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Maiden Lane III: AIG Counterparty analysis

Maiden Lane III: AIG Counterparty analysis

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Published by octothorpe2294
Analysis of counterparties and originating banks in Maiden Lane III
Analysis of counterparties and originating banks in Maiden Lane III

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Categories:Business/Law, Finance
Published by: octothorpe2294 on Jan 27, 2010
Copyright:Attribution Non-commercial

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09/21/2010

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AIG Risk ExposuresSelf exposures
Merrill
confirmed
Mark Information
Tranchecurrent
moody's
current moody's
AIG 11/07 memo MarksdealclassCUSIPpar ExposureS&P ratingoriginal parcurrent parmoody's ratingcurrent dealCollateral typecounterpartylead bankissue datetotal deal deal manager%shared?
south coast funding IVA-183743TAA2690.0$ AA$690.0$63.0Baa1$358.0mezzmerrillmerrill06/12/20031,000.0$ TCWindependence VA-145343PAA3396.0$ CCC-$396.0$160.0Ca$361.0mezzmerrillmerrill25/02/2004602.0$ Declaration Management & Res90.0%independence VA-145343PAA3396.0$ CCC-$396.0$160.0Ca$361.0mezzmerrillmerrill25/02/2004602.0$ Declaration Management & Res90.0%south coast funding VA184129VAA9748.0$ AAA$748.0`56Baa1$540.0mezzmerrillmerrill07/07/20041,147.0$ TCWcascade funding CDO Ia1147276AA7328.0$ BBB$328.0$157.0B1$235.0high grademerrillmerrill26/07/2004402.7$ Terwin/Winter Group91.2%streeterville ABS CDO LtdA-1863286AA8850.0$ $850.0$508.0Ba2$680.0high grademerrillmerrill01/10/2004998.0$ vanderbilt capital advisors90.0%SocGenmercury ABS CDO 2004-1A1VB58936RAN7330.0$ $330.0$149.0B3$407.0high grademerrillmerrill03/11/2004753.1$ chotin asset management? (Irish) jupiter high grade cdo IIA-148205YAA5880.0$ B-$880.0$667.0Ca$782.0high grademerrillmerrill29/03/20051,004.5$ Maxim Advisory85.7%fort sheridan ABS CDOa1348667AA4880.0$ CC$880.0$688.0Caa1$803.0high grademerrillmerrill30/03/20051,006.0$ vanderbilt capital advisors86.9%kleros preferred fundingA-1498587AA2850.0$ A+$850.0$620.0B2$761.0high grademerrillMerrill03/06/20051,007.0$ Strategos/Cohen Bros86.0%RBSindependence VIa-145377TAA4675.0$ CCC-$675.0$382.0Caa3$650.0mezzmerrillmerrill30/06/2005961.9$ declaration management79.5%glacier funding CDO IIIa-137638XAA7347.0$ BB-$347.0$210.0Caa2$352.0mezzmerrillmerrill29/07/2005499.2$ Terwin/Winter Group84.7%khaleej IIa1 (super senior)600.0$ CCC-$600.0$600.0Ca$751.0mezzmerrillmerrill20/09/2005751.13ACA Management66.8%montauk point CDOA-1612180AA7262.0$ CC$262.0$225.0C$366.0mezzmerrillmerrill28/02/2006401.8$ fortis investments55.0%bernoulli high grade CDO Ia-1a085558AA2945.0$ BB-$945.0$856.0Ca$1,138.0high grademerrillmerrill30/03/20061,500.0$ babcock & brown74.9%bernoulli high grade CDO Ia-1b085558AC8360.0$ BB$360.0$89.0B3high grademerrillmerrill30/03/2006babcock & brown74.2%Straits Global ABS CDO IA-186258PAA0248.0$ AAA$248.0$61.0Caa3$244.0mezzmerrillmerrill28/10/2006440.0$ Declaration Management & Res89.7%
Goldman
confirmed
Mark Information
Tranchecurrent
moody's
current moody's
AIG 11/07 memo MarksdealclassCUSIPpar ExposureS&P ratingoriginal parcurrent parmoody's ratingcurrent dealCollateral typecounterpartylead bankissue datetotal deal deal manager%shared?
