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Trading Activity In Outstanding European CLO Transactions: Second-Quarter 2010 Aug 10 Product Image

Trading Activity In Outstanding European CLO Transactions: Second-Quarter 2010 Aug 10

  • Published: August 2010
  • Region: Europe
  • Standard & Poors

FEATURED COMPANIES

  • ACA Euro CLO 2007-1 PLC
  • BASE CLO I B.V.
  • Eaton Vance CDO X PLC
  • Harbourmaster CLO 6 B.V.
  • Laurelin II B.V.
  • Prospero CLO II B.V.
  • MORE

Abstract
This report aims to provide market participants with certain information regarding the managed nature of European collateralized loan obligation (CLO) portfolios on a quarterly basis. It presently covers 206 outstanding European CLO transactions that we rate, managed by 58 asset managers, with combined assets under management of approximately €90 billion. We collect the information in this report from transaction-level performance data in our collateralized debt obligation (CDO) surveillance databases, which is based on reported information received on each transaction that we rate. The current report provides reported second-quarter 2010 information for tradesboth purchases and salesmade by the managers of Standard & Poor's-rated European CLO portfolios. Gross purchases were €3.35 billion, while gross sales were €1.63 billion. The proceeds managers use...

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 READ MORE >

- - Duchess I CDO S.A.
- - Clare Island B.V.
- - Intercontinental CDO S.A.
- - Jubilee CDO II B.V.
- - RMF Euro CDO S.A.
- - Leopard CLO I B.V.
- - North Westerly CLO I B.V.
- - Leveraged Finance Europe Capital II B.V.
- - Eurocredit CDO III B.V.
- - Partholon CDO I PLC
- - Clarenville CDO S.A.
- - Jubilee CDO III B.V.
- - Leopard CLO II B.V.
- - Harvest CLO I S.A.
- - Petrusse European CLO S.A.
- - Duchess III CDO S.A.
- - Jubilee CDO IV B.V.
- - North Westerly CLO II B.V.
- - Leveraged Finance Europe Capital III B.V.
- - Harbourmaster CLO 4 B.V.
- - Adagio CLO I B.V.
- - Eurocredit CDO IV B.V.
- - Avoca CLO II B.V.
- - Alzette European CLO S.A.
- - Leopard CLO III B.V.
- - CELF Loan Partners B.V.
- - Prospero CLO I
- - Duchess IV CLO B.V.
- - Harvest CLO II S.A.
- - GSC European CDO II S.A.
- - Jubilee CDO V B.V.
- - Silver Birch CLO I B.V.
- - Harbourmaster CLO 5 B.V.
- - Avoca CLO III PLC
- - RMF Euro CDO III PLC
- - Wood Street CLO I B.V.
- - ORYX European CLO B.V.
- - CELF Loan Partners II PLC
- - Harbourmaster CLO 6 B.V.
- - Duchess V CLO B.V.
- - Boyne Valley B.V.
- - Cadogan Square CLO B.V.
- - Adagio II CLO PLC
- - Avoca CLO IV PLC
- - Hyde Park CDO B.V.
- - Cheyne Credit Opportunity CDO I B.V.
- - Dryden X-Euro CLO 2005 PLC
- - BACCHUS 2006-1 PLC
- - Wood Street CLO II B.V.
- - Magi Funding I PLC
- - Gresham Capital CLO 1 B.V.
- - Mercator CLO I PLC
- - Harvest CLO III PLC
- - European Enhanced Loan Fund S.A.
- - Eaton Vance CDO VII PLC
- - Gateway III - Euro CLO S.A.
- - RMF Euro CDO IV PLC
- - Alpstar CLO 1 PLC
- - Halcyon Structured Asset Management European CLO 2006-I B.V.
- - Dalradian European CLO I B.V.
- - Wood Street CLO III B.V.
- - Leopard CLO IV B.V.
- - Nash Point CLO
- - Avoca CLO V PLC
- - Grosvenor Place CLO I B.V.
- - Highlander Euro CDO B.V.
- - Theseus European CLO S.A.
- - Vallauris II CLO PLC
- - North Westerly CLO III B.V.
- - 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
- - Leveraged Finance Europe Capital IV B.V.
- - DRYDEN XIV - EURO CLO 2006 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
- - Euro-Galaxy CLO B.V.
- - Gresham Capital CLO II B.V.
- - Avoca CLO VI PLC
- - Prospero CLO II B.V.
- - Dalradian European CLO II B.V.
- - Versailles CLO M.E. I PLC
- - Egret Funding CLO I PLC
- - Cairn CLO I B.V.
- - eleX Alpha S.A.
- - Green Park CDO B.V.
- - Duchess VII CLO B.V.
- - Gresham Capital CLO III B.V.
- - Aquilae CLO II PLC
- - Queen Street CLO I B.V.
- - Harbourmaster CLO 7 B.V.
- - CELF Low Levered Partners PLC
- - Harbourmaster CLO 8 B.V.
- - Skellig Rock B.V.
- - 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.
- - Grosvenor Place CLO II B.V.
- - KINTYRE CLO I PLC
- - Gateway II Euro CLO B.V.
- - Dalradian European CLO III B.V.
- - Penta CLO 1 S.A.
- - Avoca CLO VII PLC
- - Neptuno CLO I B.V.
- - RMF Euro CDO V PLC
- - Jubilee CDO I-R B.V.
- - Ares Euro CLO I B.V.
- - Harvest CLO V PLC
- - Alpstar CLO 2 PLC
- - Eurocredit CDO VII PLC
- - DRYDEN XV - EURO CLO 2006 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.
- - Gresham Capital CLO IV B.V.
- - CELF Loan Partners IV PLC
- - GSC European CDO V 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
- - Dalradian European CLO IV B.V.
- - Intermediate Finance II PLC
- - Contego CLO I B.V.
- - 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.
- - Windmill CLO I Ltd.
- - PDM CLO I B.V.
- - Jubilee CDO VIII B.V.
- - Axius European CLO S.A.
- - Avoca CLO IX Ltd.
- - Munda CLO I B.V.
- - Lightpoint Pan-European CLO 2007-1 PLC
- - Eurocredit CDO VIII Ltd.
- - St. James's Park CDO B.V.
- - Harbourmaster CLO 10 B.V.
- - Ares European CLO II B.V.
- - CLAVOS Euro CDO Ltd.
- - Neptuno CLO II B.V.
- - NAC EuroLoan Advantage I Ltd.
- - BASE CLO I B.V.
- - Harbourmaster CLO 11 B.V.
- - Halcyon Structured Asset Management European Long Secured/Short Unsecured CLO 2008-I B.V.
- - Highlander Euro CDO II B.V. / Highlander Euro CDO II (Cayman) Ltd.
- - CELF Loan Partners V Ltd.
- - Euro Atlantis CLO Ltd.
- - Jubilee CDO IX B.V.
- - Gresham Capital CLO V B.V.
- - Global Loan Opportunity Fund B.V.
- - Halcyon Structured Asset Management CLO 2008-II B.V.
- - Cordatus Recovery Partners I Ltd.
- - Fugu CLO B.V.

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