New York, July 17, 2009 -- Moody's Investors Service announced today that it has withdrawn the ratings
of 426 classes of notes issued by 60 SF CDOs. The tranches affected
by today's actions are from CDOs that have experienced an Event of Default
and in each case the Trustee has been directed to liquidate the collateral
as a post-event-of-default remedy, and in one
case to terminate the transaction. Moody's has been notified by
the respective Trustee in each of these cases that a final distribution
of liquidation proceeds has taken place (except for retention of a small
amount of residual funds in certain cases).
6th Avenue Funding 2006-1, Ltd.
U.S.$10,000,000 Class X Senior Secured
Notes Due 2046, Withdrawn; previously on 3/27/2008 Downgraded
to C
U.S.$81,000,000 Class A-2 Senior
Secured Floating Rate Notes Due 2046, Withdrawn; previously
on 3/27/2008 Downgraded to C
U.S.$102,000,000 Class B Senior Secured
Floating Rate Notes Due 2046, Withdrawn; previously on 3/27/2008
Downgraded to C
U.S.$15,000,000 Class C Secured Floating
Rate Deferrable Notes Due 2046, Withdrawn; previously on 3/27/2008
Downgraded to C
U.S.$16,000,000 Class D Floating Rate
Deferrable Notes Due 2046, Withdrawn; previously on 3/27/2008
Downgraded to C
ACA Aquarius 2006-1, Ltd.
U.S.$255,000,000 Class A1J Senior Secured
Floating Rate Notes Due 2046, Withdrawn; previously on 6/20/2008
Downgraded to C
U.S.$1,266,000,000 Class A1S Variable
Funding Senior Secured Floating Rate Notes Due 2046, Withdrawn;
previously on 7/14/2009 Downgraded to C
U.S.$177,000,000 Class A2 Senior Secured
Floating Rate Notes Due 2046, Withdrawn; previously on 6/20/2008
Downgraded to C
U.S.$80,000,000 Class A3 Secured Deferrable
Interest Floating Rate Notes Due 2046, Withdrawn; previously
on 6/20/2008 Downgraded to C
U.S.$17,500,000 Class B1 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2046, Withdrawn;
previously on 6/20/2008 Downgraded to C
U.S.$74,500,000 Class B2 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2046, Withdrawn;
previously on 6/20/2008 Downgraded to C
U.S.$20,000,000 Class B3 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2046, Withdrawn;
previously on 11/5/2007 Downgraded to C
Armitage ABS CDO, Ltd.
U.S.$1,950,000,000 Class A-1M
Floating Rate Senior Secured Notes Due 2047, Withdrawn; previously
on 7/14/2009 Downgraded to C
U.S.$450,000,000 Class A-1Q Floating
Rate Senior Secured Notes Due 2047, Withdrawn; previously on
7/14/2009 Downgraded to C
U.S.$245,000,000 Class A-2 Floating
Rate Senior Secured Notes Due 2047, Withdrawn; previously on
6/5/2008 Downgraded to C
U.S.$200,000,000 Class A-3 Floating
Rate Senior Secured Notes Due 2047, Withdrawn; previously on
6/5/2008 Downgraded to C
U.S.$72,000,000 Class A-4 Floating
Rate Senior Secured Notes Due 2047, Withdrawn; previously on
6/5/2008 Downgraded to C
U.S.$30,000,000 Class B Floating Rate
Subordinate Secured Deferrable Notes Due 2047, Withdrawn; previously
on 6/5/2008 Downgraded to C
U.S.$27,000,000 Class C Floating Rate
Junior Subordinate Secured Deferrable Notes Due 2047, Withdrawn;
previously on 6/5/2008 Downgraded to C
Auriga CDO Ltd.
U.S. $975,000,000 Class A-1 First
Priority Senior Secured Floating Rate Notes due January 2047, Withdrawn;
previously on 7/14/2009 Downgraded to C
U.S. $97,500,000 Class A-2A Second
Priority Senior Secured Floating Rate Notes due January 2047, Withdrawn;
previously on 9/23/2008 Downgraded to C
U.S. $48,000,000 Class A-2B Third
Priority Senior Secured Floating Rate Notes due January 2047, Withdrawn;
previously on 9/23/2008 Downgraded to C
U.S. $64,500,000 Class B Fourth Priority
Senior Secured Floating Rate Notes due January 2047, Withdrawn;
previously on 9/23/2008 Downgraded to C
U.S. $63,000,000 Class C Fifth Priority
Senior Secured Floating Rate Notes due January 2047, Withdrawn;
previously on 2/28/2008 Downgraded to C
U.S. $48,000,000 Class D Sixth Priority
Mezzanine Secured Deferrable Floating Rate Notes due January 2047,
Withdrawn; previously on 2/28/2008 Downgraded to C
U.S. $42,000,000 Class E Seventh Priority
Mezzanine Secured Deferrable Floating Rate Notes due January 2047,
Withdrawn; previously on 2/28/2008 Downgraded to C
U.S. $51,000,000 Class F Eighth Priority
Mezzanine Secured Deferrable Floating Rate Notes due January 2047,
Withdrawn; previously on 2/28/2008 Downgraded to C
U.S. $28,500,000 Class G Ninth Priority
Mezzanine Secured Deferrable Floating Rate Notes due January 2047,
Withdrawn; previously on 2/28/2008 Downgraded to C
U.S. $43,500,000 Class H Ninth Priority
Junior Secured Deferrable Floating Rate Notes due January 2047,
Withdrawn; previously on 10/31/2007 Downgraded to C
U.S. $22,500,000 Class I Ninth Priority
Junior Secured Deferrable Floating Rate Notes due January 2047,
Withdrawn; previously on 10/31/2007 Downgraded to C
Aventine Hill CDO I, Ltd.
U.S. $111,000,000 Class A1J Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 8/20/2008
Downgraded to C
U.S. $414,000,000 Class A1S Variable
Funding Senior Secured Floating Rate Notes Due 2047, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S. $96,750,000 Class A2 Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 8/20/2008
Downgraded to C
U.S. $39,000,000 Class A3 Secured Deferrable
Interest Floating Rate Notes Due 2047, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S. $28,500,000 Class B1 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2047, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S. $19,500,000 Class B2 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2047, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S. $12,375,000 Class I Subordinated
Notes Due 2047, Withdrawn; previously on 8/20/2008 Downgraded
to C
U.S. $38,600,000 Class X Senior Secured
Fixed Rate Notes Due 2014, Withdrawn; previously on 8/20/2008
Downgraded to Ca
Bayberry Funding, Ltd.
Class II Senior Floating Rate Notes, Withdrawn; previously
on 12/16/2008 Downgraded to C
Class III Senior Floating Rate Notes, Withdrawn; previously
on 12/16/2008 Downgraded to C
Class IV Mezzanine Floating Rate Notes, Withdrawn; previously
on 9/25/2008 Downgraded to C
Class V Mezzanine Floating Rate Notes, Withdrawn; previously
on 9/25/2008 Downgraded to C
Brooklyn Structured Finance CDO, Ltd.
