Press Release

DBRS Takes Rating Actions on 61 U.S. RMBS Transactions

RMBS
September 24, 2018

DBRS, Inc. (DBRS) reviewed 966 classes from 61 U.S. residential mortgage-backed securities (RMBS) transactions. Of the 966 classes reviewed, DBRS upgraded 210 ratings, confirmed 753 ratings and discontinued three ratings.

The rating upgrades reflect positive performance trends and increases in credit support sufficient to withstand stresses at their new rating levels. The rating confirmations indicate that 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 its “RMBS Insight 1.3: U.S. Residential Mortgage-Backed Securities Model and Rating Methodology,” published on April 4, 2017.

The transactions consist of U.S. RMBS transactions. The pools backing these transactions consist of prime, seasoned, non-Qualified Mortgage and reperforming 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 certain structural features and historical performance that constrain the quantitative model output.

-- J.P. Morgan Mortgage Trust 2013-3 Mortgage Pass-Through Certificates, Series 2013-3, Class B-3
-- J.P. Morgan Mortgage Trust 2013-3 Mortgage Pass-Through Certificates, Series 2013-3, Class B-4
-- J.P. Morgan Mortgage Trust 2014-IVR3, Mortgage Pass-Through Certificates, Series 2014-IVR3, Class B-3
-- Shellpoint Asset Funding Trust 2013-1, Mortgage Pass-Through Certificates, Series 2013-1, Class B-3
-- Shellpoint Asset Funding Trust 2013-1, Mortgage Pass-Through Certificates, Series 2013-1, Class B-4
-- CSMLT 2015-2 Trust, Mortgage Pass-Through Certificates, Series 2015-2, Class A-IO-S
-- CSMLT 2015-3 Trust, Mortgage Pass-Through Certificates, Series 2015-3, Class IO-S-1
-- CSMLT 2015-3 Trust, Mortgage Pass-Through Certificates, Series 2015-3, Class IO-S-2
-- CSMLT 2015-3 Trust, Mortgage Pass-Through Certificates, Series 2015-3, Class IO-S-3
-- CSMLT 2015-3 Trust, Mortgage Pass-Through Certificates, Series 2015-3, Class A-IO-S
-- Ajax Mortgage Loan Trust 2017-B, Mortgage-Backed Notes, Series 2017-B, Class M-1
-- Angel Oak Mortgage Trust I, LLC 2017-3, Mortgage-Backed Certificates, Series 2017-3, Class A-3
-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B2
-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B2-IO
-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B3
-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B3-IOA
-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B3-IOB
-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B4
-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B4-IOA
-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B4-IOB
-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B5
-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B5-IOA
-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B5-IOB
-- Bayview Opportunity Master Fund IVa Trust 2016-SPL1, Asset-Backed Notes, Series 2016-SPL1, Class B6
-- Bayview Opportunity Master Fund IVb Trust 2016-SPL2, Mortgage-Backed Securities, Series 2016-SPL2, Class B2
-- Bayview Opportunity Master Fund IVb Trust 2016-SPL2, Mortgage-Backed Securities, Series 2016-SPL2, Class B2-IO
-- Bayview Opportunity Master Fund IVb Trust 2016-SPL2, Mortgage-Backed Securities, Series 2016-SPL2, Class B3
-- Bayview Opportunity Master Fund IVb Trust 2016-SPL2, Mortgage-Backed Securities, Series 2016-SPL2, Class B3-IOA
-- Bayview Opportunity Master Fund IVb Trust 2016-SPL2, Mortgage-Backed Securities, Series 2016-SPL2, Class B3-IOB
-- Bayview Opportunity Master Fund IVb Trust 2016-SPL2, Mortgage-Backed Securities, Series 2016-SPL2, Class B4
-- Bayview Opportunity Master Fund IVb Trust 2016-SPL2, Mortgage-Backed Securities, Series 2016-SPL2, Class B4-IOA
-- Bayview Opportunity Master Fund IVb Trust 2016-SPL2, Mortgage-Backed Securities, Series 2016-SPL2, Class B4-IOB
-- Bayview Opportunity Master Fund IVb Trust 2016-SPL2, Mortgage-Backed Securities, Series 2016-SPL2, Class B5
-- COLT 2016-1 Mortgage Loan Trust, COLT 2016-1 Mortgage Pass-Through Certificates, Series 2016-1, Class M-1
-- COLT 2016-2 Mortgage Loan Trust, COLT 2016-2 Mortgage Pass-Through Certificates, Series 2016-2, Class M-1
