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

DBRS, Inc. (DBRS) has today discontinued the AAA (sf) rating on Basis Swap III. The action reflects the maturity of the basis swap on January 5, 2015.

-- Basis Swap III - Trade Date 06/07/2007; Termination Date 1/5/2015; Initial Notional $26,181,220.

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.