DBRS Confirms Ratings on Notes Issued by Ambrose 2012-1

DBRS, Inc. (“DBRS”) has today confirmed the following ratings on notes issued by Ambrose 2012-1 pursuant to the Ambrose 2012-1 Indenture dated as of December 11th, 2012:

Class A1 Notes
Rating: AAA (sf)

Class A2 Notes
Rating: AAA (sf)

Class B Notes
Rating: A (low) (sf)

The notes issued by Ambrose 2012-1 are collateralized primarily by a portfolio of investment grade corporate bonds and structured finance securities. AIG Asset Management (U.S.), LLC acts as collateral manager for Ambrose 2012-1.

The ratings of the notes address the timely payment of interest and the ultimate payment of principal on or before the Stated Maturity. The ratings of the Class A1 Notes and Class B Notes do not address any other amounts which may be paid to the noteholders, including, but not limited to, their respective Additional Amounts.

The principal methodology is Rating Methodology for CLOs and CDOs of Large Corporate Credit, which can be found on our website under Methodologies.

These credit ratings have been issued outside the European Union (EU) and may be used for regulatory purposes by financial institutions in the EU.

Note:
All figures are in U.S. dollars unless otherwise noted.