CDO Transactions Closed
Mayer Brown Clients are in bold.
|
|
Transaction Name
|
Deal Type
|
Collateral Manager / Servicer
|
Arranger / Agent
|
Closing Date
|
|
Carlyle High Yield Partners 2008-1, Ltd.
|
Arbitrage CLO |
Carlyle Investment Management L.L.C.
|
Deutsche Bank/JPMorgan |
May 29, 2008 |
|
Carlyle Credit Partners Financing I, Ltd.
|
Arbitrage CLO |
Carlyle Investment Management L.L.C.
|
JPMorgan |
April 1, 2008 |
| Neptune Finance CCS, Ltd. |
Arbitrage CLO |
Gulf Stream Asset Management LLC
|
Lehman Brothers |
March 28, 2008 |
| Galaxy X CLO, Ltd. |
Arbitrage CLO |
AIG Global Investment Corp. |
Lehman Brothers
|
February 26, 2008 |
|
Hewett's Island CLO I-R, Ltd.
|
Arbitrage CLO |
CypressTree Investment Management, LLP |
Fortis Securities
|
November 20, 2007 |
| Carlyle Synthetic CLO I Series 2007-24 |
Synthetic CLO |
Carlyle Investment Management L.L.C. |
Morgan Stanley |
November 7, 2007 |
| Carlyle Synthetic CLO I Series 2007-22 |
Synthetic CLO |
Carlyle Investment Management L.L.C. |
Morgan Stanley |
November 7, 2007 |
| Kleros Preferred Funding IX, Ltd. |
ABS CLO |
Strategos Capital Management, LLC |
ABN AMRO
|
November 6, 2007 |
|
AMMC VIII Limited |
Arbitrage CLO |
American Money Management Corporation |
Goldman Sachs
|
October 25, 2007 |
|
Ares XII CLO Ltd.
|
Arbitrage CLO |
Ares CLO Management XII, LP |
Lehman Brothers
|
October 23, 2007 |
|
Aphex Capital NSCR 2007-7SR, Ltd.
|
Credit Linked Notes |
GKK Manager LLC
|
Nomura |
October 11, 2007 |
|
Adrastea SHG 2007-1, Ltd.
|
ABS CLO |
Harding Advisory |
ABN AMRO
|
August 28, 2007 |
|
LightPoint CLO VIII, Ltd.
|
Arbitrage CLO |
Lehman Brothers Asset Management LLC |
Lehman Brothers
|
August 28, 2007 |
|
Gulf Stream-Compass CLO 2007, Ltd.
|
Arbitrage CLO |
Gulf Stream Asset Management LLC
|
Lehman Brothers |
August 23, 2007 |
|
MSIM Peconic Bay, Ltd.
|
Arbitrage CLO |
Morgan Stanley Investment Management, Inc. |
Lehman Brothers
|
August 16, 2007 |
| Trapeza CDO XIII, Ltd. |
Trust Preferred CDO |
Trapeza Capital Management LLC
|
JPMorgan/Morgan Keegan |
August 13, 2007 |
| AMP A CLO 2007-2 |
Synthetic CLO |
N/A |
UBS |
August 8, 2007 |
| AMP A CLO 2007-1 |
Synthetic CLO |
N/A |
UBS |
August 8, 2007 |
|
Aventine Hill CDO I, Ltd.
|
ABS CLO |
FSI Capital (Structured Finance), LLC
|
UBS Investment Bank |
August 10, 2007 |
|
Race Point IV CLO, Ltd.
|
Arbitrage CLO |
Sankaty Advisors, LLC |
Lehman Brothers
|
August 1, 2007 |
|
Antarctica CFO I Limited
|
Hedge Fund CFO |
Antarctica Asset Management Ltd. |
Bear Stearns
|
July 30, 2007 |
|
Mt. Wilson CLO II, Ltd.
|
Arbitrage CLO |
Western Asset Management Company |
Lehman Brothers
|
July 17, 2007 |
|
St. James River CLO, Ltd.
