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Rating Action:

Moody's withdraws ratings of Notes issued by 34 ABS CDOs

11 Sep 2008
Moody's withdraws ratings of Notes issued by 34 ABS CDOs

New York, September 11, 2008 -- Moody's Investors Service announced today that it has withdrawn the ratings of 261 classes of notes issued by 34 collateralized debt obligations ("CDOs") backed primarily by portfolios of RMBS securities and CDO securities ("ABS CDOs"). , which have completed liquidation:

Issuer: ACA ABS 2007-2

Class Description: Up to U.S. $375,000,000 Class A1 S Variable Funding Senior Secured Floating Rate Notes due July 2045

Prior Rating: C

Prior Rating Date: June 23rd, 2008

Current Rating: WR

Class Description: U.S. $150,000,000 Class A1 J Senior Secured Floating Rate Notes due July 2045

Prior Rating: C

Prior Rating Date: March 4th, 2008

Current Rating: WR

Class Description: U.S. $60,000,000 Class A1 M Senior Secured Floating Rate Notes due July 2045

Prior Rating: C

Prior Rating Date: March 4th, 2008

Current Rating: WR

Class Description: U.S. $40,000,000 Class A2 Senior Secured Floating Bate Notes due July 2045

Prior Rating: C

Prior Rating Date: March 4th, 2008

Current Rating: WR

Class Description: U.S. $40,000,000 Class A3 Secured Deferrable Interest Floating Rate Notes due July 2045

Prior Rating: C

Prior Rating Date: March 4th, 2008

Current Rating: WR

Class Description: U.S $42,000,000 Class B1 Mezzanine Secured Deferrable Interest Floating Rate Notes due July 2045

Prior Rating: C

Prior Rating Date: March 4th, 2008

Current Rating: WR

Class Description: U.S. $8,000,000 Class B2 Mezzanine Secured Deferrable Interest Floating Rate Notes due July 2045

Prior Rating: C

Prior Rating Date: March 4th, 2008

Current Rating: WR

Class Description: U.S. $33,600,000 Class X Senior Secured Fixed Rate Notes due July 2010a

Prior Rating: Ca

Prior Rating Date: August 20th, 2008

Current Rating: WR

Issuer: Adams Square Funding I, Ltd.

Class Description: Super Senior Swap

Prior Rating: C

Prior Rating Date: December 5th, 2007

Current Rating: WR

Class Description: U.S. $48,000,000 Class A Senior Floating Rate Notes Due December 2051

Prior Rating: C

Prior Rating Date: December 5th, 2007

Current Rating: WR

Class Description: U.S. $51,000,000 Class B-1 Senior Floating Rate Notes Due December 2051

Prior Rating: C

Prior Rating Date: December 5th, 2007

Current Rating: WR

Class Description: U.S. $10,000,000 Class B-2 Senior Floating Rate Notes Due December 2051

Prior Rating: C

Prior Rating Date: December 5th, 2007

Current Rating: WR

Class Description: U.S. $15,250,000 Class C Floating Rate Deferrable Notes Due December 2051

Prior Rating: C

Prior Rating Date: December 5th, 2007

Current Rating: WR

Class Description: U.S. $16,000,000 Class D Floating Rate Deferrable Notes Due December 2051

Prior Rating: C

Prior Rating Date: December 5th, 2007

Current Rating: WR

Class Description: U.S. $5,000,000 Class E Floating Rate Deferrable Notes Due December 2051

Prior Rating: C

Prior Rating Date: December 5th, 2007

Current Rating: WR

Issuer: Ansley Park ABS CDO, Ltd.

Class Description: U.S. $11,150,000 Class X Senior Secured Notes Due 2046

Prior Rating: C

Prior Rating Date: February 28th, 2008

Current Rating: WR

Class Description: U.S. $450,000,000 Class A-1 Senior Secured Floating Rate Notes Due 2046

Prior Rating: Caa3

Prior Rating Date: April 11th, 2008

Current Rating: WR

Class Description: U.S. $98,000,000 Class A-2 Senior Secured Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: February 28th, 2008

Current Rating: WR

Class Description: U.S. $27,500,000 Class B Senior Secured Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: February 28th, 2008

Current Rating: WR

Class Description: U.S. $9,000,000 Class C Secured Floating Rate Deferrable Notes Due 2046

Prior Rating: C

Prior Rating Date: February 28th, 2008

Current Rating: WR

Class Description: U.S. $8,000,000 Class D Secured Floating Rate Deferrable Notes Due 2046

Prior Rating: C

Prior Rating Date: February 28th, 2008

Current Rating: WR

Issuer: Arca 2006-II

Class Description: U.S. $70,000,000 Class II Funded Senior Notes Due 2047

Prior Rating: C

Prior Rating Date: March 4th, 2008

Current Rating: WR

Class Description: U.S. $56,000,000 Class III Funded Senior Notes Due 2047

Prior Rating: C

Prior Rating Date: March 4th, 2008

Current Rating: WR

Class Description: U.S. $29,500,000 Class IV-A Funded Mezzanine Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: March 4th, 2008

Current Rating: WR

Class Description: U.S. $10,000,000 Class IV-B Funded Mezzanine Variable Notes Due 2047

Prior Rating: C

Prior Rating Date: March 4th, 2008

Current Rating: WR

Class Description: U.S. $36,500,000 Class V Funded Mezzanine Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: March 4th, 2008

Current Rating: WR

Class Description: U.S. $7,000,000 Class VI Funded Mezzanine Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: March 4th, 2008

Current Rating: WR

Class Description: U.S. $10,000,000 Class VII Funded Mezzanine Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: March 4th, 2008

Current Rating: WR

Issuer: BFC Silverton CDO, Ltd.