-- COLT 2016-2 Mortgage Loan Trust, COLT 2016-2 Mortgage Pass-Through Certificates, Series 2016-2, Class M-1X
-- COLT 2016-2 Mortgage Loan Trust, COLT 2016-2 Mortgage Pass-Through Certificates, Series 2016-2, Class M-1E
-- COLT 2016-3 Mortgage Loan Trust, COLT 2016-3 Mortgage Pass-Through Certificates, Series 2016-3, Class A-3
-- COLT 2016-3 Mortgage Loan Trust, COLT 2016-3 Mortgage Pass-Through Certificates, Series 2016-3, Class M-1
-- COLT 2016-3 Mortgage Loan Trust, COLT 2016-3 Mortgage Pass-Through Certificates, Series 2016-3, Class B-1
-- COLT 2016-3 Mortgage Loan Trust, COLT 2016-3 Mortgage Pass-Through Certificates, Series 2016-3, Class B-2
-- Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2016-1, Asset Backed Securities, Series 2016-1, Class M-1
-- Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2016-1, Asset Backed Securities, Series 2016-1, Class M-2
-- MetLife Securitization Trust 2017-1, Residential Mortgage-Backed Securities, Series 2017-1, Class M2
-- Mill City Mortgage Loan Trust 2016-1, Mortgage Backed Securities, Series 2016-1, Class M3
-- Mill City Mortgage Loan Trust 2016-1, Mortgage Backed Securities, Series 2016-1, Class B1
-- Mill City Mortgage Loan Trust 2016-1, Mortgage Backed Securities, Series 2016-1, Class B2
-- Towd Point Mortgage Trust 2015-3, Asset Backed Notes, Series 2015-3, Class M2
-- Towd Point Mortgage Trust 2015-3, Asset Backed Notes, Series 2015-3, Class B1
-- Towd Point Mortgage Trust 2015-3, Asset Backed Notes, Series 2015-3, Class B2
-- Towd Point Mortgage Trust 2015-4, Asset Backed Notes, Series 2015-4, Class M2
-- Towd Point Mortgage Trust 2015-4, Asset Backed Notes, Series 2015-4, Class M2A
-- Towd Point Mortgage Trust 2015-4, Asset Backed Notes, Series 2015-4, Class M2X
-- Towd Point Mortgage Trust 2015-4, Asset Backed Notes, Series 2015-4, Class B1
-- Towd Point Mortgage Trust 2015-4, Asset Backed Notes, Series 2015-4, Class B2
-- Towd Point Mortgage Trust 2015-5, Asset Backed Notes, Series 2015-5, Class M2
-- Towd Point Mortgage Trust 2015-5, Asset Backed Notes, Series 2015-5, Class B1
-- Towd Point Mortgage Trust 2015-5, Asset Backed Notes, Series 2015-5, Class B2
-- Towd Point Mortgage Trust 2015-6, Asset Backed Notes, Series 2015-6, Class M2
-- Towd Point Mortgage Trust 2015-6, Asset Backed Notes, Series 2015-6, Class M2A
-- Towd Point Mortgage Trust 2015-6, Asset Backed Notes, Series 2015-6, Class M2X
-- Towd Point Mortgage Trust 2015-6, Asset Backed Notes, Series 2015-6, Class B1
-- Towd Point Mortgage Trust 2015-6, Asset Backed Notes, Series 2015-6, Class B2
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class A5
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class M2
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class B1
-- Towd Point Mortgage Trust 2016-1, Asset Backed Notes, Series 2016-1, Class B2
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class A5
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class M2
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class B1
-- Towd Point Mortgage Trust 2016-2, Asset Backed Securities, Series 2016-2, Class B2
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class X5
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class X6
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class M2
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class M2A
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class M2B
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class B1
-- Towd Point Mortgage Trust 2016-3, Asset Backed Securities, Series 2016-3, Class B2
-- Towd Point Mortgage Trust 2016-4, Asset Backed Securities, Series 2016-4, Class M1
-- Towd Point Mortgage Trust 2016-4, Asset Backed Securities, Series 2016-4, Class M2
-- Towd Point Mortgage Trust 2016-4, Asset Backed Securities, Series 2016-4, Class B1
-- Towd Point Mortgage Trust 2016-4, Asset Backed Securities, Series 2016-4, Class B2
-- Towd Point Mortgage Trust 2016-4, Asset Backed Securities, Series 2016-4, Class B3
-- Towd Point Mortgage Trust 2016-5, Asset Backed Securities, Series 2016-5, Class M1
