Press Release

DBRS Takes Rating Actions on U.S. RMBS Securities

RMBS
May 06, 2016

DBRS, Inc. (DBRS) has today reviewed 646 classes from 72 U.S. residential mortgage-backed security (RMBS) transactions. Of the 646 classes reviewed, 74 classes were upgraded, 519 classes were confirmed, one class was downgraded and 52 classes were discontinued due to full principal repayment to the bondholders.

The rating upgrades reflect positive performance trends and that 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 Second Lien, Option-ARM, Scratch and Dent, ReREMIC, Alt-A, Prime and Subprime collateral.

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.

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

Ratings

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

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-1BB (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class BC (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-10C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-11C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-2C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-3C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-4C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-5C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-6C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-7C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-8C (sf)--Confirmed
    US
    06-May-16Asset-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
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-2AAA (sf)--Upgraded
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-3BB (sf)--Upgraded
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class B-1C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class B-2C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class B-3C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-4C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-5C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-6C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-7C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-8C (sf)--Confirmed
    US
    06-May-16Asset-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
    06-May-16Asset-Backed Notes, Series 2006-1, Class A-3AAA (sf)--Upgraded
    US
    06-May-16Asset-Backed Notes, Series 2006-1, Class A-4B (sf)--Upgraded
    US
    06-May-16Asset-Backed Notes, Series 2006-1, Class M-1C (sf)--Confirmed
    US
    06-May-16Asset-Backed Notes, Series 2006-1, Class M-2C (sf)--Confirmed
    US
    06-May-16Asset-Backed Notes, Series 2006-1, Class M-3C (sf)--Confirmed
    US
    06-May-16Asset-Backed Notes, Series 2006-1, Class M-4C (sf)--Confirmed
    US
    06-May-16Asset-Backed Notes, Series 2006-1, Class M-5C (sf)--Confirmed
    US
    06-May-16Asset-Backed Notes, Series 2006-1, Class M-6C (sf)--Confirmed
    US
    06-May-16Asset-Backed Notes, Series 2006-1, Class M-7C (sf)--Confirmed
    US
    06-May-16Asset-Backed Notes, Series 2006-1, Class M-8C (sf)--Confirmed
    US
    06-May-16Asset-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
    06-May-16Mortgage-Backed Notes, Series 2005-2, Class M1AAA (sf)--Upgraded
    US
    06-May-16Mortgage-Backed Notes, Series 2005-2, Class M2BBB (sf)--Upgraded
    US
    06-May-16Mortgage-Backed Notes, Series 2005-2, Class B1C (sf)--Confirmed
    US
    06-May-16Mortgage-Backed Notes, Series 2005-2, Class B2C (sf)--Confirmed
    US
    06-May-16Mortgage-Backed Notes, Series 2005-2, Class B3C (sf)--Confirmed
    US
    06-May-16Mortgage-Backed Notes, Series 2005-2, Class M3C (sf)--Confirmed
    US
    06-May-16Mortgage-Backed Notes, Series 2005-2, Class M4C (sf)--Confirmed
    US
    06-May-16Mortgage-Backed Notes, Series 2005-2, Class M5C (sf)--Confirmed
    US
    06-May-16Mortgage-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
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M1A (sf)--Upgraded
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M2BB (sf)--Upgraded
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M3B (sf)--Upgraded
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M10C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M11C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M4C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M5C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M6C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M7C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M8C (sf)--Confirmed
    US
    06-May-16Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M9C (sf)--Confirmed
    US
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  • BNC Mortgage Loan Trust 2007-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class A3B (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class A1C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class A4C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class A5C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class B1C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class B2C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class M1C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class M2C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class M3C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class M4C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class M5C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class M6C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class M7C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class M8C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class M9C (sf)--Confirmed
    US
    06-May-16Mortgage Pass-Through Certificates, Series 2007-1, Class A2Discontinued--Disc.-Repaid
    US
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  • BNC Mortgage Loan Trust 2007-4

