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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 Product Image

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

  • Published: February 2011
  • Region: Europe
  • Standard & Poors

FEATURED COMPANIES

  • ACA Euro CLO 2007-1 PLC
  • BACCHUS 2006-2 PLC
  • Duchess VII CLO B.V.
  • Harbourmaster CLO 11 B.V.
  • Jubilee CDO VII B.V.
  • Penta CLO 1 S.A.
  • 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, READ MORE >

- 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.
- 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
- 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.
- LightPoint Pan-European CLO 2006 plc
- 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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