Press Release

DBRS Discontinues Rating on Interest Rate Swaps Relating to 2 RMBS Transaction

RMBS
July 15, 2013

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

  • Interest rate swap between Supplemental Interest Trust, Home Equity Loan Trust 2007-FRE1 and The Royal Bank of Scotland plc formerly AAA (sf) is now Discontinued.

  • Interest rate swap between Supplemental Interest Trust, MASTR Specialized Loan Trust 2006-2 and J.P. Morgan Chase Funding Inc. formerly AA (sf) is now Discontinued.

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.

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

Ratings

  • 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.