Press Release

DBRS Confirms 205 Classes from Eight U.S. RMBS Securities

RMBS
April 14, 2014

DBRS has today confirmed 205 classes from eight U.S. residential mortgage-backed security (RMBS) transactions. These classes were also removed from Under Review with Developing Implications (see “DBRS Publishes Updated U.S. RMBS Surveillance Methodology and Places Ratings Under Review with Developing Implications,” published on March 3, 2014).

The rating confirmations reflect current asset performance and credit support levels that are consistent with the current ratings.

The rating actions are the result of DBRS applying its updated “U.S. RMBS Surveillance Methodology” and “RMBS Insight 1.2: U.S. Residential Mortgage-Backed Securities Model and Rating Methodology.”

The transactions affected by the rating actions consist of U.S. RMBS transactions. A majority of the pools backing these transactions consist of primarily prime and Alt-A residential loans.

Notes:
The applicable methodologies are U.S. RMBS Surveillance Methodology and RMBS Insight 1.2: U.S. Residential Mortgage-Backed Securities Model and Rating Methodology, which can be found on our website under Methodologies.

These ratings are endorsed by DBRS Ratings Limited for use in the European Union.

Ratings

  • CSMC Trust 2013-6

  • CSMC Trust 2013-7

    Date IssuedDebt RatedRatingTrendActionAttributesi
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-1AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-10AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-11AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-12AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-2AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-3AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-4AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-5AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-6AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-7AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-8AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-X-1AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-X-2AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-X-3AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-X-4AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class A-X-5AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class B-1AA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class B-2A (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class B-3BBB (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2013-7, Class B-4BB (sf)--Confirmed
    US
    More
    Less

  • CSMC Trust 2013-HYB1

  • CSMC Trust 2014-IVR1

  • Citigroup Mortgage Loan Trust 2008-2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    14-Apr-14Mortgage Pass-Through Certificates, Series 2008-2, Class A1AAA (sf)--Confirmed
    US
    E
    14-Apr-14Mortgage Pass-Through Certificates, Series 2008-2, Class A2AAA (sf)--Confirmed
    US
    E
    14-Apr-14Mortgage Pass-Through Certificates, Series 2008-2, Class B1AA (sf)--Confirmed
    US
    E
    14-Apr-14Mortgage Pass-Through Certificates, Series 2008-2, Class B2A (sf)--Confirmed
    US
    E
    14-Apr-14Mortgage Pass-Through Certificates, Series 2008-2, Class B3BBB (sf)--Confirmed
    US
    E
    14-Apr-14Mortgage Pass-Through Certificates, Series 2008-2, Class B4BB (sf)--Confirmed
    US
    E
    14-Apr-14Mortgage Pass-Through Certificates, Series 2008-2, Class B5B (sf)--Confirmed
    US
    E
    More
    Less

  • Citigroup Mortgage Loan Trust 2009-C

    Date IssuedDebt RatedRatingTrendActionAttributesi
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-C, Class A2AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-C, Class A4AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-C, Class A5AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-C, Class AX1AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-C, Class AX2AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-C, Class AX3AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-C, Class AX4AAA (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-C, Class A3AA (high) (sf)--Confirmed
    US
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-C, Class A6AA (high) (sf)--Confirmed
    US
    More
    Less

  • Citigroup Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2009-A

    Date IssuedDebt RatedRatingTrendActionAttributesi
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-A, Class AAAA (sf)--Confirmed
    US
    E
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-A, Class B1AA (sf)--Confirmed
    US
    E
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-A, Class B2A (sf)--Confirmed
    US
    E
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-A, Class B3BBB (sf)--Confirmed
    US
    E
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-A, Class B4BB (sf)--Confirmed
    US
    E
    14-Apr-14Mortgage Pass-Through Certificates, Series 2009-A, Class B5B (sf)--Confirmed
    US
    E
    More
    Less

  • EverBank Mortgage Loan Trust 2013-2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    14-Apr-14Class AAAA (sf)--Confirmed
    US
    14-Apr-14Class A-IOAAA (sf)--Confirmed
    US
    More
    Less
CSMC Trust 2013-6
CSMC Trust 2013-7
CSMC Trust 2013-HYB1
CSMC Trust 2014-IVR1
Citigroup Mortgage Loan Trust 2008-2
Citigroup Mortgage Loan Trust 2009-C
Citigroup Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2009-A
EverBank Mortgage Loan Trust 2013-2
  • 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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