Press Release

DBRS Takes Rating Actions on U.S. RMBS Securities

RMBS
February 07, 2018

DBRS, Inc. (DBRS) reviewed 235 classes from 23 U.S. residential mortgage-backed security (RMBS) transactions. Of the 235 classes reviewed, DBRS confirmed 194 ratings, upgraded 31 ratings, downgraded eight ratings and discontinued two ratings.

The rating upgrades reflect positive performance trends and increases in credit support sufficient to withstand stresses at their new rating levels. For transactions where the ratings have been confirmed, current asset performance and credit support levels are consistent with the current ratings. The rating downgrades reflect the transactions’ continued erosion of credit support as well as negative trends in delinquency and projected loss activity. The discontinued ratings are the result of full repayment of principal to bondholders.

The rating actions are a result of DBRS’s application of “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 subprime, Alt-A and scratch and dent 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.

-- Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M2
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M3
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M4
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series WMC 2005-HE5, Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M3
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series WMC 2005-HE5, Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M4
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8, Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M2
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8, Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M3
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8, Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M4
-- Accredited Mortgage Loan Trust 2004-4, Asset-Backed Notes, Series 2004-4, Class A-2D
-- Accredited Mortgage Loan Trust 2004-4, Asset-Backed Notes, Series 2004-4, Class A-2C
-- Accredited Mortgage Loan Trust 2005-1, Asset-Backed Notes, Series 2005-1, Class M-1
-- Accredited Mortgage Loan Trust 2005-1, Asset-Backed Notes, Series 2005-1, Class M-2
-- Accredited Mortgage Loan Trust 2005-1, Asset-Backed Notes, Series 2005-1, Class M-3
-- Accredited Mortgage Loan Trust 2005-1, Asset-Backed Notes, Series 2005-1, Class M-4
-- Accredited Mortgage Loan Trust 2005-2, Asset-Backed Notes, Series 2005-2, Class M-2
-- Accredited Mortgage Loan Trust 2005-2, Asset-Backed Notes, Series 2005-2, Class M-3
-- Accredited Mortgage Loan Trust 2005-2, Asset-Backed Notes, Series 2005-2, Class M-4
-- Accredited Mortgage Loan Trust 2005-2, Asset-Backed Notes, Series 2005-2, Class M-5
-- Accredited Mortgage Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3, Class M-2
-- Accredited Mortgage Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3, Class M-3
-- Accredited Mortgage Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3, Class M-4
-- Accredited Mortgage Loan Trust 2005-3, Asset-Backed Notes, Series 2005-3, Class M-5
-- ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE1, Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-4
-- Ameriquest Mortgage Securities Inc. Series 2004-R7, Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-2
-- Ameriquest Mortgage Securities Inc. Series 2004-R7, Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-3
-- Ameriquest Mortgage Securities Inc. Series 2004-R7, Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-4
-- Ameriquest Mortgage Securities Inc. Series 2004-R7, Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-5
-- Ameriquest Mortgage Securities Inc. Series 2004-R7, Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-6
-- Ameriquest Mortgage Securities Inc. Series 2004-R7, Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-7
-- Ameriquest Mortgage Securities Inc. Series 2004-R8, Asset-Backed Pass-Through Certificates, Series 2004-R8, Class M-1
-- Ameriquest Mortgage Securities Inc. Series 2004-R8, Asset-Backed Pass-Through Certificates, Series 2004-R8, Class M-2
-- Ameriquest Mortgage Securities Inc. Series 2004-R9, Asset-Backed Pass-Through Certificates, Series 2004-R9, Class M-3
-- Ameriquest Mortgage Securities Inc. Series 2004-R11, Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-1
-- Ameriquest Mortgage Securities Inc. Series 2004-R11, Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-2
-- Ameriquest Mortgage Securities Inc. Series 2004-R11, Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-3
-- Ameriquest Mortgage Securities Inc. Series 2004-R11, Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-4
-- Ameriquest Mortgage Securities Inc. Series 2004-R11, Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-5
-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8, Class 7-A-1-1
-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8, Class 7-A-1-2
-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8, Class 7-A-4
-- Argent Securities Inc. Series 2004-W11, Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-2
-- Argent Securities Inc. Series 2004-W11, Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-3
-- Citigroup Mortgage Loan Trust Inc., 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M-2
-- Citigroup Mortgage Loan Trust Inc., 2005-HE2, Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M-3
-- Citigroup Mortgage Loan Trust, Inc., Series 2005-WF1, Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class A-4
-- Citigroup Mortgage Loan Trust, Inc., Series 2005-WF1, Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class M-1
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-4, Home Equity Pass-Through Certificates, Series 2005-4, Class M-4
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-4, Home Equity Pass-Through Certificates, Series 2005-4, Class M-5
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-5, Home Equity Pass-Through Certificates, Series 2005-5, Class M-2
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-6, Home Equity Pass-Through Certificates, Series 2005-6, Class M-2
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-6, Home Equity Pass-Through Certificates, Series 2005-6, Class M-3
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-7, Home Equity Pass-Through Certificates, Series 2005-7, Class M-1
-- Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9, Home Equity Pass-Through Certificates, Series 2005-9, Class M-1
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3, Home Equity Pass-Through Certificates, Series 2006-3, Class 1-A-1
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3, Home Equity Pass-Through Certificates, Series 2006-3, Class 2-A-4
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-3, Home Equity Pass-Through Certificates, Series 2006-3, Class M-1

