Press Release

DBRS Takes Rating Actions on U.S. RMBS Securities

RMBS
July 20, 2017

DBRS, Inc. (DBRS) has today reviewed 647 classes from 34 U.S. residential mortgage-backed security (RMBS) transactions. Of the 647 classes reviewed, DBRS confirmed 555 ratings and upgraded 92 ratings.

The rating upgrades reflect positive performance trends and 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 result from DBRS’s application of its “RMBS Insight 1.3: U.S. Residential Mortgage-Backed Securities Model and Rating Methodology” published on April 4, 2017.

The transactions consist of U.S. RMBS and Re-REMIC transactions. The pools backing these transactions consist of prime, Alt-A and subprime collateral.

The ratings assigned to the following securities differ from the ratings implied by the quantitative model. DBRS considers this difference to be a material deviation but, in this case, the ratings of the subject notes reflect the structural features and historical performance that constrain the quantitative model output.

-- APS Resecuritization Trust 2016-3, REMIC Certificates, Series 2016-3, Class 1-A
-- Banc of America Funding 2015-R7 Trust, Resecuritization Trust Securities, Class 1A1
-- Banc of America Funding 2015-R8 Trust, Resecuritization Trust Securities, Class 1A1
-- Banc of America Funding 2016-R1 Trust, Resecuritization Trust Securities, Class M1
-- Banc of America Funding 2016-R1 Trust, Resecuritization Trust Securities, Class M2
-- Banc of America Funding 2016-R1 Trust, Resecuritization Trust Securities, Class A4
-- Banc of America Funding 2016-R1 Trust, Resecuritization Trust Securities, Class A5
-- CSMC Series 2015-10R, CSMC Series 2015-10R, Class 3-A-2
-- CSMC Series 2015-10R, CSMC Series 2015-10R, Class 3-A-4
-- CSMC Series 2015-10R, CSMC Series 2015-10R, Class 3-A-10
-- CSMC Series 2015-12R, CSMC Series 2015-12R, Class 2-A-1
-- GSMSC Resecuritization Trust 2015-6R, Resecuritization Trust Securities, Series 2015-6R, Class B
-- J.P. Morgan Resecuritization Trust, Series 2015-4, Series 2015-4 Trust Certificates, Class 1-A-2
-- J.P. Morgan Resecuritization Trust, Series 2015-4, Series 2015-4 Trust Certificates, Class 1-A-4
-- Nomura Resecuritization Trust 2015-8R, Resecuritization Trust Securities, Series 2015-8R, Class 2A1
-- Agate Bay Mortgage Trust 2014-2, Mortgage Pass-Through Certificates, Series 2014-2, Class B-4
-- Agate Bay Mortgage Trust 2014-3, Mortgage Pass-Through Certificates, Series 2014-3, Class B-4
-- Citigroup Mortgage Loan Trust 2014-J1, Mortgage Pass Through Certificates, Series 2014-J1, Class B-3
-- Citigroup Mortgage Loan Trust 2014-J1, Mortgage Pass Through Certificates, Series 2014-J1, Class B-4
-- Citigroup Mortgage Loan Trust 2014-J2, Mortgage Pass Through Certificates, Series 2014-J2, Class B-4
-- CSMC Trust 2013-7, Mortgage Pass-Through Certificates, Series 2013-7, Class B-4
-- CSMC Trust 2013-7, Mortgage Pass-through Certificates, Series 2013-7, Class A-IO-S
-- CSMC Trust 2014-WIN1, Mortgage Pass-Through Certificates, Series 2014-WIN1, Class B-4
-- CSMC Trust 2014-WIN1, Mortgage Pass-through Certificates, Series 2014-WIN1, Class IO-S-1
-- CSMC Trust 2014-WIN1, Mortgage Pass-through Certificates, Series 2014-WIN1, Class IO-S-2
-- CSMC Trust 2014-WIN1, Mortgage Pass-through Certificates, Series 2014-WIN1, Class A-IO-S
-- CSMC Trust 2014-WIN2, Mortgage Pass-through Certificates, Series 2014-WIN2, Class A-IO-S
-- CSMC Trust 2014-WIN2, Mortgage Pass-Through Certificates, Series 2014-WIN2, Class B-4
-- CSMC Trust 2015-3, Mortgage Pass-Through Certificates, Series 2015-3, Class B-4
-- CSMC Trust 2015-WIN1, Mortgage Pass-Through Certificates, Series 2015-WIN1, Class B-4
-- CSMC Trust 2015-WIN1, Mortgage Pass-through Certificates, Series 2015-WIN1, Class A-IO-S
-- J.P. Morgan Mortgage Trust 2014-OAK4, Mortgage Pass-Through Certificates, Series 2014-OAK4, Class B-4
-- WinWater Mortgage Loan Trust 2014-3, Mortgage Pass-Through Certificates, Series 2014-3, Class B-4
-- WinWater Mortgage Loan Trust 2015-4, Mortgage Pass-Through Certificates, Series 2015-4, Class B-4
-- WinWater Mortgage Loan Trust 2015-5, Mortgage Pass-Through Certificates, Series 2015-5, Class B-3
-- WinWater Mortgage Loan Trust 2015-5, Mortgage Pass-Through Certificates, Series 2015-5, Class B-4
-- WinWater Mortgage Loan Trust 2016-1, Mortgage Pass-Through Certificates, Series 2016-1, Class B-3
-- WinWater Mortgage Loan Trust 2016-1, Mortgage Pass-Through Certificates, Series 2016-1, Class B-4