U.S.$40,000,000 Class A1J Senior Floating
Rate Notes Due 2047, Withdrawn; previously on 8/20/2008 Downgraded
to C
U.S.$890,000,000 Class A1S Senior Floating
Rate Notes Due 2047, Withdrawn; previously on 8/20/2008 Downgraded
to Ca
U.S.$35,000,000 Class A2 Senior Floating
Rate Notes Due 2047, Withdrawn; previously on 8/20/2008 Downgraded
to C
U.S.$14,000,000 Class A3 Deferrable Floating
Rate Notes Due 2047, Withdrawn; previously on 6/9/2008 Downgraded
to C
U.S.$11,000,000 Class B Deferrable Floating
Rate Notes Due 2047, Withdrawn; previously on 6/9/2008 Downgraded
to C
U.S.$3,500,000 Class C Deferrable Floating
Rate Notes Due 2047, Withdrawn; previously on 6/9/2008 Downgraded
to C
Cairn Mezz ABS CDO I PLC
U.S.$55,000,000 Class II Senior Floating
Rate Notes Due 2046, Withdrawn; previously on 11/21/2008 Downgraded
to C
U.S.$49,000,000 Class III Senior Floating
Rate Notes Due 2046, Withdrawn; previously on 11/21/2008 Downgraded
to C
U.S.$11,000,000 Class IV Senior Floating
Rate Notes Due 2046, Withdrawn; previously on 11/21/2008 Downgraded
to C
U.S.$13,000,000 Class V Mezzanine Floating
Rate Deferrable Notes Due 2046, Withdrawn; previously on 11/21/2008
Downgraded to C
U.S.$20,500,000 Class VI Mezzanine Floating
Rate Deferrable Notes Due 2046, Withdrawn; previously on 5/29/2008
Downgraded to C
U.S.$6,500,000 Class VII Mezzanine Floating
Rate Deferrable Notes Due 2046, Withdrawn; previously on 5/29/2008
Downgraded to C
U.S.$19,000,000 Class P Combination Notes
Due 2046, Withdrawn; previously on 11/21/2008 Downgraded to
C
CAMBER 6 plc
Class A-1, Withdrawn; previously on 7/14/2009 Downgraded
to C
Class A-2, Withdrawn; previously on 8/20/2008 Downgraded
to Ca
Class B, Withdrawn; previously on 3/14/2008 Downgraded to C
Class C, Withdrawn; previously on 3/14/2008 Downgraded to C
Class D, Withdrawn; previously on 3/14/2008 Downgraded to C
Class E, Withdrawn; previously on 3/14/2008 Downgraded to C
Class F, Withdrawn; previously on 3/14/2008 Downgraded to C
Cherry Creek CDO I, Ltd.
U.S.$34,000,000 Class A1J Senior Floating
Rate Notes Due May 2046, Withdrawn; previously on 8/20/2008
Downgraded to C
U.S.$195,000,000 Class A1S Senior Floating
Rate Notes Due May 2046, Withdrawn; previously on 7/14/2009
Downgraded to C
U.S.$25,000,000 Class A2 Senior Floating
Rate Notes Due May 2046, Withdrawn; previously on 8/20/2008
Downgraded to C
U.S.$16,000,000 Class A3 Deferrable Floating
Rate Notes Due May 2046, Withdrawn; previously on 4/28/2008
Downgraded to C
U.S.$16,000,000 Class B Deferrable Floating
Rate Notes Due May 2046, Withdrawn; previously on 4/28/2008
Downgraded to C
Citius II Funding, Ltd.
U.S.$95,000,000 Class A Secured Floating
Rate Notes Due 2047, Withdrawn; previously on 4/24/2009 Downgraded
to C
U.S.$50,000,000 Class B Secured Floating
Rate Notes Due 2047, Withdrawn; previously on 4/24/2009 Downgraded
to C
U.S.$20,000,000 Class C Deferrable Floating
Rate Notes Due 2047, Withdrawn; previously on 4/11/2008 Downgraded
to C
U.S.$19,000,000 Class D Deferrable Floating
Rate Notes Due 2047, Withdrawn; previously on 4/11/2008 Downgraded
to C
Up to U.S.$1,800,000,000 aggregate
Principal Component of commercial paper notes/Class A ST Notes Due 2047,
Withdrawn; previously on 4/24/2009 Downgraded to C
Costa Bella CDO Ltd.
Class A-1 Swap, Withdrawn; previously on 7/14/2009 Downgraded
to C
U.S.$250,000,000 Class A-1 First
Priority Senior Secured Floating Rate Notes Due 2046, Withdrawn;
previously on 7/14/2009 Downgraded to C
U.S.$40,000,000 Class A-2 Second
Priority Senior Secured Floating Rate Notes Due 2046, Withdrawn;
previously on 9/23/2008 Downgraded to C
U.S.$30,000,000 Class B Third Priority
Senior Secured Floating Rate Notes Due 2046, Withdrawn; previously
on 9/23/2008 Downgraded to C
U.S.$5,000,000 Class C Fourth Priority
Senior Secured Floating Rate Notes Due 2046, Withdrawn; previously
on 9/23/2008 Downgraded to C
U.S.$23,000,000 Class D Fifth Priority
Mezzanine Secured Deferrable Floating Rate Notes Due 2046, Withdrawn;
previously on 9/23/2008 Downgraded to C
U.S.$18,500,000 Class E Sixth Priority
Mezzanine Secured Deferrable Floating Rate Notes Due 2046, Withdrawn;
previously on 9/23/2008 Downgraded to C
U.S.$10,500,000 Class F Seventh Priority
Mezzanine Secured Deferrable Floating Rate Notes Due 2046, Withdrawn;
previously on 9/23/2008 Downgraded to C
U.S.$7,500,000 Class G Eighth Priority
Mezzanine Secured Deferrable Floating Rate Notes Due 2046, Withdrawn;
previously on 9/23/2008 Downgraded to C
DAVENPORT CDO I, LTD.
Up to U.S. $400,000,000 Super Senior
A-1 Notes Due 2056, Withdrawn; previously on 5/18/2008
Downgraded to Caa3
Up to U.S.$ 500,000,000 Super Senior
A-2 Notes Due 2056, Withdrawn; previously on 5/18/2008
Downgraded to Caa3
Up to U.S.$ 500,000,000 Super Senior
A-3 Notes Due 2056, Withdrawn; previously on 5/18/2008
Downgraded to Caa3
Duke Funding XII, Ltd.
U.S.$260,000,000 Class A1 Senior Secured
Floating Rate Notes Due 2046, Withdrawn; previously on 8/4/2008
Downgraded to C
U.S.$192,000,000 Class A2 Senior Secured
Floating Rate Notes Due 2046, Withdrawn; previously on 8/4/2008
Downgraded to C
U.S.$157,000,000 Class A3 Secured Deferrable
Interest Floating Rate Notes Due 2046, Withdrawn; previously
on 4/25/2008 Downgraded to C
U.S.$1,388,000,000 Class A-S1VFA
Secured Floating Rate Notes Due 2046, Withdrawn; previously
on 7/14/2009 Downgraded to C
U.S.$75,000,000 Class A-S1VFB
Secured Floating Rate Notes Due 2046, Withdrawn; previously
on 7/14/2009 Downgraded to C
U.S.$14,000,000 Class B1 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2046, Withdrawn;
previously on 4/25/2008 Downgraded to C
U.S.$54,000,000 Class B2 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2046, Withdrawn;
previously on 4/25/2008 Downgraded to C
U.S.$20,000,000 Class B3 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2046, Withdrawn;
previously on 4/25/2008 Downgraded to C
Duke Funding XIII, Ltd.
U.S. $321,000,000 Class A1J Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 6/19/2008
Downgraded to C
U.S. $944,000,000 Class A1SVF Senior
Secured Floating Rate Notes Due 2047, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S. $55,000,000 Class A2J Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 6/19/2008
Downgraded to C
U.S. $185,000,000 Class A2S Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 6/19/2008
Downgraded to C
U.S. $125,000,000 Class A3 Secured Deferrable
Interest Floating Rate Notes Due 2047, Withdrawn; previously
on 6/19/2008 Downgraded to C
U.S. $50,000,000 Class B1 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2047, Withdrawn;
previously on 6/19/2008 Downgraded to C
U.S. $55,000,000 Class B2 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2047, Withdrawn;
previously on 6/19/2008 Downgraded to C
U.S. $50,400,000 Class X Senior Secured
Fixed Rate Notes Due 2015, Withdrawn; previously on 8/20/2008
Downgraded to Ca
Fort Denison Funding, Ltd.
U.S. $225,000,000 Class A-1 Floating
Rate Notes Due 2047, Withdrawn; previously on 7/14/2009 Downgraded
to C
U.S. $60,000,000 Class A-2a Floating
Rate Notes Due 2047, Withdrawn; previously on 4/25/2008 Downgraded
to C
U.S. $80,000,000 Class A-2b Floating
Rate Notes Due 2047, Withdrawn; previously on 4/25/2008 Downgraded
to C
U.S. $41,000,000 Class B Floating Rate
Notes Due 2047, Withdrawn; previously on 4/25/2008 Downgraded
to C
Fort Duquesne CDO 2006-1 Ltd.
