Press Release

DBRS Takes Rating Actions on 44 U.S. RMBS Securities

RMBS
March 23, 2012

DBRS, Inc. has today taken rating actions on 44 classes from 19 U.S. Residential Mortgage-Backed Securities (RMBS) transactions. Of the classes reviewed, 35 classes from 11 transactions were confirmed and removed from Under Review with Developing Implications (see “DBRS Places 6,566 Classes from 576 U.S. RMBS Transactions Under Review”, published on January 23, 2012). All 44 classes from 19 transactions reviewed were then set to Discontinued –Repaid due to repayment of the bonds.

These transactions consist of traditional RMBS, REREMIC, Servicer Advance, and swap termination transactions.

Notes:
The principal methodologies applicable are U.S. RMBS Surveillance Methodology and RMBS Insight: U.S. Residential Mortgage-Backed Securities Loss Model and Rating Methodology, which can be found on our website under Methodologies.

Ratings

ASG Resecuritization Trust 2009-5
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Accredited Mortgage Loan Trust 2005-3
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Aegis Asset Backed Securities Trust 2005-2
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
BCAP LLC 2010-RR11 Trust
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
BCAP LLC 2010-RR4-I Trust
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
BCAP LLC 2010-RR9 Trust
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
BNC Mortgage Loan Trust 2007-4
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Banc of America Funding 2010-R5 Trust
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Citigroup Mortgage Loan Trust 2010-4
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
DSLA Mortgage Loan Trust 2005-AR6
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
GMAC GSAP 2011-1
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
GMACM Mortgage Loan Trust 2010-1
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
J.P. Morgan Mortgage Trust 2006-S1
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Jefferies Resecuritization Trust 2009-R8
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
MASTR Asset Backed Securities Trust 2005-WMC1
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
RBSSP Resecuritization Trust 2009-4
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid, Confirmed
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
SG Mortgage Securities Trust 2006-OPT2
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Supplemental Interest Trust, Lehman XS Trust Mortgage Pass-Through Certificates, Series 2007-3
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Mar 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • 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

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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