Press Release

Morningstar DBRS Takes Credit Rating Actions on 25 U.S. RMBS Transactions

RMBS
July 18, 2025

DBRS, Inc. (Morningstar DBRS) reviewed 310 classes from 25 U.S. residential mortgage-backed securities (RMBS) transactions. Of the 25 transactions reviewed, 21 are classified as legacy RMBS, three are classified as reperforming mortgages and one is classified as home equity line of credit. Of the 310 classes reviewed, Morningstar DBRS confirmed 297 credit ratings, upgraded 12 credit ratings and discontinued one credit rating.

CREDIT RATING RATIONALE/DESCRIPTION

The credit rating upgrades reflect a positive performance trend and an increase in credit support sufficient to withstand stresses at the new credit rating level. The credit rating confirmations reflect asset-performance and credit-support levels that are consistent with the current credit ratings. The discontinued credit rating reflects the full repayment of principal to the bondholders.

The transaction assumptions consider Morningstar DBRS' baseline macroeconomic scenarios for rated sovereign economies, available in its commentary "Baseline Macroeconomic Scenarios for Rated Sovereigns March 2025 Update" published on March 26, 2025 (https://dbrs.morningstar.com/research/450604). These baseline macroeconomic scenarios replace Morningstar DBRS' moderate and adverse coronavirus pandemic scenarios, which were first published in April 2020.

The credit rating actions are the result of Morningstar DBRS' application of its "U.S. RMBS Surveillance Methodology," published on June 28, 2024.

Morningstar DBRS' credit ratings on the applicable classes address the credit risk associated with the identified financial obligations in accordance with the relevant transaction documents. Where applicable, a description of these financial obligations can be found in the transactions' respective press releases at issuance.

Morningstar DBRS' long-term credit ratings provide opinions on risk of default. Morningstar DBRS considers risk of default to be the risk that an issuer will fail to satisfy the financial obligations in accordance with the terms under which a long-term obligation has been issued. The Morningstar DBRS short-term debt rating scale provides an opinion on the risk that an issuer will not meet its short-term financial obligations in a timely manner.

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 Morningstar DBRS considers ESG factors within the Morningstar DBRS analytical framework can be found in the Morningstar DBRS Criteria: Approach to Environmental, Social, and Governance Factors in Credit Ratings (May 16, 2025) at https://dbrs.morningstar.com/research/454196/.

Notes:
All figures are in US Dollars unless otherwise noted.

The principal methodology applicable to the credit ratings is the U.S. RMBS Surveillance Methodology (June 28, 2024), https://dbrs.morningstar.com/research/435291.

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

The credit ratings assigned to the classes below materially deviate from the credit ratings implied by the predictive model. Morningstar DBRS typically expects there to be a substantial likelihood that a reasonable investor or other user of the credit ratings would consider a three-notch or more deviation from the credit rating stress(es) implied by the predictive model to be a significant factor in evaluating the credit ratings. The rationale for the material deviations below varies between (1) additional seasoning and/or updated performance to be measured against a sustainable upgrade loan level cash flow stress, (2) actual deal or tranche performance is not fully reflected in projected cashflows / model output, (3) dependency on another rating (such as interest only tranche or exchangeable tranche), or (4) small loan count.

The below tranches materially deviate because additional seasoning and/or updated performance needs to be measured against a sustainable upgrade loan-level cash flow stress.

-- GS Mortgage-Backed Securities Trust 2024-RPL4, Mortgage-Backed Notes, Series 2024-RPL4, Class M-1
-- GS Mortgage-Backed Securities Trust 2024-RPL4, Mortgage-Backed Notes, Series 2024-RPL4, Class M-2
-- GS Mortgage-Backed Securities Trust 2024-RPL4, Mortgage-Backed Notes, Series 2024-RPL4, Class B-1
-- GS Mortgage-Backed Securities Trust 2024-RPL4, Mortgage-Backed Notes, Series 2024-RPL4, Class B-2
-- PRPM 2024-RCF4, LLC, Asset Backed Notes, Series 2024-RCF4, Class A-3
-- PRPM 2024-RCF4, LLC, Asset Backed Notes, Series 2024-RCF4, Class M-1
-- FIGRE Trust 2024-HE3, Mortgage-Backed Notes, Series 2024-HE3, Class B
-- FIGRE Trust 2024-HE3, Mortgage-Backed Notes, Series 2024-HE3, Class C
-- FIGRE Trust 2024-HE3, Mortgage-Backed Notes, Series 2024-HE3, Class D
-- Renaissance Home Equity Loan Trust 2005-2, Home Equity Loan Asset-Backed Notes, Series 2005-2, Class AF-5
-- Renaissance Home Equity Loan Trust 2005-2, Home Equity Loan Asset-Backed Notes, Series 2005-2, Class AF-6
-- Wells Fargo Home Equity Asset-Backed Securities 2004-2 Trust, Home Equity Asset-Backed Certificates, Series 2004-2, Class M-7

