Press Release

DBRS Takes Rating Actions on 32 U.S. RMBS Transactions

RMBS
May 02, 2019

DBRS, Inc. (DBRS) reviewed 358 classes from 32 U.S. residential mortgage-backed security (RMBS) transactions. Of the 358 classes reviewed, DBRS upgraded six ratings, confirmed 339 ratings, downgraded seven ratings and discontinued six ratings. The downgraded ratings will also be subsequently discontinued due to the transaction exercising its cleanup call option.

The rating upgrades reflect positive performance trends and increases in credit support sufficient to withstand stresses at their new rating levels. The rating confirmations reflect asset performance and credit support levels that are consistent with the current ratings. The rating downgrades reflect the unlikeliness of recovering the bonds’ principal loss amount. The discontinued ratings are the result of the 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 September 27, 2018.

The pools backing these U.S. RMBS transactions consist of subprime and Alt-A collateral.

The ratings for 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 that are not fully reflected in the projected cash flows or model output or additional seasoning required to substantiate further upgrade.

-- Aegis Asset Backed Securities Trust 2005-2, Mortgage-Backed Notes, Series 2005-2, Class M3
-- Accredited Mortgage Loan Trust 2006-1, Asset-Backed Notes, Series 2006-1, Class A-4
-- Accredited Mortgage Loan Trust 2006-1, Asset-Backed Notes, Series 2006-1, Class M-1
-- ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-1
-- ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM1, Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-3
-- C-BASS 2004-CB4 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class A-6
-- C-BASS 2004-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class M-1
-- C-BASS 2004-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class M-2
-- C-BASS 2004-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class M-3
-- C-BASS 2004-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class B-1
-- C-BASS 2004-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class M-2
-- C-BASS 2004-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class M-3
-- C-BASS 2004-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class B-1
-- C-BASS 2004-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class B-2
-- C-BASS 2004-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class M-1
-- C-BASS 2004-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class M-2
-- C-BASS 2004-CB8 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class M-3
-- C-BASS 2005-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class M-1
-- C-BASS 2005-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class M-2
-- C-BASS 2005-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class M-3
-- C-BASS 2005-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class B-1
-- C-BASS 2005-CB2 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class M-2
-- C-BASS 2005-CB2 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class M-3
-- C-BASS 2005-CB4 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-2
-- C-BASS 2005-CB4 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-3
-- C-BASS 2005-CB4 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-4
-- C-BASS 2005-CB4 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-5
-- C-BASS 2005-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-1
-- C-BASS 2005-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-2
-- C-BASS 2005-CB5 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-3
-- C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class A-3
-- C-BASS 2005-CB6 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-1
-- C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-1
-- C-BASS 2005-CB7 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-2
-- C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class AF-3
-- C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class AF-4
-- C-BASS 2005-CB8 Trust, C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class AF-5
-- C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class AV-1
-- C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class AF-2
-- C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class AF-3
-- C-BASS 2006-CB1 Trust, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class AF-4
-- C-BASS 2006-CB2 TRUST, C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class AV
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class 2-A-4
-- Credit Suisse First Boston Mortgage Securities Corp. Home Equity Asset Trust 2006-2, Home Equity Pass-Through Certificates, Series 2006-2, Class M-1
-- Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE1, Asset-Backed Certificates, Series 2006-HE1, Class M-1
-- Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006-HE3, Asset-Backed Certificates, Series 2006-HE3, Class I-A-1
-- Park Place Securities Inc., Series 2004-WHQ2, Asset-Backed Pass-Through Certificates, Series 2004-WHQ2, Class M-4
-- Park Place Securities Inc., Series 2005-WCH1, Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M-4
-- Park Place Securities Inc., Series 2005-WCH1, Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M-5
-- Securitized Asset Backed Receivables LLC Trust 2005-OP2, Mortgage Pass-Through Certificates, Series 2005-OP2, Class M-1
-- Securitized Asset Backed Receivables LLC Trust 2005-OP2, Mortgage Pass-Through Certificates, Series 2005-OP2, Class M-2
-- Securitized Asset Backed Receivables LLC Trust 2005-OP2, Mortgage Pass-Through Certificates, Series 2005-OP2, Class M-3
-- Structured Asset Securities Corporation Mortgage Loan Trust 2005-S3, Mortgage Pass-Through Certificates, Series 2005-S3, Class M4
-- Structured Asset Securities Corporation Mortgage Loan Trust 2005-S3, Mortgage Pass-Through Certificates, Series 2005-S3, Class M5

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 & Criteria.

