European Synthetic CDO CreditWatch Actions After Running July 2009 Month-End SROC Figures Aug 09

Standard & Poors, August 2009

Abstract
The following table provides the tranches, series, and synthetic rated overcollateralization (SROC) figures for the 371 European synthetic collateralized debt obligation (CDO) tranches affected after running the July 2009 month-end SROC figures. For the related media release, please see "S&P Takes CreditWatch Actions On European Synthetic CDOs After Running July 2009 Month-End SROC Figures," published on Aug. 14, 2009....

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Research Type: Commentary
Criteria articles describe the thought process and methodology Standard & Poor's analysts use in determining ratings. These commentary pieces discuss both the quantitative (economic and financial) and qualitative (business analysis and caliber of management) aspects of the analysis, as well as legal issues.

- Swedish Export Credit Corp.
- Societe Generale
- SGA Societe Generale Acceptance N.V.
- IXIS Corporate & Investment Bank
- Jupiter Finance Ltd.
- Lunar Funding I Ltd.
- Eirles Two Ltd.
- Eirles Four Ltd.
- Argon Capital PLC
- Coriolanus Ltd.
- Corsair (Jersey) No. 2 Ltd.
- Sceptre Capital B.V.
- Xelo PLC
- Arosa Funding 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.
- Magnolia Finance I PLC
- Elva Funding PLC
- Quartz CDO (Ireland) 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
- Curzon Funding Ltd.
- Ocelot CDO I PLC
- ELM B.V.
- STARTS (Ireland) PLC
- Banque AIG and Bayerische Hypo- und Vereinsbank AG
- Lunar Funding V PLC
- Iris SPV PLC
- Rente Plus Co. Ltd.
- Omega Capital Investments PLC
- CID Finance B.V.
- Omega Investments Cayman Ltd.
- Prelude Europe CDO Ltd.
- Delta CDO PLC
- Ashwell Rated S.A.
- Midgard CDO PLC
- Starling Finance PLC
- Aura (Ireland) CDO 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.
- Athenee CDO PLC
- Ionia Capital PLC
- Claris III Ltd.
- Dorset Street Finance Ltd.
- Selecta CDO Ltd.
- Claris IV Ltd.
- Titian CDO PLC
- Credit Default Swap
- Deutsche Bank AG London and N.V. Slibverwerking Noord-Brabant
- Etude Finance B.V.
- M&G Credit Finance (Ireland) PLC
- Third Essential Public Infrastructure Capital GmbH

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