REG-Bank of New York Mellon Credit Event

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Tue Apr 6, 2010 11:47am EDT 

LONDON--(Business Wire)--


Please be advised the following issue has been marked down due to a Credit Event
for USD 400,920.31 on 24th December 2009

Issuer: Angel Court CDO - ISIN: XS0266078764 - Series: 2006-8X - Maturity Date:
30 December 2013 - O/S Nominal: USD 1,250,000

The outstanding balance will therefore be USD 849,079.69

Please amend your records accordingly.

Bank of New York Mellon 

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