-- Towd Point Mortgage Trust 2016-5, Asset Backed Securities, Series 2016-5, Class M2
-- Towd Point Mortgage Trust 2016-5, Asset Backed Securities, Series 2016-5, Class B1
-- Towd Point Mortgage Trust 2016-5, Asset Backed Securities, Series 2016-5, Class B2
-- Towd Point Mortgage Trust 2017-5, Asset-Backed Securities, Series 2017-5, Class A4
-- Towd Point Mortgage Trust 2017-5, Asset-Backed Securities, Series 2017-5, Class M1
-- Towd Point Mortgage Trust 2017-5, Asset-Backed Securities, Series 2017-5, Class B2
-- Towd Point Mortgage Trust 2017-6, Asset-Backed Securities Series 2017-6, Class A4
-- Towd Point Mortgage Trust 2017-6, Asset-Backed Securities Series 2017-6, Class M1
-- Towd Point Mortgage Trust 2017-6, Asset-Backed Securities Series 2017-6, Class M2
-- Towd Point Mortgage Trust 2017-6, Asset-Backed Securities Series 2017-6, Class B1
-- Towd Point Mortgage Trust 2017-6, Asset-Backed Securities Series 2017-6, Class B2
-- Citigroup Mortgage Loan Trust 2014-A, Mortgage Backed-Notes, Series 2014-A, Class B-2
-- Citigroup Mortgage Loan Trust 2014-A, Mortgage Backed-Notes, Series 2014-A, Class B-3
-- Citigroup Mortgage Loan Trust 2014-A, Mortgage Backed-Notes, Series 2014-A, Class B-4
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B-2
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B2-IO
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B-2A
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B2-IOA
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B-2B
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B2-IOB
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B-2C
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B2-IOC
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B-3
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B-3A
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B3-IOA
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B-3B
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B3-IOB
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B-3C
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B-IOC
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B-4
-- New Residential Mortgage Loan Trust 2016-3, Mortgage-Backed Notes, Series 2016-3, Class B-5
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B-2
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B2-IO
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B-2A
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B-2B
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B-2C
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B2-IOA
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B2-IOB
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B2-IOC
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B-3
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B-3A
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B-3B
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B-3C
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B3-IOA
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B3-IOB
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B3-IOC
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B-4
-- New Residential Mortgage Loan Trust 2016-4, Mortgage-Backed Notes, Series 2016-4, Class B-5
-- COLT 2018-1 Mortgage Loan Trust, COLT 2018-1 Mortgage Pass-Through Certificates, Series 2018-1, Class A-3
-- COLT 2018-1 Mortgage Loan Trust, COLT 2018-1 Mortgage Pass-Through Certificates, Series 2018-1, Class M-1
-- Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Series 2017-4, Class M
-- Towd Point Mortgage Trust 2015-2, Asset Backed Notes, Series 2015-2, Class 1-M2
-- Towd Point Mortgage Trust 2015-2, Asset Backed Notes, Series 2015-2, Class 1-B1
-- Towd Point Mortgage Trust 2015-2, Asset Backed Notes, Series 2015-2, Class 1-B2
-- Towd Point Mortgage Trust 2015-2, Asset Backed Notes, Series 2015-2, Class 2-M2
-- Towd Point Mortgage Trust 2015-2, Asset Backed Notes, Series 2015-2, Class 2-B1
-- Towd Point Mortgage Trust 2015-2, Asset Backed Notes, Series 2015-2, Class 2-B2

