Press Release

DBRS Takes Rating Actions on 41 U.S. RMBS Transactions

RMBS
June 21, 2018

DBRS, Inc. (DBRS) reviewed 809 classes from 41 U.S. residential mortgage-backed securities (RMBS) transactions. Of the 809 classes reviewed, DBRS upgraded 19 ratings, confirmed 789 ratings 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 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 prime, agency credit, 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 structural features and historical performance that constrain the quantitative model output.

-- Agate Bay Mortgage Trust 2014-2, Mortgage Pass-Through Certificates, Series 2014-2, Class B-4
-- Agate Bay Mortgage Trust 2014-3, Mortgage Pass-Through Certificates, Series 2014-3, Class B-4
-- Citigroup Mortgage Loan Trust 2014-J1, Mortgage Pass Through Certificates, Series 2014-J1, Class B-3
-- Citigroup Mortgage Loan Trust 2014-J1, Mortgage Pass Through Certificates, Series 2014-J1, Class B-4
-- Citigroup Mortgage Loan Trust 2014-J2, Mortgage Pass Through Certificates, Series 2014-J2, Class B-4
-- CSMC Trust 2014-WIN1, Mortgage Pass-Through Certificates, Series 2014-WIN1, Class B-4
-- CSMC Trust 2014-WIN1, Mortgage Pass-through Certificates, Series 2014-WIN1, Class IO-S-1
-- CSMC Trust 2014-WIN1, Mortgage Pass-through Certificates, Series 2014-WIN1, Class IO-S-2
-- CSMC Trust 2014-WIN1, Mortgage Pass-through Certificates, Series 2014-WIN1, Class A-IO-S
-- CSMC Trust 2015-WIN1, Mortgage Pass-Through Certificates, Series 2015-WIN1, Class B-4
-- CSMC Trust 2015-WIN1, Mortgage Pass-through Certificates, Series 2015-WIN1, Class A-IO-S
-- Flagstar Mortgage Trust 2017-1, Mortgage Pass-Through Certificates, Series 2017-1, Class B-5
-- J.P. Morgan Mortgage Trust 2014-OAK4, Mortgage Pass-Through Certificates, Series 2014-OAK4, Class B-4
-- Onslow Bay Mortgage Loan Trust 2015-1, Mortgage Pass-Through Certificates, Series 2015-1, Class B-3
-- Onslow Bay Mortgage Loan Trust 2015-1, Mortgage Pass-Through Certificates, Series 2015-1, Class B-4
-- Onslow Bay Mortgage Loan Trust 2015-1, Mortgage Pass-Through Certificates, Series 2015-1, Class B-5
-- Shellpoint Co-Originator Trust 2015-1, Mortgage Pass-Through Certificates, Series 2015-1, Class B-3
-- Shellpoint Co-Originator Trust 2015-1, Mortgage Pass-Through Certificates, Series 2015-1, Class B-4
-- WinWater Mortgage Loan Trust 2014-3, Mortgage Pass-Through Certificates, Series 2014-3, Class B-4
-- Angel Oak Mortgage Trust I, LLC 2017-2, Mortgage-Backed Certificates, Series 2017-2, Class A-3
-- Bayview Opportunity Master Fund IVa Trust 2017-SPL5, Mortgage-Backed Notes, Series 2017-SPL5, Class B2
-- Bayview Opportunity Master Fund IVa Trust 2017-SPL5, Mortgage-Backed Notes, Series 2017-SPL5, Class B2-IO
-- Bayview Opportunity Master Fund IVa Trust 2017-SPL5, Mortgage-Backed Notes, Series 2017-SPL5, Class B3
-- Bayview Opportunity Master Fund IVa Trust 2017-SPL5, Mortgage-Backed Notes, Series 2017-SPL5, Class B3-IOA