Class Description: Up to U.S. $450,000,000 Class A-1 Senior Variable Funding Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: May 30th, 2008

Current Rating: WR

Class Description: Up to U.S. $450,000,000 Class A-2 Senior Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: February 25th, 2008

Current Rating: WR

Class Description: U.S. $75,000,000 Class B-1 Senior Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: February 25th, 2008

Current Rating: WR

Class Description: U.S. $75,000,000 Class B-2 Senior Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: February 25th, 2008

Current Rating: WR

Class Description: U.S. $56,250,000 Class C Senior Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: February 25th, 2008

Current Rating: WR

Class Description: U.S. $30,000,000 Class D Floating Rate Deferrable Notes Due 2046

Prior Rating: C

Prior Rating Date: February 25th, 2008

Current Rating: WR

Class Description: U.S. $26,250,000 Class E Floating Rate Deferrable Notes Due 2046

Prior Rating: C

Prior Rating Date: February 25th, 2008

Current Rating: WR

Class Description: U.S. $7,500,000 Class F Floating Rate Deferrable Notes Due 2046

Prior Rating: C

Prior Rating Date: February 25th, 2008

Current Rating: WR

Issuer: Bonifacius, Limited

Class Description: U.S. $1,625,000,000 Class A-1M Floating Rate Senior Secured Notes Due 2047

Prior Rating: Ca

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $225,000,000 Class A-1Q Floating Rate Senior Secured Notes Due 2047

Prior Rating: Ca

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $275,000,000 Class A-1J Loan

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $125,000,000 Class A-2 Floating Rate Senior Secured Notes Due 2047

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $115,000,000 Class A-3 Floating Rate Senior Secured Notes Due 2047

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $55,000,000 Class A-4 Floating Rate Senior Secured Notes Due 2047

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $33,000,000 Class B Floating Rate Subordinate Secured Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: May 29th, 2008

Current Rating: WR

Class Description: U.S. $15,000,000 Class C Floating Rate Subordinate Secured Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: May 29th, 2008

Current Rating: WR

Class Description: U.S. $16,000,000 Class D Floating Rate Junior Subordinate Secured Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: May 29th, 2008

Current Rating: WR

Issuer: Careel Bay CDO Limited

Class Description: U.S. $500,000,000 Class A1S Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $80,000,000 Class A1J Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 3rd, 2008

Current Rating: WR

Class Description: U.S. $52,000,000 Class A2 Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 3rd, 2008

Current Rating: WR

Class Description: U.S. $46,000,000 Class A3 Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 3rd, 2008

Current Rating: WR

Class Description: U.S. $32,000,000 Class B Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: February 29th, 2008

Current Rating: WR

Class Description: U.S. $10,000,000 Class C Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: February 29th, 2008

Current Rating: WR

Issuer: Carina CDO Ltd.

Class Description: Up to U.S. $1,050,000,000 Class A-1 Floating Rate Notes Due November, 2046

Prior Rating: C

Prior Rating Date: May 8th, 2008

Current Rating: WR

Class Description: U.S. $90,000,000 Class A-2 Floating Rate Notes Due November, 2046

Prior Rating: C

Prior Rating Date: February 15th, 2008

Current Rating: WR

Class Description: U.S. $75,000,000 Class B-1 Floating Rate Notes Due November, 2046

Prior Rating: C

Prior Rating Date: February 15th, 2008

Current Rating: WR

Class Description: U.S. $46,500,000 Class B-2 Deferrable Floating Rate Notes Due November, 2046

Prior Rating: C

Prior Rating Date: February 15th, 2008

Current Rating: WR

Class Description: U.S. $60,000,000 Class C-1 Deferrable Floating Rate Notes Due November, 2046

Prior Rating: C

Prior Rating Date: February 15th, 2008

Current Rating: WR

Class Description: U.S. $19,500,000 Class C-2 Deferrable Floating Rate Notes Due November, 2046

Prior Rating: C

Prior Rating Date: February 15th, 2008

Current Rating: WR

Class Description: U.S. $21,000,000 Class D-1 Deferrable Floating Rate Notes Due November, 2046

Prior Rating: C

Prior Rating Date: February 15th, 2008

Current Rating: WR

Class Description: U.S. $46,500,000 Class D-2 Deferrable Floating Rate Notes Due November, 2046

Prior Rating: C

Prior Rating Date: February 15th, 2008

Current Rating: WR

Class Description: U.S. $16,500,000 Class D-3 Deferrable Floating Rate Notes Due November, 2046

Prior Rating: C

Prior Rating Date: February 15th, 2008

Current Rating: WR

Class Description: U.S. $43,500,000 Class X-1 Deferrable Fixed Rate Notes Due November, 2046

Prior Rating: C

Prior Rating Date: February 15th, 2008

Current Rating: WR

Issuer: Corona Borealis CDO, Ltd.