abacus 2004-1A002550AA930.0$ CCC-$30.0$125.0C$153.0goldmangoldman01/07/20041,970.0$ goldman0.0%abacus 2004-2A-$ CCC-not listedmezzgoldmangoldman26/10/20041,000.0$ goldman0.0%coolidge fundingA-1216444AA7274.0$ BBB+$274.0$175.0Ba3$285.0mezzgoldmangoldman22/06/2005410.0$ allianz risk transferabacus 2005-2A-1-$ BB-not listedmezzgoldmangoldman07/07/20051,250.0$ goldman0.0%abacus 2005-3A-100256LAA2100.0$ AAA$100.0$0.0Camezzgoldmangoldman28/07/20051,826.0$ goldman0.0%altius IIA-102149WAA51,313.0$ B-$1,313.0$1,027.0B1$1,199.0high gradegoldmangoldman10/11/20051,500.0$ aladdin capital management87.5%abacus 2005-CB1A-1-$ CCC-not listedgoldmangoldman08/12/2005750.0$ C-Bass0.0%fortius I fundingA-134958CAA2390.0$ CC$390.0$308.0Ca$506.0mezzgoldmangoldman08/03/2006611.5$ aladdin capital managementhout bay 2006-1A-1442451AA81,275.0$ CC$1,275.0$1,167.0Ca$1,397.0mezzgoldmangoldman02/05/20061,504.0$ Investecwest coast funding IA-1a952186AA21,187.0$ BB+$1,187.0$776.0Ca$2,301.0mezzgoldmangoldman26/07/20062,700.0$ TCW62.5%west coast funding IA-1b952186AB01,188.0$ CC$1,188.0$1,188.0Cmezzgoldmangoldman26/07/2006TCW67.5%abacus 2006-NS1A-$ BB+not listedCMBSgoldmangoldman17/08/2006225.8$ North Star Capital0.0%abacus 2007-18A-100257QAA080.0$ AA+$80.0$80.0Ba1cmbsgoldmangoldman15/05/2007164.0$ goldman0.0%
UBS
confirmed
Mark Information
Tranchecurrent
moody's
current moody's
AIG 11/07 memo MarksdealclassCUSIPpar ExposureS&P ratingoriginal parcurrent parmoody's ratingcurrent dealCollateral typecounterpartylead bankissue datetotal deal deal manager%shared?
Whately CDO IA-1A96254FAA5261.0$ BBB+$261.0$132.0Ba1$274.0mezzUBSUBS09/06/2004400.0$ Babson100.0%margate funding IA1S-$ Ahigh gradeUBSUBS20/12/2004Delaware Investment Advisors100.0%SocGenvertical ABS CDO 2006-1A-1 925345AA856.0$ CC$56.0$56.0C$516.0mezzUBSUBS28/06/2005798.0$ vertical capital98.9%ischus HG (Ischus High Grade Fi IA1S464267AA11,041.0$ $1,041.0$976.0withdrawn$1,142.0high gradeUBSUBS06/03/20061,205.0$ ischus capital management100.0% long hill 2006-1A-S1VF54266TAA0410.0$ D$410.0$235.0withdrawn$630.0mezzUBSUBS07/03/2006810.0$ Alliance Bernstein100.0%long hill 2006-1A-S2T54266TAB8125.0$ D$125.0$125.0withdrawnmezzUBSUBS07/03/2006Alliance Bernstein100.0%
Wachovia
confirmed
Mark Information
Tranchecurrent
moody's
current moody's
AIG 11/07 memo MarksdealclassCUSIPpar ExposureS&P ratingoriginal parcurrent parmoody's ratingcurrent dealCollateral typecounterpartylead bankissue datetotal deal deal manager%shared?
Davis Square Funding IIA1AMT23910PAF275.0$ CCC+$75.0$0.0Aa2high gradewachoviaWachovia06/05/2004TCWDavis Square Funding IIA-1BM23910PAG0120.0$ CCC+$120.0$0.0Aa2high gradewachoviaWachovia06/05/2004TCWDavis Square Funding IIA-1CM23910PAH875.0$ CCC+$75.0$0.0Aa2high gradewachoviaWachovia06/05/2004TCWDavis Square Funding IIA1AMM23910PAK198.0$ CCC+$98.0$0.0withdrawnhigh gradewachoviaWachovia06/05/2004TCWDavis Square Funding IIA1B M23910PAL9225.0$
CCC+
$225.0$0.0withdrawnhigh gradewachoviaWachovia06/05/2004TCWDavis Square Funding IIA1C M23910PAM7225.0$
CCC+
$225.0$0.0withdrawnhigh gradewachoviaWachovia06/05/2004TCW
Deutsche Bank
confirmed
Mark Information
Tranchecurrent
moody's
current moody's
AIG 11/07 memo MarksdealclassCUSIPpar ExposureS&P ratingoriginal parcurrent parmoody's ratingcurrent dealCollateral typecounterpartylead bankissue datetotal deal deal manager%shared?
