Press Release

DBRS Takes Rating Action on U.S. RMBS Securities

RMBS
June 12, 2014

DBRS has today reviewed 544 classes from 43 U.S. residential mortgage-backed security (RMBS) transactions. Of the 544 classes reviewed, 74 classes were upgraded, 468 classes were confirmed and two classes were downgraded. 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 transactions that have been upgraded have exhibited positive performance trends and experienced increases in credit support sufficient to withstand stresses at their new rating level or have been linked to the rating of corporate entities providing credit support to the tranche or transaction. For transactions where the ratings have been confirmed, current asset performance and credit support levels have been consistent with the current rating. The downgrades taken reflect a combination of the continued erosion of credit support in these transactions as a result of negative trends in delinquency and projected loss activity.

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 consists of primarily subprime, 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

  • ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-1BB (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class BC (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-10C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-11C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-2C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-3C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-4C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-5C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-6C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-7C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-8C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-9C (sf)--Confirmed
    US
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  • ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-2A (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class B-1C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class B-2C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class B-3C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-3C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-4C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-5C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-6C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-7C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-8C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-9C (sf)--Confirmed
    US
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  • Accredited Mortgage Loan Trust 2006-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Asset-Backed Notes, Series 2006-1, Class A-3A (low) (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Notes, Series 2006-1, Class A-4C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Notes, Series 2006-1, Class M-1C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Notes, Series 2006-1, Class M-2C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Notes, Series 2006-1, Class M-3C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Notes, Series 2006-1, Class M-4C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Notes, Series 2006-1, Class M-5C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Notes, Series 2006-1, Class M-6C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Notes, Series 2006-1, Class M-7C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Notes, Series 2006-1, Class M-8C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Notes, Series 2006-1, Class M-9C (sf)--Confirmed
    US
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  • Aegis Asset Backed Securities Trust 2005-2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Mortgage-Backed Notes, Series 2005-2, Class M1A (high) (sf)--Upgraded
    US
    12-Jun-14Mortgage-Backed Notes, Series 2005-2, Class M2B (sf)--Upgraded
    US
    12-Jun-14Mortgage-Backed Notes, Series 2005-2, Class B1C (sf)--Confirmed
    US
    12-Jun-14Mortgage-Backed Notes, Series 2005-2, Class B2C (sf)--Confirmed
    US
    12-Jun-14Mortgage-Backed Notes, Series 2005-2, Class B3C (sf)--Confirmed
    US
    12-Jun-14Mortgage-Backed Notes, Series 2005-2, Class M3C (sf)--Confirmed
    US
    12-Jun-14Mortgage-Backed Notes, Series 2005-2, Class M4C (sf)--Confirmed
    US
    12-Jun-14Mortgage-Backed Notes, Series 2005-2, Class M5C (sf)--Confirmed
    US
    12-Jun-14Mortgage-Backed Notes, Series 2005-2, Class M6C (sf)--Confirmed
    US
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  • Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M1BBB (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M2BB (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M3B (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M10C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M11C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M4C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M5C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M6C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M7C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M8C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M9C (sf)--Confirmed
    US
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    Less

  • BNC Mortgage Loan Trust 2007-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class A2A (high) (sf)--Upgraded
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class A3B (sf)--Upgraded
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class A1C (sf)--Confirmed
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class A4C (sf)--Confirmed
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class A5C (sf)--Confirmed
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class B1C (sf)--Confirmed
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class B2C (sf)--Confirmed
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class M1C (sf)--Confirmed
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class M2C (sf)--Confirmed
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class M3C (sf)--Confirmed
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class M4C (sf)--Confirmed
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class M5C (sf)--Confirmed
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class M6C (sf)--Confirmed
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class M7C (sf)--Confirmed
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class M8C (sf)--Confirmed
    US
    12-Jun-14Mortgage Pass-Through Certificates, Series 2007-1, Class M9C (sf)--Confirmed
    US
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    Less

  • BNC Mortgage Loan Trust 2007-4

  • C-BASS 2004-CB5 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class M-1BB (high) (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class B-1C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class B-2C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class B-3C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class B-4C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class M-2C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class M-3C (sf)--Confirmed
    US
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  • C-BASS 2004-CB8 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class AF-4AAA (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class B-1C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class B-2C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class B-3C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class B-4C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class M-1C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class M-2C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class M-3C (sf)--Confirmed
    US
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  • C-BASS 2005-CB2 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class M-1AA (sf)--Upgraded
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-1C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-2C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-3C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-4C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-5C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class M-2C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class M-3C (sf)--Confirmed
    US
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    Less

