Press Release

DBRS Takes Rating Actions on 35 U.S. RMBS Transactions

RMBS
May 24, 2018

DBRS, Inc. (DBRS) reviewed 453 classes from 35 U.S. residential mortgage-backed securities (RMBS) transactions. Of the 453 classes reviewed, DBRS upgraded 23 ratings, confirmed 428 ratings, downgraded one rating and discontinued one rating.

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 downgrade reflects the transaction’s continued erosion of credit support as well as negative trends in delinquency and projected loss activity. The discontinued rating is 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 Alt-A, subprime, seasoned and reperforming collateral.

The ratings assigned to the securities listed below 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 certain risks and historical performance that constrain the quantitative model output.

-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-A-2-1
-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-A-2-2
-- C-BASS 2006-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class A-I
-- C-BASS 2006-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class A-II-3
-- C-BASS 2006-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class A-II-4
-- C-BASS 2006-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class A-2B
-- C-BASS 2006-RP1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class M-2
-- C-BASS 2006-RP1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class M-3
-- C-BASS 2006-RP1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class B-1
-- C-BASS 2006-RP1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class B-2
-- C-BASS 2007-MX1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class A-2
-- C-BASS 2007-MX1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class A-3
-- C-BASS 2007-MX1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class A-4
-- Citigroup Mortgage Loan Trust Inc., Series 2005-WF2, Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-3
-- Citigroup Mortgage Loan Trust Inc., Series 2005-WF2, Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-4
-- Citigroup Mortgage Loan Trust Inc., Series 2005-WF2, Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-5
-- Citigroup Mortgage Loan Trust 2006-WFHE3, Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-1
-- Citigroup Mortgage Loan Trust 2006-WFHE3, Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-2
-- CWABS Asset-Backed Certificates Trust 2004-AB2, Asset-Backed Certificates, Series 2004-AB2, Class M-2
-- CWABS Asset-Backed Certificates Trust 2004-AB2, Asset-Backed Certificates, Series 2004-AB2, Class M-3
-- First Franklin Mortgage Loan Trust 2005-FFH3, Asset-Backed Certificates, Series 2005-FFH3, Class M-2
-- First Franklin Mortgage Loan Trust 2005-FFH3, Asset-Backed Certificates, Series 2005-FFH3, Class M-3
-- Fremont Home Loan Trust 2005-D, Mortgage-Backed Certificates, Series 2005-D, Class 1-A-1
-- Fremont Home Loan Trust 2005-D, Mortgage-Backed Certificates, Series 2005-D, Class 2-A-4
-- Fremont Home Loan Trust 2005-D, Mortgage-Backed Certificates, Series 2005-D, Class M1
-- GSAMP Trust 2005-HE3, Mortgage Pass-Through Certificates, Series 2005-HE3, Class M-3
-- GSAMP Trust 2005-HE3, Mortgage Pass-Through Certificates, Series 2005-HE3, Class M-4
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8, Home Equity Pass-Through Certificates, Series 2005-8, Class M-1
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8, Home Equity Pass-Through Certificates, Series 2005-8, Class M-2
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class 1-A-1
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4, Home Equity Pass-Through Certificates, Series 2006-4, Class 2-A-4
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 1-A-1
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 1-A-2
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 2-A-1
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 2-A-2
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 3-A-2
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 3-A-3