U.S.$450,000,000 Class A-1A Senior
Secured Floating Rate Notes Due 2046, Withdrawn; previously
on 4/22/2009 Downgraded to Ca
U.S.$400,000,000 Class A-1B Senior
Secured Floating Rate Notes Due 2046, Withdrawn; previously
on 4/22/2009 Downgraded to C
U.S.$100,000,000 Class A-2 Senior
Secured Floating Rate Notes Due 2046, Withdrawn; previously
on 2/10/2009 Downgraded to C
U.S.$26,500,000 Class B Senior Secured
Floating Rate Notes Due 2046, Withdrawn; previously on 2/10/2009
Downgraded to C
U.S.$11,500,000 Class C Secured Floating
Rate Deferrable Notes Due 2046, Withdrawn; previously on 6/17/2008
Downgraded to C
U.S.$5,500,000 Class D Floating Rate
Deferrable Notes Due 2046, Withdrawn; previously on 6/17/2008
Downgraded to C
U.S.$11,000,000 Class X Senior Secured
Notes Due 2046, Withdrawn; previously on 4/22/2009 Downgraded
to C
Furlong Synthetic ABS CDO 2006-1, Ltd.
U.S.$ 52,000,000 Class A1 Senior Secured
Floating Rate Notes Due October 2046, Withdrawn; previously
on 6/23/2008 Downgraded to C
U.S.$ 50,000,000 Class A2 Senior Secured
Floating Rate Notes Due October 2046, Withdrawn; previously
on 6/23/2008 Downgraded to C
U.S.$ 21,000,000 Class A3 Secured Deferrable
Interest Floating Rate Notes Due October 2046, Withdrawn; previously
on 5/9/2008 Downgraded to C
U.S.$ 19,500,000 Class B Mezzanine Secured
Deferrable Interest Floating Rate Notes Due October 2046, Withdrawn;
previously on 5/9/2008 Downgraded to C
U.S.$ 335,000,000 Class A-S1VF
Senior Secured Floating Rate Notes Due October 2046, Withdrawn;
previously on 6/23/2008 Downgraded to C
GSC ABS Funding 2006-3g, Ltd.
U.S.$35,000,000 Class A-1-a
Floating Rate Notes Due June 2042, Withdrawn; previously on
7/14/2009 Downgraded to C
U.S.$192,000,000 Class A-1-b
Floating Rate Notes Due June 2042, Withdrawn; previously on
7/17/2008 Downgraded to C
U.S.$104,000,000 Class A-2 Floating
Rate Notes Due June 2042, Withdrawn; previously on 7/17/2008
Downgraded to C
U.S.$96,000,000 Class B Floating Rate
Notes Due June 2042, Withdrawn; previously on 7/17/2008 Downgraded
to C
U.S.$49,600,000 Class C Deferrable Floating
Rate Notes Due June 2042, Withdrawn; previously on 3/5/2008
Downgraded to C
U.S.$22,400,000 Class D Deferrable Floating
Rate Notes Due June 2042, Withdrawn; previously on 3/5/2008
Downgraded to C
Up to U.S.$1,085,000,000 Commercial
Paper Notes/Class A-ILT Floating Rate Notes Due June 2042,
Withdrawn; previously on 7/14/2009 Downgraded to C
Gulf Stream-Atlantic CDO 2007-1, Ltd.
U.S. $300,000,000 CLASS A1-VF
SENIOR FLOATING RATE NOTES DUE 2047, Withdrawn; previously
on 7/14/2009 Downgraded to C
U.S. $93,000,000 CLASS A-2 SENIOR
FLOATING RATE NOTES DUE 2047, Withdrawn; previously on 8/20/2008
Downgraded to C
U.S. $35,000,000 CLASS B SENIOR FLOATING
RATE NOTES DUE 2047, Withdrawn; previously on 8/20/2008 Downgraded
to C
U.S. $25,000,000 CLASS C MEZZANINE FLOATING
RATE DEFERRABLE NOTES DUE 2047, Withdrawn; previously on 2/25/2008
Downgraded to C
U.S. $11,000,000 CLASS D MEZZANINE FLOATING
RATE DEFERRABLE NOTES DUE 2047, Withdrawn; previously on 2/25/2008
Downgraded to C
U.S. $9,000,000 CLASS E MEZZANINE FLOATING
RATE DEFERRABLE NOTES DUE 2047, Withdrawn; previously on 2/25/2008
Downgraded to C
U.S. $7,500,000 CLASS F MEZZANINE FLOATING
RATE DEFERRABLE NOTES DUE 2047, Withdrawn; previously on 2/25/2008
Downgraded to C
U.S. $5,000,000 CLASS G MEZZANINE FLOATING
RATE DEFERRABLE NOTES DUE 2047, Withdrawn; previously on 2/25/2008
Downgraded to C
Halcyon Securitized Prod Inv ABS CDO II Ltd.
Up to U.S. $225,000,000 Class A-1(a)
Senior Secured Floating Rate Notes Due 2046, Withdrawn; previously
on 4/22/2009 Downgraded to C
U.S. $75,000,000 Class A-1(b)
Senior Secured Floating Rate Notes Due 2046, Withdrawn; previously
on 4/22/2009 Downgraded to C
U.S. $82,500,000 Class A-2 Senior
Secured Floating Rate Notes Due 2046, Withdrawn; previously
on 4/22/2009 Downgraded to C
U.S. $36,000,000 Class B Senior Secured
Floating Rate Notes Due 2046, Withdrawn; previously on 4/22/2009
Downgraded to C
U.S. $27,500,000 Class C Senior Secured
Deferrable Interest Floating Rate Notes Due 2046, Withdrawn;
previously on 4/22/2009 Downgraded to C
U.S. $21,500,000 Class D-1 Senior
Secured Deferrable Interest Floating Rate Notes Due 2046, Withdrawn;
previously on 4/22/2009 Downgraded to C
U.S. $6,000,000 Class D-2 Senior
Secured Deferrable Interest Floating Rate Notes Due 2046, Withdrawn;
previously on 4/22/2009 Downgraded to C
U.S. $4,000,000 Class E Senior Secured
Deferrable Interest Floating Rate Notes Due 2046, Withdrawn;
previously on 5/9/2008 Downgraded to C
High Grade Structured Credit CDO 2007-1
Up to U.S. $3,240,000,000 Class
A-1B Notes, Withdrawn; previously on 7/14/2009 Downgraded
to C
U.S. $200,000,000 Class A-2 Senior
Secured Floating Rate Notes Due 2052, Withdrawn; previously
on 9/3/2008 Downgraded to C
U.S. $300,000,000 Class A-3 Senior
Secured Floating Rate Notes Due 2052, Withdrawn; previously
on 9/3/2008 Downgraded to C
U.S. $115,000,000 Class B Senior Secured
Floating Rate Notes Due 2052, Withdrawn; previously on 9/3/2008
Downgraded to C
U.S. $65,000,000 Class C Secured Floating
Rate Deferrable Notes Due 2052, Withdrawn; previously on 3/5/2008
Downgraded to C
U.S. $40,000,000 Class D Secured Floating
Rate Deferrable Notes Due 2052, Withdrawn; previously on 3/5/2008
Downgraded to C
U.S. $27,900,000 Class X Senior Secured
Notes Due 2017, Withdrawn; previously on 7/14/2009 Downgraded
to C
Hudson High Grade Funding 2006-1, Ltd.
U.S.$1,275,000,000 Class A-1
Floating Rate Notes Due 2042, Withdrawn; previously on 7/14/2009
Downgraded to C
U.S.$123,750,000 Class A-2 Floating
Rate Notes Due 2042, Withdrawn; previously on 8/8/2008 Downgraded
to C
U.S.$60,750,000 Class B Floating Rate
Notes Due 2042, Withdrawn; previously on 8/8/2008 Downgraded
to C
U.S.$20,250,000 Class C Deferrable Floating
Rate Notes Due 2042, Withdrawn; previously on 5/16/2008 Downgraded
to C
U.S.$12,750,000 Class D Deferrable Floating
Rate Notes Due 2042, Withdrawn; previously on 5/16/2008 Downgraded
to C
U.S.$7,500,000 Income Notes Due 2042,
Withdrawn; previously on 5/16/2008 Downgraded to C
Hudson Mezzanine Funding 2006-1, Ltd.
