Press Release

DBRS Morningstar Takes Credit Rating Actions on 22 U.S. RMBS Transactions

RMBS

December 20, 2023

DBRS, Inc. (DBRS Morningstar) reviewed 526 classes from 22 U.S. residential mortgage-backed securities (RMBS) transactions. The 22 transactions are generally classified as agency credit risk transfer transactions. Of the 526 classes reviewed, DBRS Morningstar upgraded 365 credit ratings and confirmed 161 credit ratings.

The credit rating upgrades reflect positive performance trends and increases in credit support sufficient to withstand stresses at their new credit rating levels. The credit rating confirmations reflect asset performance and credit-support levels that are consistent with the current credit ratings.

The credit rating actions are the result of DBRS Morningstar’s application of its “U.S. RMBS Surveillance Methodology,” published on March 3, 2023.

ENVIRONMENTAL, SOCIAL, GOVERNANCE CONSIDERATIONS
There were no Environmental/Social/Governance factors that had a significant or relevant effect on the credit analysis.

A description of how DBRS Morningstar considers ESG factors within the DBRS Morningstar analytical framework can be found in the DBRS Morningstar Criteria: Approach to Environmental, Social, and Governance Risk Factors in Credit Ratings at https://www.dbrsmorningstar.com/research/416784 (July 4, 2023).

Notes:
The principal methodology applicable to the credit ratings is the U.S. RMBS Surveillance Methodology (March 3, 2023; https://www.dbrsmorningstar.com/research/410498).

Other methodologies referenced in these transactions are listed at the end of this press release.

The DBRS Morningstar Sovereign group releases baseline macroeconomic scenarios for rated sovereigns. DBRS Morningstar analysis considered impacts consistent with the baseline scenarios as set forth in the following report: https://www.dbrsmorningstar.com/research/384482.

The credit rating was initiated at the request of the rated entity.

The rated entity or its related entities did participate in the credit rating process for this credit rating action.

DBRS Morningstar had access to the accounts, management, and other relevant internal documents of the rated entity or its related entities in connection with this credit rating action.

This is a solicited credit rating.

DBRS, Inc.
140 Broadway, 43rd Floor
New York, NY 10005 USA
Tel. +1 212 806-3277

The credit rating methodologies used in the analysis of this transaction can be found at: https://www.dbrsmorningstar.com/about/methodologies.

RMBS Insight 1.3: U.S. Residential Mortgage-Backed Securities Model and Rating Methodology (August 31, 2023)
https://www.dbrsmorningstar.com/research/420108

Interest Rate Stresses for U.S. Structured Finance Transactions (June 9, 2023)
https://www.dbrsmorningstar.com/research/415687

Legal Criteria for U.S. Structured Finance (December 7, 2023)
https://www.dbrsmorningstar.com/research/425081

For more information on these credits or on this industry, visit www.dbrsmorningstar.com or contact us at info@dbrsmorningstar.com.