Class Description: U.S. $750,000,000 Class A-1A Variable Funding Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 4th, 2008

Current Rating: WR

Class Description: U.S. $150,000,000 Class A-1B Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 4th, 2008

Current Rating: WR

Class Description: U.S. $45,000,000 Class A-1C Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 4th, 2008

Current Rating: WR

Class Description: U.S. $50,500,000 Class S Senior Secured Notes Due 2047

Prior Rating: C

Prior Rating Date: June 4th, 2008

Current Rating: WR

Class Description: U.S. $168,000,000 Class A-2 Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 4th, 2008

Current Rating: WR

Class Description: U.S. $111,000,000 Class B Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 4th, 2008

Current Rating: WR

Class Description: U.S. $111,000,000 Class C Secured Deferrable Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 4th, 2008

Current Rating: WR

Class Description: U.S. $70,000,000 Class D Secured Deferrable Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 4th, 2008

Current Rating: WR

Issuer: Diogenes CDO III Ltd.

Class Description: Up to U.S. $360,000,000 Class A-1a Floating Rate Notes Due August 2046

Prior Rating: C

Prior Rating Date: June 4th, 2008

Current Rating: WR

Class Description: U.S. $120,000,000 Class A-1b Floating Rate Notes Due August 2046

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Class Description: U.S. $34,400,000 Class A-1c Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Class Description: U.S. $72,000,000 Class A-2 Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Class Description: U.S. $36,800,000 Class B-1 Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Class Description: U.S. $26,400,000 Class B-2 Deferrable Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Class Description: U.S. $36,000,000 Class C-1 Deferrable Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Class Description: U.S. $26,400,000 Class C-2 Deferrable Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Class Description: U.S. $24,000,000 Class D-1 Deferrable Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Class Description: U.S. $8,000,000 Class D-2 Deferrable Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Class Description: U.S. $8,000,000 Class E Deferrable Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Issuer: Draco 2007-1, Ltd.

Class Description: U.S. $1,250,000,0001 Class A1S Variable Funding Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: July 17th, 2008

Current Rating: WR

Class Description: U.S. $282,000,000 Class A1J Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: July 17th, 2008

Current Rating: WR

Class Description: U.S. $120,000,000 Class A2 Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: July 17th, 2008

Current Rating: WR

Class Description: U.S. $125,000,000 Class A3 Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: February 29th, 2008

Current Rating: WR

Class Description: U.S. $23,000,000 Class B1 Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: February 29th, 2008

Current Rating: WR

Class Description: U.S. $65,000,000 Class B2 Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: February 29th, 2008

Current Rating: WR

Class Description: U.S. $25,000,000 Class B3 Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: February 29th, 2008

Current Rating: WR

Class Description: U.S. $35,000,000 Class C1 Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: February 29th, 2008

Current Rating: WR

Class Description: U.S. $25,000,000 Class C2 Mezzanine Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: February 29th, 2008

Current Rating: WR

Issuer: Durant CDO 2007-1, Ltd.

Class Description: U.S. $280,000,000 Class A-1 First Priority Senior Secured Floating Rate Notes due 2052

Prior Rating: C

Prior Rating Date: June 9th, 2008

Current Rating: WR

Class Description: U.S. $48,000,000 Class A-2 Second Priority Senior Secured Floating Rate Notes due 2052

Prior Rating: C

Prior Rating Date: June 9th, 2008

Current Rating: WR

Class Description: U.S. $36,000,000 Class B Third Priority Senior Secured Floating Rate Notes due 2052

Prior Rating: C

Prior Rating Date: June 9th, 2008

Current Rating: WR

Class Description: U.S. $5,000,000 Class C Fourth Priority Senior Secured Floating Rate Notes due 2052

Prior Rating: C

Prior Rating Date: June 9th, 2008

Current Rating: WR

Class Description: U.S. $25,000,000 Class D Fifth Priority Mezzanine Secured Deferrable Floating Rate Notes due 2052

Prior Rating: C

Prior Rating Date: June 9th, 2008

Current Rating: WR

Issuer: Hamilton Gardens CDO II Ltd.

Class Description: Up to U.S. $120,000,000 Class A-1a Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: May 28th, 2008

Current Rating: WR

Class Description: U.S. $80,000,000 Class A-1b Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Class Description: U.S. $40,000,000 Class A-1c Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Class Description: U.S. $49,400,000 Class A-2 Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Class Description: U.S. $17,200,000 Class B Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Class Description: U.S. $25,000,000 Class C Deferrable Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Class Description: U.S. $26,400,000 Class D Deferrable Floating Rate Notes Due August 2052

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Issuer: Hartshorne CDO I, Ltd.

Class Description: U.S. $625,000,0001 Class A1S Variable Funding Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $133,000,000 Class A1J Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 5th, 2008

Current Rating: WR

Class Description: U.S. $75,000,000 Class A2 Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 5th, 2008

Current Rating: WR

Class Description: U.S. $52,000,000 Class A3 Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 5th, 2008

Current Rating: WR

Class Description: U.S. $25,000,000 Class B1 Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 5th, 2008

Current Rating: WR

Class Description: U.S. $20,000,000 Class B2 Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 5th, 2008

Current Rating: WR

Class Description: U.S. $20,000,000 Class B3 Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 5th, 2008

Current Rating: WR

Issuer: IMAC CDO 2007-2, Ltd.

