| MCB Statutory Trust I |
Trust Preferred Securities |
Discontinued - Repaid |
Discontinued |
-- |
Feb 9, 2012 |
| Business Capital Trust I |
Trust Preferred Securities |
Discontinued - Repaid |
Discontinued |
-- |
Feb 9, 2012 |
| TAGUS SOCIEDADE DE TITULARIZAÇÃO DE CRÉDITOS, S.A. (EnergyOn No. 1) |
Class A1 |
Downgraded |
A (low) (sf) |
-- |
Feb 8, 2012 |
| TAGUS SOCIEDADE DE TITULARIZAÇÃO DE CRÉDITOS, S.A. (EnergyOn No. 2) |
Class A |
Downgraded |
A (low) (sf) |
-- |
Feb 8, 2012 |
| Terra II Mezzanine CLO LLC |
Class B3 CDS |
Under Review - Developing |
BB (low) (sf) |
-- |
Feb 8, 2012 |
| Terra II Mezzanine CLO LLC |
Class B1 CDS |
Under Review - Developing |
AA (low) (sf) |
-- |
Feb 8, 2012 |
| Terra II Mezzanine CLO LLC |
Class B2 CDS |
Under Review - Developing |
A (low) (sf) |
-- |
Feb 8, 2012 |
| SCUTE Bali B.V. |
Class A Senior Deferrable Interest Floating Rate Notes |
Under Review - Developing |
A (low) (sf) |
-- |
Feb 8, 2012 |
| Mesena CLO 2011-1 B.V. |
Class A |
Under Review - Developing |
AAA (sf) |
-- |
Feb 8, 2012 |
| Figaro II Mezzanine CLO LLC |
Credit Default Swap |
Under Review - Developing |
AA (low) (sf) |
-- |
Feb 8, 2012 |