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 3-A-4
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 4-A-1
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 5-A-2
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 5-A-3
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 6-A-1
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 6-A-2
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 7CB1
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 7CB2
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 8-A-1
-- J.P. Morgan Mortgage Trust 2005-A2, Mortgage Pass-Through Certificates, Series 2005-A2, Class 9-A-1
-- Merrill Lynch Mortgage Investors Trust, Series 2005-SL1, Mortgage Loan Asset-Backed Certificates, Series 2005-SL1, Class B-3
-- Morgan Stanley ABS Capital I Inc. Trust 2005-WMC6, Mortgage Pass-Through Certificates, Series 2005-WMC6, Class M-3
-- Morgan Stanley ABS Capital I Inc. Trust 2005-WMC6, Mortgage Pass-Through Certificates, Series 2005-WMC6, Class M-4
-- Morgan Stanley Capital I Inc. Trust 2006-NC2, Mortgage Pass-Through Certificates, Series 2006-NC2, Class A-1
-- Morgan Stanley Capital I Inc. Trust 2006-NC2, Mortgage Pass-Through Certificates, Series 2006-NC2, Class A-2d
-- New Century Home Equity Loan Trust 2004-3, Asset-Backed Notes, Series 2004-3, Class M-1
-- New Century Home Equity Loan Trust 2004-4, Asset-Backed Notes, Series 2004-4, Class M-1
-- Bayview Opportunity Master Fund IVb Trust 2017-SPL4, Mortgage-Backed Notes, Series 2017-SPL4, Class B2
-- Bayview Opportunity Master Fund IVb Trust 2017-SPL4, Mortgage-Backed Notes, Series 2017-SPL4, Class B2-IO
-- Bayview Opportunity Master Fund IVb Trust 2017-SPL4, Mortgage-Backed Notes, Series 2017-SPL4, Class B3
-- Bayview Opportunity Master Fund IVb Trust 2017-SPL4, Mortgage-Backed Notes, Series 2017-SPL4, Class B3-IOA
-- Bayview Opportunity Master Fund IVb Trust 2017-SPL4, Mortgage-Backed Notes, Series 2017-SPL4, Class B3-IOB
-- Bayview Opportunity Master Fund IVb Trust 2017-SPL4, Mortgage-Backed Notes, Series 2017-SPL4, Class B4
-- Bayview Opportunity Master Fund IVb Trust 2017-SPL4, Mortgage-Backed Notes, Series 2017-SPL4, Class B4-IOA
-- Bayview Opportunity Master Fund IVb Trust 2017-SPL4, Mortgage-Backed Notes, Series 2017-SPL4, Class B4-IOB
-- Bayview Opportunity Master Fund IVb Trust 2017-SPL4, Mortgage-Backed Notes, Series 2017-SPL4, Class B5
-- Towd Point Mortgage Trust 2017-2, Asset Backed Securities, Series 2017-2, Class M1
-- Towd Point Mortgage Trust 2017-2, Asset Backed Securities, Series 2017-2, Class M2
-- Towd Point Mortgage Trust 2017-2, Asset Backed Securities, Series 2017-2, Class B2
-- Towd Point Mortgage Trust 2017-2, Asset Backed Securities, Series 2017-2, Class B1
-- Towd Point Mortgage Trust 2017-2, Asset Backed Securities, Series 2017-2, Class A4
-- CSMC 2017-FHA1 Trust, Mortgage-Backed Notes, Series 2017-FHA1
-- MFA 2017-RPL1 Trust, MFA 2017-RPL1 Mortgage-Backed Notes, Series 2017-RPL1, Class M-1
-- MFA 2017-RPL1 Trust, MFA 2017-RPL1 Mortgage-Backed Notes, Series 2017-RPL1, Class M-2
-- MFA 2017-RPL1 Trust, MFA 2017-RPL1 Mortgage-Backed Notes, Series 2017-RPL1, Class B-1
-- MFA 2017-RPL1 Trust, MFA 2017-RPL1 Mortgage-Backed Notes, Series 2017-RPL1, Class B-2
-- New Residential Mortgage Loan Trust 2017-3, Mortgage-Backed Notes, Series 2017-3, Class B-5
-- New Residential Mortgage Loan Trust 2017-3, Mortgage-Backed Notes, Series 2017-3, Class B5-IOC
-- New Residential Mortgage Loan Trust 2017-3, Mortgage-Backed Notes, Series 2017-3, Class B5-IOD
-- New Residential Mortgage Loan Trust 2017-3, Mortgage-Backed Notes, Series 2017-3, Class B-5A
-- New Residential Mortgage Loan Trust 2017-3, Mortgage-Backed Notes, Series 2017-3, Class B5-IOA
-- New Residential Mortgage Loan Trust 2017-3, Mortgage-Backed Notes, Series 2017-3, Class B5-IOB
-- New Residential Mortgage Loan Trust 2017-3, Mortgage-Backed Notes, Series 2017-3, Class B-5C
-- New Residential Mortgage Loan Trust 2017-3, Mortgage-Backed Notes, Series 2017-3, Class B-5B
-- New Residential Mortgage Loan Trust 2017-3, Mortgage-Backed Notes, Series 2017-3, Class B-5D

