DBRS Discontinues Ratings on Interest Rate Swaps Relating to 2 RMBS Transactions.
RMBSDBRS, Inc. (DBRS) has discontinued its rating on the following interest rate swaps due to expiration of the swaps.
Interest rate swap between Supplemental Interest Trust, Lehman XS Trust Mortgage Pass-Through Certificates, Series 2007-16N and The Royal Bank of Scotland plc formerly rated AAA (sf), is now Discontinued.
Interest rate swap between Supplemental Interest Trust, Option One Mortgage Loan Trust 2006-3 Asset Backed Certificates, Series 2006-3 and JP Morgan Chase Funding Inc. formerly rated A (sf), is now Discontinued.
Notes:
The applicable methodology is U.S. RMBS Surveillance, which can be found on our website under Methodologies.
This rating is endorsed by DBRS Ratings Limited for use in the European Union.
Ratings
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.