| Credit and Repackaged Securities Limited Series 2007-19 Trust |
US$200,000,000 Leveraged Multi-Swap Notes Due June 20, 2013 |
Confirmed |
AAA (sf) |
-- |
Feb 21, 2012 |
| SCUTE Bali B.V. |
Class A Senior Deferrable Interest Floating Rate Notes |
Confirmed |
A (low) (sf) |
-- |
Feb 21, 2012 |
| Quinten Road Funding LLC |
$325 Million Facility |
Confirmed |
A (high) (sf) |
-- |
Feb 21, 2012 |
| Prado CDO Ltd. |
Interest Rate Swap |
Confirmed |
AA (high) (sf) |
-- |
Feb 21, 2012 |
| Melepard CDO 1 Limited |
Class A |
Confirmed |
AAA (sf) |
-- |
Feb 21, 2012 |
| Kodiak CDO I Ltd. |
Interest Rate Swap Ref. 1417652B |
Confirmed |
AA (sf) |
-- |
Feb 21, 2012 |
| Kodiak CDO I Ltd. |
Interest Rate Swap Ref. 1371782B |
Confirmed |
AA (sf) |
-- |
Feb 21, 2012 |
| Kodiak CDO I Ltd. |
Interest Rate Swap Ref. 1408478B |
Confirmed |
AA (sf) |
-- |
Feb 21, 2012 |
| Kodiak CDO I Ltd. |
Interest Rate Swap Ref. 1454799B |
Confirmed |
AA (sf) |
-- |
Feb 21, 2012 |
| Kodiak CDO I Ltd. |
Interest Rate Swap Ref. 1391852B |
Discontinued - Repaid |
Discontinued |
-- |
Feb 21, 2012 |