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

DBRS, Inc. (DBRS) has today discontinued the AAA (sf) rating on Basis Swap I. The action reflects the maturity of the basis swap on November 7, 2014.

(1) Basis Swap I - Trade Date: June 7, 2007; Termination Date: November 7, 2014; Initial Notional: $9,900,000

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

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

This rating is endorsed by DBRS Ratings Limited for use in the European Union.