Notes:
The principal methodologies are U.S. RMBS Surveillance Methodology and RMBS Insight 1.3: U.S. Residential Mortgage-Backed Securities Model and Rating Methodology, which can be found on dbrs.com under Methodologies.

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

Ratings

  • APS Resecuritization Trust 2015-4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17REMIC Certificates, Series 2015-4, Class 1-AAA (sf)--Upgraded
    US
    More
    Less

  • APS Resecuritization Trust 2016-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17REMIC Certificates, Series 2016-3, Class 1-ABBB (sf)--Confirmed
    US
    20-Jul-17REMIC Certificates, Series 2016-3, Class 2-ABBB (sf)--Confirmed
    US
    More
    Less

  • Agate Bay Mortgage Trust 2014-2

  • Agate Bay Mortgage Trust 2014-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-1AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-10AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-11AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-12AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-13AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-14AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-2AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-3AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-4AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-5AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-6AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-7AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-8AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-9AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-X-1AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-X-2AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-X-3AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-X-4AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class A-X-5AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class B-1AAA (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class B-2AA (high) (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class B-3AA (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-3, Class B-4A (high) (sf)--Upgraded
    US
    More
    Less

  • Banc of America Funding 2015-R7 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17Resecuritization Trust Securities, Class 1A1A (high) (sf)--Upgraded
    US
    More
    Less

  • Banc of America Funding 2015-R8 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17Resecuritization Trust Securities, Class 2A1AA (sf)--Upgraded
    US
    20-Jul-17Resecuritization Trust Securities, Class 1A1A (high) (sf)--Upgraded
    US
    More
    Less

  • Banc of America Funding 2016-R1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17Resecuritization Trust Securities, Class A1AAA (sf)--Confirmed
    US
    20-Jul-17Resecuritization Trust Securities, Class A2AA (sf)--Confirmed
    US
    20-Jul-17Resecuritization Trust Securities, Class A3AA (sf)--Confirmed
    US
    20-Jul-17Resecuritization Trust Securities, Class A4A (sf)--Confirmed
    US
    20-Jul-17Resecuritization Trust Securities, Class M1A (sf)--Confirmed
    US
    20-Jul-17Resecuritization Trust Securities, Class A5BBB (sf)--Confirmed
    US
    20-Jul-17Resecuritization Trust Securities, Class M2BBB (sf)--Confirmed
    US
    More
    Less

  • CSMC Series 2015-10R

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17CSMC Series 2015-10R, Class 2-A-3AAA (sf)--Upgraded
    US
    20-Jul-17CSMC Series 2015-10R, Class 3-A-3AAA (sf)--Confirmed
    US
    20-Jul-17CSMC Series 2015-10R, Class 3-A-1AA (high) (sf)--Upgraded
    US
    20-Jul-17CSMC Series 2015-10R, Class 3-A-8AA (high) (sf)--Upgraded
    US
    20-Jul-17CSMC Series 2015-10R, Class 2-A-1AA (sf)--Upgraded
    US
    20-Jul-17CSMC Series 2015-10R, Class 2-A-5AA (sf)--Upgraded
    US
    20-Jul-17CSMC Series 2015-10R, Class 3-A-6AA (sf)--Upgraded
    US
    20-Jul-17CSMC Series 2015-10R, Class 3-A-9AA (sf)--Upgraded
    US
    20-Jul-17CSMC Series 2015-10R, Class 3-A-10A (high) (sf)--Upgraded
    US
    20-Jul-17CSMC Series 2015-10R, Class 3-A-2A (high) (sf)--Upgraded
    US
    20-Jul-17CSMC Series 2015-10R, Class 3-A-4A (high) (sf)--Upgraded
    US
    More
    Less

  • CSMC Series 2015-12R

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17CSMC Series 2015-12R, Class 2-A-1BBB (sf)--Confirmed
    US
    More
    Less

  • CSMC Series 2015-7R

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17CSMC Series 2015-7R, Class 3-A-1AA (low) (sf)--Upgraded
    US
    More
    Less

