 Deal |
 | 1776 CLO I Ltd. |
| 1888 Fund Ltd. |
| 280 Funding I Ltd. |
| 505 CLO III Ltd. |
| 505 CLO I Ltd. |
| 505 CLO IV Ltd. |
| 801 Grand CDO Series 2006-1 LLC |
| 801 Grand CDO Series 2006-2 LLC |
| A3 Funding LP |
| A4 Funding LP |
| A5 Funding LP |
| AArdvark ABS CDO 2007-1 |
| ABCLO 2007-1 Ltd. |
| Aberdeen Loan Funding |
| Ableco Finance LLC |
| ABS Capital Funding II Ltd. |
| ABS Capital Funding Ltd. |
| ACA ABS 2003-1 Ltd. |
| ACA ABS 2004-1 Ltd. |
| ACA ABS 2005-1 Ltd. |
| ACA CDS 2002-1 Ltd. |
| ACA CDS 2002-2 Ltd. |
| ACA CDS 2006-1 (Tribune Limited Series 31) |
| Acacia CDO 11 Ltd. |
| Acacia CDO 12 Ltd. |
| Acacia CDO 7 Ltd. |
| Acacia CDO 8 Ltd. |
| Acacia CDO 9 Ltd. |
| Acacia CDO I Ltd. |
| Acacia CRE CDO 1 |
| ACA CLO 2005-1 Ltd. |
| ACA CLO 2006-1 Ltd. |
| ACA CLO 2006-2 Ltd. |
| ACA CLO 2007-1 Ltd. |
| ACA Euro CLO 2007-1 plc |
| ACAS Business Loan Trust 2004-1 |
| ACAS Business Loan Trust 2005-1 |
| ACAS Business Loan Trust 2006-1 |
| ACAS Business Loan Trust 2007-1 |
| ACAS Business Loan Trust 2007-2 |
| ACAS CLO 2007-1 Ltd. |
| ACAS CRE CDO 2007-1 Ltd. |
| Adagio CLO I BV |
| Adagio II CLO plc |
| Adagio III CLO plc |
| Adams Square Funding II Ltd. |
| Adams Street CBO 1998-1 Ltd. |
| Addison CDO Ltd. |
| Adirondack 2005-1 Ltd. |
| Adirondack 2005-2 |
| Admiral CBO (Cayman) Ltd. |
| Adrastea SHG 2007-1 Ltd. |
| Aeltus CBO II Ltd. |
| Aeltus CBO Ltd. |
| Aeolus CDO Ltd. Colonnade I |
| Aeolus CDO Ltd. Colonnade III |
| Aeries Finance II Ltd. |
| AIG Global Investment Corp. CBO-3 Ltd. |
| AIG MezzVest Investments II Ltd. |
| AIG Mezzvest Investments Ltd. |
| Aimco CDO 2000-A |
| Aimco CLO 2001-A |
| Aimco CLO 2005-A |
| Aimco CLO 2006-A |
| Airlie CLO 2006-1 Ltd. |
| Airlie CLO 2006-II Ltd. |
| Ajax Two Ltd. |
| Aladdin CDO I Ltd. |
| Alesco Preferred Funding III Ltd. |
| Alesco Preferred Funding II Ltd. |
| Alesco Preferred Funding I Ltd. |
| Alesco Preferred Funding IV Ltd. |
| Alesco Preferred Funding IX Ltd. |
| Alesco Preferred Funding VIII Ltd. |
| Alesco Preferred Funding VII Ltd. |
| Alesco Preferred Funding VI Ltd. |
| Alesco Preferred Funding V Ltd. |
| Alesco Preferred Funding XIII Ltd. |
| Alesco Preferred Funding XII Ltd. |
| Alesco Preferred Funding XI Ltd. |
| Alesco Preferred Funding XIV Ltd. |
| Alesco Preferred Funding X Ltd. |
| Alesco Preferred Funding XVII Ltd. |
| Alesco Preferred Funding XVI Ltd. |
| Alesco Preferred Funding XV Ltd. |
| Alexander Park CDO I Ltd. |
| Alliance Capital Funding LLC |
| Alliance Collateralized Holdings Ltd. |
| Alliance DHO Ltd. |
| Alliance Global Diversified Holdings Ltd. |
| Alliance Holdings International II Ltd. |
| Alliance Holdings International Ltd. |
| Allmerica CBO I Ltd. |
| ALPS Capital II plc |
| Alpstar CLO 1 plc |
| Alpstar CLO 2 plc |
| Altius Funding I |
| Altius II Funding Ltd. |
| Altius III Funding Ltd. |
| Altius IV Funding Ltd. |
| Alzette European CLO S.A. |
| AMAC CDO Funding I |
| Amalie I Ltd. |
| Amara-1 Finance Ltd. |
| Ambassador Structured Finance CDO Ltd. |
| American General CBO 1998-1 Ltd. |
| American General CBO 2000-1 Ltd. |
| AMMC CDO II Ltd. |
| AMMC CDO I Ltd. |
| AMMC CLO III Ltd. |
| AMMC CLO IV Ltd. |
| AMMC CLO VI Ltd. |
| AMMC CLO V Ltd. |
| AMMC VIII Ltd. |
| AMMC VII Ltd. |
| Amstel Corporate Loan Offering 2006 BV |
| Amstel Corporate Loan Offering 2007-1 BV |
| Amstel Securitisation of Contingent Obligations 2006-1 BV |
| Amstel Securitisation of High Grade Exposures 2006 BV |
| Amstel Securitisation of High Grade Exposures 2007-1 BV |
| AmVestors CBO Trust I |
| Anderson Valley CDO II |
| Ansonia CDO 2006-1 |
| Ansonia CDO 2007-1 Ltd. |
| Antares Funding LP |
| Anthracite 2004-HY1 Ltd. |
| Anthracite 2005-HY2 Ltd. |
| Anthracite CDO III Ltd. |
| Anthracite CDO II Ltd. |
| Anthracite CDO I Ltd. |
| Anthracite CRE CDO 2006-HY3 |
| Anthracite Euro CRE CDO 2006-1 plc |
| APEX (IDM) CDO I Ltd. |
| APEX (Trimaran) CDO I Ltd. |
| Apidos CDO I |
| Apidos CDO II |
| Apidos CDO III |
| Apidos CDO IV |
| Apidos CDO V |
| Apidos Cinco CDO |
| Apidos Quattro CDO |
| Aquilae CLO II plc |
| Aquilae CLO I plc |
| Arbor Realty Mortgage Securities Series 2004-1 |
| Arbor Realty Mortgage Securities Series 2005-1 |
| Arbor Realty Mortgage Securities Series 2006-1 |
| ARCap 2003-1 |
| ARCap 2004-1 |
| ARCap 2004 RR3 |
| ARCap 2005-1 |
| ARCC Commercial Loan Trust 2006 |
| Archimedes Funding III Ltd. |
| Archimedes Funding II Ltd. |
| Archimedes Funding IV Ltd. |
| Archimedes Funding LLC |
| Archstone I plc |
| Ares ELIS II Ltd. |
| Ares ELIS Ltd. |
| Ares Enhanced Loan Investment Strategy III Ltd. |
| ARES Enhanced Loan Investment Strategy IR |
| Ares European CLO I BV |
| Ares European CLO II BV |
| Ares III CLO Ltd. |
| Ares IIIR/IVR CLO Ltd. |
| Ares IIR CLO Ltd. |
| Ares IV CLO Ltd. |
| Ares IX CLO Ltd. |
| Ares V CLO Ltd. |
| Ares VI CLO Ltd. |
| Ares VII CLO Ltd. |
| Ares VIII CLO Ltd. |
| Ares VIR CLO Ltd. |
| Ares VR CLO Ltd. |
| Ares X CLO Ltd. |
| Ares XI CLO Ltd. |
| Ares XII CLO Ltd. |
| Aria CDO I Class A-1C5 |
| Aria CDO I Class B-1U5 |
| Aria CDO I Class B-3E5 |
| Aria CDO I Class B-3U5 |
| Aria CDO II |
| Ariel CBO Ltd. |
| Ark CLO 2000-1 Ltd. |
| Ark II CLO 2001-1 Ltd. |
| Arlington Street CDO (Cayman) Ltd. |
| ARLO VII Ltd. Series 2006-15 (SABS) |
| Armstrong Loan Funding Ltd. |
| Arran Corporate Loans No. 1 BV |
| Arran Corporate Loans No. 2 Ltd. |
| Arroyo CDO I Ltd. |
| Artus Loan Fund 2007- I Ltd. |
| Ascension High Grade CDO Ltd. |
| Ascension Loan Vehicle LLC USD Series 2008-1 |
| Aspen Funding I Ltd. |
| Asset-Backed Obligaties Ltd. (series 05) - Edam Funding |
| Astir BV (Gauguin CDO 1) |
| Astron CBO Ltd. |
| Athena CDO Ltd. |
| Atlantic Global Funding CBO Ltd. |
| Atlantis Funding Ltd. |
| Atlas CDO I |
| Atrium CDO |
| Atrium II |
| Atrium III |
| Atrium IV |
| Atrium V |
| Attentus CDO III Ltd. |
| Attentus CDO II Ltd. |
| Attentus CDO I Ltd. |
| Augusta Funding B Ltd. |
| Aura CDO Series 19 |
| Aurum CLO 2002-1 Ltd. |
| Avalon Capital Ltd. |
| Avalon Capital Ltd. 2 |
| Avalon Capital Ltd. 3 |
| Avanti Funding 2006-1 |
| Avebury Finance CDO plc |
| Avenue CLO III Ltd. |
| Avenue CLO II Ltd. |
| Avenue CLO IV Ltd. |
| Avenue CLO Ltd. |
| Avenue CLO VI Ltd. |
| Avenue CLO V Ltd. |
| Avery Point CLO Ltd. |
| Avery Street CLO Ltd. |
| Avoca CLO II BV |
| Avoca CLO III plc |
| Avoca CLO IV plc |
| Avoca CLO IX Ltd. |
| Avoca CLO VIII Ltd. |
| Avoca CLO VII plc |
| Avoca CLO VI plc |
| Avoca CLO V plc |
| Axius European CLO S.A. |
| Ayresome CDO I Ltd. |
| Babson CLO Ltd. 2003-I |
| Babson CLO Ltd. 2004-I |
| Babson CLO Ltd. 2004-II |
| Babson CLO Ltd. 2005-I |
| Babson CLO Ltd. 2005-II |
| Babson CLO Ltd. 2005-III |
| Babson CLO Ltd. 2006-I |
| Babson CLO Ltd. 2006-II |
| Babson CLO Ltd. 2007-I |
| Babson CLO Ltd. 2008-I |
| Babson CLO Ltd. 2008-II |
| Babson Loan Opportunity CLO Ltd. |
| Babson Mid-Market CLO Ltd. 2007-II |
| Bacchus (U.S.) 2006-1 Ltd. |
| Bacchus 2006-1 |
| Bacchus 2006-2 plc |
| Bacchus 2007-1 plc |
| BAC Synthetic CLO 2000-1 Ltd. |
| Baker Street CLO II Ltd. |
| Baker Street Funding 2005-1 CLO |
| Balanced High-Yield Fund II Ltd. |
| Balanced High-Yield Fund I Ltd. |
| Balboa CDO I Ltd. |
| Baldwin Place CDO Ltd. |
| Ballyrock ABS CDO 2007-1 Ltd. |
| Ballyrock CDO I Ltd. |
| Ballyrock CLO 2006-1 Ltd. |
| Ballyrock CLO 2006-2 Ltd. |
| Ballyrock CLO III Ltd. |
| Ballyrock CLO II Ltd. |
| Balthazar CSO I BV |
| Bantry Bay CDO I PLC |
| Barramundi CDO I Ltd. |
| Barton Springs CDO Series 2005-2 LLC |
| Base CLO I BV |
| Battalion CLO 2007-I Ltd. |
| Battery Park CDO |
| Bayshore Income Funds - Total Return Swap |
| BEA CBO 1998-1 Ltd. |
| BEA CBO 1998-2 Ltd. |
| Beacon Hill CBO II Ltd. |
| Beacon Hill CBO Ltd. |
| Bedford CDO Ltd. |
| Beethoven CDO S.A. |
| Belhurst CLO Ltd. |
| Belle Haven ABS CDO Ltd. |
| Ben Nevis One Ltd. |
| Berkeley Street CDO Ltd. |
| Bernard Global Loan Investors Ltd. |
| Bernard Leveraged Loan Investors Ltd. |
| Bernard National Loan Investors Ltd. |
| Bernoulli High Grade CDO I Ltd. |
