DBRS Discontinues Rating on the TRS Re: G Square Finance 2007-1 Ltd. Class A-1 Notes

DBRS, Inc. (“DBRS”) has today discontinued the rating on the total return swap (TRS) referencing G Square Finance 2007-1, Ltd. (the “Issuer”) Class A-1 Notes. The Restructured Obligations are collateralized by the Class A-1 Notes that are in turn collateralized by a pool of underlying assets which consist of collateralized debt obligations and U.S. residential mortgage-backed securities.

This action reflects payment in full of the TRS following the August 2012 liquidation.

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

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