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 not participate in the rating process for this rating action. DBRS did not have access to the accounts and other relevant internal documents of the rated entity or its related entities in connection with this rating action.

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 2005-HE1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-4A (sf)--Downgraded
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-5B (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class B-1C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class B-2C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-6C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-7C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-8C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M-9C (sf)--Confirmed
    US
    More
    Less

  • Accredited Mortgage Loan Trust 2004-4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Notes, Series 2004-4, Class A-1AAAA (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2004-4, Class A-1BAAA (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2004-4, Class A-2CA (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2004-4, Class A-2DA (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2004-4, Class M-1C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2004-4, Class M-2C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2004-4, Class M-3C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2004-4, Class M-4C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2004-4, Class M-5C (sf)--Confirmed
    US
    More
    Less

  • Accredited Mortgage Loan Trust 2005-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Notes, Series 2005-1, Class A-2CAAA (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2005-1, Class M-1A (high) (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Notes, Series 2005-1, Class M-2BBB (high) (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Notes, Series 2005-1, Class M-3BB (high) (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Notes, Series 2005-1, Class M-4BB (low) (sf)--Upgraded
    US
    More
    Less

  • Accredited Mortgage Loan Trust 2005-2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Notes, Series 2005-2, Class M-2A (high) (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Notes, Series 2005-2, Class M-3BBB (high) (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Notes, Series 2005-2, Class M-4BBB (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Notes, Series 2005-2, Class M-5BB (low) (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Notes, Series 2005-2, Class M-6B (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Notes, Series 2005-2, Class M-10C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2005-2, Class M-11C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2005-2, Class M-7C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2005-2, Class M-8C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2005-2, Class M-9C (sf)--Confirmed
    US
    More
    Less

  • Accredited Mortgage Loan Trust 2005-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Notes, Series 2005-3, Class M-1AAA (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2005-3, Class M-2A (high) (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Notes, Series 2005-3, Class M-3BBB (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Notes, Series 2005-3, Class M-4BB (low) (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Notes, Series 2005-3, Class M-5C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2005-3, Class M-6C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2005-3, Class M-7C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2005-3, Class M-8C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Notes, Series 2005-3, Class M-9C (sf)--Confirmed
    US
    More
    Less

  • Ameriquest Mortgage Securities Inc. Series 2004-R11

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-1A (low) (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-2BBB (low) (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-3BB (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-4B (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-10C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-5C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-6C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-7C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-8C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R11, Class M-9C (sf)--Confirmed
    US
    More
    Less

  • Ameriquest Mortgage Securities Inc. Series 2004-R7

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-1AA (high) (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-2AA (low) (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-3BBB (low) (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-4BB (low) (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-5B (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-10C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-6C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-7C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-8C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R7, Class M-9C (sf)--Confirmed
    US
    More
    Less

  • Ameriquest Mortgage Securities Inc. Series 2004-R8

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R8, Class M-1A (sf)--Downgraded
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R8, Class M-2B (low) (sf)--Downgraded
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R8, Class M-10C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R8, Class M-3C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R8, Class M-4C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R8, Class M-5C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R8, Class M-6C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R8, Class M-7C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R8, Class M-8C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R8, Class M-9C (sf)--Confirmed
    US
    More
    Less

  • Ameriquest Mortgage Securities Inc. Series 2004-R9

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R9, Class M-2AAA (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R9, Class M-3BBB (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R9, Class M-4C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R9, Class M-5C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R9, Class M-6C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R9, Class M-7C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R9, Class M-8C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-R9, Class M-9C (sf)--Confirmed
    US
    More
    Less