The below tranches materially deviate because actual deal or tranche performance is not fully reflected in the projected cashflow/model output.

-- ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-2
-- ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-3
-- ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-4
-- ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-5

The below tranches materially deviate because dependency on another rating (such as interest only tranche or exchangeable tranche).

-- GS Mortgage-Backed Securities Trust 2024-RPL4, Mortgage-Backed Notes, Series 2024-RPL4, Class A-4
-- GS Mortgage-Backed Securities Trust 2024-RPL4, Mortgage-Backed Notes, Series 2024-RPL4, Class A-5

The below tranches materially deviate because small loan count.

-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8, Class 7-A-1-1
-- Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8, Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8, Class 7-A-1-2
-- Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Mortgage Pass-Through Certificates, Series 2004-8, Class 1-A1
-- Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Mortgage Pass-Through Certificates, Series 2004-8, Class 1-A2
-- Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Mortgage Pass-Through Certificates, Series 2004-8, Class 1-A3
-- Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Mortgage Pass-Through Certificates, Series 2004-8, Class 3-A
-- Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Mortgage Pass-Through Certificates, Series 2004-8, Class 4-A
-- Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Mortgage Pass-Through Certificates, Series 2004-8, Class 5-A6B
-- J.P. Morgan Mortgage Trust 2005-A3, Mortgage Pass-Through Certificates, Series 2005-A3, Class 5-A-1
-- J.P. Morgan Mortgage Trust 2005-A3, Mortgage Pass-Through Certificates, Series 2005-A3, Class 5-A-3

The credit ratings are initiated at the request of the rated entities.

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

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

These are solicited credit ratings.

For more information on Morningstar DBRS' policy regarding the solicitation status of credit ratings, please refer to the Credit Ratings Global Policy, which can be found in the Morningstar DBRS Understanding Ratings section of the website: https://dbrs.morningstar.com/understanding-ratings

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://dbrs.morningstar.com/about/methodologies.

-- RMBS Insight 1.3: U.S. Residential Mortgage-Backed Securities Model (Version 1.3.29.1), https://dbrs.morningstar.com/research/445477

-- Interest Rate Stresses for U.S. Structured Finance Transactions (March 27, 2025), https://dbrs.morningstar.com/research/450750

-- Legal Criteria for U.S. Structured Finance (December 3, 2024), https://dbrs.morningstar.com/research/444064

-- Operational Risk Assessment for U.S. RMBS Originators and Servicers (September 30, 2024),
https://dbrs.morningstar.com/research/440086

For more information on these credits or on this industry, visit dbrs.morningstar.com or contact us at info-DBRS@morningstar.com.

Ratings

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

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-1B (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class BC (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-10C (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-11C (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-2C (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-3C (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-4C (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-5C (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-6C (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-7C (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-8C (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Pass-Through Certificates, Series 2004-HE4, Class M-9C (sf)--Confirmed
    US
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  • AJAX Mortgage Loan Trust 2023-C

