Article: Fitch Downgrades 5 Classes of Notes Issued by C-BASS IV, Ltd./Corp.

Fitch Ratings has downgraded five classes of notes issued by C-BASS IV, Ltd./Corp. (C-BASS IV). The details of the rating actions follow at the end of this press release.

Due to the concentrated nature of the portfolio, Fitch's analysis was primarily based on the comparison of the portion of the portfolio considered performing (assets with a Fitch-derived rating in the 'B' category and higher) and outstanding tranche balances. Specifically, $15.2 million of the notional balance of the performing assets covers the combined balance of $2.7 million of class B-1 and B-2 (collectively, class B) notes 5.7 times. Despite this high coverage ratio, Fitch also considered ...

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