Moody's: FOX TROT CDO Ltd. ratings unaffected by Amendment to Liquidity Agreement

New York, February 01, 2013 -- Moody's Investors Service has determined that entry by Fox Trot CDO Ltd. (the "Borrower"), a Structured Finance CDO, into an amendment dated as of February 4, 2013 to the existing Liquidity Agreement dated as of April 15, 2006 (the "Fourth Amendment to Liquidity Agreement") by and among the Borrower and Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A., "Rabobank Nederland", New York Branch as Liquidity Agent and Liquidity Provider, and performance of the activities contemplated therein, will not in and of themselves and at this time result in the withdrawal, reduction or other adverse action with respect to any current rating by Moody's (including any shadow, private or confidential rating) of any Class of the Notes or the CP Notes. Moody's does not express an opinion as to whether the Fourth Amendment to Liquidity Agreement could have non-credit-related effects.

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