DBRS Withdraws Rating on Basis Swap Re: Kleros Preferred Funding, Ltd.

DBRS, Inc. (“DBRS”) has today discontinued the AA (high) (sf) rating on Basis Swap II. The action reflects the maturity of the basis swap on 03/10/2014.

1. Basis Swap II - Trade Date 06/07/2007; Termination Date 3/10/2014; Initial Notional $39,039,261.

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.

Note:
All figures are in U.S. dollars unless otherwise noted.