| Betsen CDO Ltd. |
| BFC Genesee CDO |
| Bingham CDO |
| Black Diamond CLO 1998-1 Ltd. |
| Black Diamond CLO 2000-1 Ltd. |
| Black Diamond CLO 2005-1 Ltd. |
| Black Diamond CLO 2005-2 Ltd. |
| Black Diamond CLO 2006-1 S.A. |
| Black Diamond International Funding Ltd. |
| BlackRock Senior Income Series |
| BlackRock Senior Income Series II |
| BlackRock Senior Income Series III plc |
| BlackRock Senior Income Series IV |
| BlackRock Senior Income Series V Ltd. |
| Bleecker Structured Asset Funding Ltd. |
| Blue Bell Funding Ltd. |
| Blue Chip Funding 2001-1 plc |
| Blue Eagle CDO I S.A. |
| Blue Edge ABS CDO Ltd. |
| Bluegrass ABS CDO II Ltd. |
| Blue Heron Funding II Ltd. |
| Blue Heron Funding V Ltd. |
| Bluemountain CLO III Ltd. |
| Bluemountain CLO II Ltd. |
| Bluemountain CLO Ltd. |
| BOLD 2007-1 |
| Boston Harbor CLO 2004-1 Ltd. |
| Boston Light Structured Enhanced Return Vehicle Trust I |
| Boyne Valley BV |
| Brant Point CBO 1999-1 Ltd. |
| Brant Point II CBO 2000-1 Ltd. |
| Brascan Real Estate CDO 2004-1 |
| Brascan Structured Notes 2005-2 Ltd. |
| Brentwood CLO Ltd. |
| Bridgeport CLO II Ltd. |
| Bridgeport CLO Ltd. |
| Bristol Bay Funding Ltd. |
| Bristol CDO I Ltd. |
| Broadwick Funding Ltd. |
| Broderick CDO 1 Ltd. |
| Brooklands ABS Euro Referenced Linked Notes 2002-2 Ltd. |
| Brooklands Euro Referenced Linked Notes 2001-1 Ltd. |
| Brooklands Euro Referenced Linked Notes 2002-1 Ltd. |
| Brooklands Euro Referenced Linked Notes 2004-1 Ltd. |
| Brooklyn Structured Finance CDO Ltd. |
| Bruckner CDO I BV |
| Bryant Park CDO Ltd. |
| Bryn Mawr CLO Ltd. |
| Buckingham CDO III Ltd. |
| Buckingham CDO II Ltd. |
| Buckingham CDO Ltd. |
| Burr Ridge CLO Plus Ltd. |
| Bushnell Loan Fund II Ltd. |
| Cabral No1 Ltd. |
| Cadogan Square CLO BV |
| Cadogan Square CLO II BV |
| Cadogan Square CLO IV BV |
| Cadogan Square III CLO BV |
| Cairn CLO I BV |
| Cairn CLO II BV |
| Cairngorm Ltd. |
| Cairn High Grade ABS CDO I plc |
| Caldecott CDO 1 Ltd. |
| Calhoun CBO Ltd. |
| Callidus Debt Partners CDO Fund I Ltd. |
| Callidus Debt Partners CLO Fund III Ltd. |
| Callidus Debt Partners CLO Fund II Ltd. |
| Callidus Debt Partners CLO Fund IV Ltd. |
| Callidus Debt Partners CLO Fund VII Ltd. |
| Callidus Debt Partners CLO Fund VI Ltd. |
| Callidus Debt Partners CLO Fund V Ltd. |
| Callisto I CDO |
| Camber 1 plc |
| Camber 2 S.A. |
| Camber 3 plc |
| Camber 4 plc |
| Camber 5 Ltd. |
| CAM CBO I Ltd. |
| Camulos Loan Vehicle I, Ltd |
| Canaras Summit CLO Ltd. |
| Cannington Funding Ltd. |
| Canyon Capital CDO 2001-1 Ltd. |
| Canyon Capital CDO 2002-1 Ltd. |
| Canyon Capital CLO 2004-1 Ltd. |
| Canyon Capital CLO 2006-1 Ltd. |
| Capella Funding Ltd. |
| Capital Guardian ABS CDO I Ltd. |
| Capital Guardian High Yield CBO I Ltd. |
| CapitalSource Commercial Loan Company LLC 2007-3 |
| CapitalSource Commercial Loan Trust 2003-1 |
| CapitalSource Commercial Loan Trust 2005-1 |
| CapitalSource Commercial Loan Trust 2006-1 |
| CapitalSource Commercial Loan Trust 2006-2 |
| CapitalSource Commercial Loan Trust 2007-1 |
| CapitalSource Commercial Loan Trust 2007-2 |
| CapitalSource Real Estate Loan Trust 2006-A |
| Capital Trust RE CDO 2004-1 |
| Capital Trust RE CDO 2005-1 Ltd. |
| Capital Trust X CDO I |
| CapLease CDO 2005-1 Ltd. |
| Capmark VII |
| Capstan CBO Ltd. |
| Captiva CBO 1997-1 Ltd. |
| Captiva II Finance Ltd. |
| Captiva III Finance Ltd. |
| Carbon Capital II Real Estate CDO 2005-1 Ltd. |
| Cardinal CDO LLC |
| Carillon Holding Ltd. |
| Carlyle Credit Partners Financing I Ltd. |
| Carlyle High Yield Partners 2008-1 Ltd. |
| Carlyle High Yield Partners III Ltd. |
| Carlyle High Yield Partners II Ltd. |
| Carlyle High Yield Partners IV Ltd. |
| Carlyle High Yield Partners IX Ltd. |
| Carlyle High Yield Partners VIII Ltd. |
| Carlyle High Yield Partners VII Ltd. |
| Carlyle High Yield Partners VI Ltd. |
| Carlyle High Yield Partners X Ltd. |
| Carlyle Loan Opportunity Fund |
| Carnuntum High Grade I Ltd. |
| Cascade CSO 2003-1 |
| Cashel Rock CBO Ltd. |
| Castle Garden Funding |
| Castle Harbor II CLO Ltd. |
| Castle Hill III CLO Ltd. |
| Castle Hill II - Ingots Ltd. |
| Castle Hill I - INGOTS Ltd. |
| Catalina CDO Ltd. |
| Cathedral Ltd. |
| Cavalry CLO I Ltd. |
| Cavendish Square Funding plc |
| C-Bass CBO III Ltd. |
| C-Bass CBO IV Ltd. |
| C-BASS CBO IX Ltd. |
| C-Bass CBO VIII Ltd. |
| C-Bass CBO VII Ltd. |
| C-Bass CBO VI Ltd. |
| C-Bass CBO V Ltd. |
| C-Bass CBO XIII Ltd. |
| C-Bass CBO XIX Ltd. |
| C-Bass CBO X Ltd. |
| C Bass CBO XV |
| C Bass CBO XVIII Ltd. |
| C-Bass CBO XVI Ltd. |
| CB MezzCAP Limited Partnership |
| CBO Holdings III Ltd. Series Angel CDO IV 2002-1 |
| CBO Holdings X Ltd. (Series FC CBO 2003-1) |
| CBRE Realty Finance CDO 2006-1 |
| CBRE Realty Finance CDO 2007-1 |
| CDO Master Investments S.A. |
| Cedar CBO Ltd. |
| Cedarwoods CRE CDO |
| Cedarwoods CRE CDO II |
| Celerity CLO Ltd. |
| CELF Loan Partners 2008-2 Ltd. |
| CELF Loan Partners BV |
| CELF Loan Partners III plc |
| CELF Loan Partners II plc |
| CELF Loan Partners IV plc |
| CELF Loan Partners V Ltd. |
| CELF Low Levered Partners plc |
| CELF Partnership Loan Funding 2008-I Ltd. |
| Cent CDO 12 Ltd. |
| Cent CDO 14 Ltd. |
| Cent CDO 15 Ltd. |
| Cent CDO XI Ltd. |
| Centennial CBO Ltd. |
| Centerbrook Financial LLC |
| Centerline 2007-1 |
| Centurion CDO III Ltd. |
| Centurion CDO II Ltd. |
| Centurion CDO I Ltd. |
| Centurion CDO IV Ltd. |
| Centurion CDO IX Ltd. |
| Centurion CDO VIII Ltd. |
| Centurion CDO VII Ltd. |
| Centurion CDO VI Ltd. |
| Centurion CDO X Ltd. |
| Centurion Global Sovereign CBO I Ltd. |
| Century Funding Ltd. |
| Ceres II Finance |
| Chambers Street CDO Funding Corp. |
| Champlain CLO Ltd. |
| Chancellor Triton CBO I Ltd. |
| Channel CDO Ltd. |
| Charles Fort CDO I Ltd. |
| Charles River CDO I Ltd. |
| Chartwell CBO I |
| Chatham Light CLO Ltd. |
| Chatham Light II CLO Ltd. |
| Chaves SME CLO No. 1 |
| Chelsea Park CLO Ltd. |
| Cheyne CBO II Ltd. |
| Cheyne CLO Investments I Ltd. |
| Cheyne Credit Opportunity CDO I |
| Cheyne High Grade ABS CDO Ltd. |
| Cheyne Investment Grade CDO I Ltd. |
| Chloe III |
| Chrome Funding Ltd. - ACEO Series 2004-3 |
| Chrome Funding Ltd. - Must 50/5 |
| Churchill Financial Cayman Ltd. |
| CHYPS CBO 1997-1 Ltd. |
| CHYPS CBO 1999-1 Ltd. |
| CIFC Funding 2006-I B Ltd. |
| CIFC Funding 2006-II Ltd. |
| CIFC Funding 2006-I Ltd. |
| CIFC Funding 2007-III Ltd. |
| CIFC Funding 2007-II Ltd. |
| CIFC Funding 2007-I Ltd. |
| CIFC Funding 2007-IV Ltd. |
| Cigna CBO 1996-1 Ltd. |
| Cigna CDO 2000-1 Ltd. |
| Cigna Collateralized Holdings 1999-1 CDO Ltd. |
| Cigna Structured Enhanced Return Vehicle Trust Series I |
| Cimarron CDO Ltd. |
| Cirrus Funding Ltd. |
| Citadel Hill CLO 2000-1 |
| CIT CLO I Ltd. |
| Citius I Funding Ltd. |
| Citius II Funding Ltd. |
| Clare Island BV |
| Clarenville CDO S.A. |
| Clarion CBO Ltd. |
| Claris Ltd. Series 59 (Napa Valley V) |
| Claris Ltd. - Voltaire Credit-Linked Notes |
| Class V Funding III Ltd. |
| Class V Funding I Ltd. |
| Clavos Euro CDO Ltd. |
| Clear Lake CLO Ltd. |
| Clearwater Capital Partners CLO I Pte Ltd. |
| Clearwater Funding CBO 1999-A Ltd. |
| Clearwater Funding CDO 2001-A Ltd. |
| Clearwater Funding CDO 2002-A Ltd. |
| Cloverie plc - Rotonda CDO - Series 2004-51 |
| Clydesdale CBO I Ltd. |
| Clydesdale CLO 2001-1 Ltd. |
| Clydesdale CLO 2003 Ltd. |
| Clydesdale CLO 2004 Ltd. |
| Clydesdale CLO 2005 Ltd. |
| Clydesdale CLO 2006 Ltd. |
| Clydesdale CLO 2007 Ltd. |
| Clydesdale Strategic CLO I Ltd. |
| COA Caerus CLO Ltd. (Apidos CDO VI) |
| Coast Investment Grade 2000-1 Ltd. |
| Coast Investment Grade 2001-1 Ltd. |
| Coast Investment Grade 2002-1 Ltd. |
| Coda CDO 2007-1 |
| Coliseum Funding Ltd. |
| Collybus CDO I Ltd. |
| Colombo S.r.l. |
| Colonial Advisory Services CBO I Ltd. |
| CoLTS 2005-1 Ltd. |
| CoLTS 2005-2 Ltd. |
| CoLTS 2007-1 Ltd. |
| Columbus Loan Funding Ltd. |
| ColumbusNova CLO IV Ltd. 2007-II |
| ColumbusNova CLO Ltd. 2006-I |
| ColumbusNova CLO Ltd. 2006-II |