|
Arbitrage CLO |
Jefferies Capital Management, Inc. |
Fortis Securities
|
July 12, 2007 |
|
Ocean Trails CLO II
|
Arbitrage CLO |
West Gate Horizons Advisors, LLC
|
Credit Suisse |
June 29, 2007 |
| Kodiak CDO II, Ltd. |
Trust Preferred CDO |
Kodiak Capital Management
|
JPMorgan |
June 29, 2007 |
| U.S. Capital Funding VI, Ltd. |
Trust Preferred CDO |
StoneCastle Advisors, LLC |
Merrill Lynch/Stone Castle Securities LLC |
June 28, 2007 |
|
Alesco Preferred Funding XVI, Ltd.
|
Trust Preferred CDO |
Cohen and Company Financial Management LLC
|
Cohen and Company Securities/Vining Sparks IBG, L.P. |
June 28, 2007 |
|
Gulf Stream-Sextant CLO 2007-1, Ltd.
|
Arbitrage CLO |
Gulf Stream Asset Management LLC
|
Lehman Brothers
|
June 27, 2007 |
| Venture VIII CLO, Ltd. |
Arbitrage CLO |
MJX Asset Management, LLC
|
Morgan Stanley |
June 14, 2007 |
| Dekania Europe CDO III P.L.C. |
Trust Preferred CDO |
Dekania Capital Management LLC
|
Merrill Lynch |
June 1, 2007 |
| LCM VI Ltd. |
Arbitrage CLO |
Lyon Capital Management LLC
|
Banc of America Securities |
May 30, 2007 |
|
Carlyle High Yield Partners X, Ltd.
|
Arbitrage CLO |
Carlyle Investment Management L.L.C. |
JPMorgan |
April 12, 2007 |
| Limerock CLO I |
Arbitrage CLO |
INVESCO Senior Secured Management, Inc.
|
Credit Suisse |
April 4, 2007 |
|
Taberna Preferred Funding VIII, Ltd.
|
Trust Preferred CDO |
Taberna Capital Management LLC |
Merrill Lynch
|
March 29, 2007 |
|
Alesco Preferred Funding XV, Ltd.
|
Trust Preferred CDO |
Cohen and Company Financial Management LLC |
ABN AMRO Incorporated/Cohen and Company Securities
|
March 29, 2007 |
| LCM V, Ltd. |
Arbitrage CLO |
Lyon Capital Management LLC
|
Banc of America Securities |
March 21, 2007 |
| Trapeza CDO XII, Ltd. |
Trust Preferred CDO |
Trapeza Capital Management, LLC
|
JPMorgan/Morgan Keegan & Company |
March 15, 2007 |
| Gulf Stream-Atlantic CDO 2007-1, Ltd. |
ABS CDO
|
Gulf Stream Structured Advisors LLC
|
RBS Greenwich Capital |
February 26, 2007 |
| Longridge ABS CDO II, Ltd. |
ABS CDO |
ZS Structured Credit Capital Management, L.P.
|
RBS Greenwich Capital |
February 15, 2007 |
| Attentus CDO III, Ltd. |
Trust Preferred CDO |
Attentus Management Group, LLC |
Merrill Lynch
|
January 17, 2007 |
| Tasman CDO, Ltd. |
CDO^2 |
Credaris/CPM Advisers Limited
|
UBS Securities |
January 11, 2007 |
|
Mystic Point CDO, Ltd.
|
ABS CDO |
Fortis Investment Management USA, Inc.
|
Bank of America Securities |
December 21, 2006 |
|
Alesco Preferred Funding XIV, Ltd.
|
Trust Preferred CDO |
Cohen and Company Financial Management LLC |
ABN AMRO Incorporated/Cohen and Company Securities
|
December 21, 2006 |
| Ansley Park ABS CDO, Ltd. |
ABS CDO |
SunTrust Capital Markets, Inc.
