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Rabobank Portfolio Management

Hamilton Gardens, LTD.

Transaction Summary
Hamilton Gardens, LTD. is a $500 million cashflow CDO backed by a portfolio of structured credit securities and credit default swaps referencing structured credit securities. Hamilton Gardens closed in September 2006.

Rabobank's role in the transaction: Collateral Manager
Average portfolio rating Baa2/Baa3 as of 1/15/07

Hamilton Gardens, LTD. Portfolio Composition