  • Ameriquest Mortgage Securities Inc., Series 2005-R2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Pass-Through Certificate, Series 2005-R2, Class M-2AAA (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificate, Series 2005-R2, Class M-3AA (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Pass-Through Certificate, Series 2005-R2, Class M-4BB (low) (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Pass-Through Certificate, Series 2005-R2, Class M-10C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificate, Series 2005-R2, Class M-11C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificate, Series 2005-R2, Class M-5C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificate, Series 2005-R2, Class M-6C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificate, Series 2005-R2, Class M-7C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificate, Series 2005-R2, Class M-8C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificate, Series 2005-R2, Class M-9C (sf)--Confirmed
    US
    More
    Less

  • Argent Securities Inc. Series 2004-W11

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-2A (sf)--Downgraded
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-3B (sf)--Downgraded
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-4B (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-10C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-11C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-5C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-6C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-7C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-8C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2004-W11, Class M-9C (sf)--Confirmed
    US
    More
    Less

  • Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M2A (sf)--Downgraded
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M3B (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M4C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M5C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M6C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M7C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M8C (sf)--Confirmed
    US
    More
    Less

  • Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M1AA (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M2BBB (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M3B (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M10C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M4C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M5C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M6C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M7C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M8C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series NC 2005-HE8, Class M9C (sf)--Confirmed
    US
    More
    Less

  • Asset Backed Securities Corporation Home Equity Loan Trust, Series WMC 2005-HE5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M3A (low) (sf)--Downgraded
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M4B (sf)--Downgraded
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M10C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M11C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M12C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M5C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M6C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M7C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M8C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series WMC 2005-HE5, Class M9C (sf)--Confirmed
    US
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    Less

  • Citigroup Mortgage Loan Trust Inc., 2005-HE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M-1AAA (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M-2A (low) (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-HE2, Class M-3BBB (low) (sf)--Upgraded
    US
    More
    Less

  • Citigroup Mortgage Loan Trust, Inc., Series 2005-WF1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class A-5AAA (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class A-4A (high) (sf)--Upgraded
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class M-1BB (low) (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class M-2C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class M-3C (sf)--Confirmed
    US
    07-Feb-18Asset-Backed Pass-Through Certificates, Series 2005-WF1, Class M-4C (sf)--Confirmed
    US
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    Less

  • Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class 2-A-4AAA (sf)--Upgraded
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class M-1BB (low) (sf)--Upgraded
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class B-1C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class B-2C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class B-3C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class B-4C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class B-5C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class M-2C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class M-3C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class M-4C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class M-5C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class M-6C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class M-7C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-9, Class M-8C (sf)--Confirmed
    US
    More
    Less

  • Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8

  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-4, Class M-4AA (low) (sf)--Upgraded
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-4, Class M-5BBB (sf)--Upgraded
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-4, Class B-1C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-4, Class B-2C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-4, Class B-3C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-4, Class M-6C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-4, Class M-7C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-4, Class M-3Discontinued--Disc.-Repaid
    US
    More
    Less

  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-5, Class M-2AA (low) (sf)--Upgraded
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-5, Class M-3BBB (sf)--Upgraded
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-5, Class B-1C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-5, Class B-2C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-5, Class B-3C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-5, Class M-4C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-5, Class M-5C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-5, Class M-6C (sf)--Confirmed
    US
    07-Feb-18Home Equity Pass-Through Certificates, Series 2005-5, Class M-7C (sf)--Confirmed
    US
    More
    Less
    • Show More Issuers
ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE1
Accredited Mortgage Loan Trust 2004-4
Accredited Mortgage Loan Trust 2005-1
Accredited Mortgage Loan Trust 2005-2
Accredited Mortgage Loan Trust 2005-3
Ameriquest Mortgage Securities Inc. Series 2004-R11
Ameriquest Mortgage Securities Inc. Series 2004-R7
Ameriquest Mortgage Securities Inc. Series 2004-R8
Ameriquest Mortgage Securities Inc. Series 2004-R9
Ameriquest Mortgage Securities Inc., Series 2005-R2
Argent Securities Inc. Series 2004-W11
Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE2
Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2005-HE8
Asset Backed Securities Corporation Home Equity Loan Trust, Series WMC 2005-HE5
Citigroup Mortgage Loan Trust Inc., 2005-HE2
Citigroup Mortgage Loan Trust, Inc., Series 2005-WF1
Credit Suisse First Boston Mortgage Acceptance Corp. Home Equity Asset Trust 2005-9
Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-4
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-5
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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