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

  • Ajax Mortgage Loan Trust 2017-B

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18Mortgage-Backed Notes, Series 2017-B, Class AAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-B, Class M-1A (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-B, Class M-2BBB (sf)--Confirmed
    US
    More
    Less

  • Angel Oak Mortgage Trust I, LLC 2017-3

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

  • Bayview Opportunity Master Fund IVa Trust 2016-SPL1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class AAAA (sf)--Confirmed
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class A-IOAAAA (sf)--Confirmed
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class A-IOBAAA (sf)--Confirmed
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B1AA (high) (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B1-IOAAA (high) (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B1-IOBAA (high) (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B2A (high) (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B2-IOA (high) (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B3BBB (high) (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B3-IOABBB (high) (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B3-IOBBBB (high) (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B4BBB (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B4-IOABBB (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B4-IOBBBB (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B5BB (high) (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B5-IOABB (high) (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B5-IOBBB (high) (sf)--Upgraded
    US
    24-Sep-18Asset-Backed Notes, Series 2016-SPL1, Class B6B (high) (sf)--Upgraded
    US
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    Less

  • Bayview Opportunity Master Fund IVa Trust 2017-RT5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18Mortgage-Backed Securities, Series 2017-RT5, Class AAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Securities, Series 2017-RT5, Class A-IOAAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Securities, Series 2017-RT5, Class A-IOBAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Securities, Series 2017-RT5, Class B1AA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Securities, Series 2017-RT5, Class B1-IOAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Securities, Series 2017-RT5, Class B1-IOBAA (sf)--Confirmed
    US
    More
    Less

  • Bayview Opportunity Master Fund IVb Trust 2016-SPL2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class AAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class A-IOAAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class A-IOBAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class B1AA (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class B1-IOAAA (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class B1-IOBAA (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class B2A (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class B2-IOA (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class B3BBB (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class B3-IOABBB (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class B3-IOBBBB (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class B4BB (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class B4-IOABB (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class B4-IOBBB (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Securities, Series 2016-SPL2, Class B5B (high) (sf)--Upgraded
    US
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    Less

  • Bayview Opportunity Master Fund IVb Trust 2017-RT6

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18Mortgage-Backed Securities, Series 2017-RT6, Class AAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Securities, Series 2017-RT6, Class A-IOAAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Securities, Series 2017-RT6, Class A-IOBAAA (sf)--Confirmed
    US
    More
    Less

  • COLT 2016-1 Mortgage Loan Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18COLT 2016-1 Mortgage Pass-Through Certificates, Series 2016-1, Class A-1AAA (sf)--Upgraded
    US
    24-Sep-18COLT 2016-1 Mortgage Pass-Through Certificates, Series 2016-1, Class A-1XAAA (sf)--Upgraded
    US
    24-Sep-18COLT 2016-1 Mortgage Pass-Through Certificates, Series 2016-1, Class A-2AA (sf)--Upgraded
    US
    24-Sep-18COLT 2016-1 Mortgage Pass-Through Certificates, Series 2016-1, Class A-2XAA (sf)--Upgraded
    US
    24-Sep-18COLT 2016-1 Mortgage Pass-Through Certificates, Series 2016-1, Class M-1BBB (sf)--Upgraded
    US
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    Less