palisadesA1A696399AA2366.0$ AA$366.0$260.0Caa1$1,142.0mezzdeutsche bankDeutsche Ba15/07/2004629.8$ western asset management
 
Large Cross Exposures
Merrill -> Goldman
confirmed
Mark Information
Tranchecurrent
moody's
current moody's
AIG 11/07 memo MarksdealclassCUSIPpar ExposureS&P ratingoriginal parcurrent parmoody's ratingcurrent dealCollateral typecounterpartylead bankissue datetotal deal deal manager%shared?
huntington CDOA-1B446279AC50.3$ BBBaa1mezzgoldmanmerrill29/03/2005western asset management80.0%Merrillglacier funding CDO II (2004-2AA1NV37638VAG8324.0$ AA$324.0$106.0B1$276.0mezzgoldmanmerrill12/10/2004485.0$ Terwin/Winter Groupglacier funding CDO II (2004-2AA1VA (-37638VAA10.1$ AA$0.1$0.1B1mezzgoldmanmerrill12/10/2004Terwin/Winter Groupreservoir funding CDO Ltd.A1NV76112CAB4374.0$ $374.0$274.0Caa1$406.0high gradegoldmanmerrill29/10/2004502.8$ MBIA Capital management80.0%reservoir funding CDO Ltd.A1VA (--76112CAA60.1$ $0.1$0.1Caa1high gradegoldmanmerrill29/10/2004MBIA Capital management80.0%mercury ABS CDO 2004-1A1VA58936RAA50.1$ $0.1$0.1B3high gradegoldmanmerrill03/11/2004chotin asset management? (Irish90.0%mercury ABS CDO 2004-1A1NV58936RAB3299.0$ $299.0$135.0B3high gradegoldmanmerrill03/11/2004chotin asset management? (Irish90.0%dunhill ABS CDOA1NV26545QAQ2327.0$ B+$327.0$125.0Ba2$301.0mezzgoldmanmerrill16/12/2004518.0$ vanderbilt capital advisors75.0%dunhill ABS CDOA1VA26545QAA70.3$ B+$0.3$0.3Ba2mezzgoldmanmerrill16/12/2004vanderbilt capital advisors75.0%huntington CDOA-1A446279AA9461.0$ AA$461.0$336.0Baa1$589.0mezzgoldmanmerrill29/03/2005705.0$ western asset management80.0%huntington CDOA-1B446279AC50.3$ BBBaa1mezzgoldman29/03/2005western asset management80.0%south coast funding VIIA-1AN83743YAS2773.0$ BB$773.0$380.0Ca$743.0mezzgoldmanmerrill25/05/20051,177.3$ TCW65.0%south coast funding VIIA-1B83743YAB90.3$ BB$0.3$0.3Camezzgoldmanmerrill25/05/2005TCW65.0% jupiter high grade CDO IIIA-1NV48206AAG31,299.8$ B+Caa2$1,785.0high gradegoldmanmerrill10/08/20052,010.6$ Maxim Advisory75.0% jupiter high grade CDO IIIA-1VA48206AAA6?250.0$ B+high gradegoldmanmerrill10/08/2005Maxim Advisory75.0%lexington capital fundingA-1AN52902TAC0199.0$ CCC-$199.0$129.0Ca$387.0mezzgoldmanmerrill25/10/2005520.9$ Maxim Advisory60.0%lexington capital fundingA-III-$ CCC-mezzgoldmanmerrill25/10/2005Maxim Advisory60.0%Orient Point CDOA-INVB68619MAQ4650.0$ CC$650.0$630.0Ca$1,469.0high gradegoldmanmerrill25/10/20051,505.8$ fortis investments60.0%Orient Point CDOA-1NV68619MAL5647.0$ CC$647.0$627.0Cahigh gradegoldmanmerrill25/10/2005fortis investments60.0%Orient Point CDOA-1V68619MAJ00.3$ CC$0.3$0.3Cahigh gradegoldmanmerrill25/10/2005fortis investments60.0%broderick CDO I ltd.A-IV112021AA80.3$ CC$0.0$0.0Caa2high gradegoldman13/12/20051,000.0$ seneca capital management67.5%broderick CDO I ltd.A-1NV112021AB6354.0$ CC$354.0$328.0Caa2$933.0high gradegoldmanmerrill13/12/2005seneca capital management67.5%south coast funding VIIIA-1NV83743LAC5344.0$ CC$344.0$243.0C$411.0mezzgoldmanmerrill25/01/2006506.5$ TCW55.0%south coast funding VIIIA-1V83743LAA90.3$ CC$0.3$0.3Cmezzgoldmanmerrill25/01/2006TCW55.0%kleros preferred funding IIA-1NV498588AC6869.0$ BB-$869.0$725.0Caa3$854.0high gradegoldmanmerrill01/10/20061,000.0$ Strategos/Cohen Bros82.5%kleros preferred funding IIA-1V498588AA00.3$ BB-$0.3$0.3Caa3high gradegoldmanmerrill01/10/2006Strategos/Cohen Bros82.5%
Goldman -> SocGen
confirmed
Mark Information
Tranchecurrent
moody's
current moody's
AIG 11/07 memo MarksdealclassCUSIPpar ExposureS&P ratingoriginal parcurrent parmoody's ratingcurrent dealCollateral typecounterpartylead bankissue datetotal deal deal manager%shared?
