Press Release

DBRS Takes Rating Actions on U.S. RMBS Securities

RMBS
May 28, 2015

DBRS, Inc. (DBRS) has today reviewed 418 classes from 33 U.S. residential mortgage-backed security (RMBS) transactions. Of the 418 classes reviewed, 31 were upgraded, 381 classes were confirmed, one class was downgraded and five classes were discontinued due to full principal repayment to the bondholders.

The rating upgrades reflect positive performance trends and these classes have 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 downgrade reflects 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 transactions consist of U.S. RMBS and re-securitization of real estate mortgage investment conduit (ReREMIC) transactions. The pools backing these transactions consist of prime, subprime, second lien, Alt-A, Re-performing, and Scratch & Dent 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.

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

Ratings

  • BCAP LLC 2014-RR5 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15Resecuritization Trust Securities, Class 1A3BBB (sf)--Confirmed
    US
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  • C-BASS 2006-CB4 TRUST

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class AV3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class AV4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class B-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class B-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class B-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class B-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-6C (sf)--Confirmed
    US
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  • C-BASS 2006-CB6 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class A-IC (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class A-II-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class A-II-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class B-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class B-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class B-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-6C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-7C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-8C (sf)--Confirmed
    US
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  • C-BASS 2006-CB7 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class A-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class A-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class A-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class A-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class B-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class B-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class B-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class B-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-6C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-7C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-8C (sf)--Confirmed
    US
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    Less

  • C-BASS 2006-CB8 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class A-2BB (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class A-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class A-2CC (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class A-2DC (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class B-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class B-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class B-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-6C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-7C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-8C (sf)--Confirmed
    US
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    Less

  • C-BASS 2006-CB9 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class B-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class B-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class B-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-6C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-7C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-8C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-9C (sf)--Confirmed
    US
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  • C-BASS 2006-RP1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class A-2AA (high) (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class M-1A (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class M-2BB (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class M-3B (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class B-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class B-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class B-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class B-4C (sf)--Confirmed
    US
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  • C-BASS 2006-SL1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class A-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class A-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class A-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-6C (sf)--Confirmed
    US
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  • C-BASS 2007-CB1 TRUST

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-1AC (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-1BC (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-6C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class B-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class B-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-6C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-7C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-8C (sf)--Confirmed
    US
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  • C-BASS 2007-CB5 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class A-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class A-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class A-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class B-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-6C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-7C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-8C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-9C (sf)--Confirmed
    US
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  • C-BASS 2007-MX1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class A-2B (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class A-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class A-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class B-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class B-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class M-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class M-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class M-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class M-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class M-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class M-6C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class A-1Discontinued--Disc.-Repaid
    US
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  • C-BASS Mortgage Loan Trust 2007-CB2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A2-BC (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A2-CC (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A2-DC (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A2-EC (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class B-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class B-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class B-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class B-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-6C (sf)--Confirmed
    US
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  • C-BASS Mortgage Loan Trust 2007-CB3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-1C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-2C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-3C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-4C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-5C (sf)--Confirmed
    US
    28-May-15C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-6C (sf)--Confirmed
    US
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  • CWABS Asset-Backed Certificates Trust 2004-AB2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15Asset-Backed Certificates, Series 2004-AB2, Class A-3AAA (sf)--Upgraded
    US
    28-May-15Asset-Backed Certificates, Series 2004-AB2, Class M-1BB (sf)--Upgraded
    US
    28-May-15Asset-Backed Certificates, Series 2004-AB2, Class BC (sf)--Confirmed
    US
    28-May-15Asset-Backed Certificates, Series 2004-AB2, Class M-2C (sf)--Confirmed
    US
    28-May-15Asset-Backed Certificates, Series 2004-AB2, Class M-3C (sf)--Confirmed
    US
    28-May-15Asset-Backed Certificates, Series 2004-AB2, Class M-4C (sf)--Confirmed
    US
    28-May-15Asset-Backed Certificates, Series 2004-AB2, Class M-5C (sf)--Confirmed
    US
    28-May-15Asset-Backed Certificates, Series 2004-AB2, Class M-6C (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust 2006-WFHE3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class A-4BBB (low) (sf)--Upgraded
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-1B (sf)--Upgraded
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-10C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-11C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-2C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-3C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-4C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-5C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-6C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-7C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-8C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-9C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class A-3Discontinued--Disc.-Repaid
    US
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  • Citigroup Mortgage Loan Trust 2014-12

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15Resecuritization Trust Securities, Series 2014-12, Class 1A3BBB (sf)--Confirmed
    US
    28-May-15Resecuritization Trust Securities, Series 2014-12, Class 2A1BBB (sf)--Confirmed
    US
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    Less

  • Citigroup Mortgage Loan Trust Inc., Series 2005-WF2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-1AAA (sf)--Upgraded
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-2BBB (sf)--Upgraded
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-3B (sf)--Upgraded
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class AF-5C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class AF-6AC (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class AF-6BC (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class AF-7C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-1C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-2C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-3C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-4C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-5C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-4C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-5C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-6C (sf)--Confirmed
    US
    28-May-15Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-7C (sf)--Confirmed
    US
    More
    Less

  • Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-A-1-1AAA (sf)--Upgraded
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-A-1-2BB (sf)--Upgraded
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-A-2-1BB (sf)--Upgraded
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-A-2-2BB (sf)--Upgraded
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 1-A-1C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 1-A-2C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 2-A-1C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 2-A-2C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 3-A-3C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 4-A-1C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 5-A-1C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 5-A-2-1C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 5-A-2-2C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-1C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-2C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-3C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-4C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-1C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-2C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-3C (sf)--Confirmed
    US
    28-May-15Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-4C (sf)--Confirmed
    US
    28-May-15Adjustable 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
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class 1-A-1AA (low) (sf)--Upgraded
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class 2-A-4AA (low) (sf)--Upgraded
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class M-1BB (sf)--Upgraded
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class B-1C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class B-2C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class B-3C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class B-4C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class B-5C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class M-2C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class M-3C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class M-4C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class M-5C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class M-6C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class M-7C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2005-8, Class M-8C (sf)--Confirmed
    US
    More
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  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class 2-A-3BB (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class 1-A-1C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class 2-A-4C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class B-1C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class B-2C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class B-3C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class B-4C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class M-1C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class M-2C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class M-3C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class M-4C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class M-5C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class M-6C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class M-7C (sf)--Confirmed
    US
    28-May-15Home Equity Pass-Through Certificates, Series 2006-4, Class M-8C (sf)--Confirmed
    US
    More
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    • Show More Issuers
BCAP LLC 2014-RR5 Trust
C-BASS 2006-CB4 TRUST
C-BASS 2006-CB6 Trust
C-BASS 2006-CB7 Trust
C-BASS 2006-CB8 Trust
C-BASS 2006-CB9 Trust
C-BASS 2006-RP1 Trust
C-BASS 2006-SL1 Trust
C-BASS 2007-CB1 TRUST
C-BASS 2007-CB5 Trust
C-BASS 2007-MX1 Trust
C-BASS Mortgage Loan Trust 2007-CB2
C-BASS Mortgage Loan Trust 2007-CB3
CWABS Asset-Backed Certificates Trust 2004-AB2
Citigroup Mortgage Loan Trust 2006-WFHE3
Citigroup Mortgage Loan Trust 2014-12
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 2006-4
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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