Press Release

DBRS Takes Rating Actions on 28 U.S. RMBS Securities

RMBS
August 23, 2012

DBRS, Inc. has today taken rating actions on 28 classes from 15 U.S. Residential Mortgage-Backed Securities (RMBS) transactions. Of the 28 classes reviewed, 24 classes from 11 transactions were confirmed, 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), and set to Discontinued --Repaid. The remaining 4 classes from 4 transactions were also set to Discontinued –Repaid.

These transactions consist of traditional RMBS, REREMIC, and Synthetic transactions.

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

This rating is endorsed by DBRS Ratings Limited for use in the European Union.

Ratings

ASG Resecuritization Trust 2009-2
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Ameriquest Mortgage Securities Inc., Series 2005-R2
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
C-BASS 2006-CB8 Trust
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
CSMC Series 2010-9R
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Canvas Securitization LLC
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Citigroup Mortgage Loan Trust 2009-D
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Citigroup Mortgage Loan Trust 2010-5
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Citigroup Mortgage Loan Trust Inc., 2005-HE2
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Credit Suisse First Boston Mortgage Securities Corp., CSMC Series 2009-6R
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Encore Credit Receivables Trust 2005-4
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
First Franklin Mortgage Loan Trust 2005-FFH3
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Jefferies Resecuritization Trust 2009-R8
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
Morgan Stanley Home Equity Loan Trust 2005-1
  • Date Issued:Aug 23, 2012
  • Rating Action:Disc.-Repaid
  • Ratings:Discontinued
  • Trend:--
  • Rating Recovery:
  • Issued:US
RBSSP Resecuritization Trust 2009-4
  • Date Issued:Aug 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

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