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25Mortgage-Backed Securities, Series 2023-C, Class A-1AAA (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Securities, Series 2023-C, Class A-2AA (high) (sf)--Upgraded
    US
    18-Jul-25Mortgage-Backed Securities, Series 2023-C, Class A-3A (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Securities, Series 2023-C, Class M-1A (low) (sf)--Upgraded
    US
    18-Jul-25Mortgage-Backed Securities, Series 2023-C, Class M-2BBB (low) (sf)--Upgraded
    US
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  • Accredited Mortgage Loan Trust 2004-4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25Asset-Backed Notes, Series 2004-4, Class A-1AAAA (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Notes, Series 2004-4, Class A-1BAAA (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Notes, Series 2004-4, Class A-2CAAA (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Notes, Series 2004-4, Class A-2DAAA (sf)--Confirmed
    US
    18-Jul-25Asset-Backed Notes, Series 2004-4, Class M-1A (sf)--Upgraded
    US
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  • BCAP LLC Trust 2007-AA5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25Mortgage Pass-Through Certificates, Series 2007-AA5, Class A-1C (sf)--Confirmed
    US
    18-Jul-25Mortgage Pass-Through Certificates, Series 2007-AA5, Class A-2C (sf)--Confirmed
    US
    18-Jul-25Mortgage Pass-Through Certificates, Series 2007-AA5, Class A-3C (sf)--Confirmed
    US
    18-Jul-25Mortgage Pass-Through Certificates, Series 2007-AA5, Class M-1C (sf)--Confirmed
    US
    18-Jul-25Mortgage Pass-Through Certificates, Series 2007-AA5, Class M-2C (sf)--Confirmed
    US
    18-Jul-25Mortgage Pass-Through Certificates, Series 2007-AA5, Class M-3C (sf)--Confirmed
    US
    18-Jul-25Mortgage Pass-Through Certificates, Series 2007-AA5, Class M-4C (sf)--Confirmed
    US
    18-Jul-25Mortgage Pass-Through Certificates, Series 2007-AA5, Class M-5C (sf)--Confirmed
    US
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  • C-BASS 2006-CB4 TRUST

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class AV3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class AV4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class B-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class B-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class B-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class B-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-5C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB4, Class M-6C (sf)--Confirmed
    US
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    Less

  • C-BASS 2006-CB7 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class A-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class A-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class A-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class A-5C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class B-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class B-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class B-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class B-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-5C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-6C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-7C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB7, Class M-8C (sf)--Confirmed
    US
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    Less

  • C-BASS 2006-CB9 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class A-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class B-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class B-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class B-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-5C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-6C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-7C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-8C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB9, Class M-9C (sf)--Confirmed
    US
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  • C-BASS 2006-SL1 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class A-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class A-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class A-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class B-5C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-5C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-SL1, Class M-6C (sf)--Confirmed
    US
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  • C-BASS 2007-CB1 TRUST

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-1AC (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-1BC (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-5C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class AF-6C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class B-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class B-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-5C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-6C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-7C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB1, Class M-8C (sf)--Confirmed
    US
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  • C-BASS 2007-CB5 Trust

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class A-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class A-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class A-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class B-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-5C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-6C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-7C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-8C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB5, Class M-9C (sf)--Confirmed
    US
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  • C-BASS Mortgage Loan Trust 2007-CB2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A2-BC (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A2-CC (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A2-DC (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class A2-EC (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class B-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class B-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class B-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class B-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-5C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB2, Class M-6C (sf)--Confirmed
    US
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  • C-BASS Mortgage Loan Trust 2007-CB3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class A-5C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class B-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-1C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-2C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-3C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-4C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-5C (sf)--Confirmed
    US
    18-Jul-25C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-CB3, Class M-6C (sf)--Confirmed
    US
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  • Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8

  • FIGRE Trust 2024-HE3

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25Mortgage-Backed Notes, Series 2024-HE3, Class AAAA (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2024-HE3, Class BAA (low) (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2024-HE3, Class CA (low) (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2024-HE3, Class DBBB (low) (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2024-HE3, Class EBB (low) (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2024-HE3, Class FB (low) (sf)--Confirmed
    US
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  • GS Mortgage-Backed Securities Trust 2024-RPL4

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25Mortgage-Backed Notes, Series 2024-RPL4, Class A-1AAA (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2024-RPL4, Class A-2AA (high) (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2024-RPL4, Class A-3AA (high) (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2024-RPL4, Class A-4A (high) (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2024-RPL4, Class M-1A (high) (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2024-RPL4, Class A-5BBB (high) (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2024-RPL4, Class M-2BBB (high) (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2024-RPL4, Class B-1BB (high) (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2024-RPL4, Class B-2B (high) (sf)--Confirmed
    US
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  • J.P. Morgan Mortgage Trust 2005-A3

