European CLO Performance Index Report: December 2009 Feb 10

  • ID: 1782631
  • February 2010
  • Region: Europe
  • Standard & Poors
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  • ACA Euro CLO 2007-1 PLC
  • Avoca CLO VIII Ltd.
  • Duchess VII CLO B.V.
  • Harbourmaster CLO 10 B.V.
  • Leopard CLO II B.V.
  • Queen Street CLO II B.V.
  • MORE

Standard & Poor's Ratings Services' European CLO Performance Index Report provides aggregate monthly performance statistics across its rated universe of European cash flow collateralized loan obligation (CLO) transactions, which are backed primarily by loans to speculative-grade firms. The report highlights what we view as a number of key risk areas for the transactions, and which we use as part of our analysis of the credit quality of securitized portfolios and of the transactions' payment structure and cash flow mechanics. These include rating migration within the underlying collateral portfolios and changes in the levels of senior and subordinate par coverage and interest coverage ratios, as well as other information. We are providing this information to help market participants track the overall...

Standard and Poors RatingsXpress Credit Research provides in-depth coverage of international corporates, financial institutions, insurance companies, utilities, sovereigns and structured finance programs. RatingsXpress Credit Research lets users determine the credit rating of holdings and identify key factors underlying an issuer's creditworthiness, distinguishes the different risk exposures for new and existing deals, and provides an understanding of how their analysts interpret key regulatory, political and environmental events and their economic impact.

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.

Note: Product cover images may vary from those shown
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- Leopard CLO II B.V.
- Petrusse European CLO S.A.
- Jubilee CDO IV B.V.
- Eurocredit CDO IV B.V.
- Avoca CLO II B.V.
- Leopard CLO III B.V.
- CELF Loan Partners B.V.
- Harvest CLO II S.A.
- GSC European CDO II S.A.
- Jubilee CDO V B.V.
- Wood Street CLO I B.V.
- CELF Loan Partners II PLC
- Cadogan Square CLO B.V.
- Adagio II CLO PLC
- Avoca CLO IV PLC
- BACCHUS 2006-1 PLC
- Wood Street CLO II B.V.
- Harvest CLO III PLC
- Eaton Vance CDO VII PLC
- Alpstar CLO 1 PLC
- Halcyon Structured Asset Management European CLO 2006-I B.V.
- Wood Street CLO III B.V.
- Leopard CLO IV B.V.
- Avoca CLO V PLC
- Highlander Euro CDO B.V.
- Theseus European CLO S.A.
- Vallauris II CLO PLC
- Cadogan Square CLO II B.V.
- Oak Hill European Credit Partners I PLC
- Adagio III CLO PLC
- Jubilee CDO VI B.V.
- Harvest CLO IV PLC
- BACCHUS 2006-2 PLC
- Harbourmaster Pro-Rata CLO 2 B.V.
- Regent's Park CDO B.V.
- Duchess VI CLO B.V.
- Jubilee CDO VII B.V.
- Eurocredit CDO V PLC
- CELF Loan Partners III PLC
- Avoca CLO VI PLC
- Egret Funding CLO I PLC
- eleX Alpha S.A.
- Green Park CDO B.V.
- Duchess VII CLO B.V.
- Aquilae CLO II PLC
- Queen Street CLO I B.V.
- CELF Low Levered Partners PLC
- Wood Street CLO IV B.V.
- Lombard Street CLO I PLC
- Halcyon Structured Asset Management European CLO 2006-II B.V.
- Cordatus Loan Fund I PLC
- GSC European CDO I-R S.A.
- Eurocredit CDO VI PLC
- Mercator CLO II PLC
- Cadogan Square CLO III B.V.
- LightPoint Pan-European CLO 2006 plc
- Penta CLO 1 S.A.
- Neptuno CLO I B.V.
- Jubilee CDO I-R B.V.
- Ares Euro CLO I B.V.
- Harvest CLO V PLC
- Alpstar CLO 2 PLC
- Eurocredit CDO VII PLC
- St. Paul's CLO 1 B.V.
- BACCHUS 2007-1 PLC
- Eaton Vance CDO X PLC
- Gateway IV - Euro CLO S.A.
- Leopard CLO V B.V.
- Malin CLO B.V.
- Cadogan Square CLO IV B.V.
- Queen Street CLO II B.V.
- Highlander Euro CDO III B.V.
- CELF Loan Partners IV PLC
- Ares European CLO III B.V.
- Cordatus Loan Fund II PLC
- Harbourmaster CLO 9 B.V.
- Laurelin II B.V.
- Wood Street CLO V B.V.
- Halcyon Structured Asset Management European CLO 2007-1 B.V.
- Oak Hill European Credit Partners II PLC
- Avoca CLO VIII Ltd.
- Harbourmaster Pro-Rata CLO 3 B.V.
- ACA Euro CLO 2007-1 PLC
- Strawinsky I PLC
- Wood Street CLO VI B.V.
- Cairn CLO II B.V.
- Mercator CLO III Ltd.
- Grosvenor Place CLO III B.V.
- Euro-Galaxy II CLO B.V.
- Jubilee CDO VIII B.V.
- Axius European CLO S.A.
- Munda CLO I B.V.
- Lightpoint Pan-European CLO 2007-1 PLC
- Eurocredit CDO VIII Ltd.
- Harbourmaster CLO 10 B.V.
- Ares European CLO II B.V.
- CLAVOS Euro CDO Ltd.
- Highlander Euro CDO II B.V. / Highlander Euro CDO II (Cayman) Ltd.
- Neptuno CLO II B.V.
- Windmill CLO I Ltd.

Note: Product cover images may vary from those shown
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Note: Product cover images may vary from those shown


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