Federal Home Loan Bank of Pittsburgh v. J.P. Morgan Securities LLC

19 Pa. D. & C.5th 32
CourtPennsylvania Court of Common Pleas, Alleghany County
DecidedNovember 29, 2010
Docketno. GD09-016892
StatusPublished

This text of 19 Pa. D. & C.5th 32 (Federal Home Loan Bank of Pittsburgh v. J.P. Morgan Securities LLC) is published on Counsel Stack Legal Research, covering Pennsylvania Court of Common Pleas, Alleghany County primary law. Counsel Stack provides free access to over 12 million legal documents including statutes, case law, regulations, and constitutions.

Bluebook
Federal Home Loan Bank of Pittsburgh v. J.P. Morgan Securities LLC, 19 Pa. D. & C.5th 32 (Pa. Super. Ct. 2010).

Opinion

WETTICK JR., J,

OPINION AND ORDERS OF COURT

/. BACKGROUND

Defendants’ preliminary objections seeking dismissal of plaintiff’s amended complaint are the subject of this opinion and order of court.

In this litigation at GD09-016892, plaintiff purchased eight mortgage-backed security certificates issued by five separate trusts between May 2006 and December 2007. The total amount of the purchase price for these certificates exceeded $1.7 billion. According to plaintiff’s amended complaint, the certificates are now worth approximately 60% of the purchase price. Plaintiff contends that it would not have purchased these certificates if defendants had provided complete and accurate information regarding the risks of nonpayment.

There are two groups of defendants: three rating agencies that gave their highest ratings to the certificates1 (Moody’s, McGraw-Hill, and Fitch)2 and the “transactional entities” responsible for creating and selling the certificates (J.P. Morgan defendants).

This is one of four lawsuits filed by plaintiff in this court. In proceedings at GD09-016893, the same claims that are raised in this litigation are raised against the three rating agencies and the J.P. Morgan defendants with respect to an additional mortgage-backed security purchased by [36]*36plaintiff.

In the proceedings at GD09-017818, plaintiff sued only the three rating agencies, raising the same claims it raised against the rating agencies in this litigation. The proceedings at GD09-017818 arise out of plaintiff’s purchase of mortgage-backed securities in which entities of Lehman Brothers (now being liquidated) or of IndyMac (currently in bankruptcy) were the transactional entities.

In the proceedings at GD09-018482, the same claims that are raised in these proceedings are raised against the three rating agencies and other transactional entities (Countrywide defendants) with respect to five other certificates from five trusts.

The rulings made in this litigation will govern the preliminary objections of the rating agency defendants and the transactional entity defendants raised in the other three lawsuits.

In the present case, a J.P. Morgan entity (“sponsor”) originated or acquired thousands of residential mortgages which it bundled and sold to another J.P. Morgan entity (“depositor”) which assigned the mortgages to trusts created by a third J.P. Morgan entity. In exchange for the mortgages, the trusts issued certificates to the depositor, backed by the mortgage loans now held by the trusts. These certificates were acquired from the depositor by another J.P. Morgan entity serving as the underwriter or distributor. This entity serving as the underwriter sold the certificates to various institutional investors, including plaintiff. (See The Federal Home Loan Bank of Pittsburgh’s brief in opposition to the J.P. Morgan defendants’ Preliminary Objections (“Home Loan Bank Brief’) at 10.)

[37]*37Prior to placing the certificates on the market, the J.P. Morgan defendants worked with the rating agencies to structure the pool of mortgage loans by dividing the cash flow from the loans into tranches in order to cause some of the certificates to receive AAA ratings.3 AAA ratings are important because many potential investors could (or would) purchase only AAA-rated securities.4

For example, assume a trust owns 1,000 mortgage-backed loans with an aggregate principal balance of approximately $150 million. If the trust issued certificates that placed the same risk of nonpayment on each certificate, the rating agencies would not rate any of the certificates as AAA. In these circumstances, many institutional investors could not purchase these certificates, and the purchase price for all the certificates would be less than the purchase price for all certificates where a substantial portion of the pool would receive AAA ratings.

Rather than creating no AAA-rated certificates, frequently it would be possible for a trust or underwriter to achieve AAA ratings for a portion of the pool by creating groups of loans to back various certificates (tranches). The highest tranch would be the first to receive its share of the mortgage proceeds and the last to absorb any losses if the mortgage proceeds were insufficient to pay each certificate holder because mortgage borrowers are in default. The participation of the rating agency in the creation of the tranches was necessary because the trust or underwriter needed the rating agencies to indicate where [38]*38lines could be drawn, based on credit enhancements, in order to maximize the number of certificates that would achieve AAA ratings.

II. PRELIMINARY OBJECTIONS OF RATING AGENCIES

I initially consider the preliminary objections of the rating agencies.

Plaintiff’s amended complaint raises the following counts against the rating agencies: fraud, negligent misrepresentation, and violations of § 11 of the Securities Act of 1933.

A. CLAIMS BASED ON SECTION 11 OF THE SECURITIES ACT

Plaintiff’s § 11 claims are based on allegations of untrue statements and omissions in registration statements. I will assume that the allegations in the amended complaint would support claims against the rating agencies under § 11, if § 11 reaches rating agencies.

Section 11 permits purchasers of securities to sue five categories of actors for untrue statements of a material fact in a registration statement or for the omission of a material fact necessary to make the statements therein not misleading. Plaintiff claims that rating agencies fall within the fifth category which reaches “underwriters] with respect to such security.” 15 U.S.C. § 77k(a)(5). Section 77b(a)(ll) defines underwriter as follows:

any person who has purchased from an issuer with a view to, or offers or sells for an issuer in connection with, the distribution of any security, or participates [39]*39or has a direct or indirect participation in any such undertaking, or participates or has a participation in the direct or indirect underwriting of any such undertaking; but such term shall not include a person whose interest is limited to a commission from an underwriter or dealer not in excess of the usual and customary distributors’ or sellers’ commission.

The rating agencies contend that even if their ratings could be characterized as misstatements of a material fact, they are not liable under § 11 because they are not underwriters. This is so because they did not participate in any transaction involving the public sale of the securities which they rated. Their involvement ended prior to the registration of the securities with the securities and exchange commission and the subsequent offering of the securities for sale to the public.

Plaintiff does not, and cannot, allege that it made any purchases from a rating agency.

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Bluebook (online)
19 Pa. D. & C.5th 32, Counsel Stack Legal Research, https://law.counselstack.com/opinion/federal-home-loan-bank-of-pittsburgh-v-jp-morgan-securities-llc-pactcomplallegh-2010.