Press Release

DBRS Takes Rating Actions on U.S. RMBS Securities

RMBS
November 28, 2017

DBRS, Inc. (DBRS) reviewed 370 classes from 19 U.S. residential mortgage-backed security (RMBS) transactions. Of the 370 classes reviewed, 205 ratings were upgraded, 163 ratings were confirmed and two ratings were discontinued.

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 levels. The rating confirmations reflect current asset performance and that credit support levels have been consistent with the current rating.

The rating actions are a result of 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 transactions. The pools backing these transactions consist of reperforming and prime 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.

-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B2
-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B2-IO
-- Bayview Opportunity Master Fund IVb Trust 2016-SPL2, Mortgage-Backed Securities, Series 2016-SPL2, Class B2
-- Bayview Opportunity Master Fund IVb Trust 2016-SPL2, Mortgage-Backed Securities, Series 2016-SPL2, Class B2-IO
-- Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2016-1, Asset Backed Securities, Series 2016-1, Class M-1
-- Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2016-1, Asset Backed Securities, Series 2016-1, Class M-2
-- Mill City Mortgage Loan Trust 2016-1, Mortgage Backed Securities, Series 2016-1, Class M2
-- Mill City Mortgage Loan Trust 2016-1, Mortgage Backed Securities, Series 2016-1, Class M3
-- Mill City Mortgage Loan Trust 2016-1, Mortgage Backed Securities, Series 2016-1, Class B1
-- Mill City Mortgage Loan Trust 2016-1, Mortgage Backed Securities, Series 2016-1, Class B2
-- SoFi Mortgage Trust Series 2016-1, Mortgage Pass-Through Certificates, Series 2016-1, Class B2
-- SoFi Mortgage Trust Series 2016-1, Mortgage Pass-Through Certificates, Series 2016-1, Class B3
-- SoFi Mortgage Trust Series 2016-1, Mortgage Pass-Through Certificates, Series 2016-1, Class B4
-- SoFi Mortgage Trust Series 2016-1, Mortgage Pass-Through Certificates, Series 2016-1, Class B5
-- Towd Point Mortgage Trust 2015-2, Asset Backed Notes, Series 2015-2, Class 1-B1
-- Towd Point Mortgage Trust 2015-2, Asset Backed Notes, Series 2015-2, Class 1-B2
-- Towd Point Mortgage Trust 2015-2, Asset Backed Notes, Series 2015-2, Class 1-M2
-- Towd Point Mortgage Trust 2015-3, Asset Backed Notes, Series 2015-3, Class M2
-- Towd Point Mortgage Trust 2015-3, Asset Backed Notes, Series 2015-3, Class B1
-- Towd Point Mortgage Trust 2015-3, Asset Backed Notes, Series 2015-3, Class B2
-- Towd Point Mortgage Trust 2015-4, Asset Backed Notes, Series 2015-4, Class M2
-- Towd Point Mortgage Trust 2015-4, Asset Backed Notes, Series 2015-4, Class B1
-- Towd Point Mortgage Trust 2015-4, Asset Backed Notes, Series 2015-4, Class B2
-- Towd Point Mortgage Trust 2015-4, Asset Backed Notes, Series 2015-4, Class M2A
-- Towd Point Mortgage Trust 2015-4, Asset Backed Notes, Series 2015-4, Class M2X
-- Towd Point Mortgage Trust 2015-5, Asset Backed Notes, Series 2015-5, Class M2
-- Towd Point Mortgage Trust 2015-5, Asset Backed Notes, Series 2015-5, Class B1
-- Towd Point Mortgage Trust 2015-5, Asset Backed Notes, Series 2015-5, Class B2
-- Towd Point Mortgage Trust 2015-6, Asset Backed Notes, Series 2015-6, Class M2
-- Towd Point Mortgage Trust 2015-6, Asset Backed Notes, Series 2015-6, Class M2A
-- Towd Point Mortgage Trust 2015-6, Asset Backed Notes, Series 2015-6, Class M2X
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class M1
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class M2
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class B1
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class B2
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class A4
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class A4A
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class A4B
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class A4C
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class X7
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class X8
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class X9
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class A5
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class M1
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class M2
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class B1
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class B2
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class A4
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class A4A
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class A4B
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class A4C
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class X7
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class X8
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class X9
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class A5
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class M1
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class M2
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class M1A
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class M1B
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class X3
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class X4
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class M2A
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class M2B
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class X5
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class X6
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class B1
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class B2
-- Towd Point Mortgage Trust 2016-4, Asset Backed Securities, Series 2016-4, Class M1
-- Towd Point Mortgage Trust 2016-4, Asset Backed Securities, Series 2016-4, Class M2
-- Towd Point Mortgage Trust 2016-4, Asset Backed Securities, Series 2016-4, Class B1
-- Towd Point Mortgage Trust 2016-4, Asset Backed Securities, Series 2016-4, Class B2
-- Towd Point Mortgage Trust 2016-4, Asset Backed Securities, Series 2016-4, Class B3
-- Towd Point Mortgage Trust 2016-5, Asset Backed Securities, Series 2016-5, Class M1
-- Towd Point Mortgage Trust 2016-5, Asset Backed Securities, Series 2016-5, Class M2
-- Towd Point Mortgage Trust 2016-5, Asset Backed Securities, Series 2016-5, Class B1
-- Towd Point Mortgage Trust 2016-5, Asset Backed Securities, Series 2016-5, Class B2