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

  • Bayview Opportunity Master Fund IVb Trust 2017-SPL4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class AAAA (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class A-IOAAAA (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class A-IOBAAA (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class B1AA (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class B1-IOAAA (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class B1-IOBAA (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class B2A (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class B2-IOA (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class B3BBB (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class B3-IOABBB (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class B3-IOBBBB (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class B4BB (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class B4-IOABB (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class B4-IOBBB (sf)--Confirmed
    US
    24-May-18Mortgage-Backed Notes, Series 2017-SPL4, Class B5B (sf)--Confirmed
    US
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  • C-BASS 2006-CB4 TRUST

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class AV3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class AV4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class B-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class B-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class B-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class B-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-6C (sf)--Confirmed
    US
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    Less

  • C-BASS 2006-CB6 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class A-IBB (high) (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class A-II-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class A-II-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class B-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class B-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class B-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-6C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-7C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB6, Class M-8C (sf)--Confirmed
    US
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  • C-BASS 2006-CB7 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class A-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class A-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class A-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class A-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class B-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class B-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class B-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class B-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-6C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-7C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-8C (sf)--Confirmed
    US
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  • C-BASS 2006-CB8 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class A-2BB (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class A-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class A-2CC (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class A-2DC (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class B-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class B-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class B-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-6C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-7C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8, Class M-8C (sf)--Confirmed
    US
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  • C-BASS 2006-CB9 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class B-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class B-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class B-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-6C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-7C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-8C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-9C (sf)--Confirmed
    US
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  • C-BASS 2006-RP1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class M-1AAA (sf)--Upgraded
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class M-2BBB (high) (sf)--Upgraded
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class M-3BB (sf)--Upgraded
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class B-1B (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class B-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class B-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-RP1, Class B-4C (sf)--Confirmed
    US
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  • C-BASS 2006-SL1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class A-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class A-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class A-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-6C (sf)--Confirmed
    US
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  • C-BASS 2007-CB1 TRUST