| ColumbusNova CLO Ltd. 2007-I |
| Columbus Park CDO Ltd. |
| COMM 2007-II |
| Commercial Loan Funding Trust I |
| Commodore CDO III Ltd. |
| Commodore CDO II Ltd. |
| Commodore CDO I Ltd. |
| Commodore CDO IV Ltd. |
| Commodore CDO V Ltd. |
| COMM Resecuritization 2003 J2R |
| Comstock Funding Ltd. |
| Concerto I BV |
| Concerto II BV |
| Concorde CLO I BV |
| Concord Real Estate CDO 2006-1 |
| Connecticut Valley CLO Funding IV Ltd. |
| Connecticut Valley Structured Credit CDO III Ltd. |
| Connecticut Valley Structured Credit CDO II Ltd. |
| Connecticut Valley Structured Credit CDO I Ltd. |
| Conseco Funding Ltd. |
| Constantinus Eaton Vance CDO V Ltd. |
| Contego CLO I BV |
| Copernicus Euro CDO-I BV |
| Copernicus Euro CDO-II BV |
| Copper River CLO Ltd. |
| Cordatus CLO II plc |
| Cordatus CLO I plc |
| Cornerstone CLO Ltd. |
| Corona Borealis CDO Ltd. |
| Coronado CDO Ltd. |
| Costa Bella CDO Ltd. |
| Cougar CLO II BV |
| Cougar CLO I plc |
| CPG Societa di Cartolarizzazione 2003-1 |
| CPG Societa di Cartolarizzazione 2003-6 |
| Cratos CLO I Ltd. |
| Credico Funding 2 S.r.l. |
| Credico Funding 3 |
| Credico Funding S.r.l. |
| Crescent/Mach I Partners Ltd. |
| CRESS 2008-1 Ltd. |
| Crest 2000-1 Ltd. |
| Crest 2001-1 Ltd. |
| Crest 2002-1 Ltd. |
| Crest 2002 IG Ltd. |
| Crest 2003-1 Ltd. |
| Crest 2003-2 Ltd. |
| Crest 2004-1 Ltd. |
| Crest Clarendon Street 2002-1 Ltd. |
| Crest Dartmouth Street 2003-1 Ltd. |
| Crest Exeter Street Solar 2004-1 Ltd. |
| Crest G-Star 2001-1 LP |
| Crest G-Star 2001-2 Ltd. |
| Crystal Cove CDO Ltd. |
| Crystal River 2006-1 |
| Crystal River CDO 2005-1 Ltd. |
| CSAM Emerging Markets Sovereign CBO I |
| CSAM Funding I |
| CSAM Funding II |
| CSAM Funding III |
| CSAM Funding IV |
| CSAM High Yield Focus CBO Ltd. |
| C-Squared CDO Ltd. |
| C-Symbol Ltd. |
| CT CDO III |
| Cumberland II CLO Ltd. |
| Curzon Funding Limited Series 2007-4 |
| CVC Capital Funding LLC |
| CWCapital COBALT II Ltd. |
| CW Capital COBALT I Ltd. |
| CW Capital COBALT Vr Ltd. |
| Cypress Tree Investment Partners II Ltd. |
| Cypress Tree Investment Partners I Ltd. |
| Dalradian European CLO I BV |
| Dalradian European CLO II BV |
| Dalradian European CLO III BV |
| Dalradian European CLO IV BV |
| Daphne Finance 4 plc |
| Davenport CDO I Ltd. |
| Davis Square Funding I |
| Davis Square Funding II |
| Davis Square Funding III |
| Davis Square Funding IV Ltd. |
| Davis Square Funding VII Ltd. |
| Davis Square Funding VI Ltd. |
| Davis Square Funding V Ltd. |
| Dawn CDO I Ltd. |
| Dekania CDO II Ltd. |
| Dekania Europe CDO III plc |
| Dekania Europe CDO II plc |
| Dekania Europe CDO I plc |
| Del Mar CLO I Ltd. |
| Delta CDO plc Series 2005-2 |
| Demonstration CDO III |
| Denali Capital CLO III Ltd. |
| Denali Capital CLO II Ltd. |
| Denali Capital CLO I Ltd. |
| Denali Capital CLO IV Ltd. |
| Denali Capital CLO VII Ltd. |
| Denali Capital CLO VI Ltd. |
| Denali Capital CLO V Ltd. |
| Deveron 1 CDO |
| DFR Middle Market CLO Ltd. |
| Diamond Investment Grade CDO II Ltd. |
| Diamond Investment Grade CDO Ltd. |
| Diamond Lake CLO Ltd. |
| Dilmun Capital II Ltd. |
| Diversified Asset Securitization Holdings III LP |
| Diversified Asset Securitization Holdings II LP |
| Diversified Asset Securitization Holdings I LP |
| Diversified Global Securities Ltd. |
| Diversified Global Securities Ltd. II |
| Diversified REIT 2000-1 |
| Diversified REIT Trust 1999-1 |
| DLJ CBO Ltd. |
| Dorset Street Finance Ltd. |
| Dresdner RCM Caywood Scholl CBO I Ltd. |
| Dresdner RCM Global Investors CBO II Ltd. |
| Dryden High Yield CDO 2001-1 Ltd. |
| Dryden III-Leveraged Loan CDO 2002 Ltd. |
| Dryden IV-Leveraged Loan CDO 2003 Ltd. |
| Dryden IX Senior Loan Fund plc |
| Dryden Leveraged Loan CDO 2002-II Ltd. |
| Dryden VIII-Leveraged Loan CDO 2005 Ltd. |
| Dryden VII-Leveraged Loan CDO 2004 Ltd. |
| Dryden V-Leveraged Loan CDO 2003 Ltd. |
| Dryden X Euro CLO 2005 plc |
| Dryden XI-Leveraged Loan CDO 2006 |
| Dryden XIV Euro CLO 2006 plc |
| Dryden XV Euro CLO 2006 plc |
| Dryden XVIII Leveraged Loan 2007 Ltd. |
| Dryden XVII Series 2007-1 (REVE SPC Series 22) |
| Dryden XVI-Leveraged Loan CDO 2006 |
| Dryden XXI Leveraged Loan CDO |
| Duane Street CLO III Ltd. |
| Duane Street CLO II Ltd. |
| Duane Street CLO I Ltd. |
| Duane Street CLO IV Ltd. |
| Duane Street CLO V Ltd. |
| Duchess I CDO S.A. |
| Duchess II CDO S.A. |
| Duchess III CDO S.A. |
| Duchess IV CLO BV |
| Duchess V CLO BV |
| Duchess VI CLO BV |
| Duchess VII CLO BV |
| Duke Funding High Grade I |
| Duke Funding High Grade III Ltd. |
| Duke Funding High Grade V Ltd. |
| Duke Funding III Ltd. |
| Duke Funding II Ltd. |
| Duke Funding I Ltd. |
| Duke Funding IV Ltd. |
| Duke Funding IX Ltd. |
| Duke Funding VIII Ltd. |
| Duke Funding VII Ltd. |
| Duke Funding VI Ltd. |
| Duke Funding V Ltd. |
| Duke Funding XI Ltd. |
| Duke Funding X Ltd. |
| Dunhill ABS CDO Ltd. |
| Dutch Hill Funding II Ltd. |
| Dutch Hill Funding I Ltd. |
| Eagle Creek CLO Ltd. |
| Eastland CLO Ltd. |
| Eastman Hill Funding I Ltd. |
| Eaton Vance CDO III Ltd. |
| Eaton Vance CDO II Ltd. |
| Eaton Vance CDO IX Ltd. |
| Eaton Vance CDO Ltd. |
| Eaton Vance CDO VIII Ltd. |
| Eaton Vance CDO VII plc |
| Eaton Vance CDO VI Ltd. |
| Eaton Vance CDO X plc |
| ECF Financing CLO BV |
| ECP CLO 2008-1 Ltd. |
| Egret Funding CLO I plc |
| Eikos II Ltd. |
| Eirles Four Limited Series 60 |
| Eirles Two Limited Series 195 |
| ELC (Cayman) Ltd. 1998-I |
| ELC (Cayman) Ltd. 1999-I |
| ELC (Cayman) Ltd. 1999-II |
| ELC (Cayman) Ltd. 1999-III |
| ELC (Cayman) Ltd. 2000-I |
| eleX Alpha S.A. |
| ELM BV - Cairn IG CDO I |
| ELM BV - Series 5 - Crossbow |
| Elva Funding plc Series 2007-7 |
| Emerald Investment Grade CBO II Ltd. |
| Emerald Investment Grade CBO Ltd. |
| Emerson Place CLO Ltd. |
| Emporia Preferred Funding III Ltd. |
| Emporia Preferred Funding II Ltd. |
| Emporia Preferred Funding I Ltd. |
| Endeavor Funding Ltd. |
| Endurance CLO I Ltd. |
| Enhanced Loan Facility III Ltd. |
| Equinox Funding |
| Equus Capital Funding Ltd. |
| Essex Park CDO Ltd. |
| Eterika plc |
| ETrade ABS CDO III Ltd. |
| ETrade ABS CDO I Ltd. |
| Euler ABS CDO I Ltd. |
| Euro Atlantis CLO Ltd. |
| Eurocredit CDO I BV |
| Eurocredit CDO II BV |
| Eurocredit CDO III BV |
| Eurocredit CDO IV BV |
| Eurocredit CDO VIII Ltd. |
| Eurocredit CDO VII plc |
| Eurocredit CDO VI plc |
| Eurocredit Opportunities Parallel Funding I plc |
| Eurocredit V |
| Euro-Galaxy CLO BV |
| Euro-Galaxy II CLO BV |
| Euromax IV MBS S.A. |
| Euromax V ABS plc |
| Euro Multi-Credit CDO S.A. |
| European Enhanced Loan Fund S.A. |
| Eurostar CDO I |
| Eurostar CDO II |
| Euro Zing II BV |
| Euro Zing I S.A. |
| Evergreen Funding Ltd. |
| Eximius Capital Funding Ltd. |
| FAB CBO 2002-1 BV |
| FAB CBO 2003-1 BV |
| FAB CBO 2005-1 BV |
| Fairfield Street Solar 2004-1 Ltd. |
| Fair Isle CDO Ltd. Series 5 |
| Fairway Loan Funding Company |
| Falcon IV CBO Ltd. |
| Faxtor ABS 2003-1 BV |
| Faxtor ABS 2004-1 BV |
| Faxtor ABS 2005-1 BV |
| Faxtor HG 2007-1 |
| FC CBO III Ltd. |
| FC CBO II Ltd. |
| FC CBO IV Ltd. |
| FC CBO Ltd. |
| Federated CBO II Ltd. |
| Federated CBO Ltd. |
| Field Point III Ltd. |
| Field Point II Ltd. |
| Field Point I Ltd. |
| Field Point IV Ltd. |
| Fifth Avenue CBO Ltd. |
| Fiorente Funding Ltd. |
| First 2004-I CLO Ltd. |
| First 2004-II CLO Ltd. |
| First Dominion Funding I |
| First Dominion Funding II |
| First Dominion Funding III |
| First Emerging Markets CBO Ltd. |
| First Source Loan Obligations Trust |
| Flagship CLO 2001-1 Ltd. |
| Flagship CLO II |
| Flagship CLO III |
| Flagship CLO IV |
| Flagship CLO V |
| Flagship CLO VI |
| Flagstone Capital Fund Ltd. |
| Flatiron CLO 2007-1 Ltd. |
| Fleming CBO Series 1996 |
| Flint European Debt Investments Trust |
| FMA CBO Funding III Ltd. |
| FMA CBO Funding II Ltd. |
| FMA IG Funding IV Ltd. |
| FMC Real Estate CDO 2005-1 |
| FM Leveraged Capital Fund I |
| FM Leveraged Capital Fund II |
| Foothill CLO I Ltd. |
| Force 2005-1 Ltd. |
| Force Two LP |
