Press Release

Morningstar DBRS Takes Credit Rating Actions on 32 U.S. RMBS Transactions

RMBS
September 27, 2024

DBRS, Inc. (Morningstar DBRS) reviewed 386 classes from 32 U.S. residential mortgage-backed securities (RMBS) transactions. The reviewed transactions are classified as legacy RMBS and reperforming mortgages. Of the 386 classes reviewed, Morningstar DBRS upgraded its credit ratings on four classes and confirmed its credit ratings on 382 classes.

The credit rating upgrades reflect a positive performance trend and an increase in credit support sufficient to withstand stresses at the new credit rating level. The credit rating confirmations reflect asset performance and credit support levels that are consistent with the current credit ratings.

The transaction assumptions consider Morningstar DBRS' baseline macroeconomic scenarios for rated sovereign economies, available in its commentary "Baseline Macroeconomic Scenarios for Rated Sovereigns June 2024 Update" published on June 28, 2024, (https://dbrs.morningstar.com/research/435206) These baseline macroeconomic scenarios replace Morningstar DBRS' moderate and adverse coronavirus pandemic scenarios, which were first published in April 2020.

The credit rating actions are the result of Morningstar DBRS' application of its "U.S. RMBS Surveillance Methodology," published on June 28, 2024.

Morningstar DBRS' credit ratings on the applicable classes address the credit risk associated with the identified financial obligations in accordance with the relevant transaction documents. Where applicable, a description of these financial obligations can be found in the transactions' respective press releases at issuance.

Morningstar DBRS' long-term credit ratings provide opinions on risk of default. Morningstar DBRS considers risk of default to be the risk that an issuer will fail to satisfy the financial obligations in accordance with the terms under which a long-term obligation has been issued. The Morningstar DBRS short-term debt credit rating scale provides an opinion on the risk that an issuer will not meet its short-term financial obligations in a timely manner.

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 Morningstar DBRS considers ESG factors within the Morningstar DBRS analytical framework can be found in the Morningstar DBRS Criteria: Approach to Environmental, Social, and Governance Factors in Credit Ratings (August 13, 2024) at https://dbrs.morningstar.com/research/437781.

Notes:
All figures are in U.S. dollars unless otherwise noted.

The principal methodology applicable to the credit ratings is U.S. RMBS Surveillance Methodology (June 28, 2024) https://dbrs.morningstar.com/research/435291.

Other methodologies referenced in this transaction are listed at the end of this press release.

The credit ratings assigned to the classes below materially deviate from the credit ratings implied by the predictive model. Morningstar DBRS 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 below varies among tranches having (1) additional seasoning and/or updated performance to be measured against a sustainable upgrade loan-level cash flow stress, (2) dependency on another rating (such as interest only tranche or exchangeable tranche), or (3) small loan count.

The below tranches materially deviate because of additional seasoning and/or updated performance to be measured against a sustainable upgrade loan-level cash flow stress.

-- BRAVO Residential Funding Trust 2023-RPL1, Mortgage-Backed Notes, Series 2023-RPL1, Class M-1
-- BRAVO Residential Funding Trust 2023-RPL1, Mortgage-Backed Notes, Series 2023-RPL1, Class M-2
-- BRAVO Residential Funding Trust 2023-RPL1, Mortgage-Backed Notes, Series 2023-RPL1, Class B-1
-- BRAVO Residential Funding Trust 2023-RPL1, Mortgage-Backed Notes, Series 2023-RPL1, Class B-2
-- Chase Home Lending Mortgage Trust 2023-RPL2, Mortgage Certificates, Series 2023-RPL2, Class A-2
-- Chase Home Lending Mortgage Trust 2023-RPL2, Mortgage Certificates, Series 2023-RPL2, Class M-2
-- Chase Home Lending Mortgage Trust 2023-RPL2, Mortgage Certificates, Series 2023-RPL2, Class B-1
-- Chase Home Lending Mortgage Trust 2023-RPL2, Mortgage Certificates, Series 2023-RPL2, Class B-2
-- First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class A5

The below tranches materially deviate because of dependency on another credit rating (such as an interest-only tranche or exchangeable tranche).

