Press Release

DBRS Updates Transaction Summary of Canadian Master Trust, Series A Notes, Transaction #24

ABCP
July 04, 2016

DBRS Limited (DBRS) has today released an updated Transaction Summary report providing details on Canadian Master Trust (the Trust), Series A Notes, Transaction #24, which consists of a portfolio of conventional and insured residential mortgages originated by a large mortgage finance company operating in Canada. The update reflects amendments that have been made to Transaction #24 to allow the Trust to purchase insured mortgages.

Notes:
The applicable methodologies are Rating Canadian Residential Mortgages, Home Equity Lines of Credit and Reverse Mortgages; Rating Canadian ABCP and Related Enhancement Features; Legal Criteria for Canadian Structured Finance; Derivatives Criteria for Canadian Structured Finance; and Operational Risk Assessments for Canadian Structured Finance, which can be found on our website under Methodologies.

The full report providing additional analytical detail is available by clicking on the link below or by contacting us at info@dbrs.com.

For more information on this credit or on this industry, visit www.dbrs.com or contact us at info@dbrs.com.