Press Release

DBRS Takes Rating Actions on 160 U.S. RMBS Transactions

RMBS
March 08, 2018

DBRS, Inc. (DBRS) reviewed 1,169 classes from 160 U.S. residential mortgage-backed securities (RMBS) transactions. Of the 1,169 classes reviewed, DBRS confirmed 1,078 ratings, upgraded 80 ratings and discontinued 11 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 discontinued ratings are the result of full repayment of principal to bondholders.

The rating actions are the 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 prime, Alt-A, subprime, net interest margin, reperforming, seasoned and ReREMIC 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.

-- Aegis Asset Backed Securities Trust 2005-3, Mortgage-Backed Notes, Series 2005-3, Class M2
-- Asset Backed Funding Corporation Series 2004-OPT5, ABFC Asset-Backed Certificates, Series 2004-OPT5, Class M-2
-- Asset Backed Funding Corporation Series 2004-OPT5, ABFC Asset-Backed Certificates, Series 2004-OPT5, Class M-3
-- Asset Backed Funding Corporation Series 2004-OPT5, ABFC Asset-Backed Certificates, Series 2004-OPT5, Class M-4
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2, Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class A1
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE4, Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class A2
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE4, Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class A5
-- Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE4, Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class A6
-- Accredited Mortgage Loan Trust 2005-4, Asset-Backed Notes, Series 2005-4, Class M-1
-- ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1, Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class A-2D
-- ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1, Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-1
-- ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class A-1
-- ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class A-2C
-- BNC Mortgage Loan Trust 2007-2, Mortgage Pass-Through Certificates, Series 2007-2, Class A2
-- Carrington Mortgage Loan Trust, Series 2007-HE1, Asset-Backed Pass-Through Certificates, Series 2007-HE1, Class A-2
-- Citigroup Mortgage Loan Trust 2006-AMC1, Asset-Backed Pass-Through Certificates, Series 2006-AMC1, Class A-1
-- Citigroup Mortgage Loan Trust 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-1
-- Citigroup Mortgage Loan Trust 2006-HE2, Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-2
-- CWABS Asset-Backed Certificates Trust 2006-SPS1, Asset-Backed Certificates, Series 2006-SPS1, Class A
-- Angel Oak Mortgage Trust I, LLC 2017-1, Mortgage-Backed Certificates, Series 2017-1, Class A-2
-- Angel Oak Mortgage Trust I, LLC 2017-1, Mortgage-Backed Certificates, Series 2017-1, Class A-3
-- Angel Oak Mortgage Trust I, LLC 2017-1, Mortgage-Backed Certificates, Series 2017-1, Class M-1
-- Galton Funding Mortgage Trust 2017-1, Mortgage Pass-Through Certificates, Series 2017-1, Class B2
-- Galton Funding Mortgage Trust 2017-1, Mortgage Pass-Through Certificates, Series 2017-1, Class BX2
-- Galton Funding Mortgage Trust 2017-1, Mortgage Pass-Through Certificates, Series 2017-1, Class B3
-- Galton Funding Mortgage Trust 2017-1, Mortgage Pass-Through Certificates, Series 2017-1, Class B4
-- Galton Funding Mortgage Trust 2017-1, Mortgage Pass-Through Certificates, Series 2017-1, Class BX3
-- Towd Point Mortgage Trust 2015-1, Asset Backed Notes, Series 2015-1, Class A4
-- Towd Point Mortgage Trust 2015-1, Asset Backed Notes, Series 2015-1, Class A5
-- Towd Point Mortgage Trust 2015-1, Asset Backed Notes, Series 2015-1, Class AE10
-- Towd Point Mortgage Trust 2015-1, Asset Backed Notes, Series 2015-1, Class AE4
-- Towd Point Mortgage Trust 2015-1, Asset Backed Notes, Series 2015-1, Class AE5
-- Towd Point Mortgage Trust 2015-1, Asset Backed Notes, Series 2015-1, Class AE6
-- Towd Point Mortgage Trust 2015-1, Asset Backed Notes, Series 2015-1, Class AE7
-- Towd Point Mortgage Trust 2015-1, Asset Backed Notes, Series 2015-1, Class AE8
-- Towd Point Mortgage Trust 2015-1, Asset Backed Notes, Series 2015-1, Class AE9
-- Banc of America Funding 2015-R3 Trust, Resecuritization Trust Securities, Class 9A1
-- BCAP LLC 2015-RR3 Trust, Resecuritization Trust Securities, Class 2A1
-- BCAP LLC 2015-RR3 Trust, Resecuritization Trust Securities, Class 4A1
-- BCAP LLC 2015-RR3 Trust, Resecuritization Trust Securities, Class 5A1
-- CSMC Series 2015-3R, CSMC Series 2015-3R, Class 5-A-1
-- Citigroup Mortgage Loan Trust 2015-3, Resecuritization Trust Securities, Series 2015-3, Class 1A1

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.