U.S.$120,000,000 Class A-b Floating
Rate Notes Due 2042, Withdrawn; previously on 8/8/2008 Downgraded
to C
U.S.$110,000,000 Class A-f Floating
Rate Notes Due 2042, Withdrawn; previously on 8/8/2008 Downgraded
to C
U.S.$230,000,000 Class B Floating Rate
Notes Due 2042, Withdrawn; previously on 8/8/2008 Downgraded
to C
U.S.$170,000,000 Class C Deferrable Floating
Rate Notes Due 2042, Withdrawn; previously on 4/24/2008 Downgraded
to C
U.S.$84,000,000 Class D Deferrable Floating
Rate Notes Due 2042, Withdrawn; previously on 4/24/2008 Downgraded
to C
U.S.$26,000,000 Class E Deferrable Floating
Rate Notes Due 2042, Withdrawn; previously on 4/24/2008 Downgraded
to C
U.S.$37,000,000 Class S Floating Rate
Notes Due 2012, Withdrawn; previously on 7/14/2009 Downgraded
to C
U.S. $1,200,000,000 Senior Swap,
Withdrawn; previously on 7/14/2009 Downgraded to C
Ischus Mezzanine CDO IV, Ltd.
U.S. $100,000,000 Class A-1 Second
Priority Senior Secured Floating Rate Notes Due 2047, Withdrawn;
previously on 4/22/2009 Downgraded to C
U.S. $80,000,000 Class A-2 Third
Priority Senior Secured Floating Rate Notes Due 2047, Withdrawn;
previously on 10/20/2008 Downgraded to C
U.S. $50,000,000 Class A-3 Fourth
Priority Senior Secured Floating Rate Notes Due 2047, Withdrawn;
previously on 10/20/2008 Downgraded to C
U.S. $54,000,000 Class B Fifth Priority
Senior Secured Floating Rate Notes Due 2047, Withdrawn; previously
on 10/20/2008 Downgraded to C
U.S. $16,000,000 Class C Sixth Priority
Senior Secured Deferrable Floating Rate Notes Due 2047, Withdrawn;
previously on 4/22/2008 Downgraded to C
U.S. $21,500,000 Class D Mezzanine Secured
Deferrable Floating Rate Notes Due 2047, Withdrawn; previously
on 4/22/2008 Downgraded to C
U.S. $17,500,000 Class X First Priority
Senior Secured Amortizing Notes Due 2013, Withdrawn; previously
on 4/22/2009 Downgraded to C
U.S. $150,000,000 Super Senior Swap dated
as of June 27, 2007, Withdrawn; previously on 4/22/2009
Downgraded to C
IXIS ABS CDO 3 Ltd.
Class A-1LA Investor Swap, Withdrawn; previously on
7/14/2009 Downgraded to C
U.S.$76,000,000 Class A-1LB Floating
Rate Notes Due December 2046, Withdrawn; previously on 4/24/2009
Downgraded to C
U.S.$28,000,000 Class A-2L Floating
Rate Notes Due December 2046, Withdrawn; previously on 4/24/2009
Downgraded to C
U.S.$30,000,000 Class A-3L Floating
Rate Notes Due December 2046, Withdrawn; previously on 4/24/2009
Downgraded to C
U.S.$22,000,000 Class B-1L Floating
Rate Notes Due December 2046, Withdrawn; previously on 4/24/2009
Downgraded to C
U.S.$8,000,000 Class B-2L Floating
Rate Notes Due December 2046, Withdrawn; previously on 4/24/2009
Downgraded to C
U.S.$16,000,000 Class X Notes Due December
2013, Withdrawn; previously on 4/24/2009 Downgraded to C
Jupiter High Grade CDO VII, Ltd.
U.S. $1,050,000,000 Class A-1
Floating Rate Notes due November 2047, Withdrawn; previously
on 7/14/2009 Downgraded to C
U.S. $150,000,000 Class A-2 Floating
Rate Notes due November 2047, Withdrawn; previously on 6/4/2008
Downgraded to C
U.S. $150,000,000 Class A-3 Floating
Rate Notes due November 2047, Withdrawn; previously on 6/4/2008
Downgraded to C
U.S. $80,000,000 Class A-4 Floating
Rate Notes due November 2047, Withdrawn; previously on 3/5/2008
Downgraded to C
U.S. $20,000,000 Class A-5 Floating
Rate Notes due November 2047, Withdrawn; previously on 3/5/2008
Downgraded to C
U.S. $20,000,000 Class B Deferrable Floating
Rate Notes due November 2047, Withdrawn; previously on 3/5/2008
Downgraded to C
U.S. $10,000,000 Class C Deferrable Floating
Rate Notes due November 2047, Withdrawn; previously on 3/5/2008
Downgraded to C
Kleros Real Estate CDO III, Ltd.
U.S. $815,000,000 Class A-1A First
Priority Senior Secured Floating Rate Delayed Draw Notes due 2046,
Withdrawn; previously on 7/14/2009 Downgraded to C
U.S. $60,000,000 Class A-1B Second
Priority Senior Secured Floating Rate Notes due 2046, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S. $70,000,000 Class A-2 Third
Priority Senior Secured Floating Rate Notes due 2046, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S. $15,000,000 Class A-3 Fourth
Priority B Senior Secured Deferrable Floating Rate Notes due 2046,
Withdrawn; previously on 2/14/2008 Downgraded to C
U.S. $10,000,000 Class A-4 Fifth
Priority Secured Deferrable Floating Rate Notes due 2046, Withdrawn;
previously on 2/14/2008 Downgraded to C
U.S. $11,000,000 Class B Sixth Priority
Mezzanine Deferrable Floating Rate Notes due 2046, Withdrawn;
previously on 2/14/2008 Downgraded to C
U.S. $5,000,000 Class C Seventh Priority
Mezzanine Deferrable Floating Rate Notes due 2046, Withdrawn;
previously on 2/14/2008 Downgraded to C
Libertas Preferred Funding III, Ltd.
U.S.$633,000,000 Class I Supersenior
Swap, Withdrawn; previously on 7/22/2008 Downgraded to Ca
U.S.$27,000,000 Class I-J Senior
Floating Rate Notes Due April 2047, Withdrawn; previously on
7/22/2008 Downgraded to C
U.S.$108,000,000 Class II Senior Floating
Rate Notes Due April 2047, Withdrawn; previously on 7/22/2008
Downgraded to C
U.S.$120,000,000 Class III Senior Floating
Rate Notes Due April 2047, Withdrawn; previously on 7/22/2008
Downgraded to C
U.S.$118,000,000 Class IV Senior Floating
Rate Notes Due April 2047, Withdrawn; previously on 7/22/2008
Downgraded to C
U.S.$10,000,000 Class V Mezzanine Floating
Rate Deferrable Notes Due April 2047, Withdrawn; previously
on 7/22/2008 Downgraded to C
U.S.$45,000,000 Class VI Mezzanine Floating
Rate Deferrable Notes Due April 2047, Withdrawn; previously
on 7/22/2008 Downgraded to C
U.S.$55,000,000 Class VII Mezzanine Floating
Rate Deferrable Notes Due April 2047, Withdrawn; previously
on 7/22/2008 Downgraded to C
U.S.$24,000,000 Class VIII Mezzanine
Floating Rate Deferrable Notes Due April 2047, Withdrawn; previously
on 7/22/2008 Downgraded to C
Libertas Preferred Funding IV, Ltd.
U.S.$200,000,000 Class A-1 First
Priority Senior Secured Floating Rate Notes Due 2047, Withdrawn;
previously on 7/14/2009 Downgraded to C
U.S.$100,000,000 Class A-2 Second
Priority Senior Secured Floating Rate Notes Due 2047, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S.$50,000,000 Class A-3 Third
Priority Senior Secured Floating Rate Notes Due 2047, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S.$27,500,000 Class A-4 Fourth
Priority Senior Secured Floating Rate Notes Due 2047, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S.$34,000,000 Class B Fifth Priority
Senior Secured Floating Rate Notes Due 2047, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S.$33,500,000 Class C Sixth Priority
Mezzanine Secured Deferrable Floating Rate Notes Due 2047, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S.$22,500,000 Class D Seventh Priority
Mezzanine Secured Deferrable Floating Rate Notes Due 2047, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S.$13,500,000 Class E Eighth Priority
Mezzanine Secured Deferrable Floating Rate Notes Due 2047, Withdrawn;
previously on 8/20/2008 Downgraded to C
Longport Funding III, Ltd.
