Press Release

DBRS Takes Rating Action on U.S. RMBS Securities

RMBS
June 26, 2014

DBRS has today reviewed 2,054 classes from 142 U.S. residential mortgage-backed security (RMBS) transactions. Of the 2,054 classes reviewed, 49 classes were upgraded and 2,005 classes were confirmed. 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. For transactions where the rating has been confirmed, current asset performance and credit support levels have been consistent with the current rating.

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 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 2006-ASAP1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class A-1B (sf)--Upgraded
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class A-2DC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-10C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-11C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-2C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-3C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-4C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-5C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-6C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-7C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-8C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-9C (sf)--Confirmed
    US
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  • ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class A-1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class A-2CC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class A-2DC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-10C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-11C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-2C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-3C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-4C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-5C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-6C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-7C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-8C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-9C (sf)--Confirmed
    US
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  • ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-2AC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-2BC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-2CC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-2DC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-10C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-11C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-2C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-3C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-4C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-5C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-6C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-7C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-8C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-9C (sf)--Confirmed
    US
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    Less

  • ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-1AC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-1BC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-2BC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-2CC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-2DC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-10C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-11C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-2C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-3C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-4C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-5C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-6C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-7C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-8C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-9C (sf)--Confirmed
    US
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    Less

  • ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class A-1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class A-2AC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class A-2BC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class A-2CC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class A-2DC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-2C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-3C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-4C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-5C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-6C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-7C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-8C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-9C (sf)--Confirmed
    US
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  • ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-1AC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2AC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2BC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2CC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2DC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-10C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-2C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-3C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-4C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-5C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-6C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-7C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-8C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-9C (sf)--Confirmed
    US
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  • Accredited Mortgage Loan Trust 2005-4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Asset-Backed Notes, Series 2005-4, Class A-1BB (sf)--Upgraded
    US
    26-Jun-14Asset-Backed Notes, Series 2005-4, Class A-2DB (sf)--Upgraded
    US
    26-Jun-14Asset-Backed Notes, Series 2005-4, Class M-1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Notes, Series 2005-4, Class M-2C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Notes, Series 2005-4, Class M-3C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Notes, Series 2005-4, Class M-4C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Notes, Series 2005-4, Class M-5C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Notes, Series 2005-4, Class M-6C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Notes, Series 2005-4, Class M-7C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Notes, Series 2005-4, Class M-8C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Notes, Series 2005-4, Class M-9C (sf)--Confirmed
    US
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    Less

  • Aegis Asset Backed Securities Trust 2005-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Mortgage-Backed Notes, Series 2005-3, Class M1BB (sf)--Upgraded
    US
    26-Jun-14Mortgage-Backed Notes, Series 2005-3, Class B1C (sf)--Confirmed
    US
    26-Jun-14Mortgage-Backed Notes, Series 2005-3, Class B2C (sf)--Confirmed
    US
    26-Jun-14Mortgage-Backed Notes, Series 2005-3, Class B3C (sf)--Confirmed
    US
    26-Jun-14Mortgage-Backed Notes, Series 2005-3, Class M2C (sf)--Confirmed
    US
    26-Jun-14Mortgage-Backed Notes, Series 2005-3, Class M3C (sf)--Confirmed
    US
    26-Jun-14Mortgage-Backed Notes, Series 2005-3, Class M4C (sf)--Confirmed
    US
    26-Jun-14Mortgage-Backed Notes, Series 2005-3, Class M5C (sf)--Confirmed
    US
    26-Jun-14Mortgage-Backed Notes, Series 2005-3, Class M6C (sf)--Confirmed
    US
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    Less