| Fore CLO Ltd. 2007-I |
| Forest Creek CLO Ltd. |
| Fort Dearborn CDO I Ltd. |
| Forte CDO Ltd. |
| Fortius I Funding Ltd. |
| Fortius II Funding Ltd. |
| Fort Point CDO II Ltd. |
| Fort Point CDO I Ltd. |
| Fortress ABS Opportunities Ltd. |
| Fortress Credit Funding III LP |
| Fortress Credit Funding II LP |
| Fortress Credit Funding I LP |
| Fortress Credit Funding IV |
| Fortress Credit Investments II Ltd. |
| Fortress Credit Investments I Ltd. |
| Fortress Credit Opportunities I LP |
| Fort Sheridan ABS CDO Ltd. |
| Fort Washington CBO I |
| Fortwirth CDO Ltd. |
| Founders Grove CLO Ltd. |
| Four Corners CLO 2005-I Ltd. |
| Four Corners CLO III Ltd. |
| Four Corners CLO II Ltd. |
| Foxe Basin CLO 2003 Ltd. |
| Franklin CLO III Ltd. |
| Franklin CLO II Ltd. |
| Franklin CLO I Ltd. |
| Franklin CLO IV Ltd. |
| Franklin CLO VI Ltd. |
| Franklin CLO V Ltd. |
| Fraser Sullivan CLO II Ltd. |
| Fraser Sullivan CLO I Ltd. |
| Freedom 1999-1 CDO Ltd. |
| Freeport Loan Trust 2006-1 |
| FriedbergMilstein Private Capital Fund I |
| Fulton Street CDO Ltd. |
| Galaxy CLO 1999-1 Ltd. |
| Galaxy CLO 2003-1 Ltd. |
| Galaxy III CLO Ltd. |
| Galaxy IV CLO Ltd. |
| Galaxy V CLO Ltd. |
| Galaxy VI CLO Ltd. |
| Galaxy VII CLO Ltd. |
| Galaxy VIII CLO Ltd. |
| Galaxy X CLO Ltd. |
| Gale Force 1 CLO Ltd. |
| Gale Force 2 CLO Ltd. |
| Gale Force 3 CLO Ltd. |
| Gale Force 4 CLO Ltd. |
| Galena CDO II |
| Galena CDO I Ltd. |
| Gallatin CLO II 2005-1 Ltd. |
| Gallatin CLO III 2007-1 Ltd. |
| Gallatin Funding I Ltd. |
| Galleria II Ltd. |
| Galleria IV Ltd. |
| Galleria V Ltd. |
| Galway Bay BV |
| Gannett Peak CLO I Ltd. |
| GATE SME CLO 2004-2A Ltd. |
| GATE SME CLO 2005-1 Ltd. |
| GE Commercial Loan Trust Series 2006-1 |
| GE Commercial Loan Trust Series 2006-2 |
| GE Commercial Loan Trust Series 2006-3 |
| GEM LIGOS III Ltd. |
| GEM LIGOS II Ltd. |
| Gemstone CDO IV Ltd. |
| Gemstone CDO Ltd. |
| Gemstone CDO VI Ltd. |
| Gemstone CDO V Ltd. |
| Gemstone III CDO |
| GEM VIII Ltd. |
| GEM VII Targeted Value and Income Fund Ltd. |
| Genesis CLO 2007-1 Ltd. |
| Genesis CLO 2007-2 Ltd. |
| Gennaker I CDO Ltd. |
| G Force CDO 2006-1 Ltd. |
| GIA Investment Grade CDO 2001 Ltd. |
| Gibraltar CBO Ltd. |
| Gillespie CLO plc |
| Glacier Funding CDO III Ltd. |
| Glacier Funding CDO II Ltd. |
| Glacier Funding CDO I Ltd. |
| Gleacher CBO 2000-1 Ltd. |
| Gleneagles CLO Ltd. |
| Global Diversified CBO Ltd. |
| Global Funding Ltd. A |
| Global Funding Ltd. C |
| Global Leveraged Capital Credit Opportunity Fund I |
| Global Loan Opportunity Fund BV |
| Global Senior Loan Index Fund 1 BV |
| Global Value CBO Ltd. |
| Gloucester Street ABS CDO I |
| Golden Knight CDO Ltd. |
| Golden Knight II CLO Ltd. |
| GoldenTree Capital Opportunities |
| GoldenTree Capital Solutions Fund Financing |
| GoldenTree Capital Solutions Offshore Fund Financing |
| GoldenTree Loan Opportunities III Ltd. |
| GoldenTree Loan Opportunities II Ltd. |
| GoldenTree Loan Opportunities I Ltd. |
| GoldenTree Loan Opportunities IV Ltd. |
| GoldenTree Loan Opportunities V Ltd. |
| Goldman Sachs Asset Management CBO I |
| Goldman Sachs Asset Management CLO |
| Goldman Sachs Specialty Lending CLO I Ltd. |
| Golub Capital Funding CLO 8 Ltd. |
| Golub Capital Loan Trust 2005-1 Ltd. |
| Golub Capital Management CLO 2007-1 Ltd. |
| Golub Capital Partners Funding 2007-1 Ltd. |
| Golub Capital Senior Loan Opportunity Fund Ltd. |
| Golub International Loan Ltd. I |
| Gonzaga Finance S.r.l. |
| Gracechurch Corporate Loans Series 2005-1 |
| Gracechurch Corporate Loans Series 2007-1 |
| Gramercy Real Estate CDO 2005-1 |
| Gramercy Real Estate CDO 2006-1 |
| Gramercy Real Estate CDO 2007-1 |
| Grand Ave CDO II |
| Grand Avenue CDO III Ltd. |
| Grand Horn CLO Ltd. |
| Granite Ventures III Ltd. |
| Granite Ventures II Ltd. |
| Granite Ventures I Ltd. |
| Grant Grove CLO Ltd. |
| Grayson CLO Ltd. |
| Grayston CLO 2001 1 Ltd. |
| Grayston CLO II 2004-1 Ltd. |
| Great Point CBO 1998-1 Ltd. |
| Great Point CLO 1999-1 Ltd. |
| Greenbriar CLO Ltd. |
| Green Lane CLO Ltd. |
| Green Park CDO BV |
| Greens Creek Funding Ltd. |
| Greenwich Capital Commercial Mortgage Trust 2007 RR2 |
| Grenadier Funding Ltd. |
| Gresham Capital CLO 1 BV |
| Gresham Capital CLO II BV |
| Gresham Capital CLO III BV |
| Gresham Capital CLO IV BV |
| Greylock Synthetic CDO 2006 |
| Greyrock CDO Ltd. |
| Greywolf CLO I Ltd. |
| Grosvenor Place CLO I BV |
| Grosvenor Place CLO II BV |
| Grosvenor Place CLO III BV |
| GSC ABS CDO 2006-2m Ltd. |
| GSC ABS Funding 2006-3g Ltd. |
| GSC Capital Corp Loan Funding 2005-1 |
| GSC European CDO III S.A. |
| GSC European CDO II S.A. |
| GSC European CDO I-R S.A. |
| GSC European CDO I S.A. |
| GSC European CDO IV S.A. |
| GSC European CDO V plc |
| GSC Group CDO Fund VIII |
| GSC Investment Corp CLO 2007 Ltd. |
| GSC Partners CDO Fund III Ltd. |
| GSC Partners CDO Fund II Ltd. |
| GSC Partners CDO Fund IV Ltd. |
| GSC Partners CDO Fund Ltd. |
| GSC Partners CDO Fund VII Ltd. |
| GSC Partners CDO Fund VI Ltd. |
| GSC Partners CDO Fund V Ltd. |
| GSC Partners Gemini Fund Ltd. |
| GSMS Corporation II 2006 CC1 |
| GSMS Corporation II 2006 RR3 |
| GSMS II Series 2006-RR2 |
| GSMS II Series 2007-GKK1 |
| G Square Finance 2006-1 Ltd. |
| G Square Finance Ltd. |
| G Star 2002-1 Ltd. |
| G-Star 2002-2 Ltd. |
| G-Star 2003-3 Ltd. |
| G StreetFinance Ltd. |
| Guggenheim Structured Real Estate Funding 2005-1 |
| Guggenheim Structured Real Estate Funding 2005-2 |
| Guggenheim Structured Real Estate Funding 2006-3 |
| Guggenheim Structured Real Estate Funding 2006-4 |
| Gulf Stream-Atlantic CDO 2007-1 Ltd. |
| Gulf Stream-Compass CLO 2002-1 Ltd. |
| Gulf Stream-Compass CLO 2003-1 Ltd. |
| Gulf Stream-Compass CLO 2004-1 Ltd. |
| Gulf Stream-Compass CLO 2005-1 Ltd. |
| Gulf Stream-Compass CLO 2005-II Ltd. |
| Gulf Stream-Compass CLO 2007 Ltd. |
| Gulf Stream-Rashinban CLO 2006-I Ltd. |
| Gulf Stream-Sextant 2006-1 Ltd. |
| Gulf Stream-Sextant CLO 2007-1 Ltd. |
| H.E.A.T Mezzanine S.A. |
| H.E.A.T Mezzanine S.A. (Compartment 2) |
| H.E.A.T Mezzanine S.A. (Compartment 3 Notes) |
| H2 Real Estate CDO 2006-1 Ltd. |
| HAF Funding 2008-1 Ltd. |
| Halcyon Loan Investors CLO II Ltd. |
| Halcyon Loan Investors CLO I Ltd. |
| Halcyon Securitized Products Investors ABS CDO I Ltd. |
| Halcyon Structured Asset Management CLO 2008-II BV |
| Halcyon Structured Asset Management CLO I Ltd. |
| Halcyon Structured Asset Management European CLO 2006-1 BV |
| Halcyon Structured Asset Management European CLO 2006-II BV |
| Halcyon Structured Asset Management European CLO 2007-I BV |
| Halcyon Structured Asset Management European Long Secured/Short Unsecured CLO 2008-I BV |
| Halcyon Structured Asset Management Long Secured/Short Unsecured 2007-1 Ltd. |
| Halcyon Structured Asset Management Long Secured/Short Unsecured 2007-2 Ltd. |
| Halcyon Structured Asset Management Long Secured/Short Unsecured 2007-3 Ltd. |
| Halcyon Structured Asset Management Long Secured/Short Unsecured CLO 2006-1 Ltd. |
| Halyard CBO I Ltd. |
| Halyard CDO I plc |
| Hamlet II Ltd. |
| Hamlet I Leveraged Loan Fund BV |
| Hampden CBO Ltd. |
| Hampton CDO Ltd. |
| Hanover Square CLO Ltd. |
| Harbourmaster CLO 10 BV |
| Harbourmaster CLO 11 BV |
| Harbourmaster CLO 1 Ltd. |
| Harbourmaster CLO 2 Ltd. |
| Harbourmaster CLO 3 Ltd. |
| Harbourmaster CLO 4 BV |
| Harbourmaster CLO 5 Ltd. |
| Harbourmaster CLO 6 BV |
| Harbourmaster CLO 7 BV |
| Harbourmaster CLO 8 BV |
| Harbourmaster CLO 9 BV |
| Harbourmaster Pro-Rata CLO 2 BV |
| Harbourmaster Pro-Rata CLO 3 BV |
| Harbourview CBO I Ltd. |
| Harbourview CDO III Ltd. |
| Harbourview CDO II Ltd. |
| HarbourView CLO 2006-1 |
| Harbourview CLO IV Ltd. |
| Harbourview CLO V Ltd. |
| Harch CLO III Ltd. |
| Harch CLO II Ltd. |
| Harch CLO I Ltd. |
| Hartford Mezzanine Investors I CRE CDO 2007-1 Ltd. |
| Harvest CLO III plc |
| Harvest CLO II S.A. |
| Harvest CLO I S.A. |
| Harvest CLO IV S.A. |
| Harvest CLO V plc |
| Helios Series I Multi Asset CBO Ltd. |