-- BRAVO Residential Funding Trust 2023-RPL1, Mortgage-Backed Notes, Series 2023-RPL1, Class A-4
-- BRAVO Residential Funding Trust 2023-RPL1, Mortgage-Backed Notes, Series 2023-RPL1, Class A-5

The below tranches materially deviate because of a small loan count.

-- Impac CMB Trust Series 2004-11, Collateralized Asset-Backed Bonds, Series 2004-11, Class 2-A-1
-- Impac CMB Trust Series 2004-11, Collateralized Asset-Backed Bonds, Series 2004-11, Class 2-A-2
-- Impac CMB Trust Series 2004-11, Collateralized Asset-Backed Bonds, Series 2004-11, Class 2-M-1

The credit ratings were initiated at the request of the rated entities.

The rated entity or its related entities did participate in the credit rating process for these credit rating actions.

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

These are solicited credit ratings.

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

The credit rating methodologies used in the analysis of these transactions can be found at: https://dbrs.morningstar.com/about/methodologies.

-- RMBS Insight 1.3: U.S. Residential Mortgage-Backed Securities Model and Rating Methodology (June 28, 2024), https://dbrs.morningstar.com/research/435279
-- Interest Rate Stresses for U.S. Structured Finance Transactions (February 26, 2024), https://dbrs.morningstar.com/research/428623
-- Legal Criteria for U.S. Structured Finance (April 15, 2024), https://dbrs.morningstar.com/research/431205

For more information on this credit or on this industry, visit dbrs.morningstar.com or contact us at info-DBRS@morningstar.com.

Ratings

  • BRAVO Residential Funding Trust 2023-RPL1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    27-Sep-24Mortgage-Backed Notes, Series 2023-RPL1, Class A-1AAA (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Notes, Series 2023-RPL1, Class A-2AA (high) (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Notes, Series 2023-RPL1, Class A-3AA (high) (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Notes, Series 2023-RPL1, Class A-4A (high) (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Notes, Series 2023-RPL1, Class M-1A (high) (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Notes, Series 2023-RPL1, Class A-5BBB (high) (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Notes, Series 2023-RPL1, Class M-2BBB (high) (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Notes, Series 2023-RPL1, Class B-1BB (high) (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Notes, Series 2023-RPL1, Class B-2B (high) (sf)--Confirmed
    US
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  • CWALT, Inc. Alternative Loan Trust 2005-48T1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-5C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-6C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-7C (sf)--Confirmed
    US
    27-Sep-24Mortgage 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
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-10C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-11C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-12C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-5C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-6C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-7C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-8C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-9C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-60T1, Class POC (sf)--Confirmed
    US
    27-Sep-24Mortgage 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
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-10C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-11C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-12C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-13C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-14C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-5C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-6C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-7C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-8C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-9C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-XC (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-5C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-6C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-7C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-8C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-XC (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-65CB, Class POC (sf)--Confirmed
    US
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  • Chase Home Lending Mortgage Trust 2023-RPL2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    27-Sep-24Mortgage Certificates, Series 2023-RPL2,Class A-1AAA (sf)--Confirmed
    US
    27-Sep-24Mortgage Certificates, Series 2023-RPL2,Class A-1-AAAA (sf)--Confirmed
    US
    27-Sep-24Mortgage Certificates, Series 2023-RPL2,Class A-1-BAAA (sf)--Confirmed
    US
    27-Sep-24Mortgage Certificates, Series 2023-RPL2,Class A-2AA (low) (sf)--Confirmed
    US
    27-Sep-24Mortgage Certificates, Series 2023-RPL2,Class M-1A (low) (sf)--Confirmed
    US
    27-Sep-24Mortgage Certificates, Series 2023-RPL2,Class M-2BBB (low) (sf)--Confirmed
    US
    27-Sep-24Mortgage Certificates, Series 2023-RPL2,Class B-1BB (low) (sf)--Confirmed
    US
    27-Sep-24Mortgage Certificates, Series 2023-RPL2,Class B-2B (high) (sf)--Confirmed
    US
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    Less