  • COLT 2016-2 Mortgage Loan Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18COLT 2016-2 Mortgage Pass-Through Certificates, Series 2016-2, Class A-1AAA (sf)--Upgraded
    US
    24-Sep-18COLT 2016-2 Mortgage Pass-Through Certificates, Series 2016-2, Class A-1XAAA (sf)--Upgraded
    US
    24-Sep-18COLT 2016-2 Mortgage Pass-Through Certificates, Series 2016-2, Class A-3AAA (sf)--Upgraded
    US
    24-Sep-18COLT 2016-2 Mortgage Pass-Through Certificates, Series 2016-2, Class A-2AA (sf)--Upgraded
    US
    24-Sep-18COLT 2016-2 Mortgage Pass-Through Certificates, Series 2016-2, Class A-2XAA (sf)--Upgraded
    US
    24-Sep-18COLT 2016-2 Mortgage Pass-Through Certificates, Series 2016-2, Class A-4AA (sf)--Upgraded
    US
    24-Sep-18COLT 2016-2 Mortgage Pass-Through Certificates, Series 2016-2, Class M-1BBB (sf)--Upgraded
    US
    24-Sep-18COLT 2016-2 Mortgage Pass-Through Certificates, Series 2016-2, Class M-1EBBB (sf)--Upgraded
    US
    24-Sep-18COLT 2016-2 Mortgage Pass-Through Certificates, Series 2016-2, Class M-1XBBB (sf)--Upgraded
    US
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    Less

  • COLT 2016-3 Mortgage Loan Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18COLT 2016-3 Mortgage Pass-Through Certificates, Series 2016-3, Class A-1AAA (sf)--Confirmed
    US
    24-Sep-18COLT 2016-3 Mortgage Pass-Through Certificates, Series 2016-3, Class A-2AA (high) (sf)--Upgraded
    US
    24-Sep-18COLT 2016-3 Mortgage Pass-Through Certificates, Series 2016-3, Class A-3A (high) (sf)--Upgraded
    US
    24-Sep-18COLT 2016-3 Mortgage Pass-Through Certificates, Series 2016-3, Class M-1BBB (high) (sf)--Upgraded
    US
    24-Sep-18COLT 2016-3 Mortgage Pass-Through Certificates, Series 2016-3, Class B-1BB (high) (sf)--Upgraded
    US
    24-Sep-18COLT 2016-3 Mortgage Pass-Through Certificates, Series 2016-3, Class B-2B (high) (sf)--Upgraded
    US
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    Less

  • COLT 2018-1 Mortgage Loan Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18COLT 2018-1 Mortgage Pass-Through Certificates, Series 2018-1, Class A-1AAA (sf)--Confirmed
    US
    24-Sep-18COLT 2018-1 Mortgage Pass-Through Certificates, Series 2018-1, Class A-2AA (sf)--Confirmed
    US
    24-Sep-18COLT 2018-1 Mortgage Pass-Through Certificates, Series 2018-1, Class A-3A (sf)--Confirmed
    US
    24-Sep-18COLT 2018-1 Mortgage Pass-Through Certificates, Series 2018-1, Class M-1BBB (sf)--Confirmed
    US
    24-Sep-18COLT 2018-1 Mortgage Pass-Through Certificates, Series 2018-1, Class B-1BB (sf)--Confirmed
    US
    24-Sep-18COLT 2018-1 Mortgage Pass-Through Certificates, Series 2018-1, Class B-2B (sf)--Confirmed
    US
    More
    Less

  • CSMC 2017-HL2 Trust

  • CSMC 2017-RPL3 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class A-1AAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class A-1AAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class A-1BAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class A-1CAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class A-1DAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class A-1EAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class A1-IO1AAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class A1A-IOAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class A1B-IOAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class A1C-IOAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class A1D-IOAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class A1E-IOAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class B-1AA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class B1-IOAA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class B-2A (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class B2-IOA (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class B-3BBB (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class B-4BB (sf)--Confirmed
    US
    24-Sep-18Mortgage-Backed Notes, Series 2017-RPL3, Class B-5B (sf)--Confirmed
    US
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    Less

