Press Release

DBRS Morningstar Takes Rating Actions on 73 U.S. RMBS Transactions

RMBS
March 13, 2020

DBRS, Inc. (DBRS Morningstar) reviewed 1,083 classes from 73 U.S. residential mortgage-backed security (RMBS) transactions. Of the 1,083 classes reviewed, DBRS Morningstar upgraded 33 ratings; downgraded 11 ratings; confirmed 1,020 ratings; and discontinued 19 ratings.

The rating upgrades reflect positive performance trends and increases in credit support sufficient to withstand stresses at their new rating levels. The rating downgrades reflect the unlikely recovery of the bonds’ principal loss amount or the transactions’ negative trend in loss activity. The rating confirmations reflect asset performance and credit-support levels that are consistent with the current ratings. The discontinued ratings reflect the transactions exercising their cleanup call option or the full repayment of principal to bondholders.

The rating actions are a result of DBRS Morningstar’s application of the “U.S. RMBS Surveillance Methodology” published in February 2020.

The pools backing these RMBS transactions consist of prime, subprime, Alt-A, seasoned, reperforming, and ReREMIC collateral.

The ratings assigned to the securities below differ from the ratings implied by the quantitative model. DBRS Morningstar considers this difference to be a material deviation, but in this case, the ratings of the subject notes reflect either additional seasoning being warranted to substantiate a further upgrade or actual deal or tranche performance not being fully reflected in the projected cash flows/model output.

