サブプライム問題のまとめ

サブプライムローン問題のまとめ:日々のニュースより

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Moody's の格付け変更詳細(4月4日分)&VIX

格付け会社が引き続き格付けを変更しています。

Moody'sの4月4日分の抜粋です。Bloombergより。
CDOの格下げが強烈なことを実感してください。

「 to Baa1 from Aaa 」 トリプルAからトリプルBまで・・・。アーメン。

VIXというS&P500のボラティリティを示す指数があります。
これが200日の移動平均をブレイク出来るかが話題になっています。
ブレイクできなかった場合?ボラティリティ上昇→円高スイスフラン高AUD安の動きです。
VIX

FC2 Blog Ranking ← 深刻な問題なのでほかの人にも教えてあげて下さい

自分のすきな言葉:
「すべて商売は、売って喜び、買って喜ぶようにすべし、売って喜ばす、買って喜ばざるも、正しき商売の道にあらず。貸借の道もまた、これと同じなり」 By 二宮尊徳
「潮が引いたとき、誰が裸で泳いでいたかがわかる」 By バフェット

※このブログはあくまでも個人的な見解であり、投資判断は各自でお願い致します。当ブログは一切の投資損益に対する責任を負いません。



FORT SHERIDAN ABS CDO, LTD.
US$ 71.00M affected
STRUCT. Senior Subordinate ... to A1 from Aa2
STRUCT. Senior Subordinate ... to Ba1 from Baa2
STRUCT. Senior Subordinate ... to Ba2 from Baa2

First Franklin Mortgage Loan Trust 2005-FF1
US$ 208.08M affected
STRUCT. Senior Subordinate ... to Baa2 from A2
STRUCT. Senior Subordinate ... to Baa3 from A3
STRUCT. Subordinate ... to Ba2 from Baa1
STRUCT. Subordinate ... to Ba3 from Baa2
STRUCT. Subordinate ... to B1 from Baa3
STRUCT. Subordinate ... to Caa2 from Ba1

First Franklin Mortgage Loan Trust 2005-FF2
US$ 330.55M affected
STRUCT. Senior Subordinate ... to A3 from A1
STRUCT. Senior Subordinate ... to Baa1 from A2
STRUCT. Senior Subordinate ... to Baa3 from A3
STRUCT. Subordinate ... to Ba2 from Baa1
STRUCT. Subordinate ... to Ba3 from Baa2
STRUCT. Subordinate ... to B2 from Baa3
STRUCT. Subordinate ... to Caa3 from Ba2
STRUCT. Subordinate ... to Caa2 from Ba1

First Franklin Mortgage Loan Trust 2005-FF3
US$ 141.34M affected
STRUCT. Senior Subordinate ... to A2 from Aa3
STRUCT. Senior Subordinate ... to Baa1 from A1
STRUCT. Senior Subordinate ... to Baa2 from A2
STRUCT. Senior Subordinate ... to Baa3 from A3
STRUCT. Senior Subordinate ... to B2 from Baa2
STRUCT. Senior Subordinate ... to Caa2 from Baa3
STRUCT. Subordinate ... to Caa3 from Ba1

First Franklin Mortgage Loan Trust 2005-FF4
US$ 229.50M affected
STRUCT. Senior Subordinate ... to Baa2 from A3
STRUCT. Senior Subordinate ... to Ba1 from Baa1
STRUCT. Senior Subordinate ... to Ba2 from Baa2
STRUCT. Senior Subordinate ... to B3 from Baa3

First Franklin Mortgage Loan Trust 2005-FF6
US$ 196.38M affected
STRUCT. Subordinate ... to Baa2 from A3
STRUCT. Subordinate ... to Baa3 from Baa1
STRUCT. Subordinate ... to Ba2 from Baa2
STRUCT. Subordinate ... to B1 from Baa3
STRUCT. Subordinate ... to Caa1 from Ba1

First Franklin Mortgage Loan Trust 2005-FFH1
US$ 122.65M affected
STRUCT. Senior Subordinate ... to A3 from A1
STRUCT. Senior Subordinate ... to Baa2 from A2
STRUCT. Senior Subordinate ... to Ba1 from A3
STRUCT. Senior Subordinate ... to C from Ba1
STRUCT. Senior Subordinate ... to C from Baa3
STRUCT. Subordinate ... to B1 from Baa1
STRUCT. Subordinate ... to Ca from Baa2

First Franklin Mortgage Loan Trust 2005-FFH2
US$ 103.69M affected
STRUCT. Subordinate ... to Baa1 from A1
STRUCT. Subordinate ... to Baa3 from A2
STRUCT. Subordinate ... to Ba3 from A3
STRUCT. Subordinate ... to B3 from Baa1
STRUCT. Subordinate ... to Caa2 from Baa2
STRUCT. Subordinate ... to Ca from Baa3
STRUCT. Subordinate ... to C from Ba1
STRUCT. Subordinate ... to C from Ba2

G Square Finance 2006-1 Ltd
US$ 1.58B affected
STRUCT. Senior Secured ... to Baa3 from A3
STRUCT. Senior Subordinate ... to A1 from Aaa
STRUCT. Senior Subordinate ... to A3 from Aa2

Hillcrest CDO I Corp
US$ 85.00M affected
STRUCT. Senior Subordinate ... to Ba2 from Baa2
STRUCT. Subordinate ... to Caa2 from B2