putnam 2002-1A1lt-E (--746869AE6352.0$ AAA$352.0$310.0A1high gradesoc gengoldman20/12/2002putnamputnam 2002-1A-1LT-J --746869AW6352.0$ AAA$352.0$310.0A1high gradesoc gengoldman20/12/2002putnamputnam 2002-1A-1LT- --746869AD8352.0$ AAA$352.0$310.0A1high gradesoc gengoldman20/12/2002putnamsierra madreA1A (A-L-82639RAB3400.0$ $400.0$346.0Ba3$1,308.0high gradesoc gengoldman29/07/20041,497.0$ western asset management63.7% sierra madreCP (A-1L-82639RAA5945.0$ $945.0$818.0Ba3high gradesoc gengoldman29/07/2004western asset management86.8%altius IA-1LT02149RAB4354.0$ BBB$354.0$198.0B2$1,520.0mezzsoc gengoldman11/08/20042,000.0$ aladdin capital management82.4%altius ICPna1,416.0$
BBB
$1,416.0$0.0withdrawnmezzsoc gengoldman11/08/2004aladdin capital management78.6%davis square funding IVA-1LT23910TAB3387.0$ CCC$387.0$321.0Caa2$1,273.0high gradesoc gengoldman06/04/20052,441.0$ TCW82.5%davis square funding IVCP23910TAA5950.0$
CCC
$950.0$0.0withdrawnhigh gradesoc gengoldman06/04/2005TCW82.5%camber 3 plcA-1131899AB2422.0$ CCC-$422.0$299.0Caa2$505.0mezzsoc gengoldman20/04/2005660.0$ cambridge place investment86.5%adirondack (2005-1)A-1LT007019AA0267.0$ BB+$267.0$126.0B2$1,103.0mezzsoc gengoldman11/05/20052,530.0$ the clinton group79.8%adirondack (2005-1)CP007019AB8?1,070.0$
BB+ 
$1,070.0$0.0withdrawnmezzsoc gen
goldman 
11/05/2005the clinton group72.1%G Street financeA-1LT-a36293XAB3266.0$ BBB$266.0$135.0Caa1$1,170.0high gradesoc gengoldman01/11/20051,501.0$ wharton asset management79.9%G Street financeCP36293XAE71,064.0$
BBB
$1,064.0$0.0withdrawnhigh gradesoc gengoldman01/11/2005wharton asset management72.5%adirondack II (2005-2)A-1LT007022AA4271.0$ A-$271.0$154.0B1$1,309.0mezzsoc gengoldman15/11/20051,545.0$ the clinton group82.2%adirondack II (2005-2)CP007022AB2?1,087.7$
A- 
$1,087.7$0.0withdrawnmezzsoc gengoldman15/11/2005the clinton group76.8%davis square funding VIA-1LT-a23910VAB8274.0$ BB-$274.0$268.0C$1,965.0high gradesoc gengoldman30/03/20062,000.0$ TCW67.5%davis square funding VICP1,166.0$
BB-
$1,166.0$0.0withdrawnhigh gradesoc gengoldman30/03/2006TCW67.5%
 
Sinks
X -> SocGenSocGen buys from 8 other banks besides its preferred source, Goldman
confirmed
Mark Information
Tranchecurrent
moody's
current moody's
AIG 11/07 memo MarksdealclassCUSIPpar ExposureS&P ratingoriginal parcurrent parmoody's ratingcurrent dealCollateral typecounterpartylead bankissue datetotal deal deal manager%shared?
