DBRS Discontinues Rating on Interest Rate Swap Relating to RMBS Transaction

DBRS, Inc. (DBRS) has discontinued the rating on the following interest rate swap due to an expiration of the swap.

• Interest rate swap between Supplemental Interest Trust, BNC Mortgage Loan Trust 2007-2, Mortgage Pass-Through Certificates, Series 2007-2 and Natixis Financial Products Inc. formerly AA (sf) is now Discontinued.

Notes:
The applicable methodology 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.