M-4C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2006-3, Class M-5C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2006-3, Class M-6C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2006-3, Class M-7C (sf)--Confirmed
    US
    24-May-23Home Equity Pass-Through Certificates, Series 2006-3, Class M-8C (sf)--Confirmed
    US
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    Less

  • Long Beach Mortgage Loan Trust 2005-WL1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class I/II-M4BB (low) (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class I/II-B1C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class I/II-B2C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class I/II-M10C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class I/II-M5C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class I/II-M6C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class I/II-M7C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class I/II-M8C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class I/II-M9C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class III-B1C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class III-B2C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class III-B3C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class III-M2C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class III-M3C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class III-M4C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class III-M5C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class III-M6C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class III-M7C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class III-M8C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-WL1, Class III-M9C (sf)--Confirmed
    US
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  • Securitized Asset Backed Receivables LLC Trust 2006-FR1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Mortgage Pass-Through Certificates, Series 2006-FR1, Class B-1C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-FR1, Class B-2C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-FR1, Class B-3C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-FR1, Class M-1C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-FR1, Class M-2C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-FR1, Class M-3C (sf)--Confirmed
    US
    More
    Less

  • Securitized Asset Backed Receivables LLC Trust 2006-OP1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Mortgage Pass-Through Certificates, Series 2006-OP1, Class M-3BB (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-OP1, Class M-4B (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-OP1, Class B-1C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-OP1, Class B-2C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-OP1, Class B-3C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-OP1, Class M-5C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-OP1, Class M-6C (sf)--Confirmed
    US
    More
    Less

  • Securitized Asset Backed Receivables LLC Trust 2006-WM1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Mortgage Pass-Through Certificates, Series 2006-WM1, Class A-2CBB (sf)--Upgraded
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-WM1, Class B-1C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-WM1, Class B-2C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-WM1, Class B-3C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-WM1, Class B-4C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-WM1, Class M-1C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-WM1, Class M-2C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2006-WM1, Class M-3C (sf)--Confirmed
    US
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    Less

  • Soundview Home Loan Trust 2005-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Asset-Backed Certificates, Series 2005-3, Class B-1C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-3, Class B-2C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-3, Class B-3C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-3, Class M-4C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-3, Class M-5C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-3, Class M-6C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-3, Class M-7C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-3, Class M-8C (sf)--Confirmed
    US
    24-May-23Asset-Backed Certificates, Series 2005-3, Class M-9C (sf)--Confirmed
    US
    More
    Less

  • Structured Asset Investment Loan Trust, Series 2004-11

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-1A (sf)--Upgraded
    US
    24-May-23Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class BC (sf)--Confirmed
    US
    24-May-23Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-2C (sf)--Confirmed
    US
    24-May-23Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-3C (sf)--Confirmed
    US
    24-May-23Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-4C (sf)--Confirmed
    US
    24-May-23Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-5C (sf)--Confirmed
    US
    24-May-23Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-6C (sf)--Confirmed
    US
    24-May-23Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-7C (sf)--Confirmed
    US
    24-May-23Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-8C (sf)--Confirmed
    US
    24-May-23Lehman Brothers Mortgage Pass-Through Certificates, Series 2004-11, Class M-9C (sf)--Confirmed
    US
    More
    Less

  • Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 1-A3C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 1-A4C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 1-M1C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 1-M2C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 1-M3C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 1-M4C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 1-M5C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 2-A3C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 2-A4C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 2-M1C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 2-M2C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 2-M3C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 2-M4C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class 2-M5C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class B1C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class B2C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class M6C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class M7C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class M8C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-BC3, Class M9C (sf)--Confirmed
    US
    More
    Less

  • Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class A1BB (low) (sf)--Upgraded
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class A6BB (low) (sf)--Upgraded
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class A5B (sf)--Upgraded
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class B1C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class B2C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class B3C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class M1C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class M2C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class M3C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class M4C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class M5C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class M6C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class M7C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class M8C (sf)--Confirmed
    US
    24-May-23Mortgage Pass-Through Certificates, Series 2007-WF1, Class M9C (sf)--Confirmed
    US
    More
    Less
Argent Securities Inc. Series 2004-W11
Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2
Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8
Asset Backed Securities Corporation Home Equity Loan Trust, Series WMC 2005-HE5
Citigroup Mortgage Loan Trust, Inc., Series 2005-WF1
Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-4
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-5
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-6
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3
Long Beach Mortgage Loan Trust 2005-WL1
Securitized Asset Backed Receivables LLC Trust 2006-FR1
Securitized Asset Backed Receivables LLC Trust 2006-OP1
Securitized Asset Backed Receivables LLC Trust 2006-WM1
Soundview Home Loan Trust 2005-3
Structured Asset Investment Loan Trust, Series 2004-11
Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC3
Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF1
  • 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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