  • CSMC Trust 2013-7

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-1AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-10AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-11AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-12AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-2AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-3AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-4AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-5AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-6AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-7AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-8AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-X-1AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-X-2AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-X-3AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-X-4AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class A-X-5AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class B-1AAA (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class B-2AA (high) (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class B-3AA (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass-through Certificates, Series 2013-7, Class A-IO-SA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2013-7, Class B-4BBB (high) (sf)--Upgraded
    US
    More
    Less

  • CSMC Trust 2014-WIN1

  • CSMC Trust 2014-WIN2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class A-1AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class A-10AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class A-2AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class A-3AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class A-4AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class A-5AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class A-6AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class A-7AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class A-8AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class A-9AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class A-X-1AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class A-X-2AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class A-X-3AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class B-1AAA (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class B-2AA (high) (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class B-3AA (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2014-WIN2, Class B-4A (high) (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass-through Certificates, Series 2014-WIN2, Class A-IO-SA (sf)--Confirmed
    US
    More
    Less

  • CSMC Trust 2015-3

  • CSMC Trust 2015-WIN1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-1AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-10AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-11AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-2AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-3AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-4AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-5AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-6AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-7AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-8AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-9AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-1AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-2AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-3AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-4AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-5AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-6AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-7AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class B-1AAA (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class B-2AA (high) (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class B-3AA (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass-through Certificates, Series 2015-WIN1, Class A-IO-SA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass-Through Certificates, Series 2015-WIN1, Class B-4A (sf)--Upgraded
    US
    More
    Less

  • Citigroup Mortgage Loan Trust 2014-J1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J1, Class AAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J1, Class A-1AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J1, Class A-1-IOAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J1, Class A-1WAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J1, Class A-2AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J1, Class A-2-IOAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J1, Class A-2WAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J1, Class A-IOAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J1, Class AWAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J1, Class B-1AA (high) (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J1, Class B-2AA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J1, Class B-3A (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J1, Class B-4BBB (high) (sf)--Confirmed
    US
    More
    Less

  • Citigroup Mortgage Loan Trust 2014-J2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class AAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class A-1AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class A-1-IOAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class A-1AAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class A-1BAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class A-1WAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class A-2AAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class A-2-IOAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class A-2WAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class A-IOAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class AWAAA (sf)--Confirmed
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class B-1AAA (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class B-2AA (high) (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class B-3AA (sf)--Upgraded
    US
    20-Jul-17Mortgage Pass Through Certificates, Series 2014-J2, Class B-4A (high) (sf)--Upgraded
    US
    More
    Less

  • Citigroup Mortgage Loan Trust 2015-11

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17Resecuritization Trust Securities, Series 2015-11, Class 2A1AAA (sf)--Upgraded
    US
    20-Jul-17Resecuritization Trust Securities, Series 2015-11, Class 1A1A (high) (sf)--Upgraded
    US
    More
    Less

  • Citigroup Mortgage Loan Trust 2015-8

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17Resecuritization Trust Securities, Series 2015-8, Class 1A1AA (sf)--Upgraded
    US
    More
    Less

  • Citigroup Mortgage Loan Trust 2015-9

    Date IssuedDebt RatedRatingTrendActionAttributesi
    20-Jul-17Resecuritization Trust Securities, Series 2015-9, Class 1A1AAA (sf)--Upgraded
    US
    20-Jul-17Resecuritization Trust Securities, Series 2015-9, Class 2A1AA (sf)--Upgraded
    US
    More
    Less
    • Show More Issuers
APS Resecuritization Trust 2015-4
APS Resecuritization Trust 2016-3
Agate Bay Mortgage Trust 2014-2
Agate Bay Mortgage Trust 2014-3
Banc of America Funding 2015-R7 Trust
Banc of America Funding 2015-R8 Trust
Banc of America Funding 2016-R1 Trust
CSMC Series 2015-10R
CSMC Series 2015-12R
CSMC Series 2015-7R
CSMC Trust 2013-7
CSMC Trust 2014-WIN1
CSMC Trust 2014-WIN2
CSMC Trust 2015-3
CSMC Trust 2015-WIN1
Citigroup Mortgage Loan Trust 2014-J1
Citigroup Mortgage Loan Trust 2014-J2
Citigroup Mortgage Loan Trust 2015-11
Citigroup Mortgage Loan Trust 2015-8
Citigroup Mortgage Loan Trust 2015-9
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

ALL MORNINGSTAR DBRS RATINGS ARE SUBJECT TO DISCLAIMERS AND CERTAIN LIMITATIONS. PLEASE READ THESE DISCLAIMERS AND LIMITATIONS AND ADDITIONAL INFORMATION REGARDING MORNINGSTAR DBRS RATINGS, INCLUDING DEFINITIONS, POLICIES, RATING SCALES AND METHODOLOGIES.

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