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 www.dbrs.com under Methodologies.

The rated entity or its related entities did participate initially in the rating process. DBRS had access to the accounts and other relevant internal documents of the rated entity or its rated entities.

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

Ratings

  • Bayview Opportunity Master Fund IVa Trust 2016-SPL1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class AAAA (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class A-IOAAAA (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class A-IOBAAA (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B1AA (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B1-IOAAA (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B1-IOBAA (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B2A (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B2-IOA (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B3BBB (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B3-IOABBB (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B3-IOBBBB (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B4BBB (low) (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B4-IOABBB (low) (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B4-IOBBBB (low) (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B5BB (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B5-IOABB (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B5-IOBBB (sf)--Confirmed
    US
    28-Nov-17Asset-Backed Notes, Series 2016-SPL1, Class B6B (sf)--Confirmed
    US
    More
    Less
  • Bayview Opportunity Master Fund IVb Trust 2016-SPL2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class AAAA (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class A-IOAAAA (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class A-IOBAAA (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class B1AA (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class B1-IOAAA (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class B1-IOBAA (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class B2A (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class B2-IOA (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class B3BBB (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class B3-IOABBB (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class B3-IOBBBB (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class B4BB (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class B4-IOABB (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class B4-IOBBB (sf)--Confirmed
    US
    28-Nov-17Mortgage-Backed Securities, Series 2016-SPL2, Class B5B (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust 2015-A

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class AAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-1AA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-1-IOAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-1AAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-1BAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-1CAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-2AA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-2-IOAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-2AAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-2BAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-2CAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-3AA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-3-IOAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-3AAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-3BAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-3CAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-4AA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-4-IOAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-4AAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-4BAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class A-4CAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class AAAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class ABAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed-Notes, Series 2015-A, Class ACAA (sf)--Upgraded
    US
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    Less
  • Citigroup Mortgage Loan Trust 2015-RP2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-Nov-17Mortgage-Backed Notes, Series 2015-RP2, Class AAA (sf)--Upgraded
    US
    28-Nov-17Mortgage-Backed Notes, Series 2015-RP2, Class A-1AA (sf)--Upgraded
    US
    28-Nov-17Mortgage-Backed Notes, Series 2015-RP2, Class A-1-IOAA (sf)--Upgraded
    US
    28-Nov-17Mortgage-Backed Notes, Series 2015-RP2, Class A-2AA (sf)--Upgraded
    US
    28-Nov-17Mortgage-Backed Notes, Series 2015-RP2, Class A-2-IOAA (sf)--Upgraded
    US
    28-Nov-17Mortgage-Backed Notes, Series 2015-RP2, Class A-2AAA (sf)--Upgraded
    US
    28-Nov-17Mortgage-Backed Notes, Series 2015-RP2, Class A-2BAA (sf)--Upgraded
    US
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    Less
  • Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2016-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-Nov-17Asset Backed Securities, Series 2016-1, Class M-1BBB (low) (sf)--Confirmed
    US
    28-Nov-17Asset Backed Securities, Series 2016-1, Class M-2B (low) (sf)--Confirmed
    US
    More
    Less
  • Mill City Mortgage Loan Trust 2015-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class A10AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class A11AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class A2AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class A3AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class A4AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class A5AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class A6AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class A7AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class A8AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class A9AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class AX2AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class AX3AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class AX4AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class AX5AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class A1Discontinued--Disc.-Repaid
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-1, Class AX1Discontinued--Disc.-Repaid
    US
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  • Mill City Mortgage Loan Trust 2015-2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-Nov-17Mortgage Backed Securities, Series 2015-2, Class A1AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-2, Class A2AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-2, Class A3AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-2, Class A4AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-2, Class AX1AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-2, Class AX2AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2015-2, Class AX3AAA (sf)--Confirmed
    US
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  • Mill City Mortgage Loan Trust 2016-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-Nov-17Mortgage Backed Securities, Series 2016-1, Class A1AAA (sf)--Confirmed
    US
    28-Nov-17Mortgage Backed Securities, Series 2016-1, Class M1AAA (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed Securities, Series 2016-1, Class M2AA (low) (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed Securities, Series 2016-1, Class M3A (low) (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed Securities, Series 2016-1, Class B1BBB (low) (sf)--Upgraded
    US
    28-Nov-17Mortgage Backed Securities, Series 2016-1, Clas B2BB (low) (sf)--Upgraded
    US
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  • SoFi Mortgage Trust Series 2016-1