Class Description: U.S. $150,000,000 Class A-1 First Priority Senior Secured Floating Rate Notes due 2050

Prior Rating: C

Prior Rating Date: May 8th, 2008

Current Rating: WR

Class Description: U.S. $150,000,000 Class A-2 Second Priority Senior Secured Floating Rate Notes due 2050

Prior Rating: C

Prior Rating Date: May 8th, 2008

Current Rating: WR

Class Description: U.S. $29,000,000 Class A-3 Third Priority Senior Secured Floating Rate Notes due 2050

Prior Rating: C

Prior Rating Date: February 29th, 2008

Current Rating: WR

Class Description: U.S. $83,750,000 Class B Fourth Priority Senior Secured Floating Rate Notes due 2050

Prior Rating: C

Prior Rating Date: February 29th, 2008

Current Rating: WR

Class Description: U.S. $18,750,000 Class C Fifth Priority Senior Secured Floating Rate Notes due 2050

Prior Rating: C

Prior Rating Date: February 29th, 2008

Current Rating: WR

Class Description: U.S. $11,000,000 Class D Sixth Priority Mezzanine Secured Deferrable Floating Rate Notes due 2050

Prior Rating: C

Prior Rating Date: February 11th, 2008

Current Rating: WR

Class Description: U.S. $25,000,000 Class E Seventh Priority Mezzanine Secured Deferrable Floating Rate Notes due 2050

Prior Rating: C

Prior Rating Date: February 11th, 2008

Current Rating: WR

Class Description: U.S. $7,500,000 Class F Eighth Priority Mezzanine Secured Deferrable Floating Rate Notes due 2050

Prior Rating: C

Prior Rating Date: February 11th, 2008

Current Rating: WR

Class Description: U.S. $13,000,000 Class G Ninth Priority Mezzanine Secured Deferrable Floating Rate Notes due 2050

Prior Rating: C

Prior Rating Date: February 11th, 2008

Current Rating: WR

Issuer: IXIS ABS CDO 2 LTD.

Class Description: U.S. $201,500,000 Class A-1 Senior Secured Unfunded Notes Due 2046

Prior Rating: C

Prior Rating Date: July 11th, 2008

Current Rating: WR

Class Description: U.S. $123,500,000 Class A-1 Senior Secured Funded Notes Due 2046

Prior Rating: C

Prior Rating Date: July 11th, 2008

Current Rating: WR

Class Description: U.S. $6,500,000 Class A-X Notes Due 2046

Prior Rating: C

Prior Rating Date: July 11th, 2008

Current Rating: WR

Class Description: U.S. $85,000,000 Class A-2 Senior Secured Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: July 11th, 2008

Current Rating: WR

Class Description: U.S. $30,000,000 Class B Secured Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: July 11th, 2008

Current Rating: WR

Class Description: U.S. $21,000,000 Class C Secured Floating Rate Deferrable Notes Due 2046

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $15,000,000 Class D Secured Floating Rate Deferrable Notes Due 2046

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $4,000,000 Class E Secured Floating Rate Deferrable Notes Due 2046

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Issuer: Kefton CDO I, Ltd.

Class Description: U.S. $67,000,000 Class II Senior Floating Rate Notes Due January 2047

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $70,000,000 Class III Senior Floating Rate Notes Due January 2047

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $14,500,000 Class IV Senior Floating Rate Notes Due January 2047

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $27,000,000 Class V Mezzanine Floating Rate Deferrable Notes Due January 2047

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $24,000,000 Class VI Mezzanine Floating Rate Deferrable Notes Due January 2047

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $8,000,000 Class VII Mezzanine Floating Rate Deferrable Notes Due January 2047

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Issuer: Lancer Funding II, Ltd.

Class Description: U.S. $600,000,000 Class A1S Variable Funding Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $275,000,000 Class A1J Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Class Description: U.S. $38,000,000 Class A2 Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Class Description: U.S. $42,000,000 Class A3 Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Class Description: U.S. $27,000,000 Class B Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 10th, 2008

Current Rating: WR

Issuer: Markov CDO I, Ltd.

Class Description: U.S. $1,600,000,000 Class S Senior Floating Rate Notes due 2047

Prior Rating: Ca

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $100,000,000 Class A-0 Senior Floating Rate Notes due 2047

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $100,000,000 Class A-1 Senior Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $70,000,000 Class A-2 Senior Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $80,000,000 Class A-3 Senior Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $70,000,000 Class B Senior Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $25,000,000 Class C-1 Floating Rate Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $10,000,000 Class C-2 Fixed Rate Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $27,000,000 Class D Floating Rate Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $5,000,000 Class E Floating Rate Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $5,000,000 C Combination Notes Due 2044

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $5,000,000 D Combination Notes Due 2044

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Issuer: Mugello ABS CDO 2006-1, Ltd.