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.

DBRS, Inc.
140 Broadway, 43rd Floor
New York, NY 10005 USA

Ratings

  • ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-1BB (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class BC (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-10C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-11C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-2C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-3C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-4C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-5C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-6C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-7C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-8C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-9C (sf)--Confirmed
    US
    More
    Less

  • ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-3BBB (high) (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class B-1C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class B-2C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class B-3C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-4C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-5C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-6C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-7C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-8C (sf)--Confirmed
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-RM1, Class M-9C (sf)--Confirmed
    US
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    Less

  • Accredited Mortgage Loan Trust 2006-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19Asset-Backed Notes, Series 2006-1, Class A-4BBB (sf)--Confirmed
    US
    02-May-19Asset-Backed Notes, Series 2006-1, Class M-1C (sf)--Confirmed
    US
    02-May-19Asset-Backed Notes, Series 2006-1, Class M-2C (sf)--Confirmed
    US
    02-May-19Asset-Backed Notes, Series 2006-1, Class M-3C (sf)--Confirmed
    US
    02-May-19Asset-Backed Notes, Series 2006-1, Class M-4C (sf)--Confirmed
    US
    02-May-19Asset-Backed Notes, Series 2006-1, Class M-5C (sf)--Confirmed
    US
    02-May-19Asset-Backed Notes, Series 2006-1, Class M-6C (sf)--Confirmed
    US
    02-May-19Asset-Backed Notes, Series 2006-1, Class M-7C (sf)--Confirmed
    US
    02-May-19Asset-Backed Notes, Series 2006-1, Class M-8C (sf)--Confirmed
    US
    02-May-19Asset-Backed Notes, Series 2006-1, Class M-9C (sf)--Confirmed
    US
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  • Aegis Asset Backed Securities Trust 2005-2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19Mortgage-Backed Notes, Series 2005-2, Class M2AA (sf)--Confirmed
    US
    02-May-19Mortgage-Backed Notes, Series 2005-2, Class M3B (sf)--Confirmed
    US
    02-May-19Mortgage-Backed Notes, Series 2005-2, Class B1C (sf)--Confirmed
    US
    02-May-19Mortgage-Backed Notes, Series 2005-2, Class B2C (sf)--Confirmed
    US
    02-May-19Mortgage-Backed Notes, Series 2005-2, Class B3C (sf)--Confirmed
    US
    02-May-19Mortgage-Backed Notes, Series 2005-2, Class M4C (sf)--Confirmed
    US
    02-May-19Mortgage-Backed Notes, Series 2005-2, Class M5C (sf)--Confirmed
    US
    02-May-19Mortgage-Backed Notes, Series 2005-2, Class M6C (sf)--Confirmed
    US
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  • Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M10Discontinued--Disc.-W/drwn, Downgraded
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M11Discontinued--Disc.-W/drwn, Downgraded
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M5Discontinued--Disc.-W/drwn, Downgraded
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M6Discontinued--Disc.-W/drwn, Downgraded
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M7Discontinued--Disc.-W/drwn, Downgraded
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M8Discontinued--Disc.-W/drwn, Downgraded
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M9Discontinued--Disc.-W/drwn, Downgraded
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M1Discontinued--Disc.-Repaid
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M2Discontinued--Disc.-Repaid
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M3Discontinued--Disc.-Repaid
    US
    02-May-19Asset-Backed Pass-Through Certificates, Series 2005-HE1, Class M4Discontinued--Disc.-Repaid
    US
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    Less

  • BNC Mortgage Loan Trust 2007-1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class A1C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class A4C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class A5C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class B1C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class B2C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class M1C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class M2C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class M3C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class M4C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class M5C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class M6C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class M7C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class M8C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-1, Class M9C (sf)--Confirmed
    US
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    Less

  • BNC Mortgage Loan Trust 2007-4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class B1C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class B2C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class B3C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M1AC (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M2C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M2AC (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M3C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M3AC (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M4C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M4AC (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M5C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M5AC (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M6C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M6AC (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M7C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M8C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M9C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class A1C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class A2C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class A2AC (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class A2BC (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class A4C (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class A4AC (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class A4BC (sf)--Confirmed
    US
    02-May-19Mortgage Pass-Through Certificates, Series 2007-4, Class M1C (sf)--Confirmed
    US
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  • C-BASS 2004-CB4 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class A-6BBB (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class A-5BB (low) (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class M-1B (low) (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class B-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class B-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class B-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class B-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class M-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB4, Class M-3C (sf)--Confirmed
    US
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    Less