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 2006-ASAP1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class A-2DA (sf)--Upgraded
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-1C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-10C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-11C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-2C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-3C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-4C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-5C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-6C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-7C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-8C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-ASAP1, Class M-9C (sf)--Confirmed
    US
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    Less

  • ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class A-1C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class A-2CC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class A-2DC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-1C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-10C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-11C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-2C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-3C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-4C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-5C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-6C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-7C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-8C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-9C (sf)--Confirmed
    US
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  • ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-1C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-2AC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-2BC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-2CC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class A-2DC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-1C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-10C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-11C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-2C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-3C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-4C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-5C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-6C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-7C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-8C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-HE4, Class M-9C (sf)--Confirmed
    US
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    Less

  • ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-1AC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-1BC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-2BC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-2CC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class A-2DC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-1C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-10C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-11C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-2C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-3C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-4C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-5C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-6C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-7C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-8C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2006-NC3, Class M-9C (sf)--Confirmed
    US
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    Less

  • ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class A-1C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class A-2AC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class A-2BC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class A-2CC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class A-2DC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-1C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-2C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-3C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-4C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-5C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-6C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-7C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-8C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-HE2, Class M-9C (sf)--Confirmed
    US
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    Less

  • ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-1AC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2AC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2BC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2CC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class A-2DC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-1C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-10C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-2C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-3C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-4C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-5C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-6C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-7C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-8C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2007-WM1, Class M-9C (sf)--Confirmed
    US
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  • Accredited Mortgage Loan Trust 2005-4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Asset-Backed Notes, Series 2005-4, Class A-1AAA (sf)--Upgraded
    US
    08-Mar-18Asset-Backed Notes, Series 2005-4, Class A-2DAA (sf)--Upgraded
    US
    08-Mar-18Asset-Backed Notes, Series 2005-4, Class M-1BB (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Notes, Series 2005-4, Class M-2C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Notes, Series 2005-4, Class M-3C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Notes, Series 2005-4, Class M-4C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Notes, Series 2005-4, Class M-5C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Notes, Series 2005-4, Class M-6C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Notes, Series 2005-4, Class M-7C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Notes, Series 2005-4, Class M-8C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Notes, Series 2005-4, Class M-9C (sf)--Confirmed
    US
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    Less

  • Aegis Asset Backed Securities Trust 2005-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Mortgage-Backed Notes, Series 2005-3, Class M1AAA (sf)--Upgraded
    US
    08-Mar-18Mortgage-Backed Notes, Series 2005-3, Class M2B (sf)--Confirmed
    US
    08-Mar-18Mortgage-Backed Notes, Series 2005-3, Class B1C (sf)--Confirmed
    US
    08-Mar-18Mortgage-Backed Notes, Series 2005-3, Class B2C (sf)--Confirmed
    US
    08-Mar-18Mortgage-Backed Notes, Series 2005-3, Class B3C (sf)--Confirmed
    US
    08-Mar-18Mortgage-Backed Notes, Series 2005-3, Class M3C (sf)--Confirmed
    US
    08-Mar-18Mortgage-Backed Notes, Series 2005-3, Class M4C (sf)--Confirmed
    US
    08-Mar-18Mortgage-Backed Notes, Series 2005-3, Class M5C (sf)--Confirmed
    US
    08-Mar-18Mortgage-Backed Notes, Series 2005-3, Class M6C (sf)--Confirmed
    US
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  • Alliance NIM Trust 2007-OA1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Alliance NIM Notes, Series 2007-OA1, Class N-2C (sf)--Confirmed
    US
    08-Mar-18Alliance NIM Notes, Series 2007-OA1, Class N-3C (sf)--Confirmed
    US
    08-Mar-18Alliance NIM Notes, Series 2007-OA1, Class N-4C (sf)--Confirmed
    US
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  • Ameriquest NIM Trust 2006-M3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18NIM Notes, Series 2006-M3C (sf)--Confirmed
    US
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  • Angel Oak Mortgage Trust I, LLC 2017-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Mortgage-Backed Certificates, Series 2017-1, Class A-1AAA (sf)--Confirmed
    US
    08-Mar-18Mortgage-Backed Certificates, Series 2017-1, Class A-2AA (low) (sf)--Confirmed
    US
    08-Mar-18Mortgage-Backed Certificates, Series 2017-1, Class A-3A (low) (sf)--Confirmed
    US
    08-Mar-18Mortgage-Backed Certificates, Series 2017-1, Class M-1BBB (low) (sf)--Confirmed
    US
    08-Mar-18Mortgage-Backed Certificates, Series 2017-1, Class B-1BB (low) (sf)--Confirmed
    US
    08-Mar-18Mortgage-Backed Certificates, Series 2017-1, Class B-2B (sf)--Confirmed
    US
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  • Argent NIM Trust 2005-WN5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18NIM Notes, Series 2005-WN5, NIM ClassC (sf)--Confirmed
    US
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  • Argent Securities Inc. Series 2005-W4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2005-W4, Class A-1A2C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2005-W4, Class A-1A3C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series 2005-W4, Class A-1BC (sf)--Confirmed
    US
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  • Asset Backed Funding Corporation Series 2004-OPT5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18ABFC Asset-Backed Certificates, Series 2004-OPT5, Class A-1BB (low) (sf)--Confirmed
    US
    08-Mar-18ABFC Asset-Backed Certificates, Series 2004-OPT5, Class A-4B (sf)--Confirmed
    US
    08-Mar-18ABFC Asset-Backed Certificates, Series 2004-OPT5, Class M-1C (sf)--Confirmed
    US
    08-Mar-18ABFC Asset-Backed Certificates, Series 2004-OPT5, Class M-2C (sf)--Confirmed
    US
    08-Mar-18ABFC Asset-Backed Certificates, Series 2004-OPT5, Class M-3C (sf)--Confirmed
    US
    08-Mar-18ABFC Asset-Backed Certificates, Series 2004-OPT5, Class M-4C (sf)--Confirmed
    US
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  • Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2006-HE7

