Credit Car Finance

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Credit Car Finance document sample

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11/21/2010
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							            9109868d-3ef3-4a27-bec3-951e33e9cd01.xls




XL Capital Assurance
Structured Finance Rating Actions:
Issuer                    Name/Desc                                              Series           Class             Collateral               CUSIP                   Insurer      From Rating   Credit Watch    To Rating     To CreditWatch
AESOP Funding II          US$500 million floating rate rental car asset-backed
                                                                                 2003-4       A-2         ABS Rental Cars               00103RBA3    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
L.L.C.                    notes series 2003-4
AESOP Funding II          US$500 million floating rate rental car asset-backed
                                                                                 2003-4       A-3         ABS Rental Cars               00103RBB1    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
L.L.C.                    notes series 2003-4
AESOP Funding II          US$500 million floating rate rental car asset-backed
                                                                                 2003-4       A-4         ABS Rental Cars               00103RBC9    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
L.L.C.                    notes series 2003-4
AESOP Funding II          US$500 million rental car asset backed notes series
                                                                                 2003-5       A-2         ABS Rental Cars               00103RBE5    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
L.L.C.                    2003-5
Ak Receivables
                          US$250 million series 2005-B                           2005-B       2005-B      ABS Future Flow               -            XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Corporation (Akbank)
Akbank Remittances                                                                            Tranche
                          US$160 million tranche twelve floating rate notes      2005-C                   ABS Future Flow               00971VAC0    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Trust Securitization                                                                          12
Akbank Remittances        A.R.T.S. Ltd. Tranches 14 US$ 40 million floating                   Tranche
                                                                                 Tranche 14               ABS Future Flow               00971VAF3    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Trust Securitization      rate notes                                                          14

Americredit Automobile
                        US$900 million automobile receivables-backed
Receivables Trust 2005-                                                          2005-A-X     A-4         ABS Auto-Subprime             03061NHX0    XL Capital Assurance Inc.   AAA            Negative       AA-          NM
                        notes series 2005-A-X
A-X

AmeriCredit Automobile
                        US$1,200 million automobile receivables-backed
Receivables Trust 2007-                                                          2007-A-X     A-2         ABS Auto-Subprime             030613AB9    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
                        notes series 2007-A-X
A-X

AmeriCredit Automobile
                        US$1,200 million automobile receivables-backed
Receivables Trust 2007-                                                          2007-A-X     A-3         ABS Auto-Subprime             030613AC7    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
                        notes series 2007-A-X
A-X

AmeriCredit Automobile
                        US$1,200 million automobile receivables-backed
Receivables Trust 2007-                                                          2007-A-X     A-4         ABS Auto-Subprime             030613AD5    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
                        notes series 2007-A-X
A-X

AmeriFirst Home
Improvement Finance       US$81 million asset backed notes series 2005-1         2005-1       2005-1      ABS Consumer-Other            03075QAA4    XL Capital Assurance Inc.   AAA            Negative       AA           NM
Trust 2005-1
Banagricola DPR
                          US$60 million Series 2003-1                            2003-1       2003-1      ABS Future Flow               05948NAC7    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Funding, LTD
Banagricola DPR           US$100 Million Floating Rate Notes Series 2006-1
                                                                                 2006-1       2006-1      ABS Future Flow               -            XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Funding, LTD              Due 2013
BCC Funding Corp. VI      US$100 million Asset Backed Notes Series 2007-1        2007-1       A           ABS Equipment                 05532NAA3    XL Capital Assurance Inc.   AAA            Negative       AA           NM
Cendant Rental Car        US$600 million variable funding rental car asset
                                                                                 2006-2       2006-2      ABS Rental Cars               --           XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Funding (AESOP) LLC       backed notes series 2006-2

CPS Auto Receivables      US$100 million asset-backed notes series 2007-
                                                                                 2007-TFC     A-2         ABS Auto-Subprime             12619XAB1    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Trust 2007-TFC            TFC

