| 888 Tactical Fund, Ltd. | Hybrid | CDO of CDO | 2007-03-26 |
| Class | CUSIP | Amount | S&P |
| S | 28248EAA0 | 39200000 | AAA |
| A1 | 28248EAC6 | 500000000 | AAA |
| A2 | 28248EAE2 | 200000000 | AAA |
| A3 | 28248EAG7 | 120000000 | AAA |
| A4 | 28248EAJ1 | 75000000 | AA |
| B | 28248EAL6 | 50000000 | A |
| C | 282489AA1 | 35000000 | BBB |