south coast funding IVA-1-$ mezzsoc genmerrill06/12/2003TCWMerrillalexander park CDO IA1014684AA2203.0$ AA$203.0$104.0B3$200.0mezzsoc genBanc One26/02/2004300.0$ princeton advisory77.5%lakeside CDO IIA1-$ high gradesoc genBear31/03/2004vanderbilt capital advisorsMerrillDavis Square Funding IIA1DMT23910PAJ4250.0$ CCC+$250.0$0.0Aa2$946.0high gradesoc genWachovia06/05/20041,225.0$ TCWstreeterville ABS CDO LtdA1-$ high gradesoc genmerrill01/10/2004vanderbilt capital advisorsMerrillsherwood funding ABS CDOA182437RAA9357.0$ $357.0$266.0Caa1$482.0mezzsoc genJP morgan26/10/2004550.0$ church tavern advisorsMerrilllaguna ABS CDOA1ST507161AA5421.0$ $421.0$364.0B3$1,128.0high gradesoc genUBS28/10/20041,302.6$ pimcolaguna ABS CDOCP632.0$ $632.0$546.0withdrawnhigh gradesoc genUBS28/10/2004pimcobelle haven ABS CDO (2004-1A1ST078446AA9344.0$ CCC-$344.0$241.0Caa2$747.0high gradesoc genUBS14/12/20041,516.0$ NIBCbelle haven ABS CDO (2004-1CPna516.0$
CCC-
$516.0$0.0withdrawnhigh gradesoc gen
UBS
14/12/2004NIBCwitherspoon CDO funding (2004-A1 (A-1 L-97741PAA2258.0$ BB$258.0$177.0Caa1$719.0high gradesoc genWachovia15/12/20041,005.0$ princeton advisory84.5% witherspoon CDO funding (2004-A1 (A-1L-97741PAL8602.0$ BB$602.0$412.0Caa1high gradesoc genWachovia15/12/2004princeton advisory86.0% margate funding IA1S 56659NAA3805.0$ A$805.0$694.0Ba2$898.0high gradesoc genUBS20/12/20041,007.0$ Delaware Investment AdvisorsUBSduke funding high grade IA1LT-a26441EAA9660.0$ B$660.0$590.0Caa2$2,281.0high gradesoc genWachovia27/01/20052,508.0$ ellington-duke funding88.0%duke funding high grade ICP1,540.0$
B
$1,540.0$1,377.0withdrawnhigh gradesoc gen
Wachovia
27/01/2005ellington-duke funding88.0%neptune 2004-1A-1LA640699AA2264.0$ BBB-$264.0$180.0B3$316.0mezzsoc genbear27/01/2005chotin asset management75.0%MKP CBO IVA1-$ AAAmezzsoc genRBS09/03/2005MKP Capital68.9%MKP CBO VA-155312WAA4486.0$ CC$486.0$388.0C$602.0mezzsoc genRBS08/12/2005702.0$ MKP Capital59.4%TABS 2005-4A87337UAA2264.0$ CC$264.0$230.0Ca$372.0mezzsoc genmorgan stanl26/01/2006402.0$ Tricadia59.4%BFC GeneseeA-1LA05539MAA8189.0$ CC $189.0$170.0C$280.0mezzsoc genBear28/02/2006301.3$ braddock financial64.9%
X -> GoldmanGoldman buys from 6 other banks besides its preferred sources, Merrill and itself
confirmed
Mark Information
Tranchecurrent
moody's
current moody's
AIG 11/07 memo MarksdealclassCUSIPpar ExposureS&P ratingoriginal parcurrent parmoody's ratingcurrent dealCollateral typecounterpartylead bankissue datetotal deal deal manager%shared?