| Hereford Street ABS CDO I Ltd. |
| Hewetts Island CDO Ltd. |
| Hewetts Island CLO 1R Ltd. |
| Hewetts Island CLO III Ltd. |
| Hewetts Island CLO II Ltd. |
| Hewetts Island CLO IV Ltd. |
| Hewetts Island CLO VI Ltd. |
| Hewetts Island CLO V Ltd. |
| HG-COLL 2007-1 Ltd. |
| High Grade Structured Credit CDO 2005-1 Ltd. |
| Highland Credit Opportunities CDO Ltd. |
| Highlander Euro CDO BV |
| Highlander Euro CDO II BV |
| Highlander Euro CDO III BV |
| Highlander Euro CDO IV BV |
| Highland Legacy Ltd. |
| Highland Loan Funding V Ltd. |
| Hillcrest CDO I Ltd. |
| HillMark Funding Ltd. |
| House of Europe Funding III plc |
| House of Europe Funding II plc |
| House of Europe Funding I Ltd. |
| House of Europe Funding IV plc |
| House of Europe Funding V plc |
| Hout Bay 2006-1 |
| Hudson Canyon Funding II Ltd. |
| Hudson CLO 1 BV |
| Hudson Mezzanine Funding 2006-1 Ltd. |
| Hudson Straits CLO 2004 Ltd. |
| Hunter Valley CDO II Series 10 / Caravaggio |
| Hunter Valley CDO II Series 2007-1 |
| Hunter Valley CDO II Series 7 |
| Huntington CDO Inc. |
| HYDE PARK CDO BV |
| HYPPCO Finance Company Ltd. |
| Ice 1 EM CLO Ltd. |
| ICG Mezzanine Fund 2003 No 1 Funding Ltd. |
| ICONS Ltd. |
| INA CBO 1999-1 Ltd. |
| InCapS Funding II Ltd. |
| InCapS Funding I Ltd. |
| Independence CDO III Ltd. |
| Independence CDO II Ltd. |
| Independence I CDO Ltd. |
| Independence IV CDO Ltd. |
| Independence VI CDO Ltd. |
| Indosuez Capital Funding IIA Ltd. |
| Indosuez Capital Funding III Ltd. |
| Indosuez Capital Funding VI Ltd. |
| ING Investment Management CLO III Ltd. |
| ING Investment Management CLO II Ltd. |
| ING Investment Management CLO I Ltd. |
| ING Investment Management CLO IV Ltd. |
| ING Investment Management CLO V Ltd. |
| ING-ORYX CLO Ltd. |
| Ingress I Ltd. |
| Inman Square Funding II Ltd. |
| Inman Square Funding I Ltd. |
| Inner Harbor CBO 1999-1 Ltd. |
| Inner Harbor CBO 2001-1 Ltd. |
| Integral Funding Ltd. |
| Intercontinental CDO S.A. |
| Intermediate Finance II plc |
| Intermediate Finance plc |
| Invesco CBO 2000-1 Ltd. |
| Invesco European CDO I S.A. |
| Inwood Park CDO Ltd. |
| Iona CDO I Inc. |
| I-Preferred Term Securities III Ltd. |
| I-Preferred Term Securities II Ltd. |
| I-Preferred Term Securities I Ltd. |
| I-Preferred Term Securities IV Ltd. |
| Iron Hill CLO Ltd. |
| Ischus CDO I Ltd. |
| Ischus High Grade Funding I Ltd. |
| Ischus Synthetic ABS CDO 2006-1 Ltd. |
| Ischus Synthetic ABS CDO 2006-2 Ltd. |
| Isles CBO Ltd. |
| Istana High Grade ABS CDO I Ltd. |
| Ivy Lane CDO Ltd. |
| IXIS ABS CDO I Ltd. |
| J.H. Whitney Market Value Fund LP |
| J.H. Whitney Mezzanine Fund LP |
| Jackson Creek CDO Ltd. |
| Jade CBO Ltd. |
| Jasper CLO Ltd. |
| Jazz CDO I BV |
| Jazz CDO II BV |
| Jazz III CDO (Ireland) plc |
| JER CRE CDO 2005-1 Ltd. |
| JER CRE CDO 2006-2 |
| Jersey Street CLO Ltd. |
| JFIN CLO 2007 Ltd. |
| JP Morgan CIBC 2006 RR1 |
| Jubilee CDO I BV |
| Jubilee CDO II BV |
| Jubilee CDO III BV |
| Jubilee CDO I-R BV |
| Jubilee CDO IV BV |
| Jubilee CDO IX BV |
| Jubilee CDO V BV |
| Jubilee CDO VI BV |
| Jubilee CDO VII BV |
| Jubilee CDO VIII BV |
| Juniper CBO 1999-1 Ltd. |
| Juniper CBO 2000-1 Ltd. |
| Jupiter High Grade CDO |
| Jupiter High Grade CDO II |
| Jupiter High Grade CDO III |
| Jupiter High Grade CDO IV |
| Jupiter High Grade CDO V Ltd. |
| JWS CBO 2000-1 Ltd. |
| Katonah 2007-I CLO Ltd. |
| Katonah III Ltd. |
| Katonah II Ltd. |
| Katonah I Ltd. |
| Katonah IV Ltd. |
| Katonah IX CLO Ltd. |
| Katonah VIII CLO Ltd. |
| Katonah VII Ltd. |
| Katonah VI Ltd. (see Essex Park CDO) |
| Katonah V Ltd. |
| Katonah X CLO Ltd. |
| KC CLO II |
| KC CLO I Ltd. |
| Kenmore Street Synthetic CDO 2006-1 |
| Kennecott Funding Ltd. |
| Kent Funding III Ltd. |
| Kent Funding Ltd. |
| Khaleej I Ltd. |
| Kheops CDO I plc |
| Kimberlite CDO I Ltd. |
| Kingsland III Ltd. |
| Kingsland II Ltd. |
| Kingsland I Ltd. |
| Kingsland IV Ltd. |
| Kingsland V Ltd. |
| Kintyre CLO I plc |
| KKR Financial CLO 2005-1 Ltd. |
| KKR Financial CLO 2005-2 Ltd. |
| KKR Financial CLO 2006-1 Ltd. |
| KKR Financial CLO 2007-1 Ltd. |
| KKR Financial CLO 2007-A Ltd. |
| Kleros Preferred Funding II |
| Kleros Preferred Funding IV Ltd. |
| Kleros Preferred Funding Ltd. |
| Klio Funding Ltd. |
| Klio II Funding Ltd. |
| Klio III Funding Ltd. |
| Knight Funding Ltd. |
| Knight II Funding Ltd. |
| Knightsbridge CLO 2007-1 Ltd. |
| Knightsbridge CLO 2008-1 Ltd. |
| Knollwood CDO Ltd. |
| Kodiak CDO I |
| Kodiak CDO II |
| Koeniginstrasse I S.A.R.L |
| Kulik Ltd. |
| Lafayette Sovereign CDO I Ltd. |
| Lafayette Square CDO Ltd. |
| Laguna ABS CDO Ltd. |
| Lakeside CDO II Ltd. |
| Lakeside CDO I Ltd. |
| Lancer Funding II Ltd. |
| Lance Trust (Series 00-1-A) |
| Landmark CDO Ltd. |
| Landmark II CDO Ltd. |
| Landmark III CDO Ltd. |
| Landmark IV CDO Ltd. |
| Landmark IX CDO Ltd. |
| Landmark V CDO Ltd. |
| Landmark VI CDO Ltd. |
| Landmark VII CDO Ltd. |
| Landmark VIII CLO Ltd. |
| Largo (Wayfarer CDO 2007-1) Ltd. |
| Latitude CLO III Ltd. |
| Latitude CLO II Ltd. |
| Latitude CLO I Ltd. |
| Laurelin BV |
| Laurelin II BV |
| LCM III Ltd. |
| LCM II LP |
| LCM I LP |
| LCM IV Ltd. |
| LCM VII Ltd. |
| LCM VI Ltd. |
| LCM V Ltd. |
| LEAFs CMBS Trust Series 2002-1 Notes |
| Legg Mason Real Estate CDO I |
| Legg Mason Real Estate CDO II |
| Lenox CDO Ltd. |
| Lenox Street 2007-1 Ltd. |
| Leopard CLO I BV |
| Leopard CLO II BV |
| Leopard CLO III BV |
| Leopard CLO IV BV |
| Leopard CLO V BV |
| Leveraged Finance Europe Capital I BV |
| Leveraged Finance Europe Capital II BV |
| Leveraged Finance Europe Capital III BV |
| Leveraged Finance Europe Capital IV BV |
| Lexington Capital Funding III Ltd. |
| Lexington Capital Funding II Ltd. |
| Lexington Capital Funding Ltd. |
| Libertas Preferred Funding I Ltd. |
| Libertas Preferred Funding IV Ltd. |
| Liberty CLO Ltd. |
| Liberty Harbour CDO Ltd. 2005-1 |
| Liberty Harbour II CDO Ltd. |
| Liberty Square CDO II Ltd. |
| Liberty Square CDO I Ltd. |
| Lido CDO I Ltd. |
| Lifestar CDO S.A. |
| LightPoint CLO 2004-1 Ltd. |
| LightPoint CLO III Ltd. |
| LightPoint CLO IV Ltd. |
| LightPoint CLO VIII Ltd. |
| LightPoint CLO VII Ltd. |
| LightPoint CLO V Ltd. |
| LightPoint Pan European CLO 2006 plc |
| LightPoint Pan-European CLO 2007-1 plc |
| Limehouse CDO 2008-1 Ltd. |
| Limerock CLO I |
| Lime Street CLO Ltd. |
| Lincoln Avenue ABS CDO Ltd. |
| LNR CDO 2002-1 |
| LNR CDO 2003-1 |
| LNR CDO III Series 2005-1 |
| LNR CDO IV |
| LNR CDO V Series 2007-1 |
| Logan CDO II Ltd. |
| Lombard Street CLO I plc |
| Lone Star CBO Funding Ltd. |
| Long Grove CLO Ltd. |
| Long Hill 2006-1 CDO Ltd. |
| Longhorn CDO III Ltd. |
| Longhorn CDO II Ltd. |
| Longhorn CDO Ltd. |
| Longport Funding II |
| Longport Funding Ltd. |
| Longshore CDO Funding 2007-3 Ltd. |
| Longstreet CDO I Ltd. |
| Loomis Sayles CBO II Ltd. |
| Loomis Sayles CLO I Ltd. |
| Loomis Sayles FIM CBO I Ltd. |
| Lunar Funding V plc |
| LYNX 2002-1 Ltd. |
| MAC Capital Ltd. |
| Madaket Funding I Ltd. |
| Madison Avenue CDO III Ltd. |
| Madison Avenue CDO II Ltd. |
| Madison Avenue CDO I Ltd. |
| Madison Avenue Structured Finance CDO I Ltd. |
| Madison Park Funding III Ltd. |
| Madison Park Funding II Ltd. |
| Madison Park Funding I Ltd. |
| Madison Park Funding IV Ltd. |
| Madison Park Funding VI Ltd. |
| Madison Park Funding V Ltd. |
| Madison Square 2004-1 |
| Magi Funding I plc |
| Magma CDO Ltd. |
| Magnetite CBO II Ltd. |
| Magnetite IV CLO Ltd. |
| Magnetite V CLO Ltd. |
| Magnolia Finance 1 plc |
| Magnus Funding Ltd. |
| Malin CLO BV |
| Mammoth CBO 2001-1 Ltd. |
| Maple Hill 2006 |
| Maple Hill 2006 - Tranche C |
| MAPS CLO Fund II Ltd. |
| MAPS CLO Fund I LLC |
| Marathon CLO II Ltd. |
| Marathon CLO I Ltd. |
| Marathon Financing I BV |
| Marathon Real Estate CDO 2006-1 |
| Marathon Structured Finance CDO I Ltd. |
| Margate Funding I Ltd. |
| Mariner CDO 2002 Ltd. |
| Market Square CLO Ltd. |
| Marlborough Street CLO Ltd. |
| Marquette Park CLO Ltd. |
| Marquette US/European CLO plc |
| Mars CDO I Ltd. |
