DBRS Discontinues Rating on Potential IRS Termination Payments Re: Robeco High Grade CDO I, Ltd.

DBRS, Inc. (“DBRS”) has today discontinued the public rating on the Interest Rate Swap Termination Payments, including all interest due (“Interest Rate Swap”) and which may have been owed to the interest rate swap counterparty (“Swap Counterparty”) under an Event of Default, where Robeco High Grade CDO I, Ltd. (the “Issuer”) would have been the sole defaulting party due to a Failure to Pay or Deliver as defined in section 5(a)(i) of the ISDA Master Agreement (“Agreement”) executed on June 1, 2007, between Robeco and the Swap Counterparty.

This action reflects early termination of the Interest Rate Swap and satisfaction of the Issuer’s payment obligation via the early termination amount following the occurrence of an Event of Default and subsequent early liquidation occurring on July 25, 2012 (the “Early Termination Date”).

The principal methodology is Rating Global Structured Finance CDO Restructurings, which can be found on our website under Methodologies.

This rating is based on information provided by the Swap Counterparty.

This credit rating has been issued outside the European Union (EU) and may be used for regulatory purposes by financial institutions in the EU.