Ratings

Connecticut Avenue Securities, Series 2018-C04

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-X1	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-X2	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-X3	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-X4	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2B-I1	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2B-I2	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2B-I3	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2B-I4	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-B1	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-B2	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-B3	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-B4	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D1	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D2	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D3	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D4	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D5	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2M-2B	AA (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-Y1	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-Y2	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-Y3	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-Y4	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2C-I1	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2C-I2	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2C-I3	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2C-I4	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-C1	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-C2	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-C3	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-C4	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-F1	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-F2	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-F3	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-F4	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-F5	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2M-2	BBB (high) (sf)	--	Confirmed	US
20-Dec-23	The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2M-2C	BBB (high) (sf)	--	Confirmed	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-J1	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-J2	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-J3	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-J4	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-K1	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-K2	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-K3	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-K4	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-Y1	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-Y2	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-Y3	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-Y4	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2C-I1	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2C-I2	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2C-I3	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2C-I4	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-C1	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-C2	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-C3	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-C4	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-F1	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-F2	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-F3	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-F4	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-F5	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2M-2	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2M-2C	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2M-2X	A (high) (sf)	--	Upgraded	US
20-Dec-23	The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2M-2Y	A (high) (sf)	--	Upgraded	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1-X1	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1-X2	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1-X3	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1-X4	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1B-I1	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1B-I2	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1B-I3	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1B-I4	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-B1	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-B2	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-B3	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-B4	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-D1	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-D2	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-D3	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-D4	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-D5	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1M-2B	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1-X1	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1-X2	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1-X3	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1-X4	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1B-I1	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1B-I2	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1B-I3	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1B-I4	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-B1	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-B2	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-B3	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-B4	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-D1	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-D2	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-D3	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-D4	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-D5	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1M-2B	AAA (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1B-I1	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1B-I2	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1B-I3	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1B-I4	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-B1	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-B2	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-B3	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-B4	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-D1	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-D2	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-D3	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-D4	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-D5	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1M-2B	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1X1	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1X2	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1X3	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1X4	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1-X1	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1-X2	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1-X3	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1-X4	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1B-I1	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1B-I2	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1B-I3	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1B-I4	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-B1	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-B2	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-B3	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-B4	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-D1	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-D2	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-D3	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-D4	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-D5	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1M-2B	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1-X1	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1-X2	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1-X3	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1-X4	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1B-I1	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1B-I2	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1B-I3	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1B-I4	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-B1	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-B2	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-B3	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-B4	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-D1	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-D2	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-D3	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-D4	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-D5	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1M-2B	AA (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1C-I1	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1C-I2	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1C-I3	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1C-I4	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-C1	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-C2	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-C3	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-C4	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-F1	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-F2	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-F3	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-F4	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1E-F5	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1M-2	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1M-2C	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1Y1	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1Y2	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1Y3	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C03, Class 1Y4	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1-Y1	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1-Y2	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1-Y3	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1-Y4	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1C-I1	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1C-I2	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1C-I3	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1C-I4	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-C1	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-C2	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-C3	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-C4	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-F1	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-F2	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-F3	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-F4	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1E-F5	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1M-2	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2017-C05, Class 1M-2C	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1-Y1	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1-Y2	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1-Y3	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1-Y4	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1C-I1	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1C-I2	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1C-I3	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1C-I4	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-C1	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-C2	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-C3	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-C4	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-F1	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-F2	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-F3	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-F4	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1E-F5	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1M-2	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C01, Class 1M-2C	A (high) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1-Y1	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1-Y2	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1-Y3	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1-Y4	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1C-I1	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1C-I2	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1C-I3	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1C-I4	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-C1	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-C2	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-C3	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-C4	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-F1	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-F2	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-F3	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-F4	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1E-F5	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1M-2	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C03, Class 1M-2C	A (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1-Y1	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1-Y2	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1-Y3	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1-Y4	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1C-I1	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1C-I2	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1C-I3	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1C-I4	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-C1	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-C2	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-C3	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-C4	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-F 3	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-F1	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-F2	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-F4	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1E-F5	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1M-2	A (low) (sf)	--	Confirmed	US
20-Dec-23	Connecticut Avenue Securities, Series 2018-C05, Class 1M-2C	A (low) (sf)	--	Confirmed	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class M-3	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class M-3F	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class M-3I	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class MA	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2A	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AI	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AR	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AS	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AT	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AU	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2016-DNA3, Class M-3	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2016-DNA3, Class M-3B	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2B	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BI	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BR	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BS	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BT	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BU	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2I	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2R	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2S	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2T	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2U	AA (low) (sf)	--	Upgraded	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2B	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BI	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BR	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BS	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BT	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BU	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2I	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2R	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2RB	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2S	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2SB	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2T	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2TB	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2U	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2UB	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class B-1A	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class B-1AI	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class B-1AR	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class B-1	BBB (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class B-1B	BBB (low) (sf)	--	Upgraded	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2A	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2AI	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2AR	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2AS	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2AT	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2AU	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2B	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2BI	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2BR	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2BS	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2BT	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2BU	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2I	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2R	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2RB	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2S	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2SB	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2T	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2TB	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2U	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2UB	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class B-1A	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class B-1AI	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class B-1AR	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class B-1	BBB (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class B-1B	BBB (low) (sf)	--	Upgraded	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2A	AAA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AI	AAA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AR	AAA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AS	AAA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AT	AAA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AU	AAA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2B	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2BI	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2BR	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2BS	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2BT	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2BU	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2I	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2R	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2RB	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2S	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2SB	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2T	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2TB	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2U	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2UB	A (high) (sf)	--	Upgraded	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2A	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2AI	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2AR	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2AS	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2AT	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2AU	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2B	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BI	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BR	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BS	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BT	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BU	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2I	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2R	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2S	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2T	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2U	AA (low) (sf)	--	Upgraded	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2	AA (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2B	AA (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BI	AA (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BR	AA (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BS	AA (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BT	AA (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BU	AA (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2I	AA (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2R	AA (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2S	AA (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2T	AA (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2U	AA (sf)	--	Confirmed	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2B	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2BD	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2BI	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2BR	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2BS	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2BT	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2BU	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2D	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2I	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2R	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2S	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2T	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2U	AA (sf)	--	Upgraded	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2A	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AI	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AR	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AS	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AT	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AU	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2	A (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2B	A (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BI	A (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BR	A (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BS	A (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BT	A (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BU	A (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2I	A (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2R	A (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2S	A (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2T	A (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2U	A (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class B-1	BB (sf)	--	Upgraded	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2A	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AI	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AR	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AS	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AT	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AU	AA (high) (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2	A (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2B	A (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BI	A (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BR	A (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BS	A (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BT	A (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BU	A (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2I	A (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2R	A (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2S	A (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2T	A (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2U	A (sf)	--	Upgraded	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2A	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AI	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AR	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AS	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AT	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AU	AA (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2B	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BI	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BR	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BS	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BT	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BU	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2I	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2R	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2RB	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2S	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2SB	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2T	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2TB	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2U	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2UB	BBB (high) (sf)	--	Upgraded	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3A	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AI	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AR	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AS	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AT	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AU	AA (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3B	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BI	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BR	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BS	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BT	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BU	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3I	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3R	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3RB	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3S	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3SB	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3T	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3TB	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3U	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3UB	AA (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-1A	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-1AI	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-1AR	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-1	BB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-1B	BB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-2A	B (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-2AI	B (sf)	--	Confirmed	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-2AR	B (sf)	--	Confirmed	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2B	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2BI	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2BR	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2BS	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2BT	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2BU	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2I	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2R	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2RB	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2S	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2SB	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2T	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2TB	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2U	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2UB	A (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class B-1A	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class B-1AI	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class B-1AR	BBB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class B-1	BB (high) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class B-1B	BB (high) (sf)	--	Upgraded	US