  • CSMC Trust 2012-9 Mortgage Pass-Through Certificates, Series 2012-9

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18Series 2012-9, Class A-1AAA (sf)--Confirmed
    US
    24-Sep-18Series 2012-9, Class A-1-AAAA (sf)--Confirmed
    US
    24-Sep-18Series 2012-9, Class A-IOAAA (sf)--Confirmed
    US
    24-Sep-18Series 2012-9, Class B-1AAA (sf)--Upgraded
    US
    More
    Less

  • CSMLT 2015-2 Trust

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

  • CSMLT 2015-3 Trust

  • Citigroup Mortgage Loan Trust 2009-C

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18Mortgage Pass-Through Certificates, Series 2009-C, Class A3AAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Pass-Through Certificates, Series 2009-C, Class A6AAA (sf)--Upgraded
    US
    More
    Less

  • Citigroup Mortgage Loan Trust 2014-A

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18Mortgage Backed-Notes, Series 2014-A, Class AAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage Backed-Notes, Series 2014-A, Class IOAAA (sf)--Confirmed
    US
    24-Sep-18Mortgage Backed-Notes, Series 2014-A, Class B-1AA (sf)--Confirmed
    US
    24-Sep-18Mortgage Backed-Notes, Series 2014-A, Class B-2A (high) (sf)--Confirmed
    US
    24-Sep-18Mortgage Backed-Notes, Series 2014-A, Class B-3A (sf)--Confirmed
    US
    24-Sep-18Mortgage Backed-Notes, Series 2014-A, Class B-4BBB (sf)--Confirmed
    US
    More
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  • Citigroup Mortgage Loan Trust 2015-A

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class AAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-1AAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-1-IOAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-1AAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-1BAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-1CAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-2AAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-2-IOAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-2AAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-2BAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-2CAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-3AAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-3-IOAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-3AAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-3BAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-3CAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-4AAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-4-IOAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-4AAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-4BAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class A-4CAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class AAAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class ABAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage Backed-Notes, Series 2015-A, Class ACAAA (sf)--Upgraded
    US
    More
    Less

  • Citigroup Mortgage Loan Trust 2015-PS1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18Mortgage-Backed Notes, Series 2015-PS1, Class AAAA (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Notes, Series 2015-PS1, Class A-1AAA (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Notes, Series 2015-PS1, Class A-1-IOAAA (sf)--Upgraded
    US
    More
    Less

  • Citigroup Mortgage Loan Trust 2015-RP2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    24-Sep-18Mortgage-Backed Notes, Series 2015-RP2, Class AAA (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Notes, Series 2015-RP2, Class A-1AA (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Notes, Series 2015-RP2, Class A-1-IOAA (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Notes, Series 2015-RP2, Class A-2AA (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Notes, Series 2015-RP2, Class A-2-IOAA (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Notes, Series 2015-RP2, Class A-2AAA (high) (sf)--Upgraded
    US
    24-Sep-18Mortgage-Backed Notes, Series 2015-RP2, Class A-2BAA (high) (sf)--Upgraded
    US
    More
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    • Show More Issuers
Ajax Mortgage Loan Trust 2017-B
Angel Oak Mortgage Trust I, LLC 2017-3
Bayview Opportunity Master Fund IVa Trust 2016-SPL1
Bayview Opportunity Master Fund IVa Trust 2017-RT5
Bayview Opportunity Master Fund IVb Trust 2016-SPL2
Bayview Opportunity Master Fund IVb Trust 2017-RT6
COLT 2016-1 Mortgage Loan Trust
COLT 2016-2 Mortgage Loan Trust
COLT 2016-3 Mortgage Loan Trust
COLT 2018-1 Mortgage Loan Trust
CSMC 2017-HL2 Trust
CSMC 2017-RPL3 Trust
CSMC Trust 2012-9 Mortgage Pass-Through Certificates, Series 2012-9
CSMLT 2015-2 Trust
CSMLT 2015-3 Trust
Citigroup Mortgage Loan Trust 2009-C
Citigroup Mortgage Loan Trust 2014-A
Citigroup Mortgage Loan Trust 2015-A
Citigroup Mortgage Loan Trust 2015-PS1
Citigroup Mortgage Loan Trust 2015-RP2
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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