Press Release

DBRS Morningstar Takes Credit Rating Actions on 37 U.S. RMBS Transactions

RMBS
September 29, 2023

DBRS, Inc. (DBRS Morningstar) reviewed 393 classes from 37 U.S. residential mortgage-backed securities (RMBS) transactions. These transactions consist of subprime, second lien, prime, option ARM, ALT-A collateral, fixed- and adjustable-rate, first-lien residential mortgages collateralized by investor properties with one to four units (residential investor loans) and small-balance commercial mortgages (SBC) collateralized by various types of commercial, multifamily rental, and mixed-use properties. Of the 393 classes reviewed, DBRS Morningstar upgraded two credit ratings and confirmed 391 credit ratings.

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

The credit rating actions are the result of DBRS Morningstar’s application of its “U.S. RMBS Surveillance Methodology,” published on March 3, 2023, and its “North American CMBS Surveillance Methodology,” published on March 16, 2023.

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/416784 (July 4, 2023).

Notes:
The principal methodologies applicable to the credit ratings are the U.S. RMBS Surveillance Methodology (March 3, 2023; https://www.dbrsmorningstar.com/research/410498) and North American CMBS Surveillance Methodology (March 16, 2023; https://www.dbrsmorningstar.com/research/410912)

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

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 credit 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 and/or updated performance to be measured against a sustainable upgrade loan-level cash flow stress.

--EquiFirst Loan Securitization Trust 2007-1, Mortgage Pass-Through Certificates, Series 2007-1, Class A-2B
--EquiFirst Loan Securitization Trust 2007-1, Mortgage Pass-Through Certificates, Series 2007-1, Class A-2C
--First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class A1
--First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class A5
--Velocity Commercial Capital Loan Trust 2022-5, Mortgage-Backed Certificates, Series 2022-5, Class M-2
--Velocity Commercial Capital Loan Trust 2022-5, Mortgage-Backed Certificates, Series 2022-5, Class M-3
--Velocity Commercial Capital Loan Trust 2022-5, Mortgage-Backed Certificates, Series 2022-5, Class M-4
--Velocity Commercial Capital Loan Trust 2022-5, Mortgage-Backed Certificates, Series 2022-5, Class M-5
--Impac CMB Grantor Trust 2005-1-1, Collateralized Asset-Backed Grantor Trust Certificates, Series 2005-1, Class M-1
--Impac CMB Grantor Trust 2005-1-2, Collateralized Asset-Backed Grantor Trust Certificates, Series 2005-1, Class M-2

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

--Velocity Commercial Capital Loan Trust 2022-5, Mortgage-Backed Certificates, Series 2022-5, Class M2-A
--Velocity Commercial Capital Loan Trust 2022-5, Mortgage-Backed Certificates, Series 2022-5, Class M2-IO
--Velocity Commercial Capital Loan Trust 2022-5, Mortgage-Backed Certificates, Series 2022-5, Class M3-A
--Velocity Commercial Capital Loan Trust 2022-5, Mortgage-Backed Certificates, Series 2022-5, Class M3-IO
--Velocity Commercial Capital Loan Trust 2022-5, Mortgage-Backed Certificates, Series 2022-5, Class M4-A
--Velocity Commercial Capital Loan Trust 2022-5, Mortgage-Backed Certificates, Series 2022-5, Class M4-IO
--Velocity Commercial Capital Loan Trust 2022-5, Mortgage-Backed Certificates, Series 2022-5, Class M5-A
--Velocity Commercial Capital Loan Trust 2022-5, Mortgage-Backed Certificates, Series 2022-5, Class M5-IO

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

The rated entity or its related entities did participate in the credit rating process for this credit 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 credit 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 credit 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 (August 31, 2023) https://www.dbrsmorningstar.com/research/410473

Interest Rate Stresses for U.S. Structured Finance Transactions (June 9, 2023) 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

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

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-6C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-48T1, Class A-7C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-48T1, Class POC (sf)--Confirmed
    US
    More
    Less