Date Issued	Debt Rated	Rating	Trend	Action	Attributesi
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3A	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3AI	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3AR	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3AS	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3AT	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3AU	A (low) (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3B	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3BI	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3BR	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3BS	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3BT	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3BU	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3I	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3R	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3RB	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3S	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3SB	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3T	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3TB	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3U	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3UB	BBB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class B-1A	BB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class B-1AI	BB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class B-1AR	BB (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class B-1	B (sf)	--	Upgraded	US
20-Dec-23	Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class B-1B	B (sf)	--	Upgraded	US

Connecticut Avenue Securities, Series 2018-C04

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-X1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-X2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-X3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-X4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2B-I1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2B-I2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2B-I3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2B-I4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-B1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-B2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-B3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-B4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-D5

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2M-2B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-Y1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-Y2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-Y3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2-Y4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2C-I1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2C-I2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2C-I3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2C-I4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-C1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-C2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-C3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-C4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-F1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-F2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-F3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-F4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2E-F5

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2M-2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2018-C04 Notes, Class 2M-2C

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2019-R01

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-J1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-J2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-J3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-J4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-K1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-K2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-K3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-K4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-Y1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-Y2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-Y3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2-Y4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2C-I1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2C-I2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2C-I3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2C-I4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-C1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-C2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-C3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-C4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-F1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-F2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-F3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-F4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2E-F5

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2M-2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2M-2C