Credit Acceptance Auto
                          US$100 million class A asset-backed notes series
Dealer Loan Trust 2006-                                                          2006-2       A           ABS Auto-Subprime             22530UAA4    XL Capital Assurance Inc.   AAA            Negative       AA           NM
                          2006-2
2
Credit Acceptance Auto
                          US$100 million class A asset-backed notes series
Dealer Loan Trust 2007-                                                          2007-1       A           ABS Auto-Subprime             22531LAA3    XL Capital Assurance Inc.   AAA            Negative       A-           NM
                          2007-1
1
Credit Acceptance Auto
                          US$100 million class A asset-backed notes series
Dealer Loan Trust 2007-                                                          2007-2       A-1A        ABS Auto-Subprime             22531QAA2    XL Capital Assurance Inc.   AAA            Negative       A-           NM
                          2007-2
2
Credit Acceptance Auto
                          US$100 million class A asset-backed notes series
Dealer Loan Trust 2007-                                                          2007-2       A-1B        ABS Auto-Subprime             22531QAB0    XL Capital Assurance Inc.   AAA            Negative       A-           NM
                          2007-2
2



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            9109868d-3ef3-4a27-bec3-951e33e9cd01.xls




XL Capital Assurance
Structured Finance Rating Actions:
Issuer                   Name/Desc                                            Series                Class              Collateral                CUSIP                   Insurer      From Rating   Credit Watch    To Rating     To CreditWatch
Dawn CDO I, Ltd.         Dawn CDO I, Ltd.                                                       A            CDO Cash Flow CDO Of ABS       23922VAA6    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
DriveTime Auto Owner
                         US$178 million asset-backed notes series 2005-B      2005-B            A-3          ABS Auto-Subprime              26209RBE3    XL Capital Assurance Inc.   AAA            Negative       A+           NM
Trust 2005-B
                         US$856 million floating rate secured notes series
Drug Royalty LP 1                                                             2007-1 & 2007-2   2007-1       ABS New Assets-Other           26223NAA3    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
                         2007-1 and 2007-2
                         US$856 million floating rate secured notes series
Drug Royalty LP 1                                                             2007-1 & 2007-2   2007-2       ABS New Assets-Other           --           XL Capital Assurance Inc.   AAA            Negative       A-           Negative
                         2007-1 and 2007-2
DT Auto Owner Trust
                         US$316 million asset-backed notes series 2006-A      2006-A            A-2          ABS Auto-Subprime              26250RAB8    XL Capital Assurance Inc.   AAA            Negative       AAA          Negative
2006-A
DT Auto Owner Trust
                         US$316 million asset-backed notes series 2006-A      2006-A            A-3          ABS Auto-Subprime              26250RAC6    XL Capital Assurance Inc.   AAA            Negative       AAA          Negative
2006-A
DT Auto Owner Trust
                         US$320 million asset-backed notes series 2007-A      2007-A            A-2          ABS Auto-Subprime              23335UAB7    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
2007-A
DT Auto Owner Trust
                         US$320 million asset-backed notes series 2007-A      2007-A            A-3          ABS Auto-Subprime              23335UAC5    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
2007-A

First Costa Rican
                         US$62 million class A bonds series 2002-1            2002-1            Class A      RMBS                           -            XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Housing Finance Corp.

Garanti Diversified
Payment Rights Finance   US$250 million notes series 2005-H due October
                                                                              2005-H            2005-H       ABS Future Flow                -            XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Co.(Turkiye Garanti      15, 2013
Bankasi)
Garanti Diversified
Payment Rights Finance   US$100 million floating- rate notes series 2007- C
                                                                              2007-C            2007-C       ABS Future Flow                -            XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Co.(Turkiye Garanti      due 07/10/ 2017
Bankasi)
GSC Partners Gemini                                                                                          CDO Cash Flow Arbitrage High
                         GSC Partners Gemini Fund Limited                                       A                                           36290MAA2    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Fund Limited                                                                                                 Yield CLO
Insured Custody
Receipts Related to
$25,000,000 Class A-1B   US$25 million Insured Custody Receipts Related to
Floating Rate Notes,     Class A-1B Floating Rate Notes, due June 2032
                                                                           --                   A-1B         ABS Synthetic                  --           XL Capital Assurance Inc.   AAA            Negative       AA+          NM
due June 2032 Issued     Issued by Oceanview CBO I, Limited and
by Oceanview CBO I,      Oceanview CBO I, Inc.
Limited and Oceanview
CBO I,
Jamaican Credit Card
Merchant Voucher         US$225 Million Floating-Rate Certificates Series
                                                                              2001-A            2001-A       ABS Future Flow                -            XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Receivables Master       2001-A Due 2013
Trust (NCB Jamaica)
La Hipotecaria
Panamanian Mortgage      US$73.06 million series 2007-1 certificates          2007-1            2007-1       RMBS                           50346AAA3    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Trust 2007-A
Leaf II Receivables      US$277 million equipment contract backed notes
                                                                              2007-1            A-2          ABS Equipment                  521760AB4    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Funding, LLC             series 2007-1
Leaf II Receivables      US$277 million equipment contract backed notes
                                                                              2007-1            A-3          ABS Equipment                  521760AC2    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Funding, LLC             series 2007-1
Martingale Commercial    US$117 million commercial paper notes and
                                                                              --                Certificat   ABS Synthetic                  573448AA5    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Paper Trust I            certificates
                                                                                                             CDO Cash Flow Arbitrage
Newton CDO Ltd           Newton CDO Ltd.                                                        A-1                                         652521AA3    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
                                                                                                             Corporate High Yield CBO
Petroleum Export
                         US$250 million 4.63% class A-2 notes due June
Ltd.(Egyptian General                                                         CLASS A-2         A-2          ABS Future Flow                716589AB2    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
                         15, 2010
Petroleum Corp.)
Rental Car Finance       US$400 million rental car asset backed notes series
                                                                             2005-1             A-1          ABS Rental Cars                760106AU8    XL Capital Assurance Inc.   AAA            Negative       A-           Negative
Corp.                    2005-1


