DBRS Withdraws Rating on IRS Termination Payments Re: Mulberry Street CDO II, Ltd.

DBRS, Inc. (“DBRS”) has today withdrawn the rating on the Interest Rate Swap Termination Payments including all the interest due (“Potential Termination Payment”) which may be owed to the interest rate swap counterparty (“Swap Counterparty”) under an Event of Default where Mulberry Street CDO II, Ltd. (“Mulberry II”) is 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 26, 2003 between Mulberry II and the Swap Counterparty.

This rating has been withdrawn at the request of the Swap Counterparty.

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.