U.S. $450,000,000 Class A1-VF
Senior Secured Floating Rate Notes Due 2051, Withdrawn; previously
on 7/24/2008 Downgraded to C
U.S. $63,750,000 Class A2A Senior Secured
Floating Rate Notes Due 2051, Withdrawn; previously on 5/9/2008
Downgraded to C
U.S. $45,000,000 Class A2B Senior Secured
Floating Rate Notes Due 2051, Withdrawn; previously on 5/9/2008
Downgraded to C
U.S. $97,500,000 Class B Senior Secured
Floating Rate Notes Due 2051, Withdrawn; previously on 5/9/2008
Downgraded to C
U.S. $26,250,000 Class C Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2051, Withdrawn;
previously on 2/27/2008 Downgraded to C
U.S. $26,250,000 Class D Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2051, Withdrawn;
previously on 2/27/2008 Downgraded to C
U.S. $12,000,000 Class E Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2051, Withdrawn;
previously on 2/27/2008 Downgraded to C
U.S. $1,000,000 Series P1 Combination
Notes Due 2015, Withdrawn; previously on 5/29/2007 Assigned
Aaa
Longridge ABS CDO I, Ltd.
U.S.$160,000,000 Class A-1 Senior
Secured Floating Rate Notes Due 2047, Withdrawn; previously
on 7/14/2009 Downgraded to C
U.S.$175,000,000 Class A-1 Swap
Transaction, Withdrawn; previously on 9/23/2008 Downgraded
to Ca
U.S.$55,000,000 Class A-2 Senior
Secured Floating Rate Notes Due 2047, Withdrawn; previously
on 9/23/2008 Downgraded to C
U.S.$37,000,000 Class B Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 9/23/2008
Downgraded to C
U.S.$22,000,000 Class C Mezzanine Deferrable
Secured Floating Rate Notes Due 2047, Withdrawn; previously
on 9/23/2008 Downgraded to C
U.S.$15,000,000 Class D Mezzanine Deferrable
Secured Floating Rate Notes Due 2047, Withdrawn; previously
on 9/23/2008 Downgraded to C
U.S.$12,000,000 Class E Mezzanine Deferrable
Secured Floating Rate Notes Due 2047, Withdrawn; previously
on 11/8/2007 Downgraded to C
U.S.$8,000,000 Class F Mezzanine Deferrable
Secured Floating Rate Notes Due 2047, Withdrawn; previously
on 11/8/2007 Downgraded to C
Longridge ABS CDO II, Ltd.
U.S.$85,000,000 Class A1J Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 8/20/2008
Downgraded to C
U.S.$275,000,000 Class A1S Variable Funding
Senior Secured Floating Rate Notes Due 2047, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S.$16,500,000 Class A2J Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 8/20/2008
Downgraded to C
U.S.$45,000,000 Class A2S Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 8/20/2008
Downgraded to C
U.S.$10,000,000 Class A3J Secured Deferrable
Interest Floating Rate Notes Due 2047, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S.$15,000,000 Class A3S Secured Deferrable
Interest Floating Rate Notes Due 2047, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S.$6,000,000 Class B1 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2047, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S.$12,500,000 Class B2 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2047, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S.$10,000,000 Class B3 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2047, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S.$5,000,000 Class C Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2047, Withdrawn;
previously on 8/20/2008 Downgraded to C
Mars CDO I, Ltd.
U.S.$180,000,000 Class A-1 First
Priority Senior Secured Floating Rate Notes Due 2052, Withdrawn;
previously on 7/14/2009 Downgraded to C
U.S.$240,000,000 Class A-2 Second
Priority Senior Secured Floating Rate Notes Due 2052, Withdrawn;
previously on 5/29/2008 Downgraded to C
U.S.$78,000,000 Class A-3 Third
Priority Senior Secured Floating Rate Notes Due 2052, Withdrawn;
previously on 5/29/2008 Downgraded to C
U.S.$39,000,000 Class B Fourth Priority
Senior Secured Floating Rate Notes Due 2052, Withdrawn; previously
on 5/29/2008 Downgraded to C
U.S.$10,000,000 Class C Fifth Priority
Senior Secured Floating Rate Notes Due 2052, Withdrawn; previously
on 5/29/2008 Downgraded to C
U.S.$15,000,000 Class D Sixth Priority
Senior Secured Floating Rate Notes Due 2052, Withdrawn; previously
on 5/29/2008 Downgraded to C
U.S.$18,500,000 Class E Seventh Priority
Senior Secured Floating Rate Notes Due 2052, Withdrawn; previously
on 5/29/2008 Downgraded to C
U.S.$13,000,000 Class F Eighth Priority
Secured Floating Rate Notes Due 2052, Withdrawn; previously
on 5/29/2008 Downgraded to C
Mayflower CDO I Ltd.
U.S.$609,000,000 Class A-1LA Investor
Swap, Withdrawn; previously on 4/22/2009 Downgraded to C
U.S.$157,000,000 Class A-1LB Floating
Rate Notes Due June 2046, Withdrawn; previously on 4/22/2009
Downgraded to C
U.S.$75,000,000 Class A-2L Floating
Rate Notes Due June 2046, Withdrawn; previously on 4/22/2009
Downgraded to C
U.S.$46,000,000 Class A-3L Floating
Rate Notes Due June 2046, Withdrawn; previously on 4/22/2009
Downgraded to C
U.S.$50,000,000 Class B-1L Floating
Rate Notes Due June 2046, Withdrawn; previously on 4/22/2009
Downgraded to C
U.S.$20,000,000 Class X Notes Due September
2012, Withdrawn; previously on 4/22/2009 Downgraded to C
Midori CDO, Ltd.
U.S. $122,500,000 Class A-1 Secured
Funded Notes Due 2047, Withdrawn; previously on 11/14/2008
Downgraded to C
U.S. $202,500,000 Class A-1 Secured
Unfunded Notes Due 2047, Withdrawn; previously on 11/14/2008
Downgraded to C
U.S. $81,500,000 Class A-2 Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 11/14/2008
Downgraded to C
U.S. $6,500,000 Class A-X Secured
Notes Due 2047, Withdrawn; previously on 7/14/2009 Downgraded
to C
U.S. $28,000,000 Class B Secured Floating
Rate Notes Due 2047, Withdrawn; previously on 10/1/2008 Downgraded
to C
U.S. $26,000,000 Class C Secured Floating
Rate Deferrable Notes Due 2047, Withdrawn; previously on 5/9/2008
Downgraded to C
U.S. $14,000,000 Class D Secured Floating
Rate Deferrable Notes Due 2047, Withdrawn; previously on 5/9/2008
Downgraded to C
U.S. $5,500,000 Class E Secured Floating
Rate Deferrable Notes Due 2047, Withdrawn; previously on 5/9/2008
Downgraded to C
Neptune CDO IV, Ltd.
Class A-1 Swap, Withdrawn; previously on 7/14/2009 Downgraded
to C
Class A-2 Senior Floating Rate Notes due October 2046, Withdrawn;
previously on 8/20/2008 Downgraded to C
Class B Senior Floating Rate Notes due October 2046, Withdrawn;
previously on 5/18/2008 Downgraded to C
Class C Senior Floating Rate Notes due October 2046, Withdrawn;
previously on 5/18/2008 Downgraded to C
Class D Floating Rate Deferrable Notes due October 2046, Withdrawn;
previously on 5/18/2008 Downgraded to C
Class E Floating Rate Deferrable Notes due October 2046, Withdrawn;
previously on 5/18/2008 Downgraded to C
Class X Senior Amortizing Floating Rate Notes due April 2015, Withdrawn;
previously on 7/14/2009 Downgraded to C
Nordic Valley 2007-1 CDO, LTD.
