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Rabobank Portfolio Management

Veritas CLO II, LTD.

Transaction Summary
Veritas CLO II, LTD. is a $334 million cashflow CLO backed by a portfolio of senior leveraged loans and closed in June 2006.

Rabobank's role in the transaction: Collateral Manager and Placement Agent
Moody's WARF 2,176 on the Effective Date
Moody's Diversity Score of 70 on the Effective Date

Veritas CLO II, LTD. Portfolio Composition