duke 2004-7 (duke funding VII)1A2264403AJ5129.0$ CCC-$129.0$90.0Caa2mezzgoldmanmorgan stanl12/08/2004ellington-duke funding70.0%duke 2004-7 (duke funding VII)1A2v264403AK20.1$ CCC-Caa2mezzgoldmanmorgan stanl12/08/2004ellington-duke funding70.0%river north 2005-1 (River North A-1768277AA3193.0$ A$193.0$145.0Caa3$253.0mezzgoldmanJP morgan19/01/2005300.0$ Deerfield Capital Management70.0%Orchid II (Orchid Structured Fin IIA-168571UAA7204.0$ AB2$74.0mezzgoldmanLehman19/04/2005300.8$ ST Asset Management (via orchi III- ii65.0% saturn ventures 2005-1A-180410RAA4268.0$ BBB-$268.0$64.0B3$197.0mezzgoldmancitigroup09/06/2005400.1$ metropolitan west asset manag80.0%ischus CDO IIA-1A46426RAA7241.0$ CC$241.0$151.0Ca$328.0mezzgoldmanCredit Suiss27/07/2005403.0$ ischus capital management55.0%ischus CDO IIA-1B46426RAB550.0$ CC$50.0$35.0CamezzgoldmanCredit Suiss27/07/2005ischus capital management55.0%sherwood funding CDO IIA-182437XAA6322.5$ CCmezzgoldmanmorgan stanl15/12/2005476.0$ church tavern advisors60.0%triaxx prime 2006-2A-1B1896008AB51,499.0$ BB$1,499.0$728.0Caa2$3,835.0high gradegoldmanICP Securiti 14/12/20065,000.0$ ICP92.5%triaxx prime 2006-2A-1B2896008AC31,500.0$ BB$1,500.0$1,500.0Caa2high gradegoldmanICP Securiti 14/12/2006ICP92.5%
X -> Bank of MontrealBank of Montreal buys from Goldman, Deutsche Bank, and UBS
confirmed
Mark Information
Tranchecurrent
moody's
current moody's
AIG 11/07 memo MarksdealclassCUSIPpar ExposureS&P ratingoriginal parcurrent parmoody's ratingcurrent dealCollateral typecounterpartylead bankissue datetotal deal deal manager%shared?
putnam 2002-1A-1MT-746869AA4352.0$ AAA$352.0$310.0A1$1,779.0high gradebank of montrelgoldman20/12/20022,192.0$ putnam93.4% putnam 2002-1A-1MT-746869AB2352.0$ AAA$352.0$310.0A1high gradebank of montrelgoldman20/12/2002putnam93.4%putnam 2002-1A-1MT-746869AC0352.0$ AAA$352.0$310.0A1high gradebank of montrelgoldman20/12/2002putnam93.4%davis square I (2003-1)A1B239104AE2192.0$ BB+$192.0$153.0Caa1$823.0high gradebank of montrelgoldman16/10/2003995.0$ TCW99.6% davis square I (2003-1)A1C239104AH5192.0$ BB+$192.0$153.0Caa1high gradebank of montrelgoldman16/10/2003TCW99.6%davis square I (2003-1)A1D239104AL6192.0$ BB+$192.0$153.0Caa1high gradebank of montrelgoldman16/10/2003TCW99.6%duke VIseries 3 264407AA5?655.0$ CC$655.0$487.0Caa2$789.0mezzbank of montrelUBS22/03/2004930.0$ ellington-duke funding99.2% bluegrass ABS CDO II (2004-II)A1TB09622WAF5173.0$ BB$248.0$137.0B3$273.0mezzbank of montrelDB14/04/2004404.0$ invesco99.4% bluegrass ABS CDO II (2004-II)A1TA09622WAE875.0$ BBmezzbank of montrelDB14/04/2004invesco98.9%
X -> CalyonCalyon buys from Goldman, Bear, and Morgan Stanley
confirmed
Mark Information
Tranchecurrent
moody's
current moody's
AIG 11/07 memo MarksdealclassCUSIPpar ExposureS&P ratingoriginal parcurrent parmoody's ratingcurrent dealCollateral typecounterpartylead bankissue datetotal deal deal manager%shared?
davis square funding IIIA1LT-a23910RAB7337.0$ $337.0$269.0B2high gradecalyongoldman21/10/2004502.0$ TCW95.0%davis square funding IIICP23910RAA91,000.0$ $1,000.0$0.0withdrawn$1,237.0high gradecalyongoldman21/10/2004TCW95.0%davis square funding VCP1,740.0$ BB-$1,740.0$0.0withdrawn$3,842.0high gradecalyongoldman30/09/20052,018.0$ TCW75.0%duke 2004-7 (duke funding VII)1A1264403AA4382.0$ CCC-$382.0$263.0Caa2$602.0mezzcalyonmorgan stanl12/08/2004750.0$ ellington-duke funding80.0%monroe harbor CDO 2005-1A-1A610891AA1970.0$ CC$970.0$907.0Caa3$1,417.0high gradecalyonbear15/08/20051,502.0$ vanderbilt capital advisors90.0%monroe harbor CDO 2005-1A-1B610891AB9352.0$ CC$352.0$329.0Caa3high gradecalyonbear15/08/2005vanderbilt capital advisors90.0%

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