  • Argent Securities Inc. Series 2005-W4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-W4, Class A-1A2C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-W4, Class A-1A3C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series 2005-W4, Class A-1BC (sf)--Confirmed
    US
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  • Asset Backed Funding Corporation Series 2004-OPT5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14ABFC Asset-Backed Certificates, Series 2004-OPT5, Class A-1C (sf)--Confirmed
    US
    26-Jun-14ABFC Asset-Backed Certificates, Series 2004-OPT5, Class A-4C (sf)--Confirmed
    US
    26-Jun-14ABFC Asset-Backed Certificates, Series 2004-OPT5, Class M-1C (sf)--Confirmed
    US
    26-Jun-14ABFC Asset-Backed Certificates, Series 2004-OPT5, Class M-2C (sf)--Confirmed
    US
    26-Jun-14ABFC Asset-Backed Certificates, Series 2004-OPT5, Class M-3C (sf)--Confirmed
    US
    26-Jun-14ABFC Asset-Backed Certificates, Series 2004-OPT5, Class M-4C (sf)--Confirmed
    US
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  • Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2006-HE7

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class A1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class A3C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class A4C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class A5C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M10C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M11C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M2C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M3C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M4C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M5C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M6C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M7C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M8C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M9C (sf)--Confirmed
    US
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  • Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class A1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class A1AC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class A3C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class A4C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M10C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M11C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M2C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M3C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M4C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M5C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M6C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M7C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M8C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M9C (sf)--Confirmed
    US
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  • Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class A1BB (sf)--Upgraded
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class A1AC (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class A2C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class A5C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class A6C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M1C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M10C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M2C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M3C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M4C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M5C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M6C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M7C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M8C (sf)--Confirmed
    US
    26-Jun-14Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M9C (sf)--Confirmed
    US
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  • BCAP LLC Trust 2007-AA1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-A-1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-A-2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-A-3C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-A-4C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-3C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-4C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-5C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-6C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-7C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class I-M-8C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-A-1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-A-2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-3C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-4C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-5C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-6C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-7C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA1, Class II-M-8C (sf)--Confirmed
    US
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  • BCAP LLC Trust 2007-AA2

  • BCAP LLC Trust 2007-AA3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-A-1AC (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-A-1BC (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-A-2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-M-1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-M-2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-M-3C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-M-4C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-M-5C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class I-M-6C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-A-1AC (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-A-1BC (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-A-2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-3C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-4C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-5C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-6C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-7C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-8C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA3, Class II-M-9C (sf)--Confirmed
    US
    More
    Less

  • BCAP LLC Trust 2007-AA4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-1-A1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-1-A2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-2-A1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-2-A2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-2-X1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-3-A1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-3-A2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-B-1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-B-2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-B-3C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-B-4C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class I-B-5C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class II-A-1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class II-M-1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class II-M-2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class II-M-3C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class II-M-4C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class II-M-5C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class II-M-6C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA4, Class II-M-7C (sf)--Confirmed
    US
    More
    Less

  • BCAP LLC Trust 2007-AA5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA5, Class A-1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA5, Class A-2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA5, Class A-3C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA5, Class M-1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA5, Class M-2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA5, Class M-3C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA5, Class M-4C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-AA5, Class M-5C (sf)--Confirmed
    US
    More
    Less

  • BCAP LLC Trust 2008-IND2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Mortgage Pass-Through Certificates, Series 2008-IND2, Class A-1BB (sf)--Upgraded
    US
    More
    Less

  • BNC Mortgage Loan Trust 2007-2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class A2B (sf)--Upgraded
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class A1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class A3C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class A4C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class A5C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class B1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class B2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class M1C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class M2C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class M3C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class M4C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class M5C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class M6C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class M7C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class M8C (sf)--Confirmed
    US
    26-Jun-14Mortgage Pass-Through Certificates, Series 2007-2, Class M9C (sf)--Confirmed
    US
    More
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    • Show More Issuers
ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1
ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2
ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4
ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3
ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2
ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1
Accredited Mortgage Loan Trust 2005-4
Aegis Asset Backed Securities Trust 2005-3
Argent Securities Inc. Series 2005-W4
Asset Backed Funding Corporation Series 2004-OPT5
Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2006-HE7
Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2
Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE4
BCAP LLC Trust 2007-AA1
BCAP LLC Trust 2007-AA2
BCAP LLC Trust 2007-AA3
BCAP LLC Trust 2007-AA4
BCAP LLC Trust 2007-AA5
BCAP LLC Trust 2008-IND2
BNC Mortgage Loan Trust 2007-2
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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