| Marylebone Road CBO 2 Ltd. |
| Marylebone Road CBO 3 BV |
| MassMutual/Darby CBO LLC |
| MassMutual High Yield Partners II LLC |
| Max CMBS I Ltd. Series 2007-1 |
| Max CMBS I Ltd. Series 2008-1 |
| Max Funding I Ltd. |
| Mayfair Euro CDO I |
| Mayflower CDO I |
| Mayport CLO Ltd. |
| MC Funding Ltd. |
| MCG Commercial Loan Trust 2006-1 |
| McKinley Funding Ltd. |
| McKinley II Funding Ltd. |
| Melchior CDO 1 S.A. |
| Menton CDO I |
| Menton CDO II |
| Menton CDO IV Ltd. |
| Mercator CLO I |
| Mercator CLO III Ltd. |
| Mercator CLO II plc |
| Mercury CDO 2004-1 Ltd. |
| Mercury CDO III Ltd. |
| Mercury CDO II Ltd. |
| Merlin CDO I BV |
| Merritt CLO 2005-1 |
| Merritt CLO 2005-2 |
| Mesa West Capital CDO Ltd. 2007-1 |
| Metrix Funding No. 1 plc |
| Metrix Securities plc |
| Mid Ocean CBO 2000-1 Ltd. |
| Mid Ocean CBO 2001-1 Ltd. |
| Millennium Park CDO I Ltd. |
| Millerton ABS CDO Ltd. |
| Millerton II High Grade ABS CDO Ltd. |
| Millstone Funding Ltd. |
| Millstone IV CDO Ltd. |
| MKP CBO III |
| MKP CBO II Ltd. |
| MKP CBO I Ltd. |
| MKP CBO IV Inc |
| ML CBO III Series 1996-C-1 |
| ML CBO II Series 1996-NW-1 |
| ML CBO IV Series 1996-PM-1 |
| ML CBO IX Series 1997-AIG-1 |
| ML CBO VIII Series 1997-Fountain-1 |
| ML CBO VII Series 1997-C-3 |
| ML CBO VI Series 1996-C-2 |
| ML CBO XIV Series 1998-EP-1 |
| ML CBO X Series 1997-Royalton-1 |
| ML CBO XVIII Series 1998-AIG-2 |
| ML CBO XXI Series 1998-Deltec-1 |
| ML CBO XXIV Series 1999-Fountain-2 |
| ML CBO XXVI Series 1999-Putnam-1 |
| ML CBO XXV Series 1999-Strong-1 |
| ML CLO XII Pilgrim America 97-1 |
| ML CLO XIX Sterling (Cayman) Ltd. |
| ML CLO XVI Series 1998-Delano-1 |
| ML CLO XV Pilgrim America 98-2 |
| ML CLO XX Pilgrim America Ltd. |
| MMCAPS Funding I Ltd. |
| MMCaps Funding XIX |
| MMCAPS Funding XVIII Ltd. |
| MMCAPS Funding XVII Ltd. |
| MM Community Funding III Ltd. |
| MM Community Funding II Ltd. |
| MM Community Funding IX Ltd. |
| MM Community Funding Ltd. |
| Modigliani |
| Momentum Capital Fund Ltd. |
| Monroe Harbor CDO 2005-1 Ltd. |
| Montauk Point CDO II Ltd. |
| Montauk Point CDO Ltd. |
| Monterey CDO Ltd. |
| Monument Capital Ltd. |
| Monument Park CDO Ltd. |
| Morgan Stanley 2007 XLC1 |
| Morgan Stanley Capital I Inc 2005 RR6 |
| Morgan Stanley Investment Management Coniston BV |
| Morgan Stanley Investment Management Croton Ltd. |
| Morgan Stanley Investment Management Garda BV |
| Morgan Stanley Investment Management Mezzano BV |
| Morgan Stanley Managed ACES SPC AB SCDO Series 2007-1 |
| Moselle CLO S.A. |
| Mountain Capital CLO III Ltd. |
| Mountain Capital CLO II Ltd. |
| Mountain Capital CLO I Ltd. |
| Mountain Capital CLO IV Ltd. |
| Mountain Capital CLO VI Ltd. |
| Mountain Capital CLO V Ltd. |
| Mountain View CLO III Ltd. |
| Mountain View CLO II Ltd. |
| Mountain View Funding CLO 2006-1 Ltd. |
| MSIM Peconic Bay Ltd. |
| Mt. Washington CBO I Ltd. |
| Mt. Wilson CLO II Ltd. |
| Mt. Wilson CLO Ltd. |
| Muir Grove CLO Ltd. |
| Mulberry Street CDO II Ltd. |
| Mulberry Street CDO Ltd. |
| Muzinich Cashflow CBO II Ltd. |
| Muzinich Cashflow CBO Ltd. |
| Muzinich CBO II Ltd. |
| MWAM CBO 2001-1 Ltd. |
| NAC Euroloan Advantage I Ltd. |
| NACM CLO I |
| Nantucket CBO Ltd. |
| Nantucket CLO I Ltd. |
| Napa Valley X - Series 99/2007 |
| Nash Point CLO |
| Nassau CDO I Ltd. |
| Nationwide CBO 2000-1 Ltd. |
| Nautilus RMBS CDO I Ltd. |
| Nautique Funding Ltd. |
| Navigare Funding I CLO Ltd. |
| Navigare Funding II CLO Ltd. |
| Navigator CDO 2003 Ltd. |
| Navigator CDO 2004 Ltd. |
| Navigator CDO 2005 Ltd. |
| Navigator CDO 2006 Ltd. |
| Neptune CDO 2004-1 Ltd. |
| Neptune CDO III Ltd. |
| Neptune Finance CCS Ltd. |
| Neptuno CLO I BV |
| Neptuno CLO II BV |
| Neptuno CLO III BV |
| New Alliance Global CDO |
| New Bond Street CDO 2 plc |
| Newcastle CDO II Ltd. |
| Newcastle CDO IV Ltd. |
| Newcastle CDO IX 1 Ltd. |
| Newcastle CDO VIII 1 and 2 Ltd. |
| Newcastle CDO VII Ltd. |
| Newcastle CDO VI Ltd. |
| Newcastle CDO V Ltd. |
| Newcastle CDO X Ltd. |
| NewStar Commercial Loan Trust 2006-1 |
| Newstar Commercial Loan Trust 2007-1 |
| NewStar Credit Opportunities Funding II Ltd. |
| NewStar Trust 2005-1 |
| Newton CDO Ltd. |
| Niagara CDO Ltd. |
| Nicholas-Applegate CBO II Ltd. |
| Nicholas-Applegate CBO I Ltd. |
| Nob Hill CLO II Ltd. |
| Nob Hill CLO Ltd. |
| Nomura CBO 1997-1 Ltd. |
| Nomura CBO 1997-2 Ltd. |
| Nomura CRE CDO 2007-2 Ltd. |
| Non Profit Preferred Funding Trust I Structured Tax Exempt Pass Through STEP Certificates |
| Norse CBO Ltd. |
| North Cove CDO III Ltd. |
| Northlake CDO I Ltd. |
| Northland Funding I Ltd. |
| Northstar CBO 1997-1 Ltd. |
| Northstar CBO 1997-2 Ltd. |
| North Street Referenced Linked Notes 2000-1 Ltd. |
| North Street Referenced Linked Notes 2002-4 Ltd. |
| North Street Referenced Linked Notes 2005-7 Ltd. |
| North Street Referenced Linked Notes 2005-9 Ltd. |
| Northwall Funding CDO I Ltd. |
| North Westerly CLO I BV |
| North Westerly CLO II BV |
| North Westerly CLO III BV |
| Northwestern Investment Management Company CBO I |
| Northwoods Capital III Ltd. |
| Northwoods Capital II Ltd. |
| Northwoods Capital IV Ltd. |
| Northwoods Capital Ltd. |
| Northwoods Capital VIII Ltd. |
| Northwoods Capital VII Ltd. |
| Northwoods Capital VI Ltd. |
| Northwoods Capital V Ltd. |
| Nova CDO 2001 Ltd. |
| N-Star Real estate CDO III Ltd. |
| N-Star Real Estate CDO II Ltd. |
| N-Star Real Estate CDO I Ltd. |
| N-Star Real Estate CDO IX |
| N-Star Real Estate CDO VII Ltd. |
| N-Star Real Estate CDO V Ltd. |
| N-Star REL CDO IV |
| N-Star REL CDO VI |
| N-Star REL CDO VIII |
| NYLIM Flatiron CLO 2003-1 Ltd. |
| NYLIM Flatiron CLO 2004-1 Ltd. |
| NYLIM Flatiron CLO 2005-1 Ltd. |
| NYLIM Flatiron CLO 2006-1 Ltd. |
| NYLIM High Yield CDO 2001 Ltd. |
| NYLIM Stratford CDO 2001-1 Ltd. |
| Oak Hill Credit Partners III Ltd. |
| Oak Hill Credit Partners II Ltd. |
| Oak Hill Credit Partners I Ltd. |
| Oak Hill Credit Partners IV Ltd. |
| Oak Hill Credit Partners V Ltd. |
| Oak Hill European Credit Partners II plc |
| Oak Hill European Credit Partners I plc |
| Oasis CBO Ltd. |
| Oasis Collateralized High Income Portfolios |
| Ocean Trails CLO I |
| Ocean Trails CLO II |
| Oceanview CBO I Ltd. |
| OCI Euro Fund I BV |
| Octagon Investment Partners III Ltd. |
| Octagon Investment Partners II LLC |
| Octagon Investment Partners IV Ltd. |
| Octagon Investment Partners IX Ltd. |
| Octagon Investment Partners VIII Ltd. |
| Octagon Investment Partners VII Ltd. |
| Octagon Investment Partners VI Ltd. |
| Octagon Investment Partners V Ltd. |
| Octagon Investment Partners XI Ltd. |
| Octagon Investment Partners X Ltd. |
| OFSI Fund III Ltd. |
| OFSI Fund II LLC (Special Situations Opportunity Fund II LLC) |
| OHA Park Avenue CLO I Ltd. |
| Olympic CLO I Ltd. |
| Omega Capital Europe plc Series 25 |
| One Wall Street CLO II Ltd. |
| Opus CDO I Ltd. |
| Orchard Park Ltd. |
| Orchid Structured Finance CDO III Ltd. |
| Orchid Structured Finance CDO II Ltd. |
| Orchid Structured Finance CDO Ltd. |
| Orient Point CDO II Ltd. |
| Orient Point CDO Ltd. |
| Orion 2006-1 Ltd. |
| Orion Euro High Yield BV |
| ORYX European CLO BV |
| Osprey CDO 2006-1 Ltd. |
| OUB Euro Emerging Capital CBO I Ltd. |
| Overture CDO I (Ireland) plc |
| OWS CLO I |
| Oxford Street Finance Ltd. |
| Pacifica CDO III Ltd. |
| Pacifica CDO II Ltd. |
| Pacifica CDO IV Ltd. |
| Pacifica CDO VI Ltd. |
| Pacifica CDO V Ltd. |
| Pacifica Partners I |
| Pacific Bay CDO Ltd. |
| Pacific Coast CDO Ltd. |
| Pacific Life CBO 1998-1 Ltd. |
| Pacific Pinnacle CDO Ltd. |
| Pacific Redwood CBO Ltd. |
| Pacific Shores CDO Ltd. |
| Padova Finance N. 1 S.r.l. |
| Palisades CDO Ltd. |
| Palladium CDO 1 |
| Palladium CDO II |
| Pallas CDO I BV |
| Pallas II |
| Palmer Square 2 plc |
| Palmer Square plc |
| Palmetto Synthetic CDO Ltd. |
| Palmyra Funding Ltd. |
| Palmyra II Funding Ltd. |
| PAMCO CLO Series 1997-1 |
| PAMCO III CLO Series 1998-1 |
| Pangaea CLO 2007-1 Ltd. |
| Panther CDO I BV |
| Panther CDO II BV |