IndyMac Home Equity Mortgage Loan Asset-Backed Trust 2006-A
US$ 353.58M affected
STRUCT. Senior Secured ... to Ba3 from Aa1
STRUCT. Senior Subordinate ... to Caa1 from Aa2
STRUCT. Senior Subordinate ... to Caa3 from Baa3
STRUCT. Senior Subordinate ... to Ca from Ba2
STRUCT. Senior Subordinate ... to C from B2
STRUCT. Senior Subordinate ... to C from Caa2
STRUCT. Senior Subordinate ... to C from Ca

Lakeside CDO I, Ltd.
US$ 785.00M affected
STRUCT. Senior Secured ... to Ba1 from A2

Lakeside CDO II, Ltd.
US$ 1.48B affected
STRUCT. Senior Secured ... to Baa1 from A3
STRUCT. Senior Secured ... to Ba3 from Baa2

Millstone II CDO Ltd.
US$ 1.50B affected
STRUCT. Senior Subordinate ... to Baa1 from A2
STRUCT. Subordinate ... to Ba1 from Baa2

Monterey CDO, Ltd.
US$ 192.00M affected
STRUCT. Senior Subordinate ... to A2 from Aaa
STRUCT. Senior Subordinate ... to Baa1 from Aaa
STRUCT. Senior Subordinate ... to Baa2 from Aa2
STRUCT. Senior Subordinate ... to Baa3 from Aa3
STRUCT. Senior Subordinate ... to Ba1 from A2
STRUCT. Senior Subordinate ... to Ba2 from Baa2

Nieuw hAArlem CDO Ltd.
US$ 412.45M affected
STRUCT. Senior Secured ... to Baa1 from Aaa
STRUCT. Senior Subordinate ... to Ba1 from Aa2

Orchard Park Ltd.
US$ 51.80M affected
STRUCT. Senior Subordinate ... to Aa3 from Aaa

Ply-Gem Industries, Inc.
US$ 1.12B affected
LT Corporate Family Ratings ... to B3 from B2
Senior Secured Bank Credit Facility ... to B2 from B1
Senior Subordinate ... to Caa2 from Caa1

Point Pleasant Funding 2007-1, Ltd.
US$ 988.33M affected
STRUCT. Senior Subordinate ... to Ba1 from Aaa
STRUCT. Senior Subordinate ... to Ba2 from Aaa
STRUCT. Senior Subordinate ... to B1 from A3
STRUCT. Senior Subordinate ... to Ca from Ba3
STRUCT. Senior Subordinate ... to Ca from Caa3

Port Jackson CDO 2007-1, Ltd.
US$ 325.00M affected
STRUCT. Senior Secured ... to Ba2 from Aaa
STRUCT. Senior Subordinate ... to B2 from A2
STRUCT. Senior Subordinate ... to B3 from A3
STRUCT. Senior Subordinate ... to Caa1 from Ba1
STRUCT. Senior Subordinate ... to C from Caa1
STRUCT. Senior Subordinate ... to C from Caa3

Terwin Mortgage Trust 2006-1
US$ 425.43M affected
STRUCT. Senior Secured ... to Ba2 from Aa3
STRUCT. Senior Secured ... to Ba2 from Aaa
STRUCT. Senior Subordinate ... to Caa1 from A1
STRUCT. Senior Subordinate ... to Caa3 from Baa2
STRUCT. Senior Subordinate ... to Ca from Ba1
STRUCT. Senior Subordinate ... to C from Caa2

Terwin Mortgage Trust 2006-10SL
US$ 392.40M affected
STRUCT. Senior Secured ... to B3 from Aaa
STRUCT. Senior Subordinate ... to C from Ba3
STRUCT. Senior Subordinate ... to Ca from B2
STRUCT. Senior Subordinate ... to C from Caa3

Terwin Mortgage Trust 2006-12SL
US$ 459.11M affected
STRUCT. Senior Secured ... to B3 from Aaa
STRUCT. Senior Subordinate ... to C from B1
STRUCT. Senior Subordinate ... to C from Caa3

Terwin Mortgage Trust 2006-2HGS
US$ 553.80M affected
STRUCT. Senior Secured ... to B3 from Aaa
STRUCT. Senior Subordinate ... to C from Baa2
STRUCT. Senior Subordinate ... to C from Ba1
STRUCT. Senior Subordinate ... to C from Caa1

Terwin Mortgage Trust 2006-4SL
US$ 600.00M affected
STRUCT. Senior Secured ... to B2 from Aaa
STRUCT. Senior Subordinate ... to Caa3 from Baa3
STRUCT. Senior Subordinate ... to Ca from Ba3
STRUCT. Senior Subordinate ... to C from Caa1
STRUCT. Subordinate ... to C from Caa3

Terwin Mortgage Trust 2006-6
US$ 1.00B affected
STRUCT. Senior Secured ... to B2 from Aaa
STRUCT. Senior Subordinate ... to Caa3 from Ba1
STRUCT. Senior Subordinate ... to Ca from Ba3
STRUCT. Senior Subordinate ... to C from Caa1
STRUCT. Subordinate ... to C from Caa3
STRUCT. Subordinate ... to C from Ca

Terwin Mortgage Trust 2006-8
US$ 856.19M affected
STRUCT. Senior Secured ... to B3 from Aaa
STRUCT. Senior Subordinate ... to Ca from Ba1
STRUCT. Senior Subordinate ... to C from Ba3
STRUCT. Senior Subordinate ... to C from Caa2

Terwin Mortgage Trust 2007-1SL
US$ 353.40M affected
STRUCT. Senior Secured ... to B3 from Aaa
STRUCT. Senior Subordinate ... to C from Ba2
STRUCT. Senior Subordinate ... to C from Ba3


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