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2M-2X

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

The Connecticut Avenue Securities, Series 2019-RO1 Notes, Class 2M-2Y

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Fannie Mae

Connecticut Avenue Securities, Series 2017-C05, Class 1-X1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1-X2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1-X3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1-X4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1B-I1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1B-I2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1B-I3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1B-I4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-B1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-B2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-B3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-B4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-D1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-D2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-D3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-D4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-D5

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1M-2B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1-X1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1-X2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1-X3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1-X4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1B-I1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1B-I2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1B-I3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1B-I4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-B1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-B2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-B3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-B4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-D1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-D2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-D3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-D4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-D5

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1M-2B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1B-I1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1B-I2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1B-I3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1B-I4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-B1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-B2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-B3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-B4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-D1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-D2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-D3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-D4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-D5

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1M-2B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1X1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1X2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1X3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1X4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1-X1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1-X2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1-X3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1-X4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1B-I1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1B-I2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1B-I3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1B-I4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-B1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-B2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-B3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-B4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-D1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-D2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-D3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-D4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-D5

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1M-2B

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1-X1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1-X2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1-X3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1-X4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1B-I1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1B-I2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1B-I3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1B-I4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-B1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-B2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-B3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-B4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-D1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-D2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-D3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-D4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-D5

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1M-2B

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1C-I1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1C-I2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1C-I3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1C-I4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-C1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-C2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-C3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-C4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-F1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-F2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-F3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-F4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1E-F5

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1M-2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1M-2C

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1Y1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1Y2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1Y3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C03, Class 1Y4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1-Y1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1-Y2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1-Y3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1-Y4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1C-I1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1C-I2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1C-I3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1C-I4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-C1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-C2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-C3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-C4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-F1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-F2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-F3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-F4

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1E-F5

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1M-2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2017-C05, Class 1M-2C

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1-Y1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1-Y2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1-Y3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1-Y4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1C-I1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1C-I2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1C-I3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1C-I4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-C1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-C2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-C3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-C4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-F1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-F2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-F3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-F4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1E-F5

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1M-2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C01, Class 1M-2C

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1-Y1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1-Y2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1-Y3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1-Y4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1C-I1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1C-I2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1C-I3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1C-I4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-C1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-C2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-C3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-C4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-F1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-F2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-F3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-F4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1E-F5

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1M-2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C03, Class 1M-2C

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1-Y1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1-Y2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1-Y3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1-Y4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1C-I1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1C-I2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1C-I3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1C-I4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-C1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-C2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-C3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-C4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-F 3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-F1

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-F2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-F4

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1E-F5

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1M-2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Connecticut Avenue Securities, Series 2018-C05, Class 1M-2C

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Freddie Mac

Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class M-3

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class M-3F

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class M-3I

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class MA

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2A

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AI

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AR

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AS

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AT

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2AU

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2016-DNA3, Class M-3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2016-DNA3, Class M-3B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2BU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2I

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2R

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2S

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2T

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA3, Class M-2U

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Freddie Mac STACR REMIC Trust 2020-DNA2

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2BU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2I

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2R

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2RB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2S

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2SB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2T

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2TB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2U

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class M-2UB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class B-1A

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class B-1AI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class B-1AR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class B-1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2020-DNA2 Notes, Class B-1B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Freddie Mac STACR REMIC Trust 2021-DNA2

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2A

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2AI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2AR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2AS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2AT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2AU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2BI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2BR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2BS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2BT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2BU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2I

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2R

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2RB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2S

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2SB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2T

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2TB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2U

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class M-2UB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class B-1A

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class B-1AI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class B-1AR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class B-1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) REMIC 2021-DNA2 Notes, Class B-1B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Freddie Mac STACR Trust 2019-DNA1

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2A

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2AU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AAA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2BI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2BR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2BS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2BT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2BU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2I

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2R

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2RB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2S

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2SB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2T

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2TB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2U

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk (STACR) 2019-DNA1 Notes, Class M-2UB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2A

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2AI

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2AR

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2AS

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2AT

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2AU

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2BU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2I