  • C-BASS 2004-CB5 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class M-1BB (high) (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class B-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class M-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5, Class M-3C (sf)--Confirmed
    US
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    Less

  • C-BASS 2004-CB6 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class AF-3BBB (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class AF-4BBB (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class M-1B (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class B-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class B-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class B-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class B-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class M-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB6, Class M-3C (sf)--Confirmed
    US
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  • C-BASS 2004-CB8 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class M-1A (low) (sf)--Upgraded
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class M-2B (high) (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class B-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class B-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class B-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class B-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB8, Class M-3C (sf)--Confirmed
    US
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  • C-BASS 2005-CB1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class M-1B (high) (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class M-2B (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class B-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class B-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class B-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class B-5C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB1, Class M-3C (sf)--Confirmed
    US
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  • C-BASS 2005-CB2 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class M-2B (high) (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class B-5C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB2, Class M-3C (sf)--Confirmed
    US
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  • C-BASS 2005-CB4 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-2A (high) (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-3BBB (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-4BB (high) (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-5B (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-5C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-6C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class B-7C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB4, Class M-6C (sf)--Confirmed
    US
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  • C-BASS 2005-CB5 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class AF-4AAA (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class AF-3AA (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-1BBB (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class B-5C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-5C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB5, Class M-6C (sf)--Confirmed
    US
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  • C-BASS 2005-CB6 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class A-4AAA (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class A-3A (high) (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class B-5C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-5C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB6, Class M-6C (sf)--Confirmed
    US
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  • C-BASS 2005-CB7 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-1BBB (high) (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class B-5C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-5C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class M-6C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class AF-3Discontinued--Disc.-Repaid
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2005-CB7, Class AF-4Discontinued--Disc.-Repaid
    US
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  • C-BASS 2005-CB8 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class AF-5A (low) (sf)--Upgraded
    US
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class AF-3BBB (low) (sf)--Upgraded
    US
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class AF-4BB (sf)--Confirmed
    US
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class B-1C (sf)--Confirmed
    US
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class B-2C (sf)--Confirmed
    US
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class B-3C (sf)--Confirmed
    US
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class B-4C (sf)--Confirmed
    US
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class B-5C (sf)--Confirmed
    US
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class M-1C (sf)--Confirmed
    US
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class M-2C (sf)--Confirmed
    US
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class M-3C (sf)--Confirmed
    US
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class M-4C (sf)--Confirmed
    US
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class M-5C (sf)--Confirmed
    US
    02-May-19C-Bass Mortgage Loan Asset-Backed Certificates, Series 2005-CB8, Class M-6C (sf)--Confirmed
    US
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  • C-BASS 2006-CB1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class AV-1BB (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class AF-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class AF-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class AF-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class B-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class B-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class B-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class B-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class B-5C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-5C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB1, Class M-6C (sf)--Confirmed
    US
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  • C-BASS 2006-CB2 TRUST

    Date IssuedDebt RatedRatingTrendActionAttributesi
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class AVBB (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class AF-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class AF-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class AF-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class B-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class B-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class B-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class B-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-1C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-2C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-3C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-4C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-5C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-6C (sf)--Confirmed
    US
    02-May-19C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB2, Class M-7C (sf)--Confirmed
    US
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    • Show More Issuers
ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4
ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM1
Accredited Mortgage Loan Trust 2006-1
Aegis Asset Backed Securities Trust 2005-2
Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005-HE1
BNC Mortgage Loan Trust 2007-1
BNC Mortgage Loan Trust 2007-4
C-BASS 2004-CB4 Trust
C-BASS 2004-CB5 Trust
C-BASS 2004-CB6 Trust
C-BASS 2004-CB8 Trust
C-BASS 2005-CB1 Trust
C-BASS 2005-CB2 Trust
C-BASS 2005-CB4 Trust
C-BASS 2005-CB5 Trust
C-BASS 2005-CB6 Trust
C-BASS 2005-CB7 Trust
C-BASS 2005-CB8 Trust
C-BASS 2006-CB1 Trust
C-BASS 2006-CB2 TRUST
Show More Issuers
  • US = Lead Analyst based in USA
  • CA = Lead Analyst based in Canada
  • EU = Lead Analyst based in EU
  • UK = Lead Analyst based in UK
  • E = EU endorsed
  • U = UK endorsed
  • Unsolicited Participating With Access
  • Unsolicited Participating Without Access
  • Unsolicited Non-participating

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