Class Description: U.S. $54,000,000 Class A-1 Floating Rate Senior Secured Notes Due 2051

Prior Rating: C

Prior Rating Date: June 23rd, 2008

Current Rating: WR

Class Description: U.S. $40,000,000 Class A-2 Floating Rate Senior Secured Notes Due 2051

Prior Rating: C

Prior Rating Date: June 23rd, 2008

Current Rating: WR

Class Description: U.S. $26,000,000 Class B Floating Rate Deferrable Subordinate Secured Notes Due 2051

Prior Rating: C

Prior Rating Date: February 29th, 2008

Current Rating: WR

Class Description: U.S. $20,000,000 Class C Floating Rate Deferrable Junior Subordinate Secured Notes Due 2051

Prior Rating: C

Prior Rating Date: February 29th, 2008

Current Rating: WR

Issuer: Mystic Point CDO, Ltd.

Class Description: U.S. $325,000,000 Class A-1 Senior Secured Unfunded Notes Due 2047

Prior Rating: Ca

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $10,000,000 Class A-X Notes Due 2047

Prior Rating: C

Prior Rating Date: Febrary 15th, 2008

Current Rating: WR

Class Description: U.S. $75,000,000 Class A-2 Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: Febrary 15th, 2008

Current Rating: WR

Class Description: U.S. $32,500,000 Class B Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: Febrary 15th, 2008

Current Rating: WR

Class Description: U.S. $24,500,000 Class C Secured Floating Rate Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: Febrary 15th, 2008

Current Rating: WR

Class Description: U.S. $17,500,000 Class D Secured Floating Rate Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: Febrary 15th, 2008

Current Rating: WR

Class Description: U.S. $6,000,000 Class E Secured Floating Rate Deferrable Notes Due 2047

Prior Rating: C

Prior Rating Date: Febrary 15th, 2008

Current Rating: WR

Issuer: Neo CDO 2007-1, Ltd.

Class Description: U.S. $90,000,000 Class A-1 First Priority Senior Secured Floating Rate Notes due 2053

Prior Rating: C

Prior Rating Date: June 10th, 2008

Current Rating: WR

Class Description: U.S. $90,000,000 Class A-2 Second Priority Senior Secured Floating Rate Notes due 2053

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $15,000,000 Class A-3 Third Priority Senior Secured Floating Rate Notes due 2053

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $52,500,000 Class B Fourth Priority Senior Secured Floating Rate Notes due 2053

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $6,000,000 Class C Fifth Priority Senior Secured Floating Rate Notes due 2053

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $12,000,000 Class D Sixth Priority Mezzanine Secured Deferrable Floating Rate Notes due 2053

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $6,000,000 Class E Seventh Priority Mezzanine Secured Deferrable Floating Rate Notes due 2053

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Class Description: U.S. $16,500,000 Class F Eighth Priority Mezzanine Secured Deferrable Floating Rate Notes due 2053

Prior Rating: C

Prior Rating Date: March 14th, 2008

Current Rating: WR

Issuer: Octans I CDO Ltd.

Class Description: U.S. $975,00,000 Class A-1 First Priority Senior Secured Floating Rate Notes due October 2041

Prior Rating: Ca

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $82,500,000 Class A-2A Second Priority Senior Secured Floating Rate Notes due October 2041

Prior Rating: C

Prior Rating Date: April 15th, 2008

Current Rating: WR

Class Description: U.S. $67,500,000 Class A-2B Third Priority Senior Secured Floating Rate Notes due October 2041

Prior Rating: C

Prior Rating Date: April 15th, 2008

Current Rating: WR

Class Description: U.S. $60,000,000 Class B Fourth Priority Senior Secured Floating Rate Notes due October 2041

Prior Rating: C

Prior Rating Date: April 15th, 2008

Current Rating: WR

Class Description: U.S. $80,000,000 Class C Fifth Priority Senior Secured Floating Rate Notes due October 2041

Prior Rating: C

Prior Rating Date: April 15th, 2008

Current Rating: WR

Class Description: U.S. $15,000,000 Class D Sixth Priority Mezzanine Secured Floating Rate Notes due October 2041

Prior Rating: C

Prior Rating Date: April 15th, 2008

Current Rating: WR

Class Description: U.S. $15,000,000 Class E Seventh Priority Mezzanine Secured Floating Rate Notes due October 2041

Prior Rating: C

Prior Rating Date: April 15th, 2008

Current Rating: WR

Class Description: U.S. $31,000,000 Class F Eighth Priority Mezzanine Secured Floating Rate Notes due October 2041

Prior Rating: C

Prior Rating Date: April 15th, 2008

Current Rating: WR

Class Description: U.S. $39,000,000 Class G Ninth Priority Mezzanine Secured Floating Rate Notes due October 2041

Prior Rating: C

Prior Rating Date: April 15th, 2008

Current Rating: WR

Issuer: Pampelonne CDO I, Ltd.

Class Description: up to U.S. $1,062,500,000 of Class S Notes

Prior Rating: C

Prior Rating Date: May 12th, 2008

Current Rating: WR

Class Description: U.S. $50,000,000 Class A-1 Senior Floating Rate Notes Due 2051

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $50,000,000 Class A-2 Senior Floating Rate Notes Due 2051

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $43,750,000 Class B Floating Rate Notes Due 2051

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $18,750,000 Class C Floating Rate Deferrable Notes Due 2051

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $11,500,000 Class D Floating Rate Deferrable Notes Due 2051

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $5,000,000 Class E Floating Rate Deferrable Notes Due 2051

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Issuer: Pampelonne CDO II, Ltd.