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-1AC (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-1BC (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-6C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class B-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class B-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-6C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-7C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-8C (sf)--Confirmed
    US
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  • C-BASS 2007-CB5 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class A-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class A-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class A-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class B-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-6C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-7C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-8C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-9C (sf)--Confirmed
    US
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  • C-BASS 2007-MX1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class A-2BB (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class A-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class A-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class B-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class B-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class M-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class M-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class M-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class M-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class M-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-MX1, Class M-6C (sf)--Confirmed
    US
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  • C-BASS Mortgage Loan Trust 2007-CB2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A2-BC (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A2-CC (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A2-DC (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A2-EC (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class B-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class B-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class B-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class B-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-6C (sf)--Confirmed
    US
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  • C-BASS Mortgage Loan Trust 2007-CB3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-1C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-2C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-3C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-4C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-5C (sf)--Confirmed
    US
    24-May-18C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-6C (sf)--Confirmed
    US
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  • CSMC 2017-FHA1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18Mortgage-Backed Notes, Series 2017-FHA1A (high) (sf)--Confirmed
    US
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  • CWABS Asset-Backed Certificates Trust 2004-AB2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18Asset-Backed Certificates, Series 2004-AB2, Class M-2BBB (sf)--Upgraded
    US
    24-May-18Asset-Backed Certificates, Series 2004-AB2, Class BC (sf)--Confirmed
    US
    24-May-18Asset-Backed Certificates, Series 2004-AB2, Class M-3C (sf)--Confirmed
    US
    24-May-18Asset-Backed Certificates, Series 2004-AB2, Class M-4C (sf)--Confirmed
    US
    24-May-18Asset-Backed Certificates, Series 2004-AB2, Class M-5C (sf)--Confirmed
    US
    24-May-18Asset-Backed Certificates, Series 2004-AB2, Class M-6C (sf)--Confirmed
    US
    24-May-18Asset-Backed Certificates, Series 2004-AB2, Class M-1Discontinued--Disc.-Repaid
    US
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  • Citigroup Mortgage Loan Trust 2006-WFHE3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class A-4AAA (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-1A (high) (sf)--Upgraded
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-2B (high) (sf)--Upgraded
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-10C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-11C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-3C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-4C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-5C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-6C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-7C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-8C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2006-WFHE3, Class M-9C (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust Inc., Series 2005-WF2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-3A (high) (sf)--Upgraded
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-4BB (sf)--Upgraded
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class AF-5C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class AF-6AC (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class AF-6BC (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class AF-7C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-1C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-2C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-3C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-4C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MF-5C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-5C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-6C (sf)--Confirmed
    US
    24-May-18Asset-Backed Pass-Through Certificates, Series 2005-WF2, Class MV-7C (sf)--Confirmed
    US
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  • Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-A-1-2AAA (sf)--Upgraded
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-A-2-1A (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-A-2-2A (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 1-A-1C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 1-A-2C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 2-A-1C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 2-A-2C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 3-A-3C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 4-A-1C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 5-A-1C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 5-A-2-1C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 5-A-2-2C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-1C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-2C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-3C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class 6-M-4C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-1C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-2C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-3C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-4C (sf)--Confirmed
    US
    24-May-18Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5, Class C-B-5C (sf)--Confirmed
    US
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  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18Home Equity Pass-Through Certificates, Series 2005-8, Class M-1A (high) (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2005-8, Class B-1C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2005-8, Class B-2C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2005-8, Class B-3C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2005-8, Class B-4C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2005-8, Class B-5C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2005-8, Class M-2C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2005-8, Class M-3C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2005-8, Class M-4C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2005-8, Class M-5C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2005-8, Class M-6C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2005-8, Class M-7C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2005-8, Class M-8C (sf)--Confirmed
    US
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  • Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class 1-A-1C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class 2-A-4C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class B-1C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class B-2C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class B-3C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class B-4C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class M-1C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class M-2C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class M-3C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class M-4C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class M-5C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class M-6C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class M-7C (sf)--Confirmed
    US
    24-May-18Home Equity Pass-Through Certificates, Series 2006-4, Class M-8C (sf)--Confirmed
    US
    More
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    • Show More Issuers
Bayview Opportunity Master Fund IVb Trust 2017-SPL4
C-BASS 2006-CB4 TRUST
C-BASS 2006-CB6 Trust
C-BASS 2006-CB7 Trust
C-BASS 2006-CB8 Trust
C-BASS 2006-CB9 Trust
C-BASS 2006-RP1 Trust
C-BASS 2006-SL1 Trust
C-BASS 2007-CB1 TRUST
C-BASS 2007-CB5 Trust
C-BASS 2007-MX1 Trust
C-BASS Mortgage Loan Trust 2007-CB2
C-BASS Mortgage Loan Trust 2007-CB3
CSMC 2017-FHA1 Trust
CWABS Asset-Backed Certificates Trust 2004-AB2
Citigroup Mortgage Loan Trust 2006-WFHE3
Citigroup Mortgage Loan Trust Inc., Series 2005-WF2
Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-5
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2005-8
Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-4
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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