U.S. $0 Class A-1 Senior Secured Funded Notes
due 2047, Withdrawn; previously on 7/14/2009 Downgraded to
C
U.S. $600,000,000 Class A-1 Unfunded
Notes due 2047, Withdrawn; previously on 7/14/2009 Downgraded
to C
U.S. $100,000,000 Class A-2a Senior
Secured Floating Rate Notes Due 2047, Withdrawn; previously
on 8/26/2008 Downgraded to C
U.S. $93,000,000 Class A-2b Senior
Secured Floating Rate Notes Due 2047, Withdrawn; previously
on 8/26/2008 Downgraded to C
U.S. $31,500,000 Class A-X Senior
Secured Notes Due 2047, Withdrawn; previously on 7/14/2009
Downgraded to C
U.S. $50,000,000 Class B Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 8/26/2008
Downgraded to C
U.S. $66,000,000 Class C Secured Floating
Rate Deferrable Notes Due 2047, Withdrawn; previously on 8/26/2008
Downgraded to C
U.S. $30,000,000 Class D Secured Floating
Rate Deferrable Notes Due 2047, Withdrawn; previously on 8/26/2008
Downgraded to C
U.S. $18,000,000 Class E Secured Floating
Rate Deferrable Notes Due 2047, Withdrawn; previously on 8/26/2008
Downgraded to C
Norma CDO I Ltd.
U.S. $975,000,000 Class A-1 First
Priority Senior Secured Floating Rate Notes Due 2049, Withdrawn;
previously on 7/14/2009 Downgraded to C
U.S. $150,000,000 Class A-2 Second
Priority Senior Secured Floating Rate Notes Due 2049, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S. $86,000,000 Class B Third Priority
Senior Secured Floating Rate Notes Due 2049, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S. $50,000,000 Class C Fourth Priority
Senior Secured Floating Rate Notes Due 2049, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S. $74,000,000 Class D Fifth Priority
Mezzanine Secured Deferrable Floating Rate Notes Due 2049, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S. $65,000,000 Class E Sixth Priority
Mezzanine Secured Deferrable Floating Rate Notes Due 2049, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S. $12,000,000 Class F Seventh Priority
Mezzanine Secured Deferrable Floating Rate Notes Due 2049, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S. $15,000,000 Class G Eighth Priority
Junior Secured Deferrable Floating Rate Notes Due 2049, Withdrawn;
previously on 3/21/2008 Downgraded to C
U.S. $23,000,000 Class H Ninth Priority
Junior Secured Deferrable Floating Rate Notes Due 2049, Withdrawn;
previously on 3/21/2008 Downgraded to C
Octans II CDO Ltd.
U.S.$ 945,000,000 Class A-1 Swap,
Withdrawn; previously on 7/14/2009 Downgraded to C
U.S.$41,000,000 Class A-2 Senior
Secured Floating Rate Notes Due 2051, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S.$100,000,000 Class A-3A Senior
Secured Floating Rate Notes Due 2051, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S.$54,000,000 Class A-3B Senior
Secured Floating Rate Notes Due 2051, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S.$108,000,000 Class B Senior Secured
Floating Rate Notes Due 2051, Withdrawn; previously on 8/20/2008
Downgraded to C
U.S.$78,000,000 Class C-1 Deferrable
Secured Floating Rate Notes Due 2051, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S.$31,500,000 Class C-2 Deferrable
Secured Floating Rate Notes Due 2051, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S.$51,000,000 Class D Deferrable Secured
Floating Rate Notes Due 2051, Withdrawn; previously on 8/20/2008
Downgraded to C
U.S.$45,000,000 Class X-1 Deferrable
Secured Fixed Rate Notes Due 2051, Withdrawn; previously on
8/20/2008 Downgraded to C
Octonion I CDO, Ltd.
U.S. $600,000,000 Class A1 Floating Rate
Notes Due 2047, Withdrawn; previously on 8/26/2008 Downgraded
to Ca
U.S. $150,000,000 Class A2 Floating Rate
Notes Due 2047, Withdrawn; previously on 2/29/2008 Downgraded
to C
U.S. $88,000,000 Class A3 Floating Rate
Notes Due 2047, Withdrawn; previously on 2/29/2008 Downgraded
to C
U.S. $70,000,000 Class B Deferrable Floating
Rate Notes Due 2047, Withdrawn; previously on 2/29/2008 Downgraded
to C
U.S. $40,000,000 Class C Deferrable Floating
Rate Notes Due 2047, Withdrawn; previously on 2/29/2008 Downgraded
to C
U.S. $10,000,000 Class D Deferrable Floating
Rate Notes Due 2047, Withdrawn; previously on 2/29/2008 Downgraded
to C
U.S. $10,000,000 Class E Deferrable Floating
Rate Notes Due 2047, Withdrawn; previously on 2/29/2008 Downgraded
to C
U.S. $22,250,000 Class S Floating Rate
Notes Due 2047, Withdrawn; previously on 7/14/2009 Downgraded
to C
Pinnacle Peak CDO I, Ltd.
U.S. $750,000,000 Class A1M Floating
Rate Notes Due 2047, Withdrawn; previously on 7/14/2009 Downgraded
to C
U.S. $265,000,000 Class A1Q Floating
Rate Notes Due 2047, Withdrawn; previously on 7/14/2009 Downgraded
to C
U.S. $260,000,000 Class A2 term loan
made pursuant to the Class A2 Loan Agreement, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S. $140,000,000 Class A3 Floating Rate
Notes Due 2047, Withdrawn; previously on 5/30/2008 Downgraded
to C
U.S. $35,000,000 Class A4 Floating Rate
Notes Due 2047, Withdrawn; previously on 2/27/2008 Downgraded
to C
U.S. $15,000,000 Class B Deferrable Floating
Rate Notes Due 2047, Withdrawn; previously on 2/27/2008 Downgraded
to C
U.S. $15,000,000 Class C Deferrable Floating
Rate Notes Due 2047, Withdrawn; previously on 2/27/2008 Downgraded
to C
Plettenberg Bay CDO Limited
U.S. $96,000,000 Class A-1 Floating
Rate Senior Secured Notes Due 2047, Withdrawn; previously on
8/26/2008 Downgraded to C
U.S. $40,000,000 Class A-2 Floating
Rate Senior Secured Notes Due 2047, Withdrawn; previously on
8/26/2008 Downgraded to C
U.S. $24,000,000 Class B Floating Rate
Subordinate Secured Deferrable Notes Due 2047, Withdrawn; previously
on 6/9/2008 Downgraded to C
U.S. $13,000,000 Class C Floating Rate
Junior Subordinate Secured Deferrable Notes Due 2047, Withdrawn;
previously on 4/9/2008 Downgraded to C
U.S. $10,250,000 Class D Floating Rate
Junior Subordinate Secured Deferrable Notes Due 2047, Withdrawn;
previously on 4/9/2008 Downgraded to C
U.S. $300,000,000 Class S Floating Rate
Senior Notes Due 2047, Withdrawn; previously on 7/14/2009 Downgraded
to C
U.S. $19,500,000 Income Notes Due 2047,
Withdrawn; previously on 4/9/2008 Downgraded to C
Preston CDO I, Ltd.
U.S. $51,500,000 Class A1J Senior Secured
Floating Rate Notes Due 2037, Withdrawn; previously on 6/10/2008
Downgraded to C
U.S. $213,000,000 Class A1S Variable
Funding Senior Secured Floating Rate Notes Due 2037, Withdrawn;
previously on 8/20/2008 Downgraded to C
U.S. $22,000,000 Class A2 Senior Secured
Floating Rate Notes Due 2037, Withdrawn; previously on 6/10/2008
Downgraded to C
U.S. $18,000,000 Class A3 Secured Deferrable
Interest Floating Rate Notes Due 2037, Withdrawn; previously
on 6/10/2008 Downgraded to C
U.S. $8,000,000 Class B1 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2037, Withdrawn;
previously on 6/10/2008 Downgraded to C
U.S. $20,000,000 Class B2 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2037, Withdrawn;
previously on 2/29/2008 Downgraded to C
U.S. $5,400,000 Class X Senior Secured
Fixed Rate Notes Due 2013, Withdrawn; previously on 7/14/2009
Downgraded to C
Pyxis ABS CDO 2007-1 Ltd.
U.S.$102,750,000 Class C Secured Deferrable
Floating Rate Notes Due 2047, Withdrawn; previously on 3/13/2008
Downgraded to C
U.S.$73,000,000 Class D-1 Secured
Deferrable Floating Rate Notes Due 2047, Withdrawn; previously
on 3/13/2008 Downgraded to C
U.S.$10,250,000 Class D-2 Secured
Deferrable Floating Rate Notes Due 2047, Withdrawn; previously
on 3/13/2008 Downgraded to C
U.S.$18,000,000 Class E Deferrable Notes
Due 2047, Withdrawn; previously on 3/13/2008 Downgraded to
C
U.S.$18,000,000 Class F Deferrable Notes
Due 2047, Withdrawn; previously on 3/13/2008 Downgraded to
C
Raffles Place Funding, Ltd.