  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-7

    Date IssuedDebt RatedRatingTrendActionAttributesi
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-7, Class 1-A-1C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-7, Class 2-A-3C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-7, Class 2-A-4C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-7, Class B-1C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-7, Class B-2C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-7, Class B-3C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-7, Class M-1C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-7, Class M-2C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-7, Class M-3C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-7, Class M-4C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-7, Class M-5C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-7, Class M-6C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-7, Class M-7C (sf)--Confirmed
    US
    27-Sep-24Home 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
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-8, Class 1-A-1C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-8, Class 2-A-3C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-8, Class 2-A-4C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-8, Class B-1C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-8, Class B-2C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-8, Class B-3C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-8, Class M-1C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-8, Class M-2C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-8, Class M-3C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-8, Class M-4C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-8, Class M-5C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-8, Class M-6C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2006-8, Class M-7C (sf)--Confirmed
    US
    27-Sep-24Home 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
    27-Sep-24Home Equity Pass-Through Certificates, Series 2007-1, Class 1-A-1C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2007-1, Class 2-A-3C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2007-1, Class 2-A-4C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2007-1, Class B-1C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2007-1, Class B-2C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2007-1, Class B-3C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2007-1, Class M-1C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2007-1, Class M-2C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2007-1, Class M-3C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2007-1, Class M-4C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2007-1, Class M-5C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2007-1, Class M-6C (sf)--Confirmed
    US
    27-Sep-24Home Equity Pass-Through Certificates, Series 2007-1, Class M-7C (sf)--Confirmed
    US
    27-Sep-24Home 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
    27-Sep-24Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class A-2C (sf)--Confirmed
    US
    27-Sep-24Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class A-3C (sf)--Confirmed
    US
    27-Sep-24Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class B-1C (sf)--Confirmed
    US
    27-Sep-24Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class B-2C (sf)--Confirmed
    US
    27-Sep-24Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-1C (sf)--Confirmed
    US
    27-Sep-24Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-10C (sf)--Confirmed
    US
    27-Sep-24Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-2C (sf)--Confirmed
    US
    27-Sep-24Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-3C (sf)--Confirmed
    US
    27-Sep-24Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-4C (sf)--Confirmed
    US
    27-Sep-24Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-5C (sf)--Confirmed
    US
    27-Sep-24Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-6C (sf)--Confirmed
    US
    27-Sep-24Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-7C (sf)--Confirmed
    US
    27-Sep-24Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-8C (sf)--Confirmed
    US
    27-Sep-24Home 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
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class 1-A1AC (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2-A1AC (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2-A1BC (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class POC (sf)--Confirmed
    US
    27-Sep-24Mortgage 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
    27-Sep-24Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 1A-1AC (sf)--Confirmed
    US
    27-Sep-24Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 2A-1AC (sf)--Confirmed
    US
    27-Sep-24Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 2A-1B2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 2A-1B3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 2A-1CC (sf)--Confirmed
    US
    27-Sep-24Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-5C (sf)--Confirmed
    US
    27-Sep-24Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-6C (sf)--Confirmed
    US
    27-Sep-24Mortgage 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
    27-Sep-24Mortgage Pass-Through Certificates, Series 2007-1, Class A-1BB (high) (sf)--Upgraded
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2007-1, Class A-2BB (sf)--Upgraded
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2007-1, Class A-2CB (sf)--Upgraded
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2007-1, Class B-1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2007-1, Class B-2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2007-1, Class B-3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2007-1, Class M-1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2007-1, Class M-2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2007-1, Class M-3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2007-1, Class M-4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2007-1, Class M-5C (sf)--Confirmed
    US
    27-Sep-24Mortgage 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
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FF2, Class A1BB (sf)--Upgraded
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FF2, Class A5C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FF2, Class BC (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FF2, Class M1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FF2, Class M2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FF2, Class M3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FF2, Class M4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FF2, Class M5C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FF2, Class M6C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FF2, Class M7C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FF2, Class M8C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FF2, Class M9C (sf)--Confirmed
    US
    More
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  • First Franklin Mortgage Loan Trust 2006-FFA