-- First Franklin Mortgage Loan Trust, Series 2005-FF1, Mortgage Pass-Through Certificates, Series 2005-FF1, Class M-1
-- First Franklin Mortgage Loan Trust, Series 2005-FF1, Mortgage Pass-Through Certificates, Series 2005-FF1, Class M-2
-- First Franklin Mortgage Loan Trust 2005-FF9, Mortgage Pass-Through Certificates, Series 2005-FF9, Class A1
-- First Franklin Mortgage Loan Trust 2005-FF9, Mortgage Pass-Through Certificates, Series 2005-FF9, Class A4
-- First Franklin Mortgage Loan Trust 2005-FF9, Mortgage Pass-Through Certificates, Series 2005-FF9, Class M1
-- First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class A4
-- First Franklin Mortgage Loan Trust 2006-FF2, Mortgage Pass-Through Certificates, Series 2006-FF2, Class M1
-- First Franklin Mortgage Loan Trust 2006-FF8, Asset-Backed Certificates, Series 2006-FF8, Class I-A1
-- First Franklin Mortgage Loan Trust 2006-FF8, Asset-Backed Certificates, Series 2006-FF8, Class II-A3
-- First Franklin Mortgage Loan Trust 2006-FF8, Asset-Backed Certificates, Series 2006-FF8, Class II-A4
-- Renaissance Home Equity Loan Trust 2005-2, Home Equity Loan Asset-Backed Notes, Series 2005-2, Class AF-4
-- Renaissance Home Equity Loan Trust 2005-2, Home Equity Loan Asset-Backed Notes, Series 2005-2, Class AF-5
-- Renaissance Home Equity Loan Trust 2005-2, Home Equity Loan Asset-Backed Notes, Series 2005-2, Class AF-6
-- Securitized Asset Backed Receivables LLC Trust 2006-NC2, Mortgage Pass-Through Certificates, Series 2006-NC2, Class A-3
-- Securitized Asset Backed Receivables LLC Trust 2007-NC2, Mortgage Pass-Through Certificates, Series 2007-NC2, Class A-1
-- Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust, Home Equity Asset-Backed Certificates, Series 2006-3, Class A-3
-- CIM Trust 2019-INV1, Mortgage Pass-Through Certificates, Series 2019-INV1, Class B-2
-- CIM Trust 2019-INV1, Mortgage Pass-Through Certificates, Series 2019-INV1, Class B-IO2
-- CIM Trust 2019-INV1, Mortgage Pass-Through Certificates, Series 2019-INV1, Class B-2A
-- Flagstar Mortgage Trust 2018-2, Mortgage Pass-Through Certificates, Series 2018-2, Class B-4
-- Flagstar Mortgage Trust 2018-2, Mortgage Pass-Through Certificates, Series 2018-2, Class B-5
-- GS Mortgage-Backed Securities Trust 2019-PJ1, Mortgage Pass-Through Certificates, Series 2019-PJ1, Class B-2
-- GS Mortgage-Backed Securities Trust 2019-PJ1, Mortgage Pass-Through Certificates, Series 2019-PJ1, Class B-3
-- GS Mortgage-Backed Securities Trust 2019-PJ1, Mortgage Pass-Through Certificates, Series 2019-PJ1, Class B-5
-- J.P. Morgan Mortgage Trust 2018-4, Mortgage Pass-Through Certificates, Series 2018-4, Class B-5
-- J.P. Morgan Mortgage Trust 2019-2, Mortgage Pass-Through Certificates, Series 2019-2, Class B-2
-- J.P. Morgan Mortgage Trust 2019-2, Mortgage Pass-Through Certificates, Series 2019-2, Class B-5
-- Mello Mortgage Capital Acceptance 2018-MTG1, Mortgage Pass-Through Certificates, Series 2018-MTG1, Class B5
-- Citigroup Mortgage Loan Trust 2008-3, Re-REMIC Trust Certificates, Series 2008-3, Class A9
-- Citigroup Mortgage Loan Trust 2008-3, Re-REMIC Trust Certificates, Series 2008-3, Class A13
-- CSMC Series 2010-9R, CSMC Series 2010-9R, Class 49-A-4
-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7, Class 7-A-1-1
-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7, Class 7-A-1-2
-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7, Class 7-A-2-1
-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-7, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7, Class 7-A-2-2
-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-9, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class 5-A-1
-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-9, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class 5-A-2-2
-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-9, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class 5-A-3
-- Citigroup Mortgage Loan Trust 2006-HE3, Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class A-1
-- Citigroup Mortgage Loan Trust 2006-NC1, Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class A-1
-- Citigroup Mortgage Loan Trust 2006-NC1, Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class A-2D
-- Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class A-1
-- Citigroup Mortgage Loan Trust 2006-WFHE2, Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-1
-- Citigroup Mortgage Loan Trust 2006-WFHE2, Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-2
-- Citigroup Mortgage Loan Trust 2006-WFHE4, Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-1
-- Citigroup Mortgage Loan Trust 2006-WFHE4, Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-2
-- Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class A-1
-- Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class A-2C
-- Citigroup Mortgage Loan Trust 2007-AHL1, Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-1
-- Citigroup Mortgage Loan Trust 2007-FS1, Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class II-A1A
-- Citigroup Mortgage Loan Trust Inc., Series 2007-SHL1, Asset-Backed Pass-Through Certificates, Series 2007-SHL1, Class M-1
-- Citigroup Mortgage Loan Trust 2007-WFHE1, Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-2
-- Citigroup Mortgage Loan Trust 2007-WFHE1, Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-3
-- DSLA Mortgage Loan Trust 2005-AR6, Mortgage Pass-Through Certificates, Series 2005 AR6, Class 2A-1A
-- DSLA Mortgage Loan Trust 2005-AR6, Mortgage Pass-Through Certificates, Series 2005 AR6, Class 2A-1C
-- DSLA Mortgage Loan Trust 2005-AR6, Mortgage Pass-Through Certificates, Series 2005 AR6, Class M-1
-- DSLA Mortgage Loan Trust 2005-AR6, Mortgage Pass-Through Certificates, Series 2005 AR6, Class M-2

Notes:
The principal methodologies are the 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.

For more information regarding rating methodologies and Coronavirus Disease (COVID-19), please see the following DBRS Morningstar press release: https://www.dbrsmorningstar.com/research/357883/dbrs-morningstar-provides-update-on-rating-methodologies-in-light-of-measures-to-contain-coronavirus-disease-covid-19.