| Panther CDO III BV |
| Panther CDO IV BV |
| Paragon CDO Ltd. |
| Parapet 2006 Ltd. |
| Parkridge Lane SFSO CDO I Ltd. |
| Parthenon CSO 2001-2 |
| Partholon CDO I plc |
| Pasadena CDO Ltd. |
| Pascal CDO Ltd. |
| PDM CLO I BV |
| Pennant CBO Ltd. |
| Penta CLO 1 S.A. |
| Penwood CDO 2008-1 Ltd. |
| Peritus I CDO Ltd. |
| Perseus CDO I |
| Petra CRE CDO 2007-1 |
| Petrusse European CLO S.A. |
| Phoenix CDO Corp. |
| Phoenix CDO II Ltd. |
| Phoenix Funding Ltd. |
| Phoenix Global Sovereign CBO Ltd. |
| Phoenix-Mistic 2002-1 CBO Ltd. |
| Piedmont CDO Trust |
| Pilgrim America CBO I Ltd. |
| Pilgrim America High Income Investments Ltd. |
| Pilgrim CLO 1999-1 Ltd. |
| Pine Mountain CDO III Ltd. |
| Pine Mountain CDO II Ltd. |
| Pine Mountain CDO Ltd. |
| Pinetree CDO Ltd. |
| Pinnacle CBO Ltd. |
| Pinnacle Point Funding Ltd. |
| Pinstripe I CDO |
| Pioneer Valley Structured Credit CDO I Ltd. |
| Plaza II Emerging Market CBO Ltd. |
| PMI 2 Finance |
| Porter Square CDO III Ltd. |
| Porter Square CDO II Ltd. |
| Porter Square CDO I Ltd. |
| Porticoes Funding Ltd. |
| Portola CLO Ltd. |
| Port Royal Synthetic CDO Ltd. |
| PPM America High Grade CBO I Ltd. |
| PPM America High Yield CBO II Ltd. |
| PPM America High Yield CBO I Ltd. |
| PPM America Structured Finance CBO I Ltd. |
| PPM Grayhawk CLO Ltd. |
| Prado CDO Ltd. |
| Preferred CPO Ltd. |
| Preferred Term Securities III Ltd. |
| Preferred Term Securities II Ltd. |
| Preferred Term Securities IV Ltd. |
| Preferred Term Securities IX Ltd. |
| Preferred Term Securities Ltd. |
| Preferred Term Securities VIII Ltd. |
| Preferred Term Securities VII Ltd. |
| Preferred Term Securities VI Ltd. |
| Preferred Term Securities V Ltd. |
| Preferred Term Securities XIII Ltd. |
| Preferred Term Securities XII Ltd. |
| Preferred Term Securities XI Ltd. |
| Preferred Term Securities XIV Ltd. |
| Preferred Term Securities XIX Ltd. |
| Preferred Term Securities X Ltd. |
| Preferred Term Securities XVIII Ltd. |
| Preferred Term Securities XVII Ltd. |
| Preferred Term Securities XVI Ltd. |
| Preferred Term Securities XV Ltd. |
| Preferred Term Securities XXIII Ltd. |
| Preferred Term Securities XXII Ltd. |
| Preferred Term Securities XXI Ltd. |
| Preferred Term Securities XXIV Ltd. |
| Preferred Term Securities XX Ltd. |
| Preferred Term Securities XXVIII Ltd. |
| Preferred Term Securities XXVII Ltd. |
| Preferred Term Securities XXVI Ltd. |
| Preferred Term Securities XXV Ltd. |
| Premium Emerging Managed Capital I BV |
| Premium Loan Trust I Ltd. |
| PREPS 2004-1 Ltd. (European Private Funding I Ltd. Partnership) |
| PREPS 2004-2 LP |
| PREPS 2005-1 LP |
| PREPS 2005-2 plc |
| PREPS 2006-1 |
| PREPS 2007-1 |
| Prima Capital CDO 2005-1 |
| Prima Capital CRE Securitization 2006-1 |
| Prima II Synthetic CDO |
| PRIME 2006-1 Funding LP |
| Primus CLO II Ltd. |
| Primus CLO I Ltd. |
| Prometheus Investment Funding No. 1 Ltd. |
| PROMISE-I 2000-1 plc |
| Promus I BV |
| Promus II BV |
| Pro Rata Funding Ltd. |
| Prospect Park CDO Ltd. |
| Prospero CLO I BV |
| Prospero CLO II BV |
| Provident CBO I Ltd. |
| Prudential Structured Finance CBO I |
| PULS CDO 2006-1 plc |
| PULS CDO 2007-1 Ltd. |
| Puma CLO I BV |
| Putnam CBO II Ltd. |
| Putnam CBO I Ltd. |
| Putnam Structured Product CDO 2001-1 Ltd. |
| Putnam Structured Product CDO 2002-1 Ltd. |
| Putnam Structured Product Funding 2003-1 Ltd. |
| Pyxis ABS CDO 2006-1 Ltd. |
| Quatro Pmx Funding Ltd. |
| Queen Street CLO I BV |
| Queen Street CLO II BV |
| Quicksilver Euro CBO I |
| Race Point CLO Ltd. |
| Race Point II CLO Ltd. |
| Race Point III CLO |
| Race Point IV CLO Ltd. |
| Rainier CBO I Ltd. |
| RAIT CRE CDO I Ltd. |
| RAIT Preferred Funding II Ltd. |
| Rampart CLO 2006-I Ltd. |
| Rampart CLO 2007 Ltd. |
| Red River CLO Ltd. |
| Regatta Funding Ltd. |
| Regents Park CDO BV |
| Regent Street Finance Ltd. |
| Regional Diversified Funding 2004-1 Ltd. |
| Regional Diversified Funding 2005-1 Ltd. |
| Regional Diversified Funding Ltd. |
| Rembrandt I Synthetic CDO Ltd. |
| Rendite Finance No. 2 Inc. |
| Renoir CDO BV |
| Reservoir Funding Ltd. |
| Resource Europe CLO I |
| Resource Real Estate Funding 2006-1 |
| Resource Real Estate Funding 2007-1 |
| Restoration Funding CLO Ltd. |
| RFC CDO II Ltd. |
| Rhodium 1 BV |
| Rhyno CBO 1997-1 Ltd. |
| Ridgeway Court Funding II Ltd. |
| Ridgeway Court Funding I Ltd. |
| Rivendell Loan Fund LLC |
| River North CDO Ltd. |
| Riverside Park CLO Ltd. |
| Riviera Finance 1 S.A. |
| RMB CDO II Ltd. |
| RMB CDO I Ltd. |
| RMF Euro CDO III plc |
| RMF Euro CDO II S.A. |
| RMF Euro CDO IV plc |
| RMF Euro CDO S.A. |
| RMF Euro CDO V plc |
| Robeco CBO I Ltd. |
| Robeco CDO II Ltd. |
| Robeco CSO III BV |
| Rock 1 CRE CDO 2006 |
| Rockwall CDO II Ltd. |
| Rockwall CLO Ltd. |
| Rosedale CLO II Ltd. |
| Rosedale CLO Ltd. |
| Rosemont CLO Ltd. |
| Rosetta I S.A. |
| Rubens CDO 1 Ltd. |
| Ruby Finance Public Ltd. 2007-1 |
| Saar Holdings CDO Ltd. |
| Sagamore CLO Ltd. |
| Salt Creek High Yield CSO 2005-1 Ltd. |
| Sandelman Finance 2006-1 Ltd. |
| Sandelman Finance 2006-2 Ltd. |
| Sandelman Realty CRE CDO I |
| Sands Point Funding Ltd. |
| San Gabriel CLO I Ltd. |
| San Joaquin CDO I Ltd. |
| San Miguel CDO Ltd. |
| Santa Rosa CDO Ltd. |
| Santiago CDO Ltd. |
| Sapphire Valley CDO I Ltd. |
| Saratoga CLO I Ltd. |
| Sargas CLO II Ltd. |
| Sargas CLO I Ltd. |
| SASCO 2007 BHC1 Trust |
| Sasco 2008-C2 |
| Saturn CLO Ltd. |
| Saturn Ventures 2004 - Fund America Investors III Ltd. |
| Saturn Ventures 2005-1 Ltd. |
| Saturn Ventures II Ltd. |
| Saturn Ventures I Ltd. |
| Saybrook Point CBO II Ltd. |
| SBC Glacier Finance Ltd. |
| Schiller Park CLO Ltd. |
| SCM Communications CBO I Ltd. |
| S-CORE 2007-1 GmbH |
| S-CORE 2008-1 GmbH |
| Scorpius CDO Ltd. |
| Seaboard CLO 2000 Ltd. |
| Seneca CBO III Ltd. |
| Seneca CBO II LP |
| Seneca CBO IV Ltd. |
| SEQUILS / MINCS Cumberland I Ltd. |
| SEQUILS / MINCS ING I Ltd. |
| SEQUILS / MINCS Liberty Ltd. |
| SEQUILS / MINCS Magnum Ltd. |
| Sequils Centurion V Ltd. |
| SEQUILS IV / MINCS IV Ltd. |
| SFA Collateralized Asset-Backed Securities III Ltd. |
| SFA Collateralized Asset-Backed Securities II Ltd. |
| SFA Collateralized Asset-Backed Securities I Ltd. |
| SFR Ltd. |
| Sharps CDO II Ltd. |
| Shasta CLO I Ltd. |
| Sheffield CDO II Ltd. |
| Sheffield CDO Ltd. |
| Sherwood Funding CDO II Ltd. |
| Sherwood Funding CDO Ltd. |
| Sherwood III ABS CDO Ltd. |
| Shinnecock CLO 2006-1 Ltd. |
| Shyppco Finance Company LLC |
| Sierra CLO II Ltd. |
| Sierra CLO I Ltd. |
| Sierra Madre Funding Ltd. |
| Signature 3 Ltd. |
| Signature 4 Ltd. |
| Signature 5 LP |
| Signature 6 Ltd. |
| Signature 7 LP |
| Signature QSPE Ltd. |
| Silverado CLO 2006-II Ltd. |
| Silverado CLO 2006-I Ltd. |
| Silver Birch CLO I BV |
| Silver Creek Funding Ltd. |
| Silver Marlin CDO I Ltd. |
| Simsbury CLO Ltd. |
| Skellig Rock BV |
| SKM Libertyview CBO I Ltd. |
| Skybox CDO Ltd. |
| Skytop CLO Ltd. |
| Smoky River CDO LP |
| Solar Investment Grade CBO II Ltd. |
| Solar Investment Grade CBO I Ltd. |
| Soloso CDO 2005-1 Ltd. |
| Soloso CDO 2007-1 Ltd. |
| Solstice ABS CBO III Ltd. |
| Solstice ABS CBO II Ltd. |
| Solstice ABS CBO Ltd. |
| Somers CDO Ltd. |
| Sorin Real Estate CDO I |
| Sorin Real Estate CDO III |
| Sorin Real Estate CDO IV |
| South Coast Funding III Ltd. |
| South Coast Funding II Ltd. |
| South Coast Funding I Ltd. |
| South Coast Funding IV Ltd. |
| South Coast Funding VII Ltd. |
| South Coast Funding V Ltd. |
| Southfork CLO Ltd. |
| Southport CLO Ltd. |
| South Street CBO 1999-1 Ltd. |
| South Street CBO 2000-1 Ltd. |
| Special Value Bond Fund II LLC |
| SPF CDO I Ltd. |
| Spices Finance Ltd. - PEAS |
| Spring Asset Funding CDO 2006-1 |
| Springdale 2006-1 |
| Spring Road CLO 2007-1 Ltd. |
| Sprint Series 2001-3 Trust |
| Spruce CCS Ltd. |
| St. George Funding 2000-1 Ltd. |
| St. James's Park CDO BV |
| Stack 2004-1 Ltd. |
| Stack 2005-2 Ltd. |
| Stack 2006-1 Ltd. |
| StaGe Mezzanine 2006 |
| Stanfield / RMF Transatlantic CDO Ltd. |