  • CWALT, Inc. Alternative Loan Trust 2005-60T1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-10C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-11C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-12C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-6C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-7C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-8C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class A-9C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class POC (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-60T1, Class XC (sf)--Confirmed
    US
    More
    Less

  • CWALT, Inc. Alternative Loan Trust 2005-65CB

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-10C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-11C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-12C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-13C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-14C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-6C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-7C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-8C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-A-9C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 1-XC (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-6C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-7C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-A-8C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class 2-XC (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-65CB, Class POC (sf)--Confirmed
    US
    More
    Less

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

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class 1-A-1C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class 2-A-3C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class 2-A-4C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class B-1C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class B-2C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class B-3C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class M-1C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class M-2C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class M-3C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class M-4C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class M-5C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class M-6C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class M-7C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-7, Class M-8C (sf)--Confirmed
    US
    More
    Less

  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-8

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class 1-A-1C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class 2-A-3C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class 2-A-4C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class B-1C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class B-2C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class B-3C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class M-1C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class M-2C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class M-3C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class M-4C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class M-5C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class M-6C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class M-7C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2006-8, Class M-8C (sf)--Confirmed
    US
    More
    Less

  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2007-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class 1-A-1C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class 2-A-3C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class 2-A-4C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class B-1C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class B-2C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class B-3C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class M-1C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class M-2C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class M-3C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class M-4C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class M-5C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class M-6C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class M-7C (sf)--Confirmed
    US
    29-Sep-23Home Equity Pass-Through Certificates, Series 2007-1, Class M-8C (sf)--Confirmed
    US
    More
    Less

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

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class A-2C (sf)--Confirmed
    US
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class A-3C (sf)--Confirmed
    US
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class B-1C (sf)--Confirmed
    US
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class B-2C (sf)--Confirmed
    US
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-1C (sf)--Confirmed
    US
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-10C (sf)--Confirmed
    US
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-2C (sf)--Confirmed
    US
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-3C (sf)--Confirmed
    US
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-4C (sf)--Confirmed
    US
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-5C (sf)--Confirmed
    US
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-6C (sf)--Confirmed
    US
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-7C (sf)--Confirmed
    US
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-8C (sf)--Confirmed
    US
    29-Sep-23Home Equity Mortgage Pass-Through Certificates, Series 2006-3, Class M-9C (sf)--Confirmed
    US
    More
    Less

  • DSLA Mortgage Loan Trust 2005-AR5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class 1-A1AC (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2-A1AC (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2-A1BC (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class B-4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class POC (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class X-2C (sf)--Confirmed
    US
    More
    Less

  • DSLA Mortgage Loan Trust 2006-AR2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 1A-1AC (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 2A-1AC (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 2A-1B2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 2A-1B3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class 2A-1CC (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-6C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-AR2, Class M-7C (sf)--Confirmed
    US
    More
    Less

  • EquiFirst Loan Securitization Trust 2007-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage Pass-Through Certificates, Series 2007-1, Class A-1B (high) (sf)--Upgraded
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2007-1, Class A-2BC (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2007-1, Class A-2CC (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2007-1, Class B-1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2007-1, Class B-2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2007-1, Class B-3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2007-1, Class M-1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2007-1, Class M-2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2007-1, Class M-3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2007-1, Class M-4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2007-1, Class M-5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2007-1, Class M-6C (sf)--Confirmed
    US
    More
    Less

  • First Franklin Mortgage Loan Trust 2006-FF2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FF2, Class A1B (high) (sf)--Upgraded
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FF2, Class A5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FF2, Class BC (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FF2, Class M1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FF2, Class M2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FF2, Class M3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FF2, Class M4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FF2, Class M5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FF2, Class M6C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FF2, Class M7C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FF2, Class M8C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FF2, Class M9C (sf)--Confirmed
    US
    More
    Less

  • First Franklin Mortgage Loan Trust 2006-FFA

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class A1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class A2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class A4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class B1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class B2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class M1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class M2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class M3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class M4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class M5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class M6C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class M7C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class M8C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFA, Class M9C (sf)--Confirmed
    US
    More
    Less

