Moody's: Vertical ABS CDO 2006-2 ratings unaffected by Cessation of Collateral Posting by Swap Counterparty UBS London Branch AG.

New York, May 24, 2013 -- Moody's Investors Service has determined that cessation of collateral posting by UBS AG, London Branch as Credit Default Swap Counterparty under the terms of the credit default swap ISDA Master Agreement and Schedule (the "Agreement") entered into between UBS AG, London Branch and Vertical ABS CDO 2006-2, Ltd. (the "Issuer"), an SF CDO, dated as of June 30, 2006 will not in and of itself and at this time result in the withdrawal, reduction or other adverse action with respect to any current rating by Moody's of any Class of Notes issued by the Issuer. Moody's does not express an opinion as to whether the cessation of collateral posting by UBS AG, London Branch as Credit Default Swap Counterparty could have non-credit-related effects.

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