  • PRPM 2024-RCF4, LLC

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25Asset Backed Notes, Series 2024-RCF4, Class A-1AAA (sf)--Confirmed
    US
    18-Jul-25Asset Backed Notes, Series 2024-RCF4, Class A-2AA (high) (sf)--Confirmed
    US
    18-Jul-25Asset Backed Notes, Series 2024-RCF4, Class A-3A (high) (sf)--Confirmed
    US
    18-Jul-25Asset Backed Notes, Series 2024-RCF4, Class M-1BBB (high) (sf)--Confirmed
    US
    18-Jul-25Asset Backed Notes, Series 2024-RCF4, Class M-2BB (low) (sf)--Confirmed
    US
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  • Renaissance Home Equity Loan Trust 2005-2

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25Home Equity Loan Asset-Backed Notes, Series 2005-2, Class AF-4AA (sf)--Upgraded
    US
    18-Jul-25Home Equity Loan Asset-Backed Notes, Series 2005-2, Class AV-3BBB (sf)--Upgraded
    US
    18-Jul-25Home Equity Loan Asset-Backed Notes, Series 2005-2, Class AF-5BB (sf)--Confirmed
    US
    18-Jul-25Home Equity Loan Asset-Backed Notes, Series 2005-2, Class AF-6BB (sf)--Confirmed
    US
    18-Jul-25Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-1C (sf)--Confirmed
    US
    18-Jul-25Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-2C (sf)--Confirmed
    US
    18-Jul-25Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-3C (sf)--Confirmed
    US
    18-Jul-25Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-4C (sf)--Confirmed
    US
    18-Jul-25Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-5C (sf)--Confirmed
    US
    18-Jul-25Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-6C (sf)--Confirmed
    US
    18-Jul-25Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-7C (sf)--Confirmed
    US
    18-Jul-25Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-8C (sf)--Confirmed
    US
    18-Jul-25Home Equity Loan Asset-Backed Notes, Series 2005-2, Class M-9C (sf)--Confirmed
    US
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  • Residential Loan Trust 2008-AH1

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25Mortgage-Backed Notes, Series 2008-AH1, Class BC (sf)--Confirmed
    US
    18-Jul-25Mortgage-Backed Notes, Series 2008-AH1, Class MDiscontinued--Disc.-Repaid
    US
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  • Securitized Asset Backed Receivables LLC Trust 2005-FR5

    Date IssuedDebt RatedRatingTrendActionAttributesi
    18-Jul-25Mortgage Pass-Through Certificates, Series 2005-FR5, Class B-1C (sf)--Confirmed
    US
    18-Jul-25Mortgage Pass-Through Certificates, Series 2005-FR5, Class B-2C (sf)--Confirmed
    US
    18-Jul-25Mortgage Pass-Through Certificates, Series 2005-FR5, Class B-3C (sf)--Confirmed
    US
    18-Jul-25Mortgage Pass-Through Certificates, Series 2005-FR5, Class B-4C (sf)--Confirmed
    US
    18-Jul-25Mortgage Pass-Through Certificates, Series 2005-FR5, Class M-1C (sf)--Confirmed
    US
    18-Jul-25Mortgage Pass-Through Certificates, Series 2005-FR5, Class M-2C (sf)--Confirmed
    US
    18-Jul-25Mortgage Pass-Through Certificates, Series 2005-FR5, Class M-3C (sf)--Confirmed
    US
    More
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    • Show More Issuers
ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4
AJAX Mortgage Loan Trust 2023-C
Accredited Mortgage Loan Trust 2004-4
BCAP LLC Trust 2007-AA5
C-BASS 2006-CB4 TRUST
C-BASS 2006-CB7 Trust
C-BASS 2006-CB9 Trust
C-BASS 2006-SL1 Trust
C-BASS 2007-CB1 TRUST
C-BASS 2007-CB5 Trust
C-BASS Mortgage Loan Trust 2007-CB2
C-BASS Mortgage Loan Trust 2007-CB3
Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage Trust 2005-8
FIGRE Trust 2024-HE3
GS Mortgage-Backed Securities Trust 2024-RPL4
J.P. Morgan Mortgage Trust 2005-A3
PRPM 2024-RCF4, LLC
Renaissance Home Equity Loan Trust 2005-2
Residential Loan Trust 2008-AH1
Securitized Asset Backed Receivables LLC Trust 2005-FR5
Show More Issuers
  • US = Lead Analyst based in USA
  • CA = Lead Analyst based in Canada
  • EU = Lead Analyst based in EU
  • UK = Lead Analyst based in UK
  • E = EU endorsed
  • U = UK endorsed
  • Unsolicited Participating With Access
  • Unsolicited Participating Without Access
  • Unsolicited Non-participating

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