DBRS Discontinues Ratings on Interest Rate Swaps Relating to 3 RMBS Transactions

DBRS, Inc. (DBRS) has discontinued ratings on the following interest rate swaps due to expiration of the swaps.

• Interest rate swap between Supplement Interest Trust, Option One Mortgage Loan Trust 2007-2, Asset-Backed Certificates, Series 2007-2 and J.P. Morgan Chase Funding Inc. formerly rated AA (sf), is now Discontinued.

• Interest rate swap between Supplemental Interest Trust, Lehman XS Trust Mortgage Pass-Through Certificates, Series 2007-20N and the Royal Bank of Scotland plc formerly rated AA (sf), is now Discontinued.

• Interest rate swap between Supplemental Interest Trust, First Franklin Mortgage Loan Trust 2006-FF17 and the Royal Bank of Scotland plc formerly rated AA (sf), is now Discontinued.

The principal methodologies applicable are U.S. RMBS Surveillance Methodology, dated January 2012 and RMBS Insight: U.S. Residential Mortgage-Backed Securities Loss Model and Rating Methodology, dated January 2012, which can be found on our website under Methodologies.