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New York, September 11, 2008 -- Moody's Investors Service announced today that it has withdrawn the ratings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