Class Description: up to U.S.$1,600,000,000 aggregate principal balance of Class S Senior Floating Rate Notes due 2052

Prior Rating: C

Prior Rating Date: May 12th, 2008

Current Rating: WR

Class Description: U.S. $100,000,000 Class A-1 Senior Floating Rate Notes Due 2052

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $70,000,000 Class A-2 Senior Floating Rate Notes Due 2052

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $80,000,000 Class A-3 Senior Floating Rate Notes Due 2052

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $70,000,000 Class B Floating Rate Notes Due 2052

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $35,000,000 Class C Floating Rate Deferrable Notes Due 2052

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $23,000,000 Class D Floating Rate Deferrable Notes Due 2052

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Class Description: U.S. $7,500,000 Class E Floating Rate Deferrable Notes Due 2052

Prior Rating: C

Prior Rating Date: February 27th, 2008

Current Rating: WR

Issuer: PASA Funding 2007, Ltd.

Class Description: U.S. $17,400,000 Class X Senior Secured Notes Due 2017

Prior Rating: C

Prior Rating Date: March 18th, 2008

Current Rating: WR

Class Description: U.S. $120,000,000 Class A-2 Senior Secured Floating Rate Notes Due 2052

Prior Rating: C

Prior Rating Date: March 18th, 2008

Current Rating: WR

Class Description: U.S. $21,000,000 Class B Senior Secured Floating Rate Notes Due 2052

Prior Rating: C

Prior Rating Date: March 18th, 2008

Current Rating: WR

Class Description: U.S. $21,000,000 Class C Secured Floating Rate Deferrable Notes Due 2052

Prior Rating: C

Prior Rating Date: March 18th, 2008

Current Rating: WR

Class Description: U.S. $13,000,000 Class D Floating Rate Deferrable Notes Due 2052

Prior Rating: C

Prior Rating Date: March 18th, 2008

Current Rating: WR

Issuer: STACK 2005-2 LTD.

Class Description: Class A Notes, which consist of Class A-1 Senior Variable Funding Floating Rate Notes due 2046 and Class A-2 Senior Floating Rate Notes due 2046

Prior Rating: Ca

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S.$ 50,000,000 Class B Senior Floating Rate Notes due 2046

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S.$ 40,000,000 Class C Senior Floating Rate Notes due 2046

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S.$ 20,000,000 Class D Floating Rate Deferrable Notes due 2046

Prior Rating: C

Prior Rating Date: May 8th, 2008

Current Rating: WR

Class Description: U.S.$ 16,500,000 Class E Floating Rate Deferrable Notes due 2046

Prior Rating: C

Prior Rating Date: May 8th, 2008

Current Rating: WR

Class Description: U.S.$ 7,500,000 Class F Floating Rate Deferrable Notes due 2046

Prior Rating: C

Prior Rating Date: May 8th, 2008

Current Rating: WR

Issuer: Stack 2007-1 Ltd.

Class Description: U.S. $600,000,000 Class A1A Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $150,000,000 Class A1B Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $150,000,000 Class A2 Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $225,000,000 Class A3 Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $151,000,000 Class A4 Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: August 20th, 2008

Current Rating: WR

Class Description: U.S. $68,000,000 Class B Deferrable Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: May 9th, 2008

Current Rating: WR

Class Description: U.S. $46,000,000 Class C Deferrable Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: May 9th, 2008

Current Rating: WR

Class Description: U.S. $45,000,000 Class D Deferrable Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: May 9th, 2008

Current Rating: WR

Class Description: U.S. $10,000,000 Class E Deferrable Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: May 9th, 2008

Current Rating: WR

Issuer: Static Residential CDO 2006-C Ltd.

Class Description: Up to U.S. $375,000,000 Class A-1(a) Floating Rate Notes, due 2041

Prior Rating: Ca

Prior Rating Date: June 9th, 2008

Current Rating: WR

Class Description: U.S. $40,000,000 Class A-1(b) Floating Rate Notes, due 2041

Prior Rating: Ca

Prior Rating Date: April 9th, 2008

Current Rating: WR

Class Description: U.S. $115,250,000 Class A-2 Floating Rate Notes, due 2041

Prior Rating: Ca

Prior Rating Date: April 9th, 2008

Current Rating: WR

Class Description: U.S. $60,000,000 Class B-1 Floating Rate Notes, due 2041

Prior Rating: Ca

Prior Rating Date: April 9th, 2008

Current Rating: WR

Class Description: U.S. $26,250,000 Class B-2 Floating Rate Notes, due 2041

Prior Rating: Ca

Prior Rating Date: April 9th, 2008

Current Rating: WR

Class Description: U.S. $43,750,000 Class C Deferrable Interest Floating Rate Notes, due 2041

Prior Rating: C

Prior Rating Date: June 9th, 2008

Current Rating: WR

Class Description: U.S. $22,500,000 Class D-1(a) Deferrable Interest Floating Rate Notes, due 2041

Prior Rating: C

Prior Rating Date: June 9th, 2008

Current Rating: WR

Class Description: U.S. $5,000,000 Class D-1(b) Deferrable Interest Floating Rates Notes, due 2041

Prior Rating: C

Prior Rating Date: June 9th, 2008

Current Rating: WR

Class Description: U.S. $24,750,000 Class D-2 Deferrable Interest Floating Rate Notes, due 2041

Prior Rating: C

Prior Rating Date: June 9th, 2008

Current Rating: WR

Issuer: TABS 2006-5, Ltd.