|
Bank of America Securities/SunTrust Robinson Humphrey |
December 20, 2006 |
| Bacchus (U.S.) 2006-1 Ltd. |
Arbitrage CLO |
IKB Capital Corporation
|
Bank of America Securities |
December 19, 2006 |
|
Sciens CFO I Limited
|
Hedge Fund CFO |
Sciens CFO Management Ltd, |
Bear Stearns
|
December 14, 2006 |
|
Venture VII CLO, Ltd.
|
Arbitrage CLO |
MJX Asset Management, LLC
|
Wachovia Securities |
December 14, 2006 |
|
Mountain View CLO II Ltd.
|
Arbitrage CLO |
Seix Advisors
|
SunTrust Robinson Humphrey
|
December 7, 2006 |
| Blue Edge ABS CDO, Ltd. |
ABS CDO |
Principal Global Investors, LLC
|
Deutsche Bank Securities |
December 7, 2006 |
| Gulf Stream-Rashinban CLO 2006-1, Ltd. |
Arbitrage CLO |
Gulf Stream Asset Management LLC
|
JPMorgan |
November 30, 2006 |
|
Alesco Preferred Funding XIII, Ltd.
|
Trust Preferred CDO |
Cohen Bros. Financial Management LLC |
Bear Stearns/Cohen and Company Securities |
November 30, 2006 |
| Nantucket CLO I, Ltd. |
Arbitrage CLO |
Fortis Investment Management USA, Inc.
|
Deutsche Bank Securities |
November 16, 2006 |
| Trapeza CDO XI, Ltd. |
Trust Preferred CDO |
Trapeza Capital Management, LLC
|
JPMorgan/Morgan Keegan |
November 8, 2006 |
|
Orient Point CDO II, Ltd.
|
ABS CDO |
Fortis Investment Management USA
|
Fortis Securities LLC |
November 3, 2006 |
|
Alesco Preferred Funding XII, Ltd.
|
Trust Preferred CDO |
Cohen Bros. Financial Management LLC |
Bear Stearns/Cohen and Company Securities |
October 10, 2006 |
| U.S. Capital Funding V, Ltd. |
Trust Preferred CDO |
StoneCastle Advisors, LLC |
ABN AMRO Incorporated/Stone Castle Securities LLC |
October 3, 2006 |
| Dekania Europe CDO II P.L.C. |
Trust Preferred CDO |
Dekania Capital Management, LLC
|
Merrill Lynch |
September 27, 2006 |
|
Kodiak CDO I, Ltd.
|
Trust Preferred CDO |
Kodiak Capital Management |
Barclays Capital/Descap Securities
|
September 19, 2006 |
|
Carlyle High Yield Partners IX, Ltd.
|
Arbitrage CLO |
Carlyle Investment Management LLC |
Lehman Brothers
|
September 21, 2006 |
|
Baker Street CLO II Ltd.
|
Arbitrage CLO |
SunTrust Capital Markets
|
SunTrust Robinson Humphrey/UBS Investment Bank/Guggenheim Capital Markets |
September 15, 2006 |
|
Gulf Stream-Sextant CLO 2006-1, Ltd.
|
Arbitrage CLO |
Gulf Stream Asset Management LLC
|
Lehman Brothers |
August 16, 2006 |
|
De Meer Middle Market CLO 2006-1, Ltd
|
Middle Market CLO |
LaSalle Financial Services, Inc.
|
Wachovia Securities/ABN AMRO Incorporated |
August 14, 2006 |
|
ING Investment Management CLO II, Ltd.
|
Arbitage CLO |
ING Investment Management Co. |
Lehman Brothers
|
August 8, 2006 |
| Venture VI CDO Limited |
Arbitage CLO |
MJX Asset Management LLC
|
JPMorgan |
August 1, 2006 |
|
Alesco Preferred Funding XI, Ltd.
|
Trust Preferred CDO |
Cohen Bros. Financial Management LLC |
Merrill Lynch
|
June 29, 2006 |
|
Stanfield Veyron CLO, Ltd.
|
Arbitrage CLO |
Stanfield Capital Partners LLC |
Lehman Brothers
|
June 28, 2006 |
|
Taberna Preferred Funding IV, Ltd.
