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Rabobank Portfolio Management

Solstice ABS CBO II, LTD.

Transaction Summary
Solstice ABS CDO II is a $442 million cash flow CDO backed by a portfolio of structured credit securities, closed May 2002.

Rabobank's role in the transaction: Collateral Manager & Placement Agent
Average portfolio rating of Baa2/Baa3 at closing

Solstice ABS CBO II, LTD. Portfolio Composition