DBRS Morningstar Takes Rating Actions on 34 U.S. RMBS Transactions

DBRS, Inc. (DBRS Morningstar) reviewed 864 classes from 34 U.S. residential mortgage-backed security (RMBS) transactions. Of the 864 classes reviewed, DBRS Morningstar upgraded 721 ratings, confirmed 118 ratings, and discontinued 25 ratings. In addition, of the confirmed ratings, DBRS Morningstar removed 15 from Under Review with Negative Implications.

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 discontinued ratings reflect the transactions exercising their cleanup call option or the full repayment of principal to bondholders.

The pools backing the reviewed RMBS transactions consist of mortgage insurance-linked notes, Fannie Mae, Freddie Mac, and prime collateral.

The ratings assigned to the securities listed below differ from the ratings implied by the quantitative model. DBRS Morningstar considers these differences material deviations; however, in these cases, the ratings on the subject securities may reflect additional seasoning being warranted to substantiate a further upgrade or that the actual deal or tranche performance is not fully reflected in the projected cash flows/model output.

-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Class M-2B
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Class M-2
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Class M-2R
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Class M-2S
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Class M-2T
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Class M-2U
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Class M-2I
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Class M-2BR
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Class M-2BS
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Class M-2BT
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Class M-2BU
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Class M-2BI
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2B
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3A
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3B
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-1A
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2R
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2S
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2T
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2U
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2I
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2BR
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2BS
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2BT
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2BU
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2BI
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2RB
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2SB
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2TB
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-2UB
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3R
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3S
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3T
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3U
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3I
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AR
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AS
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AT
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AU
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AI
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BR
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BS
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BT
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BU
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BI
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3RB
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3SB
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3TB
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3UB
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-1AR
-- Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-1AI
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2M-2B
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-B1
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2B-I1
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-B2
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2B-I2
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-B3
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2B-I3
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-B4
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2B-I4
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D1
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D2
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D3
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D4
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D5
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-X1
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-X2
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-X3
-- Fannie Mae, The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-X4
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2016-HQA1, Class M-3
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2016-HQA1, Class M-3F
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2016-HQA1, Class M-3I
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2016-HQA1, Class MA
-- Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2B
-- Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2
-- Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2R
-- Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2S
-- Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2T
-- Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2U
-- Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2I
-- Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BR
-- Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BS
-- Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BT
-- Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BU
-- Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BI
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2A
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2B
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2R
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2S
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2T
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2U
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2I
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AR
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AS
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AT
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AU
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AI
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BR
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BS
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BT
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BU
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BI
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2A
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2B
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2R
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2S
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2T
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2U
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2I
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AR
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AS
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AT
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AU
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AI
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BR
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BS
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BT
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BU
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BI
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2RB
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2SB
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2TB
-- Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2UB
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1M-2C
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1M-2
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1E-C1
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1C-I1
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1E-C2
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1C-I2
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1E-C3
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1C-I3
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1E-C4
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1C-I4
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1E-F1
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1E-F2
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1E-F3
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1E-F4
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1E-F5
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1Y1
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1Y2
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1Y3
-- Fannie Mae, Connecticut Avenue Securities, Series 2017-C03, Class 1Y4
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1M-2B
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1M-2C
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-D3
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-D4
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-D5
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-F1
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-F2
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-F3
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-F4
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-F5
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1-X1
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1-X2
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1-X3
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1-X4
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1-Y1
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1-Y2
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1-Y3
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1-Y4
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1M-2
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1B-I1
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1B-I2
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1B-I3
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1B-I4
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-B1
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-B2
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-B3
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-B4
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1C-I1
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1C-I2
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1C-I3
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1C-I4
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-C1
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-C2
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-C3
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-C4
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-D1
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C01, Class 1E-D2
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C05, Class Cl 1M-2A
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C05, Class 1A-I1
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C05, Class 1A-I2
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C05, Class 1A-I3
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C05, Class 1A-I4
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C05, Class 1E-A1
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C05, Class 1E-A2
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C05, Class 1E-A3
-- Fannie Mae, Connecticut Avenue Securities, Series 2018-C05, Class 1E-A4
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2016-DNA3, Class M-3B
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2016-DNA3, Class M-3
-- Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2B
-- Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2
-- Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2R
-- Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2S
-- Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2T
-- Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2U
-- Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2I
-- Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BR
-- Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BS
-- Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BT
-- Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BU
-- Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BI
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2A
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2B
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2R
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2S
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2T
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2U
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2I
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AR
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AS
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AT
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AU
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AI
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BR
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BS
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BT
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BU
-- Freddie Mac, Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BI
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-1
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2A
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2B
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class B-1
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2R
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2S
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2T
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2U
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2I
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AR
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AS
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AT
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AU
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AI
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BR
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BS
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BT
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BU
-- Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BI
-- Freddie Mac STACR Trust 2019-DNA1, Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2A
-- Freddie Mac STACR Trust 2019-DNA1, Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AR
-- Freddie Mac STACR Trust 2019-DNA1, Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AS
-- Freddie Mac STACR Trust 2019-DNA1, Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AT
-- Freddie Mac STACR Trust 2019-DNA1, Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AU
-- Freddie Mac STACR Trust 2019-DNA1, Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AI
-- Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2A
-- Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class B-1B
-- Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2AR
-- Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2AS
-- Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2AT
-- Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2AU
-- Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2AI
-- Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class B-1
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2A
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2B
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class B-1A
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class B-1B
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2R
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2S
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2T
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2U
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2I
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2AR
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2AS
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2AT
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2AU
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2AI
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BR
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BS
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BT
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BU
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BI
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2RB
-- Freddie Mac STACR REMIC Trust 2020-DNA2, Structured Agency Credit Risk (ST