|
Trust Preferred CDO |
Taberna Capital Management LLC |
Merrill Lynch
|
June 27, 2006 |
| Trapeza CDO X, Ltd. |
Trust Preferred CDO |
Trapeza Capital Management LLC
|
JPMorgan/Morgan Keegan |
June 15, 2006 |
| Montauk Point CDO II, Ltd. |
ABS CDO |
Fortis Investment Management (USA)
|
UBS Securities |
June 7, 2006 |
| Mount Skylight CDO Ltd. |
ABS CDO |
Teachers Advisors, Inc.
|
Deutsche Bank Securities |
May 24, 2006 |
|
Mountain View Funding CLO 2006-1, Ltd.
|
Arbitrage CLO |
Seix Advisors
|
SunTrust Capital Markets
|
May 23, 2006 |
| WGHorizons CLO I |
Arbitrage CLO |
West Gate Horizons Advisors, LLC
|
Credit Suisse |
April 24, 2006 |
| Carlyle High Yield Partners VIII, Ltd. |
Arbitrage CLO |
Carlyle Investment Management LLC
|
JPMorgan |
April 21, 2006 |
|
LightPoint CLO III, Ltd
|
Arbitrage CLO |
LightPoint Capital Management LLC |
Wachovia Securities
|
April 6, 2006 |
|
Ares VIR CLO Ltd.
|
CLO |
Ares CLO Management VIR, LP |
Lehman Brothers
|
March 23, 2006 |
|
GE Commercial Loan Trust, Series 2006-1
|
Middle Market CLO |
General Electric Capital Corporation
|
Citigroup/Wachovia Securities/Banc of America Securities |
March 21, 2006 |
|
Alesco Preferred Funding X, Ltd.
|
Trust Preferred CDO |
Cohen Bros. Financial Management LLC |
Merrill Lynch
|
March 15, 2006 |
| Montauk Point CDO, Ltd. |
ABS CDO |
Fortis Investment Management (USA)
|
Merrill Lynch |
February 28, 2006 |
| Gulf Stream-Compass CLO 2005-II, Ltd. |
CLO |
Gulf Stream Asset Management LLC
|
JPMorgan |
January 24, 2006 |
| Four Corners CLO II, Ltd. |
CLO |
Four Corners Capital Management |
KeyBanc Capital Markets/Fortis Securities/Investec Bank (UK)
|
January 20, 2006 |
|
Trapeza CDO IX, Ltd.
|
Trust Preferred CDO |
Trapeza Capital Management LLC |
Credit Suisse/Morgan Keegan
|
January 10, 2006 |
|
Baker Street Funding CLO 2005-1 Ltd.
|
CLO |
SunTrust Capital Markets
|
SunTrust Robinson Humphrey
|
December 28, 2005 |
|
Taberna Preferred Funding IV, Ltd.
|
Trust Preferred CDO |
Taberna Capital Management LLC |
Merrill Lynch
|
December 23, 2005 |
|
Venture V CDO Limited
|
CLO |
MJX Asset Management LLC
|
Credit Suisse |
December 22, 2005 |
|
AMMC CLO V, Limited
|
CLO |
American Money Management Corporation |
Lehman Brothers
|
December 20, 2005 |
|
Alesco Preferred Funding IX, Ltd.
|
Trust Preferred CDO |
Cohen Bros. Financial Management LLC |
Merrill Lynch
|
December 15, 2005 |
|
North Sea Island CDO I Limited
|
Synthetic CDO |
ABN AMRO |
ABN AMRO
|
November 30, 2005 |
|
ING Investment Management CLO I, Ltd.
|
CLO |
ING Investment Management Co. |
Lehman Brothers
|
November 29, 2005 |
|
Altius II Funding, Ltd.
|
ABS CDO |
Aladdin Capital Management LLC |
Credit Suisse First Boston
|
November 10, 2005 |
| Orient Point CDO |
ABS CDO |
Fortis Investment Management USA
|
Merrill Lynch |
October 25, 2005 |
|
Ares IIR CLO Ltd.