The rated entity or its related entities did not participate in the rating process for this rating action. DBRS Morningstar 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 https://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 2006-HE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class A-1Discontinued--Disc.-Repaid
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class A-2DDiscontinued--Disc.-Repaid
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-1Discontinued--Discontinued, Downgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-10Discontinued--Discontinued, Downgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-11Discontinued--Discontinued, Downgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-2Discontinued--Discontinued, Downgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-3Discontinued--Discontinued, Downgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-4Discontinued--Discontinued, Downgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-5Discontinued--Discontinued, Downgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-6Discontinued--Discontinued, Downgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-7Discontinued--Discontinued, Downgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-8Discontinued--Discontinued, Downgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE2, Class M-9Discontinued--Discontinued, Downgraded
    US
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  • BCAP LLC 2014-RR1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Resecuritization Trust Securities, Class 2A1AAA (sf)--Confirmed
    US
    13-Mar-20Resecuritization Trust Securities, Class 1A1Discontinued--Disc.-Repaid
    US
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  • CIM Trust 2018-J1

  • CIM Trust 2019-INV1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-1AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-10AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-11AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-12AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-2AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-2IOAAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-3AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-4AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-5AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-6AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-7AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-8AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-9AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-IO1AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class A-IO3AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class B-1AA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class B-1AAA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class B-IO1AA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class B-2A (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class B-2AA (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class B-IO2A (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class B-3BBB (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class B-4BB (sf)--Confirmed
    US
    13-Mar-20Mortgage Pass-Through Certificates, Series 2019-INV1, Class B-5B (sf)--Confirmed
    US
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  • CSMC Series 2008-2R

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20CSMC Series 2008-2R, Class 2-A-1C (sf)--Confirmed
    US
    13-Mar-20CSMC Series 2008-2R, Class 2-A-3C (sf)--Confirmed
    US
    13-Mar-20CSMC Series 2008-2R, Class 2-A-4C (sf)--Confirmed
    US
    13-Mar-20CSMC Series 2008-2R, Class 3-A-1C (sf)--Confirmed
    US
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    Less

  • CSMC Series 2010-2R

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20CSMC Series 2010-2R, Class 2-A-12Discontinued--Disc.-Repaid
    US
    13-Mar-20CSMC Series 2010-2R, Class 2-A-4Discontinued--Disc.-Repaid
    US
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  • CSMC Series 2010-7R

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20CSMC Series 2010-7R, Class 1-A-12AA (high) (sf)--Upgraded
    US
    13-Mar-20CSMC Series 2010-7R, Class 1-A-4AA (high) (sf)--Upgraded
    US
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    Less