-- Bayview Opportunity Master Fund IVa Trust 2017-SPL5, Mortgage-Backed Notes, Series 2017-SPL5, Class B3-IOB
-- Bayview Opportunity Master Fund IVa Trust 2017-SPL5, Mortgage-Backed Notes, Series 2017-SPL5, Class B4
-- Bayview Opportunity Master Fund IVa Trust 2017-SPL5, Mortgage-Backed Notes, Series 2017-SPL5, Class B4-IOA
-- Bayview Opportunity Master Fund IVa Trust 2017-SPL5, Mortgage-Backed Notes, Series 2017-SPL5, Class B4-IOB
-- Bayview Opportunity Master Fund IVa Trust 2017-SPL5, Mortgage-Backed Notes, Series 2017-SPL5, Class B5
-- Mill City Mortgage Loan Trust 2017-2, Mortgage Backed Securities, Series 2017-2, Class A3
-- Mill City Mortgage Loan Trust 2017-2, Mortgage Backed Securities, Series 2017-2, Class M2
-- Mill City Mortgage Loan Trust 2017-2, Mortgage Backed Securities, Series 2017-2, Class M3
-- Mill City Mortgage Loan Trust 2017-2, Mortgage Backed Securities, Series 2017-2, Class B1
-- Mill City Mortgage Loan Trust 2017-2, Mortgage Backed Securities, Series 2017-2, Class B2
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-5
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-5A
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B5-IOA
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-5B
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B5-IOB
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-5C
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B5-IOC
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-5D
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B5-IOD
-- New Residential Mortgage Loan Trust 2017-4, Mortgage-Backed Notes, Series 2017-4, Class B-7
-- APS Resecuritization Trust 2016-3, REMIC Certificates, Series 2016-3, Class 1-A
-- APS Resecuritization Trust 2016-3, REMIC Certificates, Series 2016-3, Class 2-A
-- Banc of America Funding 2015-R7 Trust, Resecuritization Trust Securities, Class 1A1
-- Banc of America Funding 2015-R8 Trust, Resecuritization Trust Securities, Class 1A1
-- Banc of America Funding 2016-R1 Trust, Resecuritization Trust Securities, Class M2
-- Banc of America Funding 2016-R1 Trust, Resecuritization Trust Securities, Class A5
-- CSMC Series 2015-10R, CSMC Series 2015-10R, Class 3-A-2
-- CSMC Series 2015-10R, CSMC Series 2015-10R, Class 3-A-4
-- CSMC Series 2015-10R, CSMC Series 2015-10R, Class 3-A-10
-- CSMC Series 2015-12R, CSMC Series 2015-12R, Class 2-A-1
-- GSMSC Resecuritization Trust 2015-6R, Resecuritization Trust Securities, Series 2015-6R, Class B
-- J.P. Morgan Resecuritization Trust, Series 2015-4, Series 2015-4 Trust Certificates, Class 1-A-2
-- J.P. Morgan Resecuritization Trust, Series 2015-4, Series 2015-4 Trust Certificates, Class 1-A-4
-- Morgan Stanley Resecuritization Trust 2015-R6, Resecuritization Pass-Through Securities, Series 2015-R6, Class 1-A2
-- Nomura Resecuritization Trust 2015-8R, Resecuritization Trust Securities, Series 2015-8R, Class 2A1