|
CLO |
Ares CLO Management IIR, LP |
Lehman Brothers
|
October 20, 2005 |
|
TABS 2005-3, Ltd.
|
ABS CDO |
Tricadia CDO Management LLC |
Banc of America Securities
|
September 29, 2005 |
|
Taberna Preferred Funding III, Ltd.
|
Trust Preferred CDO |
Taberna Capital Management LLC |
Merrill Lynch
|
September 29, 2005 |
|
Merritt Funding Trust, Series 2005-2.
|
Middle Market CLO |
General Electric Capital Corporation
|
Wachovia Securities / Banc of America Securities / JPMorgan |
September 28, 2005 |
|
Carlyle High Yield Partners VII, Ltd.
|
Arbitrage CLO |
Carlyle Investment Management LLC
|
Lehman Brothers |
September 21,2005 |
|
Trapeza Edge CDO, Ltd.
|
Trust Preferred CDO |
Trapeza Capital Management LLC / Principal Global Investors LLC |
Credit Suisse First Boston / Morgan Keegan |
August 11, 2005 |
|
Alesco Preferred Funding VIII, Ltd.
|
Trust Preferred CDO |
Cohen Bros. Financial Management LLC |
Merrill Lynch
|
August 4, 2005 |
| LCM IV Ltd. |
Arbitrage CLO |
Lyon Capital Management LLC
|
Merrill Lynch / Calyon Securities |
August 2, 2005 |
|
LightPoint CLO III, Ltd
|
Arbitrage CLO |
LightPoint Capital Management LLC |
Wachovia Securities
|
July 20, 2005 |
|
Merritt Funding Trust, Series 2005-1
|
Middle Market CLO |
General Electric Capital Corporation
|
Wachovia Securities / Citigroup |
July 1, 2005 |
|
Taberna Preferred Funding II, Ltd.
|
Trust Preferred CDO |
Taberna Capital Management LLC |
Merrill Lynch
|
June 28, 2005 |
| Flagship CLO IV |
Arbitrage CLO |
Flagship Capital Management
|
Banc of America Securities |
June 14, 2005 |
|
Gulf Stream-Compass CLO 2004-1, Ltd.
|
Arbitrage CLO |
Gulf Stream Asset Management LLC
|
Lehman Brothers |
May 11, 2005 |
| LCM III Ltd. |
Arbitrage CLO |
Lyon Capital Management LLC
|
Banc of America Securities / Calyon Securities (USA) |
April 21, 2005 |
|
Alesco Preferred Funding VII, Ltd.
|
Trust Preferred CDO |
Cohen Bros. Financial Management LLC |
Merrill Lynch
|
April 19, 2005 |
|
Ares IX CLO Ltd.
|
Arbitrage CLO |
Ares CLO Manangement IX, LP |
Lehman Brothers
|
March 29, 2005 |
|
Stanfield Vantage CLO, Ltd.
|
Arbitrage CLO |
Stanfield Capital Partners LLC |
Lehman Brothers
|
March 16, 2005 |
|
Taberna Preferred Funding I, Ltd.
|
Trust Preferred CDO |
Taberna Capital Management LLC |
Merrill Lynch
|
March 15, 2005 |
| Avalon Capital Ltd. 3 |
Arbitrage CLO |
INVESCO Senior Secured Management |
Lehman Brothers
|
February 24, 2005 |
| Ischus CDO I Ltd. |
ABS CDO |
Ischus Capital Management, LLC |
Credit Suisse First Boston / Morgan Keegan |
December 29, 2004 |
| Tenzing CFO S.A. |
Private Equity CFO |
INVESCO Private Capital, Inc.
|
BNP Paribas |
December 22, 2004 |
|
Alesco Preferred Funding VI, Ltd.
|
Trust Preferred CDO |
Cohen Bros. Financial Management LLC |
Merrill Lynch
|
December 21, 2004 |
| LCM II Limited Partnership |
Arbitrage CLO |
Lyon Capital Management LLC
|
Merrill Lynch / Calyon Securities |
November 9, 2004 |
|
Trapeza CDO VII, Ltd.