  • CSMC Series 2010-9R

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20CSMC Series 2010-9R, Class 39-A-4AAA (sf)--Confirmed
    US
    13-Mar-20CSMC Series 2010-9R, Class 49-A-4B (sf)--Confirmed
    US
    13-Mar-20CSMC Series 2010-9R, Class 49-A-3Discontinued--Disc.-Repaid
    US
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  • Citigroup Mortgage Loan Trust 2006-HE3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class A-1C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class A-2BC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class A-2CC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class A-2DC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-1C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-10C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-2C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-3C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-4C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-5C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-6C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-7C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-8C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-HE3, Class M-9C (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust 2006-NC1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class A-1BBB (low) (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class A-2DC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-1C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-10C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-11C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-2C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-3C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-4C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-5C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-6C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-7C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-8C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC1, Class M-9C (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust 2006-NC2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class A-1C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class A-2BC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class A-2CC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-1C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-10C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-11C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-2C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-3C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-4C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-5C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-6C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-7C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-8C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class M-9C (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust 2006-WFHE2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class A-3AAA (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-1BBB (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-10C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-11C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-2C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-3C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-4C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-5C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-6C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-7C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-8C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE2, Class M-9C (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust 2006-WFHE4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-1A (sf)--Upgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-10C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-11C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-2C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-3C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-4C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-5C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-6C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-7C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-8C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class M-9C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2006-WFHE4, Class A-4Discontinued--Disc.-Repaid
    US
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  • Citigroup Mortgage Loan Trust 2007-AHL1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class A-1BB (high) (sf)--Upgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class A-2BB (high) (sf)--Upgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class A-2CB (high) (sf)--Upgraded
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-1C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-10C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-11C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-2C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-3C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-4C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-5C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-6C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-7C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-8C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AHL1, Class M-9C (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust 2007-AMC1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class A-1C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class A-2AC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class A-2BC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class A-2CC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-1C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-10C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-2C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-3C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-4C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-5C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-6C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-7C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-8C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC1, Class M-9C (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust 2007-AMC2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class A-1C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class A-2C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class A-3AC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class A-3BC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class A-3CC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-1C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-10C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-2C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-3C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-4C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-5C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-6C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-7C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-8C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-AMC2, Class M-9C (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust 2007-FS1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class A-2AC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class A-2BC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class I-A1C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class II-A1AC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class II-A1BC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class II-A2C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class M-1AC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class M-1BC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class M-2AC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class M-2BC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class M-3AC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class M-3BC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class M-4AC (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-FS1, Class M-4BC (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust 2007-WFHE1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-1BBB (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-10C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-11C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-2C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-3C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-4C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-5C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-6C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-7C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-8C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class M-9C (sf)--Confirmed
    US
    13-Mar-20Asset-Backed Pass-Through Certificates, Series 2007-WFHE1, Class A-4Discontinued--Disc.-Repaid
    US
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  • Citigroup Mortgage Loan Trust 2008-3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Re-REMIC Trust Certificates, Series 2008-3, Class A13B (low) (sf)--Upgraded
    US
    13-Mar-20Re-REMIC Trust Certificates, Series 2008-3, Class A9B (low) (sf)--Upgraded
    US
    13-Mar-20Re-REMIC Trust Certificates, Series 2008-3, Class A10C (sf)--Confirmed
    US
    13-Mar-20Re-REMIC Trust Certificates, Series 2008-3, Class A11C (sf)--Confirmed
    US
    13-Mar-20Re-REMIC Trust Certificates, Series 2008-3, Class A12C (sf)--Confirmed
    US
    13-Mar-20Re-REMIC Trust Certificates, Series 2008-3, Class A14C (sf)--Confirmed
    US
    13-Mar-20Re-REMIC Trust Certificates, Series 2008-3, Class A2C (sf)--Confirmed
    US
    13-Mar-20Re-REMIC Trust Certificates, Series 2008-3, Class A6C (sf)--Confirmed
    US
    13-Mar-20Re-REMIC Trust Certificates, Series 2008-3, Class A7C (sf)--Confirmed
    US
    13-Mar-20Re-REMIC Trust Certificates, Series 2008-3, Class A8C (sf)--Confirmed
    US
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  • Citigroup Mortgage Loan Trust 2010-2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    13-Mar-20Resecuritization Trust Certificates, Series 2010-2, Class 3A2C (sf)--Confirmed
    US
    13-Mar-20Resecuritization Trust Certificates, Series 2010-2, Class 4A2BC (sf)--Confirmed
    US
    13-Mar-20Resecuritization Trust Certificates, Series 2010-2, Class 5A2C (sf)--Confirmed
    US
    13-Mar-20Resecuritization Trust Certificates, Series 2010-2, Class 6A2C (sf)--Confirmed
    US
    13-Mar-20Resecuritization Trust Certificates, Series 2010-2, Class 7A2C (sf)--Confirmed
    US
    13-Mar-20Resecuritization Trust Certificates, Series 2010-2, Class 7A2AC (sf)--Confirmed
    US
    More
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    • Show More Issuers
ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2
BCAP LLC 2014-RR1 Trust
CIM Trust 2018-J1
CIM Trust 2019-INV1
CSMC Series 2008-2R
CSMC Series 2010-2R
CSMC Series 2010-7R
CSMC Series 2010-9R
Citigroup Mortgage Loan Trust 2006-HE3
Citigroup Mortgage Loan Trust 2006-NC1
Citigroup Mortgage Loan Trust 2006-NC2
Citigroup Mortgage Loan Trust 2006-WFHE2
Citigroup Mortgage Loan Trust 2006-WFHE4
Citigroup Mortgage Loan Trust 2007-AHL1
Citigroup Mortgage Loan Trust 2007-AMC1
Citigroup Mortgage Loan Trust 2007-AMC2
Citigroup Mortgage Loan Trust 2007-FS1
Citigroup Mortgage Loan Trust 2007-WFHE1
Citigroup Mortgage Loan Trust 2008-3
Citigroup Mortgage Loan Trust 2010-2
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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