Notes:
All figures are in U.S. dollars unless otherwise noted.

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

  • APS Resecuritization Trust 2015-4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18REMIC Certificates, Series 2015-4, Class 1-AAAA (sf)--Upgraded
    US
    More
    Less

  • APS Resecuritization Trust 2016-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18REMIC Certificates, Series 2016-3, Class 1-AA (sf)--Upgraded
    US
    21-Jun-18REMIC Certificates, Series 2016-3, Class 2-ABBB (high) (sf)--Upgraded
    US
    More
    Less

  • Agate Bay Mortgage Trust 2014-2

  • Agate Bay Mortgage Trust 2014-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-1AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-10AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-11AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-12AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-13AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-14AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-2AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-3AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-4AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-5AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-6AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-7AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-8AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-9AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-X-1AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-X-2AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-X-3AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-X-4AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class A-X-5AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class B-1AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class B-2AA (high) (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class B-3AA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2014-3, Class B-4A (high) (sf)--Confirmed
    US
    More
    Less

  • Angel Oak Mortgage Trust I, LLC 2017-2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18Mortgage-Backed Certificates, Series 2017-2, Class A-1AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Certificates, Series 2017-2, Class A-2AA (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Certificates, Series 2017-2, Class A-3A (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Certificates, Series 2017-2, Class M-1BBB (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Certificates, Series 2017-2, Class B-1BB (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Certificates, Series 2017-2, Class B-2B (sf)--Confirmed
    US
    More
    Less

  • Banc of America Funding 2015-R7 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18Resecuritization Trust Securities, Class 1A1A (high) (sf)--Confirmed
    US
    More
    Less

  • Banc of America Funding 2015-R8 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18Resecuritization Trust Securities, Class 2A1AA (sf)--Confirmed
    US
    21-Jun-18Resecuritization Trust Securities, Class 1A1A (high) (sf)--Confirmed
    US
    More
    Less

  • Banc of America Funding 2016-R1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18Resecuritization Trust Securities, Class A1AAA (sf)--Confirmed
    US
    21-Jun-18Resecuritization Trust Securities, Class A2AA (high) (sf)--Upgraded
    US
    21-Jun-18Resecuritization Trust Securities, Class A3AA (high) (sf)--Upgraded
    US
    21-Jun-18Resecuritization Trust Securities, Class A4AA (sf)--Upgraded
    US
    21-Jun-18Resecuritization Trust Securities, Class M1AA (sf)--Upgraded
    US
    21-Jun-18Resecuritization Trust Securities, Class A5A (sf)--Upgraded
    US
    21-Jun-18Resecuritization Trust Securities, Class M2A (sf)--Upgraded
    US
    More
    Less

  • Bayview Opportunity Master Fund IVa Trust 2017-SPL5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class AAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class A-IOAAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class A-IOBAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class B1AA (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class B1-IOAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class B1-IOBAA (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class B2A (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class B2-IOA (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class B3BBB (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class B3-IOABBB (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class B3-IOBBBB (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class B4BB (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class B4-IOABB (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class B4-IOBBB (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Notes, Series 2017-SPL5, Class B5B (sf)--Confirmed
    US
    More
    Less

  • CSMC 2017-HL1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-1AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-10AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-11AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-12AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-13AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-14AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-2AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-3AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-4AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-5AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-6AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-7AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-8AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-9AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-IO1AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-IO2AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-IO3AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-IO4AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-IO5AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class A-IO6AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class B-1AA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class B-2A (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class B-3BBB (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2017-HL1, Class B-4BB (sf)--Confirmed
    US
    More
    Less

  • CSMC Series 2015-10R

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18CSMC Series 2015-10R, Class 2-A-1AAA (sf)--Upgraded
    US
    21-Jun-18CSMC Series 2015-10R, Class 2-A-3AAA (sf)--Confirmed
    US
    21-Jun-18CSMC Series 2015-10R, Class 2-A-5AAA (sf)--Upgraded
    US
    21-Jun-18CSMC Series 2015-10R, Class 3-A-3AAA (sf)--Confirmed
    US
    21-Jun-18CSMC Series 2015-10R, Class 3-A-1AA (high) (sf)--Confirmed
    US
    21-Jun-18CSMC Series 2015-10R, Class 3-A-8AA (high) (sf)--Confirmed
    US
    21-Jun-18CSMC Series 2015-10R, Class 3-A-6AA (sf)--Confirmed
    US
    21-Jun-18CSMC Series 2015-10R, Class 3-A-9AA (sf)--Confirmed
    US
    21-Jun-18CSMC Series 2015-10R, Class 3-A-10A (high) (sf)--Confirmed
    US
    21-Jun-18CSMC Series 2015-10R, Class 3-A-2A (high) (sf)--Confirmed
    US
    21-Jun-18CSMC Series 2015-10R, Class 3-A-4A (high) (sf)--Confirmed
    US
    More
    Less