  • C-BASS 2005-CB4 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class AF-4AAA (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class AF-3AA (high) (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-1AA (sf)--Upgraded
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-2BB (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-3B (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-1C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-2C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-3C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-4C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-5C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-6C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-7C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-4C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-5C (sf)--Confirmed
    US
    12-Jun-14C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-6C (sf)--Confirmed
    US
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    Less

  • CWABS Asset-Backed Certificates Trust 2004-AB2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Asset-Backed Certificates, Series 2004-AB2, Class A-3A (high) (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Certificates, Series 2004-AB2, Class M-1B (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Certificates, Series 2004-AB2, Class BC (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2004-AB2, Class M-2C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2004-AB2, Class M-3C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2004-AB2, Class M-4C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2004-AB2, Class M-5C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2004-AB2, Class M-6C (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust 2006-WFHE3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class A-3BBB (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class A-4BB (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-1C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-10C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-11C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-2C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-3C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-4C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-5C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-6C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-7C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-8C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-9C (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust Inc., Series 2005-WF2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-1A (low) (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-2BB (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class AF-4B (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class AF-5C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class AF-6AC (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class AF-6BC (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class AF-7C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-1C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-2C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-3C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-4C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-5C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-3C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-4C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-5C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-6C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-7C (sf)--Confirmed
    US
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  • Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-A-1-1A (low) (sf)--Upgraded
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-A-1-2B (sf)--Upgraded
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-A-2-1B (sf)--Upgraded
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-A-2-2B (sf)--Upgraded
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 1-A-1C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 1-A-2C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 2-A-1C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 2-A-2C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 3-A-2-2C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 3-A-3C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 4-A-1C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 5-A-1C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 5-A-2-1C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 5-A-2-2C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-1C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-2C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-3C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-4C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-1C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-2C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-3C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-4C (sf)--Confirmed
    US
    12-Jun-14Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-5C (sf)--Confirmed
    US
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  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class 2-A-4A (sf)--Upgraded
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class 1-A-1A (low) (sf)--Upgraded
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class M-1B (sf)--Upgraded
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class B-1C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class B-2C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class B-3C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class B-4C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class B-5C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class M-2C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class M-3C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class M-4C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class M-5C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class M-6C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class M-7C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2005-8, Class M-8C (sf)--Confirmed
    US
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  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class 2-A-3A (sf)--Upgraded
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class 1-A-1C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class 2-A-4C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class B-1C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class B-2C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class B-3C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class B-4C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class B-5C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class M-1C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class M-2C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class M-3C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class M-4C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class M-5C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class M-6C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class M-7C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-2, Class M-8C (sf)--Confirmed
    US
    More
    Less

  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class 2-A-3BB (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class 1-A-1C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class 2-A-4C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class B-1C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class B-2C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class B-3C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class B-4C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class M-1C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class M-2C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class M-3C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class M-4C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class M-5C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class M-6C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class M-7C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-4, Class M-8C (sf)--Confirmed
    US
    More
    Less

  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class 2-A-2AAA (sf)--Upgraded
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class 1-A-1C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class 2-A-3C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class 2-A-4C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class B-1C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class B-2C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class B-3C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class B-4C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class M-1C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class M-2C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class M-3C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class M-4C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class M-5C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class M-6C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class M-7C (sf)--Confirmed
    US
    12-Jun-14Home Equity Pass-Through Certificates, Series 2006-6, Class M-8C (sf)--Confirmed
    US
    More
    Less

  • First Franklin Mortgage Loan Trust 2005-FFH3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class M-1A (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class M-2B (sf)--Upgraded
    US
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class B-1C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class B-2C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class B-3C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class B-4C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class M-10C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class M-3C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class M-4C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class M-5C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class M-6C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class M-7C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class M-8C (sf)--Confirmed
    US
    12-Jun-14Asset-Backed Certificates, Series 2005-FFH3, Class M-9C (sf)--Confirmed
    US
    More
    Less
    • Show More Issuers
ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4
ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM1
Accredited Mortgage Loan Trust 2006-1
Aegis Asset Backed Securities Trust 2005-2
Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE1
BNC Mortgage Loan Trust 2007-1
BNC Mortgage Loan Trust 2007-4
C-BASS 2004-CB5 Trust
C-BASS 2004-CB8 Trust
C-BASS 2005-CB2 Trust
C-BASS 2005-CB4 Trust
CWABS Asset-Backed Certificates Trust 2004-AB2
Citigroup Mortgage Loan Trust 2006-WFHE3
Citigroup Mortgage Loan Trust Inc., Series 2005-WF2
Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-6
First Franklin Mortgage Loan Trust 2005-FFH3
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

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