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class A1C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class A3C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class A4C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class A5C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M1C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M10C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M11C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M2C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M3C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M4C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M5C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M6C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M7C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M8C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series AMQ 2006-HE7, Class M9C (sf)--Confirmed
    US
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  • Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class A1B (sf)--Upgraded
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class A1AC (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class A3C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class A4C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M1C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M10C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M11C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M2C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M3C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M4C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M5C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M6C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M7C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M8C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE2, Class M9C (sf)--Confirmed
    US
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  • Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class A1AAAA (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class A2A (sf)--Upgraded
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class A5BB (sf)--Upgraded
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class A6B (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M1C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M10C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M2C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M3C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M4C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M5C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M6C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M7C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M8C (sf)--Confirmed
    US
    08-Mar-18Asset-Backed Pass-Through Certificates, Series NC 2006-HE4, Class M9C (sf)--Confirmed
    US
    More
    Less

  • BCAP LLC 2011-RR10 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Resecuritization Trust Securities, Class 3A1AAA (sf)--Confirmed
    US
    08-Mar-18Resecuritization Trust Securities, Class 3A2AAA (sf)--Confirmed
    US
    08-Mar-18Resecuritization Trust Securities, Class 3A3AAA (sf)--Upgraded
    US
    08-Mar-18Resecuritization Trust Securities, Class 3A4AAA (sf)--Confirmed
    US
    08-Mar-18Resecuritization Trust Securities, Class 3A5AAA (sf)--Upgraded
    US
    More
    Less

  • BCAP LLC 2011-RR11 Trust

  • BCAP LLC 2011-RR12 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    08-Mar-18Resecuritization Trust Securities, Class 1A1AAA (sf)--Confirmed
    US
    08-Mar-18Resecuritization Trust Securities, Class 1A2AAA (sf)--Confirmed
    US
    08-Mar-18Resecuritization Trust Securities, Class 1A3AAA (sf)--Confirmed
    US
    08-Mar-18Resecuritization Trust Securities, Class 1A4AAA (sf)--Confirmed
    US
    08-Mar-18Resecuritization Trust Securities, Class 1A5AAA (sf)--Confirmed
    US
    08-Mar-18Resecuritization Trust Securities, Class 1A6AAA (sf)--Confirmed
    US
    08-Mar-18Resecuritization Trust Securities, Class 2A3AAA (sf)--Confirmed
    US
    08-Mar-18Resecuritization Trust Securities, Class 2A5AAA (sf)--Confirmed
    US
    08-Mar-18Resecuritization Trust Securities, Class 2A6AAA (sf)--Confirmed
    US
    More
    Less
    • Show More Issuers
ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1
ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2
ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4
ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3
ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2
ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1
Accredited Mortgage Loan Trust 2005-4
Aegis Asset Backed Securities Trust 2005-3
Alliance NIM Trust 2007-OA1
Ameriquest NIM Trust 2006-M3
Angel Oak Mortgage Trust I, LLC 2017-1
Argent NIM Trust 2005-WN5
Argent Securities Inc. Series 2005-W4
Asset Backed Funding Corporation Series 2004-OPT5
Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ 2006-HE7
Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE2
Asset Backed Securities Corporation Home Equity Loan Trust, Series NC 2006-HE4
BCAP LLC 2011-RR10 Trust
BCAP LLC 2011-RR11 Trust
BCAP LLC 2011-RR12 Trust
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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