European Synthetic CDO CreditWatch Actions After Running March 2009 Month-End SROC Figures Apr 09
Standard & Poors, April 2009
Abstract
The following table provides the tranches, series, and synthetic rated overcollateralization (SROC) figures for the 481 European synthetic collateralized debt obligation (CDO) tranches affected after running the March 2009 month-end SROC figures. For the related media release, please see "S&P Takes CreditWatch Actions On Synthetic CDOs After Running March 2009 Month-End SROC Figures," published on April 9, 2009....
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- Swedish Export Credit Corp.
- Toronto-Dominion Bank
- The Royal Bank of Scotland N.V.
- Societe Generale
- SGA Societe Generale Acceptance N.V.
- IXIS Corporate & Investment Bank
- Landesbank Baden-Wuerttemberg
- Repackaged Offshore Collateralised Kredit (Rock) Two Ltd.
- Eirles Two Ltd.
- Eirles Four Ltd.
- Brooklands Euro Referenced Linked Notes 2002-1 Ltd.
- Signum Finance II PLC
- Argon Capital PLC
- Coriolanus Ltd.
- Heather Finance Ltd.
- Corsair (Jersey) No. 2 Ltd.
- Sceptre Capital B.V.
- Xelo PLC
- Green Forest Securities Ltd.
- Saphir Finance PLC
- Momentum CDO (Europe) Ltd.
- Claris Ltd.
- Rheinwest Credit Management
- Alexandria Capital PLC
- Aldersgate Finance Ltd.
- Thunderbird Investments PLC
- Edam Funding One Ltd.
- Corsair Finance (Ireland) No. 6 Ltd.
- Salisbury International Investments Ltd.
- Cloverie PLC
- CreON Ltd.
- Brooklands Euro Referenced Linked Notes 2004-1 Ltd.
- Chrome Funding Ltd.
- Rutland Rated Investments
- Chiswell Street Finance Ltd.
- Elva Funding PLC
- Aphex Capital PLC
- Aria CDO I
- Asgard CDO PLC
- Trees S.A.
- Astir B.V.
- Corsair (Jersey) No. 4 Ltd.
- Saphir CDO (Ireland) PLC
- Corsair (Cayman Islands) No. 4 Ltd.
- Ocelot CDO I PLC
- ELM B.V.
- STARTS (Ireland) PLC
- Classic Finance B.V.
- Lunar Funding V PLC
- Prime Square CDO Ltd.
- Natixis Structured Products Ltd.
- Iris SPV PLC
- Betsen CDO Ltd.
- Rente Plus Co. Ltd.
- Omega Capital Investments PLC
- CID Finance B.V.
- Prelude Europe CDO Ltd.
- Delta CDO PLC
- Atlas II CDO PLC
- Ashwell Rated S.A.
- Midgard CDO PLC
- Brooklands Euro Referenced Linked Notes 2005-1 Ltd.
- Starling Finance PLC
- Aura (Ireland) CDO PLC
- Modjeska Canyon S.A.
- C.L.E.A.R. PLC
- Aphex Pacific Capital Ltd.
- Khamsin Credit Products (Netherlands) II B.V.
- Helix Capital (Jersey) Ltd.
- Eiffel CDO Ltd.
- IXIS Corporate & Investment Bank and BNP Paribas (London branch)
- Carneros III PLC
- Baker Street Finance Ltd.
- Ionia Capital PLC
- Claris III Ltd.
- London Wall 2006-1 Ltd.
- Dorset Street Finance Ltd.
- Selecta CDO Ltd.
- Titian CDO PLC
- Credit Default Swap
- Fermat Ltd.
- Titian 7yr Swap 2
- Heartland Funding PLC
- Cerigo Capital Ltd.
- Far East Funding I SPC Ltd.
- Ortelius Finance PLC
- Deutsche Bank AG London and N.V. Slibverwerking Noord-Brabant
- M&G Credit Finance (Ireland) PLC
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