Class Description: U.S. $950,000,000 Class A1S Variable Funding Senior Secured Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Class Description: U.S. $175,000,000 Class A1J Senior Secured Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Class Description: U.S. $140,000,000 Class A2L Senior Secured Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Class Description: U.S. $60,000,000 Class A3L Secured Deferrable Interest Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Class Description: U.S. $30,000,000 Class B1L Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Class Description: U.S. $40,000,000 Class B2L Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Class Description: U.S. $22,500,000 Class B3L Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Class Description: U.S. $22,500,000 Class CL Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2046

Prior Rating: C

Prior Rating Date: March 19th, 2008

Current Rating: WR

Issuer: TABS 2007-7, Ltd.

Class Description: U.S. $65,550,000 Class X Senior Secured Fixed Rate Notes Due 2013

Prior Rating: Caa3

Prior Rating Date: April 9th, 2008

Current Rating: WR

Class Description: U.S. $1,310,000,000 Class A1S Variable Funding Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: April 9th, 2008

Current Rating: WR

Class Description: U.S. $352,500,000 Class A1J Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: April 9th, 2008

Current Rating: WR

Class Description: U.S. $240,000,000 Class A2 Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: April 9th, 2008

Current Rating: WR

Class Description: U.S. $80,000,000 Class A3 Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: April 9th, 2008

Current Rating: WR

Class Description: U.S. $20,000,000 Class B1 Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: April 9th, 2008

Current Rating: WR

Class Description: U.S. $77,500,000 Class B2 Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: April 9th, 2008

Current Rating: WR

Class Description: U.S. $47,500,000 Class B3 Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: April 9th, 2008

Current Rating: WR

Class Description: U.S. $32,500,000 Class C Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: April 9th, 2008

Current Rating: WR

Issuer: Tricadia CDO 2006-7, Ltd.

Class Description: U.S. $328,500,000 Class A-I Notes due 2051

Prior Rating: Ca

Prior Rating Date: June 5th, 2008

Current Rating: WR

Class Description: U.S. $65,000,000 Class A-2 Senior Secured Floating Rate Notes due 2051

Prior Rating: Ca

Prior Rating Date: June 5th, 2008

Current Rating: WR

Class Description: U.S. $8,000,000 Class A-X Secured Notes due 2051

Prior Rating: Ca

Prior Rating Date: June 5th, 2008

Current Rating: WR

Class Description: U.S. $43,000,000 Class B Senior Secured Floating Rate Notes due 2051

Prior Rating: Ca

Prior Rating Date: December 20th, 2007

Current Rating: WR

Class Description: U.S. $25,000,000 Class C Secured Floating Rate Deferrable Notes due 2051

Prior Rating: C

Prior Rating Date: June 5th, 2008

Current Rating: WR

Class Description: U.S. $19,000,000 Class D Secured Floating Rate Deferrable Notes due 2051

Prior Rating: C

Prior Rating Date: June 5th, 2008

Current Rating: WR

Class Description: U.S. $7,200,000 Class E Secured Floating Rate Deferrable Notes due 2051

Prior Rating: C

Prior Rating Date: June 5th, 2008

Current Rating: WR

Class Description: U.S. $7,000,000 Class F Secured Floating Rate Deferrable Notes due 2051

Prior Rating: C

Prior Rating Date: June 5th, 2008

Current Rating: WR

Issuer: Tricadia CDO 2007-8, Ltd.

Class Description: U.S. $328,000,000 Class A-1VF Variable Funding Senior Secured Floating Rate Notes Due 2052

Prior Rating: C

Prior Rating Date: June 18th, 2008

Current Rating: WR

Class Description: U.S. $7,700,000 Class A-X Notes Due 2014

Prior Rating: C

Prior Rating Date: June 18th, 2008

Current Rating: WR

Class Description: U.S. $65,000,000 Class A-2 Senior Secured Floating Rate Notes Due 2052

Prior Rating: C

Prior Rating Date: June 18th, 2008

Current Rating: WR

Class Description: U.S. $43,000,000 Class B Senior Secured Floating Rate Notes Due 2052

Prior Rating: C

Prior Rating Date: June 18th, 2008

Current Rating: WR

Class Description: U.S. $25,000,000 Class C Secured Floating Rate Deferrable Notes Due 2052

Prior Rating: C

Prior Rating Date: June 18th, 2008

Current Rating: WR

Class Description: U.S. $19,000,000 Class D Secured Floating Rate Deferrable Notes Due 2052

Prior Rating: C

Prior Rating Date: June 18th, 2008

Current Rating: WR

Class Description: U.S. $7,200,000 Class E Secured Floating Rate Deferrable Notes Due 2052

Prior Rating: C

Prior Rating Date: June 18th, 2008

Current Rating: WR

Class Description: U.S. $7,000,000 Class F Secured Floating Rate Deferrable Notes Due 2052

Prior Rating: C

Prior Rating Date: November 8th, 2007

Current Rating: WR

Issuer: Vertical ABS CDO 2007-1, Ltd.

