DBRS Discontinues Rating on Potential Swap Termination Payments Owed by Saybrook Point CBO, Ltd.

DBRS, Inc. (“DBRS”) has today discontinued the rating on the Interest Rate Swap Termination Payments including all interest due (“Potential Termination Payments”) which may be owed to Natixis Financial Products, Inc. (“Natixis”) under an Event of Default, where Saybrook Point CBO, Limited (“Saybrook Point”) 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 February 6, 2001 between Saybrook Point and Natixis.

The rating action reflects maturity of the Interest Rate Swap as of February 25, 2013.

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.