| 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 |
| Credit and Repackaged Securities Limited Series 2007-19 Trust |
US$200,000,000 Leveraged Multi-Swap Notes Due June 20, 2013 |
Under Review - Developing |
AAA (sf) |
-- |
Feb 8, 2012 |
| Quinten Road Funding LLC |
$325 Million Facility |
Under Review - Developing |
A (high) (sf) |
-- |
Feb 8, 2012 |
| Prado CDO Ltd. |
Interest Rate Swap |
Under Review - Developing |
AA (high) (sf) |
-- |
Feb 8, 2012 |
| Melepard CDO 1 Limited |
Class A |
Under Review - Developing |
AAA (sf) |
-- |
Feb 8, 2012 |