1. Selected Charts regarding CDO Market February 2011 FCIC

2. Characteristics of the sample of Asset Backed Securities (ABS) CDOs The sample includes 793 deals that were originated between October 1998 and February 2009 The sample is drawn from the population of active deals in the Moody’s CDO Enhanced Monitoring Service database

3. ABS CDO Deal Origination Volume, 2003-2007

4. ABS CDO Collateral Composition at Origination, 2003-2007

5. Proportion of ABS CDO collateral composed of other ABS CDOs, 2003-2007

6. Share of ABS CDO mezzanine tranches purchased by other ABS CDOs, 2003-2007