  • First Franklin Mortgage Loan Trust 2006-FFB

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class A1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class A3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class A4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class B1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class B2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class M1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class M2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class M3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class M4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class M5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class M6C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class M7C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class M8C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-FFB, Class M9C (sf)--Confirmed
    US
    More
    Less

  • Fremont Home Loan Trust 2006-C

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class 1-A1C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class 1-A2C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class 2-A2C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class 2-A3C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class M1C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class M10C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class M11C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class M2C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class M3C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class M4C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class M5C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class M6C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class M7C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class M8C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-C, Class M9C (sf)--Confirmed
    US
    More
    Less

  • Fremont Home Loan Trust 2006-D

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class 1-A1C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class 2-A2C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class 2-A3C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class 2-A4C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class M1C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class M10C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class M2C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class M3C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class M4C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class M5C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class M6C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class M7C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class M8C (sf)--Confirmed
    US
    29-Sep-23Mortgage-Backed Certificates, Series 2006-D, Class M9C (sf)--Confirmed
    US
    More
    Less

  • GMACM Home Equity Loan Trust 2005-HE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23GMACM Home Equity Loan-Backed Term Notes, Series 2005-HE2, Class A-4C (sf)--Confirmed
    US
    29-Sep-23GMACM Home Equity Loan-Backed Term Notes, Series 2005-HE2, Class A-5C (sf)--Confirmed
    US
    29-Sep-23GMACM Home Equity Loan-Backed Term Notes, Series 2005-HE2, Class A-6C (sf)--Confirmed
    US
    More
    Less

  • GSAMP Trust 2006-HE6

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class A-2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class A-3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class A-4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class B-1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class B-2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class B-3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-6C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-7C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2006-HE6, Class M-8C (sf)--Confirmed
    US
    More
    Less

  • GSR Mortgage Loan Trust 2005-AR5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class 1A1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class 2A5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class 3A1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Pass-Through Certificates, Series 2005-AR5, Class 4A1C (sf)--Confirmed
    US
    More
    Less

  • HarborView Mortgage Loan Trust 2005-13

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 1-A1AC (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 1-A1BC (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 2-A1A1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 2-A1A2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2005-13, Class 2-A1BC (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2005-13, Class B-6C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2005-13, Class POC (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2005-13, Class XC (sf)--Confirmed
    US
    More
    Less

  • HarborView Mortgage Loan Trust 2006-SB1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class A-1AC (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class A-1BC (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class M-1C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class M-2C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class M-3C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class M-4C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class M-5C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class M-6C (sf)--Confirmed
    US
    29-Sep-23Mortgage Loan Pass-Through Certificates, Series 2006-SB1, Class M-7C (sf)--Confirmed
    US
    More
    Less
    • Show More Issuers
CWALT, Inc. Alternative Loan Trust 2005-48T1
CWALT, Inc. Alternative Loan Trust 2005-60T1
CWALT, Inc. Alternative Loan Trust 2005-65CB
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-7
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-8
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2007-1
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Mortgage Trust 2006-3
DSLA Mortgage Loan Trust 2005-AR5
DSLA Mortgage Loan Trust 2006-AR2
EquiFirst Loan Securitization Trust 2007-1
First Franklin Mortgage Loan Trust 2006-FF2
First Franklin Mortgage Loan Trust 2006-FFA
First Franklin Mortgage Loan Trust 2006-FFB
Fremont Home Loan Trust 2006-C
Fremont Home Loan Trust 2006-D
GMACM Home Equity Loan Trust 2005-HE2
GSAMP Trust 2006-HE6
GSR Mortgage Loan Trust 2005-AR5
HarborView Mortgage Loan Trust 2005-13
HarborView Mortgage Loan Trust 2006-SB1
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.

Related Documents

Methodology Used:

Issuers

Show All

Contacts

Further Inquiries

To speak to members of our Business Development or Media Relations teams, please click here for more information.

More from Morningstar DBRS

Related Events

All Events