Class Description: U.S. $42,000,000 Class X Senior Secured Fixed Rate Notes Due 2013

Prior Rating: C

Prior Rating Date: June 23rd, 2008

Current Rating: WR

Class Description: U.S. $873,000,000 Class A1S Variable Funding Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 23rd, 2008

Current Rating: WR

Class Description: U.S. $229,000,000 Class A1J Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 23rd, 2008

Current Rating: WR

Class Description: U.S. $157,000,000 Class A2 Senior Secured Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 23rd, 2008

Current Rating: WR

Class Description: U.S. $57,000,000 Class A3 Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 23rd, 2008

Current Rating: WR

Class Description: U.S. $70,000,000 Class B1 Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 23rd, 2008

Current Rating: WR

Class Description: U.S. $32,000,000 Class B2 Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 23rd, 2008

Current Rating: WR

Class Description: U.S. $22,000,000 Class C Mezzanine Secured Deferrable Interest Floating Rate Notes Due 2047

Prior Rating: C

Prior Rating Date: June 23rd, 2008

Current Rating: WR

Moody's has been notified by the trustee that the liquidation is completed and that a final payment distribution has been made to noteholders, applying the proceeds of the liquidation in accordance with applicable priority of payment provisions of the Indenture.

New York
Stephen Lioce
VP - Senior Credit Officer
Structured Finance Group
Moody's Investors Service
JOURNALISTS: 212-553-0376
SUBSCRIBERS: 212-553-1653

New York
Evan Tepper
Asst Vice President - Analyst
Structured Finance Group
Moody's Investors Service
JOURNALISTS: 212-553-0376
SUBSCRIBERS: 212-553-1653

No Related Data.
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Moody’s Investors Service, Inc., a wholly-owned credit rating agency subsidiary of Moody’s Corporation (“MCO”), hereby discloses that most issuers of debt securities (including corporate and municipal bonds, debentures, notes and commercial paper) and preferred stock rated by Moody’s Investors Service, Inc. have, prior to assignment of any credit rating, agreed to pay to Moody’s Investors Service, Inc. for credit ratings opinions and services rendered by it fees ranging from $1,000 to approximately $5,000,000. MCO and Moody’s Investors Service also maintain policies and procedures to address the independence of Moody’s Investors Service credit ratings and credit rating processes. Information regarding certain affiliations that may exist between directors of MCO and rated entities, and between entities who hold credit ratings from Moody’s Investors Service and have also publicly reported to the SEC an ownership interest in MCO of more than 5%, is posted annually at www.moodys.com under the heading “Investor Relations — Corporate Governance — Director and Shareholder Affiliation Policy.”

Additional terms for Australia only: Any publication into Australia of this document is pursuant to the Australian Financial Services License of MOODY’S affiliate, Moody’s Investors Service Pty Limited ABN 61 003 399 657AFSL 336969 and/or Moody’s Analytics Australia Pty Ltd ABN 94 105 136 972 AFSL 383569 (as applicable). This document is intended to be provided only to “wholesale clients” within the meaning of section 761G of the Corporations Act 2001. By continuing to access this document from within Australia, you represent to MOODY’S that you are, or are accessing the document as a representative of, a “wholesale client” and that neither you nor the entity you represent will directly or indirectly disseminate this document or its contents to “retail clients” within the meaning of section 761G of the Corporations Act 2001. MOODY’S credit rating is an opinion as to the creditworthiness of a debt obligation of the issuer, not on the equity securities of the issuer or any form of security that is available to retail investors.

Additional terms for Japan only: Moody's Japan K.K. (“MJKK”) is a wholly-owned credit rating agency subsidiary of Moody's Group Japan G.K., which is wholly-owned by Moody’s Overseas Holdings Inc., a wholly-owned subsidiary of MCO. Moody’s SF Japan K.K. (“MSFJ”) is a wholly-owned credit rating agency subsidiary of MJKK. MSFJ is not a Nationally Recognized Statistical Rating Organization (“NRSRO”). Therefore, credit ratings assigned by MSFJ are Non-NRSRO Credit Ratings. Non-NRSRO Credit Ratings are assigned by an entity that is not a NRSRO and, consequently, the rated obligation will not qualify for certain types of treatment under U.S. laws. MJKK and MSFJ are credit rating agencies registered with the Japan Financial Services Agency and their registration numbers are FSA Commissioner (Ratings) No. 2 and 3 respectively.

MJKK or MSFJ (as applicable) hereby disclose that most issuers of debt securities (including corporate and municipal bonds, debentures, notes and commercial paper) and preferred stock rated by MJKK or MSFJ (as applicable) have, prior to assignment of any credit rating, agreed to pay to MJKK or MSFJ (as applicable) for credit ratings opinions and services rendered by it fees ranging from JPY125,000 to approximately JPY550,000,000.

MJKK and MSFJ also maintain policies and procedures to address Japanese regulatory requirements.

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