                                                                                                                                 Page 2 of 4
               9109868d-3ef3-4a27-bec3-951e33e9cd01.xls




XL Capital Assurance
Structured Finance Rating Actions:
Issuer                  Name/Desc                                            Series        Class             Collateral               CUSIP                    Insurer            From Rating   Credit Watch    To Rating     To CreditWatch
Rental Car Finance      US$400 million rental car asset backed notes series
                                                                             2005-1   A-2          ABS Rental Cars               760106AV6    XL Capital Assurance Inc.          AAA            Negative       A-           Negative
Corp.                   2005-1
                        £100 million variable index-linkd notes series 2007-
Skylark Ltd.                                                                 2007-1   --           ABS Synthetic                 --           XL Capital Assurance (U.K.) Ltd.   AAA            Negative       A-           Not Meaningful
                        1
Stonebridge Pass
                        US$147 milliion Pass Through notes Series 2007 A 2007 A       A            ABS New Assets-Other          86176JAA3    XL Capital Assurance Inc.          AAA            Negative       A-           Negative
Through Trust
                        US$325 million pilot Revenue Bonds, series A and
Syracuse Indl Dev Agy                                                       B         A            CMBS Other                    87172NAF5    XL Capital Assurance Inc.          AAA            Negative       A-           Negative
                        taxable series B
                        US$325 million pilot Revenue Bonds, series A and
Syracuse Indl Dev Agy                                                       B         B            CMBS Other                    87172NAH1    XL Capital Assurance Inc.          AAA            Negative       A-           Negative
                        taxable series B
TIB Diversified Payment
Rights Finance          US$100 million floating rate notes series 2005-B    2005-B    2005-B       ABS Future Flow               87245GAH9    XL Capital Assurance Inc.          AAA            Negative       A-           Negative
Co.(Isbank)
TIB Diversified Payment
Rights Finance          US$150 million floating rate notes series 2005-C    2005-C    2005-C       ABS Future Flow               87245GAJ5    XL Capital Assurance Inc.          AAA            Negative       A-           Negative
Co.(Isbank)

UPFC Auto Receivables US$225 million automobile receivables-backed
                                                                            2005-B    A-3          ABS Auto-Subprime             903206AM2    XL Capital Assurance Inc.          AAA            Negative       AAA          Negative
Trust 2005-B          notes series 2005-B

Vega ContainerVessel    US$253.75 million fixed-rate corporate asset-
                                                                            --        A            ABS New Assets-Other          922501AA9    XL Capital Assurance (U.K.) Ltd.   AAA            Negative       A-           Not Meaningful
2006-1 PLC              backed secured notes

Yapi Kredi Diversified
                       US$250 million floating rates notes series 2007-B
Payment Rights Finance                                                      2007-B    2007-B       ABS Future Flow               -            XL Capital Assurance Inc.          AAA            Negative       A-           Negative
                       due 02/15/ 2015
Company




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