    Date IssuedDebt RatedRatingTrendActionAttributesi
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class A1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class A2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class A4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class B1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class B2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class M1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class M2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class M3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class M4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class M5C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class M6C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class M7C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class M8C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFA, Class M9C (sf)--Confirmed
    US
    More
    Less

  • First Franklin Mortgage Loan Trust 2006-FFB

    Date IssuedDebt RatedRatingTrendActionAttributesi
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class A1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class A3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class A4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class B1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class B2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class M1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class M2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class M3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class M4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class M5C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class M6C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class M7C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class M8C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-FFB, Class M9C (sf)--Confirmed
    US
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  • Fremont Home Loan Trust 2006-C

    Date IssuedDebt RatedRatingTrendActionAttributesi
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class 1-A1C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class 1-A2C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class 2-A2C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class 2-A3C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class M1C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class M10C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class M11C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class M2C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class M3C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class M4C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class M5C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class M6C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class M7C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class M8C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-C, Class M9C (sf)--Confirmed
    US
    More
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  • Fremont Home Loan Trust 2006-D

    Date IssuedDebt RatedRatingTrendActionAttributesi
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class 1-A1C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class 2-A2C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class 2-A3C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class 2-A4C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class M1C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class M10C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class M2C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class M3C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class M4C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class M5C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class M6C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class M7C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class M8C (sf)--Confirmed
    US
    27-Sep-24Mortgage-Backed Certificates, Series 2006-D, Class M9C (sf)--Confirmed
    US
    More
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  • GMACM Home Equity Loan Trust 2005-HE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    27-Sep-24GMACM Home Equity Loan-Backed Term Notes, Series 2005-HE2, Class A-4C (sf)--Confirmed
    US
    27-Sep-24GMACM Home Equity Loan-Backed Term Notes, Series 2005-HE2, Class A-5C (sf)--Confirmed
    US
    27-Sep-24GMACM Home Equity Loan-Backed Term Notes, Series 2005-HE2, Class A-6C (sf)--Confirmed
    US
    More
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  • GSAMP Trust 2006-HE6

    Date IssuedDebt RatedRatingTrendActionAttributesi
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class A-2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class A-3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class A-4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class B-1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class B-2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class B-3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-5C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-6C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-7C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-8C (sf)--Confirmed
    US
    More
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  • GSR Mortgage Loan Trust 2005-AR5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class 1A1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A2C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A3C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A4C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A5C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class 3A1C (sf)--Confirmed
    US
    27-Sep-24Mortgage Pass-Through Certificates, Series 2005-AR5, Class 4A1C (sf)--Confirmed
    US
    More
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    • Show More Issuers
BRAVO Residential Funding Trust 2023-RPL1
CWALT, Inc. Alternative Loan Trust 2005-48T1
CWALT, Inc. Alternative Loan Trust 2005-60T1
CWALT, Inc. Alternative Loan Trust 2005-65CB
Chase Home Lending Mortgage Trust 2023-RPL2
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-C
Fremont Home Loan Trust 2006-D
GMACM Home Equity Loan Trust 2005-HE2
GSAMP Trust 2006-HE6
GSR Mortgage Loan Trust 2005-AR5
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

ALL MORNINGSTAR DBRS RATINGS ARE SUBJECT TO DISCLAIMERS AND CERTAIN LIMITATIONS. PLEASE READ THESE DISCLAIMERS AND LIMITATIONS AND ADDITIONAL INFORMATION REGARDING MORNINGSTAR DBRS RATINGS, INCLUDING DEFINITIONS, POLICIES, RATING SCALES AND METHODOLOGIES.

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