Class A-1a, Withdrawn; previously on 3/26/2009 Downgraded
to C
Class A-1b Notes, Withdrawn; previously on 3/26/2009
Downgraded to C
Class A-2, Withdrawn; previously on 3/26/2009 Downgraded
to C
Class B Notes, Withdrawn; previously on 7/11/2008 Downgraded
to C
Class C Notes, Withdrawn; previously on 7/11/2008 Downgraded
to C
Funding Notes/CP Notes-1, Withdrawn; previously on 7/14/2009
Downgraded to C
Rockbound CDO I, Ltd.
U.S. $115,000,000 Class A1J Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 5/29/2008
Downgraded to C
Up to U.S. $205,000,000 Class A1S Variable
Funding Senior Secured Floating Rate Notes Due 2047, Withdrawn;
previously on 7/1/2008 Downgraded to C
U.S. $103,000,000 Class A2 Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 5/29/2008
Downgraded to C
U.S. $42,000,000 Class A3 Secured Deferrable
Interest Floating Rate Notes Due 2047, Withdrawn; previously
on 5/29/2008 Downgraded to C
U.S. $23,000,000 Class B Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2047, Withdrawn;
previously on 5/29/2008 Downgraded to C
Sagittarius CDO I Ltd.
U.S.$133,000,000 Class A Senior Secured
Floating Rate Notes Due 2051, Withdrawn; previously on 9/23/2008
Downgraded to C
U.S.$82,500,000 Class B Senior Secured
Floating Rate Notes Due 2051, Withdrawn; previously on 9/23/2008
Downgraded to C
U.S.$45,000,000 Class C Secured Floating
Rate Deferrable Interest Notes Due 2051, Withdrawn; previously
on 9/23/2008 Downgraded to C
U.S.$14,500,000 Class D-1 Secured
Floating Rate Deferrable Interest Notes Due 2051, Withdrawn;
previously on 9/23/2008 Downgraded to C
U.S.$27,500,000 Class D-2 Secured
Floating Rate Deferrable Interest Notes Due 2051, Withdrawn;
previously on 9/23/2008 Downgraded to C
U.S.$12,500,000 Class D-3 Secured
Floating Rate Deferrable Interest Notes Due 2051, Withdrawn;
previously on 9/23/2008 Downgraded to C
U.S.$10,000,000 Class E Secured Floating
Rate Deferrable Interest Notes Due 2051, Withdrawn; previously
on 9/23/2008 Downgraded to C
U.S.$15,000,000 Class S Senior Secured
Floating Rate Notes Due 2012, Withdrawn; previously on 7/14/2009
Downgraded to C
U.S.$15,000,000 Class X Secured Floating
Rate Deferrable Interest Notes Due 2051, Withdrawn; previously
on 9/23/2008 Downgraded to C
U.S. $630,000,000 Super Senior Swap,
Withdrawn; previously on 7/14/2009 Downgraded to C
Singa Funding, Ltd.
U.S.$600,000,000 Class A1M Floating Rate
Notes Due 2046, Withdrawn; previously on 7/14/2009 Downgraded
to C
U.S.$260,000,000 Class A1Q Floating Rate
Notes Due 2046, Withdrawn; previously on 9/23/2008 Downgraded
to C
U.S.$40,000,000 Class A2 Floating Rate
Notes Due 2046, Withdrawn; previously on 8/6/2008 Downgraded
to C
U.S.$48,000,000 Class A3 Floating Rate
Notes Due 2046, Withdrawn; previously on 8/6/2008 Downgraded
to C
U.S.$30,000,000 Class A4 Floating Rate
Notes Due 2046, Withdrawn; previously on 8/6/2008 Downgraded
to C
U.S.$10,000,000 Class B Deferrable Floating
Rate Notes Due 2046, Withdrawn; previously on 4/2/2008 Downgraded
to C
U.S.$9,000,000 Class C Deferrable Floating
Rate Notes Due 2046, Withdrawn; previously on 4/2/2008 Downgraded
to C
U.S.$2,000,000 Class D Deferrable Fixed
Rate Notes Due 2046, Withdrawn; previously on 4/2/2008 Downgraded
to C
U.S.$5,000,000 Class Q Notes Due 2046,
Withdrawn; previously on 4/2/2008 Downgraded to C
Sorin CDO V Ltd.
U.S.$66,000,000 Class A-1J Senior
Secured Floating Rate Notes Due 2051, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S.$402,000,000 Class A-1S Senior
Secured Floating Rate Notes Due 2051, Withdrawn; previously
on 7/14/2009 Downgraded to C
U.S.$60,000,000 Class A-2 Senior
Secured Floating Rate Notes Due 2051, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S.$27,000,000 Class A-3 Deferrable
Secured Floating Rate Notes Due 2051, Withdrawn; previously
on 6/19/2008 Downgraded to C
U.S.$18,000,000 Class B Deferrable Secured
Floating Rate Notes Due 2051, Withdrawn; previously on 6/4/2008
Downgraded to C
U.S.$6,500,000 Class C Deferrable Secured
Floating Rate Notes Due 2051, Withdrawn; previously on 6/4/2008
Downgraded to C
Springdale CDO 2006-1 Ltd.
U.S.$80,000,000 Class A-2 Senior
Secured Floating Rate Notes Due March 2051, Withdrawn; previously
on 7/14/2009 Downgraded to C
U.S.$60,000,000 Class B Senior Secured
Floating Rate Notes Due March 2051, Withdrawn; previously on
7/14/2009 Downgraded to C
U.S.$26,300,000 Class C Secured Floating
Rate Deferrable Interest Notes Due March 2051, Withdrawn; previously
on 5/29/2008 Downgraded to C
U.S.$25,000,000 Class D Secured Floating
Rate Deferrable Interest Notes Due March 2051, Withdrawn; previously
on 5/29/2008 Downgraded to C
U.S.$10,000,000 Class E Secured Floating
Rate Deferrable Interest Notes Due March 2051, Withdrawn; previously
on 5/29/2008 Downgraded to C
TABS 2006-6, Ltd.
U.S.$175,000,000 Class A1J Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 6/18/2008
Downgraded to C
U.S.$950,000,000 Class A1S Variable Funding
Senior Secured Floating Rate Notes Due 2047, Withdrawn; previously
on 6/18/2008 Downgraded to C
U.S.$140,000,000 Class A2 Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 6/18/2008
Downgraded to C
U.S.$60,000,000 Class A3 Secured Deferrable
Interest Floating Rate Notes Due 2047, Withdrawn; previously
on 6/18/2008 Downgraded to C
U.S.$30,000,000 Class B1 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2047, Withdrawn;
previously on 6/18/2008 Downgraded to C
U.S.$40,000,000 Class B2 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2047, Withdrawn;
previously on 6/18/2008 Downgraded to C
U.S.$22,500,000 Class B3 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2047, Withdrawn;
previously on 6/18/2008 Downgraded to C
U.S.$22,500,000 Class C Mezzanine Secured
Deferrable Interest Floating Rate Notes due 2047, Withdrawn;
previously on 6/18/2008 Downgraded to C
Tallships Funding, Ltd.
U.S.$30,000,000 Class D Floating Rate
Junior Subordinate Secured Deferrable Notes Due 2047, Withdrawn;
previously on 4/16/2008 Downgraded to C
U.S.$360,000,000 Class A-1 Floating
Rate Senior Secured Notes Due 2047, Withdrawn; previously on
10/6/2008 Downgraded to C
U.S.$65,000,000 Class A-2 Floating
Rate Senior Secured Notes Due 2047, Withdrawn; previously on
10/6/2008 Downgraded to C
U.S.$50,000,000 Class B Floating Rate
Subordinate Secured Deferrable Notes Due 2047, Withdrawn; previously
on 4/16/2008 Downgraded to C
U.S.$37,500,000 Class C Floating Rate
Junior Subordinate Secured Deferrable Notes Due 2047, Withdrawn;
previously on 4/16/2008 Downgraded to C
Advance Swap, Withdrawn; previously on 7/14/2009 Downgraded
to C
Revolving Credit Agreement, Withdrawn; previously on 7/14/2009
Downgraded to C
Tasman CDO, Ltd.