  • Banc of America Funding 2014-R6 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16Resecuritization Trust Securities, Class 2A7AA (sf)--Upgraded
    US
    06-May-16Resecuritization Trust Securities, Class 2A3A (sf)--Upgraded
    US
    06-May-16Resecuritization Trust Securities, Class 2A5A (sf)--Upgraded
    US
    06-May-16Resecuritization Trust Securities, Class 2A1BBB (sf)--Confirmed
    US
    06-May-16Resecuritization Trust Securities, Class 2A4BBB (sf)--Confirmed
    US
    06-May-16Resecuritization Trust Securities, Class 2A6BBB (sf)--Confirmed
    US
    06-May-16Resecuritization Trust Securities, Class 2A8BBB (sf)--Confirmed
    US
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    Less

  • Banc of America Funding 2014-R7 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16Resecuritization Trust Securities, Class 3A1A (sf)--Upgraded
    US
    06-May-16Resecuritization Trust Securities, Class 2A1BBB (sf)--Confirmed
    US
    06-May-16Resecuritization Trust Securities, Class 2A3BBB (sf)--Confirmed
    US
    06-May-16Resecuritization Trust Securities, Class 2A4BBB (sf)--Confirmed
    US
    06-May-16Resecuritization Trust Securities, Class 2A5BBB (sf)--Confirmed
    US
    06-May-16Resecuritization Trust Securities, Class 2A6BBB (sf)--Confirmed
    US
    06-May-16Resecuritization Trust Securities, Class 2A7BBB (sf)--Confirmed
    US
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  • Banc of America Funding 2014-R8 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16Resecuritization Trust Securities, Class A1BBB (sf)--Confirmed
    US
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  • C-BASS 2004-CB4 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class A-5BBB (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class A-6BBB (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class M-1B (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class B-1C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class B-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class B-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class B-4C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class M-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class M-3C (sf)--Confirmed
    US
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  • C-BASS 2004-CB5 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class M-1BB (high) (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class B-1C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class B-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class B-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class M-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class M-3C (sf)--Confirmed
    US
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  • C-BASS 2004-CB6 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class AF-3BBB (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class AF-4BBB (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class M-1B (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class B-1C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class B-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class B-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class B-4C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class M-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class M-3C (sf)--Confirmed
    US
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  • C-BASS 2004-CB8 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class M-1BB (low) (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class B-1C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class B-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class B-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class B-4C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class M-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class M-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class AF-4Discontinued--Disc.-Repaid
    US
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  • C-BASS 2005-CB2 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class M-1AA (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class M-2B (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-1C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-4C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-5C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class M-3C (sf)--Confirmed
    US
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  • C-BASS 2005-CB3 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class M-1AAA (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class M-2A (high) (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class M-3BBB (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class M-4B (high) (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class B-1B (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class B-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class B-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class B-4C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class B-5C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB3, Class B-6C (sf)--Confirmed
    US
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  • C-BASS 2005-CB4 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class AF-3AAA (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-1AA (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-2BBB (high) (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-3BB (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-4B (high) (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-5B (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-1C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-4C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-5C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-6C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-7C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-6C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class AF-4Discontinued--Disc.-Repaid
    US
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  • C-BASS 2005-CB5 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class AF-4AAA (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class AV-3AAA (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class AF-3A (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-1B (high) (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-1C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-4C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-5C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-4C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-5C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-6C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class AF-2Discontinued--Disc.-Repaid
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class AV-2Discontinued--Disc.-Repaid
    US
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  • C-BASS 2005-CB6 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class A-4AA (low) (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class A-3BBB (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-1C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-4C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-5C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-1C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-4C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-5C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-6C (sf)--Confirmed
    US
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  • C-BASS 2005-CB7 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class AF-4AAA (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class AF-3A (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-1BB (sf)--Upgraded
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-1C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-4C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-5C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-2C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-3C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-4C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-5C (sf)--Confirmed
    US
    06-May-16C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-6C (sf)--Confirmed
    US
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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
Banc of America Funding 2014-R6 Trust
Banc of America Funding 2014-R7 Trust
Banc of America Funding 2014-R8 Trust
C-BASS 2004-CB4 Trust
C-BASS 2004-CB5 Trust
C-BASS 2004-CB6 Trust
C-BASS 2004-CB8 Trust
C-BASS 2005-CB2 Trust
C-BASS 2005-CB3 Trust
C-BASS 2005-CB4 Trust
C-BASS 2005-CB5 Trust
C-BASS 2005-CB6 Trust
C-BASS 2005-CB7 Trust
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  • 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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