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2R

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2S

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2T

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2, Class M-2U

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2B

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BI

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BR

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BS

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BT

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2BU

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2I

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2R

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2S

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2T

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3, Class M-2U

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2BD

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2BI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2BR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2BS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2BT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2BU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2D

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2I

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2R

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2S

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2T

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M-2U

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2A

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2AU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2B

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BI

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BR

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BS

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BT

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2BU

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2I

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2R

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2S

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2T

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class M-2U

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2, Class B-1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2A

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AI

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AR

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AS

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AT

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2AU

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2BU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2I

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2R

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2S

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2T

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M-2U

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2A

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2AU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2BU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2I

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2R

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2RB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2S

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2SB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2T

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2TB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2U

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2, Class M-2UB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3A

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3AU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3BU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3I

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3R

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3RB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3S

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3SB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3T

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3TB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3U

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class M-3UB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:AA (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-1A

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-1AI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-1AR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-1B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-2A

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:B (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-2AI

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:B (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2, Class B-2AR

Date Issued:Dec 20, 2023
Rating Action:Confirmed
Ratings:B (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2BI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2BR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2BS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2BT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2BU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2I

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2R

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2RB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2S

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2SB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2T

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2TB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2U

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class M-2UB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class B-1A

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class B-1AI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class B-1AR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class B-1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3, Class B-1B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BB (high) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3A

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3AI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3AR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3AS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3AT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3AU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:A (low) (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3BI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3BR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3BS

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3BT

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3BU

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3I

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3R

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3RB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3S

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3SB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3T

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3TB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3U

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class M-3UB

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BBB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class B-1A

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class B-1AI

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class B-1AR

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:BB (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class B-1

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:B (sf)
Trend:--
Rating Recovery:
Issued:US

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1, Class B-1B

Date Issued:Dec 20, 2023
Rating Action:Upgraded
Ratings:B (sf)
Trend:--
Rating Recovery:
Issued:US

ALL MORNINGSTAR DBRS RATINGS ARE SUBJECT TO DISCLAIMERS AND CERTAIN LIMITATIONS. PLEASE READ THESE DISCLAIMERS AND LIMITATIONS AND ADDITIONAL INFORMATION REGARDING MORNINGSTAR DBRS RATINGS, INCLUDING DEFINITIONS, POLICIES, RATING SCALES AND METHODOLOGIES.

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Contacts

Sherwin Clarke
Vice President - US RMBS Ratings, Surveillance
+(1) 212 806 3278
sherwin.clarke@morningstar.com
Cathlene H. Hyun
Senior Vice President - US RMBS Ratings, Surveillance
+(1) 212 806 3247
cathlene.hyun@morningstar.com
Jan Buckler
Senior Vice President, Sector Lead - Global Structured Finance Ratings
+(1) 212 806 3925
jan.buckler@morningstar.com
Claire Mezzanotte
Group Managing Director, Global Head of Structured Finance Ratings - Credit Ratings Leadership
+(1) 212 806 3272
claire.mezzanotte@morningstar.com

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DBRS Morningstar Takes Credit Rating Actions on 22 U.S. RMBS Transactions

Ratings

Connecticut Avenue Securities, Series 2018-C04

Connecticut Avenue Securities, Series 2019-R01

Fannie Mae

Freddie Mac

Freddie Mac STACR REMIC Trust 2020-DNA2

Freddie Mac STACR REMIC Trust 2021-DNA2

Freddie Mac STACR Trust 2019-DNA1

Structured Agency Credit Risk Debt Notes, Series 2017-DNA2

Structured Agency Credit Risk Debt Notes, Series 2017-HQA3

Structured Agency Credit Risk Debt Notes, Series 2017-HRP1

Structured Agency Credit Risk Debt Notes, Series 2018-DNA2

Structured Agency Credit Risk Debt Notes, Series 2018-HQA1

Structured Agency Credit Risk Debt Notes, Series 2018-HQA2

Structured Agency Credit Risk Debt Notes, Series 2018-HRP2

Structured Agency Credit Risk Debt Notes, Series 2019-DNA3

Structured Agency Credit Risk Debt Notes, Series 2019-HRP1

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