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November 2010 European CLO Performance Index Report: Continued Upswing In CLO Performance As Senior And Subordinate Overcollateralization Cushions Continue To Improve And Defaults Decrease Feb 11

  • ID: 1782875
  • February 2011
  • Region: Europe
  • Standard & Poors
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FEATURED COMPANIES

  • ACA Euro CLO 2007-1 PLC
  • Avoca CLO VIII Ltd.
  • Cordatus Loan Fund II PLC
  • Green Park CDO B.V.
  • Jubilee CDO VII B.V.
  • PDM CLO I B.V.
  • MORE

Abstract
The performance of European collateralized loan obligation (CLO) transactions continues to improve, where the level of defaulted assets appears to have decreased, according to Standard & Poor's Ratings Services' November 2010 European CLO Performance Index Report. The index provides aggregate performance statistics across the European cash flow CLO transactions that we rate. For specific definitions of the performance fields used in this report, see "Glossary Of Cash Flow CLO Performance Index Fields," published Jan. 30, 2009. For the list of transactions this report tracks, see "List Of European CLO Transactions Included In Monthly CLO Performance Index Report," published Sept. 23, 2010. For more information about our European CLO Performance Index Report, see the "Notes" and "Related Criteria And Research" sections...

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.

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- Clarenville CDO S.A.
- Leopard CLO II B.V.
- Petrusse European CLO S.A.
- Jubilee CDO IV B.V.
- North Westerly CLO II B.V.
- Leveraged Finance Europe Capital III 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.
- Avoca CLO III PLC
- Wood Street CLO I B.V.
- CELF Loan Partners II PLC
- Boyne Valley B.V.
- 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
- RMF Euro CDO IV 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
- 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.
- 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.
- 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
- 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.
- LightPoint Pan-European CLO 2006 plc
- 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
- 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
- Dalradian European CLO IV B.V.
- Intermediate Finance II 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.
- Windmill CLO I Ltd.
- PDM CLO I 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.
- Neptuno CLO II B.V.
- Highlander Euro CDO II B.V. / Highlander Euro CDO II (Cayman) Ltd.

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