  • CSMC Series 2015-12R

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18CSMC Series 2015-12R, Class 2-A-1A (sf)--Upgraded
    US
    More
    Less

  • CSMC Series 2015-7R

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18CSMC Series 2015-7R, Class 3-A-1AA (sf)--Upgraded
    US
    More
    Less

  • CSMC Trust 2014-WIN1

  • CSMC Trust 2015-WIN1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-1AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-10AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-11AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-2AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-3AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-4AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-5AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-6AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-7AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-8AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-9AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-1AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-2AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-3AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-4AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-5AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-6AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class A-X-7AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class B-1AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class B-2AA (high) (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class B-3AA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-through Certificates, Series 2015-WIN1, Class A-IO-SA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass-Through Certificates, Series 2015-WIN1, Class B-4A (sf)--Confirmed
    US
    More
    Less

  • CSMC Trust 2017-RPL1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18Mortgage-Backed Securities Series 2017-RPL1, Class A1AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Securities Series 2017-RPL1, Class A2AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Securities Series 2017-RPL1, Class M1A (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Securities Series 2017-RPL1, Class M2BBB (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Securities Series 2017-RPL1, Class B1BB (sf)--Confirmed
    US
    21-Jun-18Mortgage-Backed Securities Series 2017-RPL1, Class B2B (sf)--Confirmed
    US
    More
    Less

  • Citigroup Mortgage Loan Trust 2014-J1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J1, Class AAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J1, Class A-1AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J1, Class A-1-IOAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J1, Class A-1WAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J1, Class A-2AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J1, Class A-2-IOAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J1, Class A-2WAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J1, Class A-IOAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J1, Class AWAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J1, Class B-1AA (high) (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J1, Class B-2AA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J1, Class B-3A (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J1, Class B-4BBB (high) (sf)--Confirmed
    US
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    Less

  • Citigroup Mortgage Loan Trust 2014-J2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class AAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class A-1AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class A-1-IOAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class A-1AAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class A-1BAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class A-1WAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class A-2AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class A-2-IOAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class A-2WAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class A-IOAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class AWAAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class B-1AAA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class B-2AA (high) (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class B-3AA (sf)--Confirmed
    US
    21-Jun-18Mortgage Pass Through Certificates, Series 2014-J2, Class B-4A (high) (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust 2015-11

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18Resecuritization Trust Securities, Series 2015-11, Class 1A1AA (high) (sf)--Upgraded
    US
    21-Jun-18Resecuritization Trust Securities, Series 2015-11, Class 2A1Discontinued--Disc.-Repaid
    US
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    Less

  • Citigroup Mortgage Loan Trust 2015-8

    Date IssuedDebt RatedRatingTrendActionAttributesi
    21-Jun-18Resecuritization Trust Securities, Series 2015-8, Class 1A1AA (high) (sf)--Upgraded
    US
    More
    Less
    • Show More Issuers
APS Resecuritization Trust 2015-4
APS Resecuritization Trust 2016-3
Agate Bay Mortgage Trust 2014-2
Agate Bay Mortgage Trust 2014-3
Angel Oak Mortgage Trust I, LLC 2017-2
Banc of America Funding 2015-R7 Trust
Banc of America Funding 2015-R8 Trust
Banc of America Funding 2016-R1 Trust
Bayview Opportunity Master Fund IVa Trust 2017-SPL5
CSMC 2017-HL1 Trust
CSMC Series 2015-10R
CSMC Series 2015-12R
CSMC Series 2015-7R
CSMC Trust 2014-WIN1
CSMC Trust 2015-WIN1
CSMC Trust 2017-RPL1
Citigroup Mortgage Loan Trust 2014-J1
Citigroup Mortgage Loan Trust 2014-J2
Citigroup Mortgage Loan Trust 2015-11
Citigroup Mortgage Loan Trust 2015-8
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  • 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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