  • Towd Point Mortgage Trust 2015-2

  • Towd Point Mortgage Trust 2015-3

  • Towd Point Mortgage Trust 2015-4

  • Towd Point Mortgage Trust 2015-5

  • Towd Point Mortgage Trust 2015-6

  • Towd Point Mortgage Trust 2016-1

  • Towd Point Mortgage Trust 2016-2

  • Towd Point Mortgage Trust 2016-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-Nov-17Asset Backed Securities, Series 2016-3, Class A1AAA (sf)--Confirmed
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class A2AAA (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class A2AAAA (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class A2BAAA (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class X1AAA (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class X2AAA (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class M1AA (low) (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class M1AAA (low) (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class M1BAA (low) (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class X3AA (low) (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class X4AA (low) (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class B1A (low) (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class M2A (low) (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class M2AA (low) (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class M2BA (low) (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class X5A (low) (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class X6A (low) (sf)--Upgraded
    US
    28-Nov-17Asset Backed Securities, Series 2016-3, Class B2BB (low) (sf)--Upgraded
    US
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  • Towd Point Mortgage Trust 2016-4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-Nov-17Asset Backed Securities, Series 2016-4, Class A1AAA (sf)--Confirmed
    US
    28-Nov-17Asset Backed Securities, Series 2016-4, Class A2AA (sf)--Confirmed
    US
    28-Nov-17Asset Backed Securities, Series 2016-4, Class M1A (sf)--Confirmed
    US
    28-Nov-17Asset Backed Securities, Series 2016-4, Class M2BBB (sf)--Confirmed
    US
    28-Nov-17Asset Backed Securities, Series 2016-4, Class B1BB (high) (sf)--Confirmed
    US
    28-Nov-17Asset Backed Securities, Series 2016-4, Class B2BB (low) (sf)--Confirmed
    US
    28-Nov-17Asset Backed Securities, Series 2016-4, Class B3B (sf)--Confirmed
    US
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  • Towd Point Mortgage Trust 2016-5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    28-Nov-17Asset Backed Securities, Series 2016-5, Class A1AAA (sf)--Confirmed
    US
    28-Nov-17Asset Backed Securities, Series 2016-5, Class A2AA (sf)--Confirmed
    US
    28-Nov-17Asset Backed Securities, Series 2016-5, Class M1A (sf)--Confirmed
    US
    28-Nov-17Asset Backed Securities, Series 2016-5, Class M2BBB (sf)--Confirmed
    US
    28-Nov-17Asset Backed Securities, Series 2016-5, Class B1BB (sf)--Confirmed
    US
    28-Nov-17Asset Backed Securities, Series 2016-5, Class B2B (sf)--Confirmed
    US
    More
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Bayview Opportunity Master Fund IVa Trust 2016-SPL1
Bayview Opportunity Master Fund IVb Trust 2016-SPL2
Citigroup Mortgage Loan Trust 2015-A
Citigroup Mortgage Loan Trust 2015-RP2
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2016-1
Mill City Mortgage Loan Trust 2015-1
Mill City Mortgage Loan Trust 2015-2
Mill City Mortgage Loan Trust 2016-1
SoFi Mortgage Trust Series 2016-1
Towd Point Mortgage Trust 2015-2
Towd Point Mortgage Trust 2015-3
Towd Point Mortgage Trust 2015-4
Towd Point Mortgage Trust 2015-5
Towd Point Mortgage Trust 2015-6
Towd Point Mortgage Trust 2016-1
Towd Point Mortgage Trust 2016-2
Towd Point Mortgage Trust 2016-3
Towd Point Mortgage Trust 2016-4
Towd Point Mortgage Trust 2016-5
  • 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.