| Stanfield Arbitrage CDO Ltd. |
| Stanfield Arnage CLO Ltd. |
| Stanfield Azure CLO Ltd. |
| Stanfield Bristol CLO Ltd. |
| Stanfield Carrera CLO Ltd. |
| Stanfield CLO Ltd. |
| Stanfield Daytona CLO Ltd. |
| Stanfield McLaren CLO Ltd. |
| Stanfield Modena CLO Ltd. |
| Stanfield Quattro CLO Ltd. |
| Stanfield Vantage CLO Ltd. |
| Stanfield Veyron CLO Ltd. |
| Stanton ABS I plc |
| Stanton CDO I S.A. |
| Stanton MBS I plc |
| Stanton Vintage CDO plc |
| START IV CLO Ltd. |
| STARTS (Cayman) Ltd. 2003-1 |
| STARTS (Cayman) Ltd. 2003-3 |
| STARTS (Cayman) Ltd. 2006-3 |
| STARTS (Cayman) Ltd. 2007-29 |
| STARTS (Cayman) Ltd. 2007-7 |
| Starts (Ireland) plc - Amber Credit Linked Notes |
| Starvest Emerging Markets CBO I |
| Starvest Emerging Markets CBO II |
| Static Loan Funding 2007-1 Ltd. |
| Static Residential CDO 2006-A Ltd. |
| Static Residential CDO 2006-B Ltd. |
| Stedman Loan Fund II Ltd. |
| Stedman Loan Fund Ltd. |
| Stein Roe Farnham CLO I |
| Sterlingmax I MBS Ltd. |
| St James River CLO Ltd. |
| Stockbridge CDO |
| Stone Tower CDO II Ltd. |
| Stone Tower CDO Ltd. |
| Stone Tower CLO III Ltd. |
| Stone Tower CLO II Ltd. |
| Stone Tower CLO IV Ltd. |
| Stone Tower CLO Ltd. |
| Stone Tower CLO VII Ltd. |
| Stone Tower CLO VI Ltd. |
| Stone Tower CLO V Ltd. |
| Stoney Lane Funding I Ltd. |
| Storrs CDO Ltd. |
| Straits Global ABS CDO I Ltd. |
| Stratford CLO Ltd. |
| Strawinsky I plc |
| Streeterville ABS CDO |
| STRIPs CDO Series 2002-1 |
| STRIPs CDO Series 2002-2 |
| Strong CDO III Ltd. |
| Strong High Yield CBO II (Cayman) Ltd. |
| Structured Enhanced Return Vehicle Trust 1999-1 |
| Structured Enhanced Return Vehicle Trust 2000-2 |
| Stuyvesant CDO IV Ltd. |
| Suffield CLO Ltd. |
| Summer Street 2004-1 Ltd. |
| Summer Street 2005-1 Ltd. |
| Summer Street 2005-HG1 Ltd. |
| Summer Street 2007-1 Ltd. |
| Summit CBO I Ltd. |
| Summit Lake CLO Ltd. |
| SunAmerica CBO Ltd. |
| Sunrise CDO I Ltd. |
| Sutter CBO 1998-1 Ltd. |
| Sutter CBO 1999-1 Ltd. |
| Sutter CBO 2000-2 Ltd. |
| Swing Street CLO 2001-1 |
| SWON CDO Ltd. |
| Sycamore CBO Ltd. |
| Sydney Street Finance Ltd. |
| Symphony CLO III Ltd. |
| Symphony CLO II Ltd. |
| Symphony CLO I Ltd. |
| Symphony CLO IV Ltd. |
| Symphony CLO VI Ltd. |
| Symphony CLO V Ltd. |
| T2 Income Fund CLO I Ltd. |
| Taberna Europe CDO II plc |
| Taberna Europe CDO I plc |
| Taberna Preferred Funding III Ltd. |
| Taberna Preferred Funding II Ltd. |
| Taberna Preferred Funding I Ltd. |
| Taberna Preferred Funding IV Ltd. |
| Taberna Preferred Funding IX Ltd. |
| Taberna Preferred Funding VIII Ltd. |
| Taberna Preferred Funding VII Ltd. |
| Taberna Preferred Funding VI Ltd. |
| Taberna Preferred Funding V Ltd. |
| TABS 2004-1 Ltd. |
| TABS 2005-2 Oakville Ltd. |
| TABS 2005-3 |
| Tagus Global Bond Securitisation No. 2 plc |
| Talcott Notch CBO 2000-1 Ltd. |
| Talon Funding I Ltd. |
| Tara Hill BV |
| TCW GEM III Ltd. |
| TCW GEM II Ltd. |
| TCW GEM LIGOS I Ltd. |
| TCW GEM V Ltd. |
| TCW High Income Partners II Ltd. |
| TCW High Income Partners Ltd. |
| TCW LINC III CBO |
| TCW Select Loan Fund Ltd. |
| TELOS CLO 2006-1 Ltd. |
| TELOS CLO 2007-2 Ltd. |
| Term CDO 2007-1 Ltd. |
| Theseus European CLO S.A. |
| TIAA High Yield CDO I Ltd. |
| TIAA Real Estate CDO 2002-1 |
| TIAA Real Estate CDO 2003 1 Ltd. |
| TIAA Structured Finance CDO II Ltd. |
| TIAA Structured Finance CDO I Ltd. |
| Tierra Alta Funding I Ltd. |
| Titanium CBO I Ltd. |
| Titian CDO plc |
| Topanga CDO Ltd. |
| Topsail CBO Ltd. |
| TORO ABS CDO I |
| Toro ABS CDO II Ltd. |
| Torus S.A. |
| Tourmaline CDO III Ltd. |
| Tourmaline CDO II Ltd. |
| Tourmaline CDO I Ltd. |
| Tower Hill CDO II Ltd. |
| Tower Hill CDO Ltd. |
| TPREF Funding III Ltd. |
| TPREF Funding II Ltd. |
| TPREF Funding I Ltd. |
| Trabuco CDO Ltd. |
| Trainer Wortham First Republic CBO III |
| Trainer Wortham First Republic CBO II Ltd. |
| Trainer Wortham First Republic CBO IV Ltd. |
| Trainer Wortham First Republic CBO V Ltd. |
| Tralee CDO I Ltd. |
| Trapeza CDO III DQ |
| Trapeza CDO II LLC |
| Trapeza CDO I LLC |
| Trapeza CDO IV LLC |
| Trapeza CDO IX Ltd. |
| Trapeza CDO VII Ltd. |
| Trapeza CDO VI Ltd. |
| Trapeza CDO V Ltd. |
| Trapeza CDO XIII Ltd. |
| Trapeza CDO XII Ltd. |
| Trapeza CDO XI Ltd. |
| Trapeza CDO X Ltd. |
| Trapeza Edge CDO Ltd. |
| Travelers Funding Ltd. |
| Tremonia CDO 2005-1 PLC |
| Triaxx Prime CDO 2006-1 Ltd. |
| Triaxx Prime CDO 2006-2 Ltd. |
| Triaxx Prime CDO 2007-1 Ltd. |
| Tribeca Park CDO Ltd. |
| Tricadia 2005-4 Ltd. |
| Tricadia CDO 2004-2 Ltd. |
| Tricadia CDO 2005-3 Ltd. |
| Tricadia CDO 2006-6 Ltd. |
| Trimaran CLO IV Ltd. |
| Trimaran CLO VII Ltd. |
| Trimaran CLO VI Ltd. 2006 |
| Trimaran CLO V Ltd. |
| Trinity CDO Ltd. |
| Triplas Synthetic CDO S.A. |
| Triton CBO III Ltd. (see VP CBO) |
| Triton CDO IV Ltd. |
| Triumph Capital CBO I Ltd. |
| Tropic CDO III Ltd. |
| Tropic CDO II Ltd. |
| Tropic CDO I Ltd. |
| Tropic CDO IV Ltd. |
| Tropic CDO V Ltd. |
| Tryon CLO Ltd. 2000-1 |
| TS Co.mit One GmbH |
| Tuscany CDO Ltd. |
| UBS Brinson CBO Ltd. |
| Union Square CDO Ltd. |
| United Asian CBO I Ltd. |
| US Capital Funding III Ltd. |
| US Capital Funding II Ltd. |
| US Capital Funding I Ltd. |
| US Capital Funding IV Ltd. |
| US Capital Funding VI Ltd. |
| US Capital Funding V Ltd. |
| Valeo Investment Grade CDO |
| Valeo Investment Grade CDO II |
| Valeo Investment Grade CDO III |
| Valhalla CLO Ltd. |
| Vallauris CLO plc |
| Vallauris II CLO PLC |
| Valleriite CDO I plc (USD) |
| Van Kampen CLO II Ltd. |
| Van Kampen CLO I Ltd. |
| Varick Structured Asset Fund Ltd. |
| Veer Cash Flow CLO Ltd. |
| Vela Public Sector S.r.l. |
| Velocity CLO Ltd. |
| Venture CDO 2002 Ltd. |
| Venture II CDO 2002 |
| Venture III CDO Ltd. |
| Venture IV CDO Ltd. |
| Venture IX CDO Ltd. |
| Venture V CDO Ltd. |
| Venture VI CDO Ltd. |
| Venture VII CDO Ltd. |
| Venture VIII CDO Ltd. |
| Verde CDO Ltd. |
| Veritas CLO II Ltd. |
| Veritas CLO I Ltd. |
| Vermeer Funding Ltd. |
| Versailles CLO M.E. I plc |
| Vertical ABS CDO 2005-1 Ltd. |
| Vertical ABS CDO 2006-1 |
| Vertical ABS CDO 2006-2 Ltd. |
| Vertical CDO 2003-1 Ltd. |
| Vertical CDO 2004-1 Ltd. |
| Vertical CRE CDO 2006-1 Ltd. |
| Victoria Falls CLO Ltd. |
| Vinacasa CLO Ltd. |
| Vintage Capital SA |
| Visage CDO I plc |
| Vista Leveraged Income Fund Inc. |
| Vitesse CLO Ltd. |
| VP CBO Ltd. |
| Wachovia CRE CDO 2006-1 |
| Wadsworth CDO Ltd. |
| Wasatch CLO Ltd. |
| Watchtower CLO I plc |
| Waterfront CLO 2007-1 Ltd. |
| Wave 2007-1 |
| Wave 2007-2 |
| Wave 2007-3 |
| Waveland-Ingots Ltd. |
| Westbrook CLO Ltd. |
| Westchester CLO Ltd. |
| West Coast Funding I Ltd. |
| West Trade Funding CDO III Ltd. |
| West Trade Funding CDO II Ltd. |
| West Trade Funding CDO I Ltd. |
| Westwood CDO II Ltd. |
| Westwood CDO I Ltd. |
| WG Horizons CLO I |
| Whately CDO I Ltd. |
| Whitebark Pine I Ltd. |
| Whitehawk CDO Funding Ltd. |
| WhiteHorse III Ltd. |
| WhiteHorse II Ltd. |
| WhiteHorse I Ltd. |
| WhiteHorse IV Ltd. |
| White Marlin CDO 2007-1 Ltd. |
| Whitney CLO I Ltd. |
| Whitney Private Debt Fund LP |
| Wilbraham CBO Ltd. |
| Windmill CLO I Ltd. |
| Wind River CLO II - Tate Investors Ltd. |
| Wind River CLO I Ltd. |
| Windsor Loan Funding Ltd. |
| WISE 2006-1 plc |
| Witherspoon CDO Funding Ltd. |
| Wood Street CLO I BV |
| Wood Street CLO II BV |
| Wood Street CLO III BV |
| Wood Street CLO IV BV |
| Wood Street CLO V BV |
| Wood Street CLO VI BV |
| Worldlinx CBO Ltd. |
| Wrightwood Capital Real Estate CDO 2005-1 |
| Wrigley CDO Ltd. |
| Z-1 CDO 1996 Ltd. |
| ZAIS Investment Grade Ltd. |
| ZAIS Investment Grade Ltd. II |
| ZAIS Investment Grade Ltd. III |
| ZAIS Investment Grade Ltd. IV |
| ZAIS Investment Grade Ltd. IX |
| ZAIS Investment Grade Ltd. V |
| ZAIS Investment Grade Ltd. VI |
| ZAIS Investment Grade Ltd. VII |
| ZAIS Investment Grade Ltd. VIII |
| ZAIS Investment Grade Ltd. X |
| Zenith Funding Ltd. |
| Zermatt CBO Ltd. |
| Zohar CDO 2003-1 Ltd. |
| Zohar II 2005-1 Ltd. |
| Zohar III Ltd. |
| Zoo ABS 1 BV |
| Zoo ABS II BV |