U.S.$30,000,000 Class A1J Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 7/14/2009
Downgraded to C
U.S.$164,000,000 Class A1S Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 7/14/2009
Downgraded to C
U.S.$58,000,000 Class A2 Senior Secured
Floating Rate Notes Due 2047, Withdrawn; previously on 7/14/2009
Downgraded to C
U.S.$20,000,000 Class A3 Secured Deferrable
Floating Rate Notes Due 2047, Withdrawn; previously on 3/26/2008
Downgraded to C
U.S.$12,000,000 Class B Mezzanine Secured
Deferrable Floating Rate Notes Due 2047, Withdrawn; previously
on 3/26/2008 Downgraded to C
U.S.$4,000,000 Class C Mezzanine Secured
Deferrable Floating Rate Notes Due 2047, Withdrawn; previously
on 3/26/2008 Downgraded to C
Tenorite CDO I Ltd.
Up to U.S. $550,000,000 Class A Notes,
Withdrawn; previously on 7/14/2009 Downgraded to C
U.S. $200,000,000 Class B Senior Floating
Rate Notes Due 2057, Withdrawn; previously on 8/20/2008 Downgraded
to C
U.S. $90,000,000 Class C Senior Floating
Rate Notes Due 2057, Withdrawn; previously on 8/20/2008 Downgraded
to C
U.S. $60,000,000 Class D Senior Floating
Rate Notes Due 2057, Withdrawn; previously on 8/20/2008 Downgraded
to C
U.S. $32,000,000 Class E Floating Rate
Deferrable Notes Due 2057, Withdrawn; previously on 2/26/2008
Downgraded to C
U.S. $32,000,000 Class F Floating Rate
Deferrable Notes Due 2057, Withdrawn; previously on 2/26/2008
Downgraded to C
U.S. $27,000,000 Class F2 Floating Rate
Deferrable Notes Due 2045, Withdrawn; previously on 2/26/2008
Downgraded to C
Timberwolf I, Ltd.
U.S.$ 100,000,000 Class A-1a Floating
Rate Notes Due 2039, Withdrawn; previously on 7/31/2008 Downgraded
to C
U.S.$ 200,000,000 Class A-1b Floating
Rate Notes Due 2039, Withdrawn; previously on 5/6/2008 Downgraded
to C
U.S.$ 100,000,000 Class A-1c Floating
Rate Notes Due 2044, Withdrawn; previously on 5/6/2008 Downgraded
to C
U.S.$ 100,000,000 Class A-1d Floating
Rate Notes Due 2044, Withdrawn; previously on 5/6/2008 Downgraded
to C
U.S.$ 305,000,000 Class A-2 Floating
Rate Notes Due 2047, Withdrawn; previously on 3/31/2008 Downgraded
to C
U.S.$ 107,000,000 Class B Floating Rate
Notes Due 2047, Withdrawn; previously on 3/31/2008 Downgraded
to C
U.S.$ 36,000,000 Class C Deferrable Floating
Rate Notes Due 2047, Withdrawn; previously on 3/31/2008 Downgraded
to C
U.S.$ 30,000,000 Class D Deferrable Floating
Rate Notes Due 2047, Withdrawn; previously on 3/31/2008 Downgraded
to C
U.S.$ 9,000,000 Class S-1 Floating
Rate Notes Due 2011, Withdrawn; previously on 7/14/2009 Downgraded
to C
U.S.$ 8,300,000 Class S-2 Floating
Rate Notes Due 2011, Withdrawn; previously on 3/31/2008 Downgraded
to C
Tourmaline CDO II Ltd
U.S. $700,000,000 Class A-1 Senior
Variable Funding Floating Rate Notes, Due 2046, Withdrawn;
previously on 7/14/2009 Downgraded to C
U.S. $700,000,000 Class A-2 Senior
Floating Rate Notes, Due 2046, Withdrawn; previously
on 11/21/2008 Downgraded to Ca
U.S.$700,000,000 Class A-3 Senior
Floating Rate Notes, Due 2046, Withdrawn; previously
on 11/21/2008 Downgraded to Ca
U.S.$100,000,000 Class B Senior Floating
Rate Notes, Due 2046, Withdrawn; previously on 11/21/2008
Downgraded to C
U.S.$90,000,000 Class C Senior Floating
Rate Notes, Due 2046, Withdrawn; previously on 11/21/2008
Downgraded to C
U.S.$32,000,000 Class D Mezzanine Floating
Rate Deferrable Notes, Due 2046, Withdrawn; previously
on 7/30/2008 Downgraded to C
U.S.$38,000,000 Class E Mezzanine Floating
Rate Deferrable Notes, Due 2046, Withdrawn; previously
on 4/9/2008 Downgraded to C
Vertical ABS CDO 2007-2, Ltd.
U.S. $360,000,000 Class A1S Variable
Funding Senior Secured Floating Rate Notes due August 12, 2047,
Withdrawn; previously on 8/20/2008 Downgraded to C
U.S. $22,000,000 Class X Senior Secured
Fixed Rate Notes due 2014, Withdrawn; previously on 7/14/2009
Downgraded to C
Vertical Virgo 2006-1, Ltd.
U.S.$255,000,000 Class A1J Senior Secured
Floating Rate Notes Due 2046, Withdrawn; previously on 9/23/2008
Downgraded to C
U.S.$1,266,000,000 Class A1S Variable
Funding Senior Secured Floating Rate Notes Due 2046, Withdrawn;
previously on 7/14/2009 Downgraded to C
U.S.$177,000,000 Class A2 Senior Secured
Floating Rate Notes Due 2046, Withdrawn; previously on 9/23/2008
Downgraded to C
U.S.$80,000,000 Class A3 Secured Deferrable
Interest Floating Rate Notes Due 2046, Withdrawn; previously
on 9/23/2008 Downgraded to C
U.S.$17,500,000 Class B1 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2046, Withdrawn;
previously on 9/23/2008 Downgraded to C
U.S.$74,500,000 Class B2 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2046, Withdrawn;
previously on 9/23/2008 Downgraded to C
U.S.$20,000,000 Class B3 Mezzanine Secured
Deferrable Interest Floating Rate Notes Due 2046, Withdrawn;
previously on 9/23/2008 Downgraded to C
U.S.$40,000,000 Class I Subordinated
Notes Due 2046, Withdrawn; previously on 9/23/2008 Downgraded
to C
Western Springs CDO Ltd.
U.S. $200,000,000 Class A-1 First
Priority Senior Secured Floating Rate Notes, Withdrawn; previously
on 7/14/2009 Downgraded to C
U.S. $125,000,000 Class A-2 Second
Priority Senior Secured Floating Rate Notes, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S. $64,000,000 Class A-3 Third
Priority Senior Secured Floating Rate Notes, Withdrawn; previously
on 8/20/2008 Downgraded to C
U.S. $20,000,000 Class B Fourth Priority
Senior Secured Floating Rate Notes, Withdrawn; previously on
8/20/2008 Downgraded to C
U.S. $9,500,000 Class C Fifth Priority
Senior Secured Floating Rate Notes, Withdrawn; previously on
8/20/2008 Downgraded to C
U.S. $28,000,000 Class D Sixth Priority
Mezzanine Secured Deferrable Floating Rate Notes, Withdrawn;
previously on 2/29/2008 Downgraded to C
U.S. $14,500,000 Class E Seventh Priority
Mezzanine Secured Deferrable Floating Rate Notes, Withdrawn;
previously on 2/29/2008 Downgraded to C
U.S. $16,250,000 Class F Eighth Priority
Mezzanine Secured Deferrable Floating Rate Notes, Withdrawn;
previously on 2/29/2008 Downgraded to C
New York
Stephen Lioce
Senior Vice President
Structured Finance Group
Moody's Investors Service
JOURNALISTS: 212-553-0376
SUBSCRIBERS: 212-553-1653
New York
Sindhu Veluri
Asst Vice President - Analyst
Structured Finance Group
Moody's Investors Service
JOURNALISTS: 212-553-0376
SUBSCRIBERS: 212-553-1653
Moody's withdraws ratings of Notes issued by 60 SF CDOs