|
Trust Preferred CDO |
Trapeza Management Group, LLC |
Credit Suisse First Boston / SunTrust Robinson Humphreys
|
October 19, 2004 |
|
Stanfield Modena CLO, Ltd.
|
Arbitrage CLO |
Stanfield Capital Partners LLC |
Lehman Brothers
|
September 21, 2004 |
|
ALESCO Preferred Funding V, Ltd.
|
Trust Preferred CDO |
Cohen Bros. Financial Management LLC |
Merrill Lynch
|
September 17, 2004 |
|
Flagship CLO III
|
Arbitrage CLO |
Flagship Capital Management, Inc.
|
Banc of America Securities LLC |
August 31, 2004 |
|
Venture IV CDO Limited
|
Arbitrage CLO |
MJX Asset Management LLC |
Credit Suisse First Boston / Barclays Capital
|
August 26, 2004 |
|
Gulf Stream-Compass CLO 2004-1, Ltd.
|
Arbitrage CLO |
Gulf Stream Asset Management LLC
|
Lehman Brothers |
August 4, 2004 |
|
Carlyle High Yield Partners VI, Ltd.
|
Arbitrage CLO |
Carlyle Investment Management LLC |
Wachovia Securities
|
July 8, 2004 |
|
CapitalSource Commercial Loan Trust 2004-1
|
Middle Market CLO |
CapitalSource Finance, LLC |
Citigroup / Wachovia Securities / Harris Nesbitt
|
June 22, 2004 |
|
ALESCO Preferred Funding IV, Ltd.
|
Trust Preferred CDO |
Cohen Bros. Financial Management LLC |
Merrill Lynch
|
May 18, 2004 |
| Boston Harbor CLO, Ltd. |
Arbitrage CLO |
The Putnam Advisory Company, LLC |
Lehman Brothers
|
May 12, 2004 |
|
Dekania CDO II, Ltd.
|
Trust Preferred CDO |
Dekania Capital Management |
Merrill Lynch |
April 29, 2004 |
|
Stack 2004-1 Ltd.
|
ABS CDO |
TCW Asset Management Company |
Banc of America Securities LLC
|
April 20, 2004 |
|
Trapeza CDO VI, Ltd.
|
Trust Preferred CDO |
Trapeza Capital Management LLC |
Credit Suisse First Boston / SunTrust Robinson Humphrey
|
April 20, 2004 |
|
ALESCO Preferred Funding III, Ltd.
|
Trust Preferred CDO |
Cohen Bros. Financial Management LLC |
Merrill Lynch / Sandler O'Neill
|
March 25, 2004 |
|
ALESCO Preferred Funding II, Ltd.
|
Trust Preferred CDO |
Cohen Bros. Financial Management LLC |
Sandler O'Neill / Merrill Lynch
|
December 19, 2003 |
|
Trapeza CDO V, Ltd.
|
Trust Preferred CDO |
Trapeza Capital Management LLC |
Credit Suisse First Boston / SunTrust Robinson Humphrey
|
December 18, 2003 |
|
ACAS Business Loan Trust 2003-2
|
Middle Market CLO |
American Capital Strategies, L.L.C. |
Wachovia Securities / BB&T Capital Markets / Harris Nesbitt |
December 15, 2003 |
|
CapitalSource Commercial Loan Trust 2003-2
|
Middle Market CLO |
CapitalSource Finance, LLC |
Wachovia Securities / Citigroup / Nomura |
November 19, 2003 |
|
Trapeza CDO IV, LLC
|
Trust Preferred CDO |
Trapeza Capital Management LLC |
Credit Suisse First Boston / SunTrust Robinson Humphrey
|
October 21, 2003 |
|
Dekania CDO I, Ltd.
|
Trust Preferred CDO |
Dekania Capital Management, LLC |
Merrill Lynch / Friedman Billings Ramsey
|
September 26, 2003 |
|
ALESCO Preferred Funding I, Ltd.
|
Trust Preferred CDO |
Cohen Bros. Financial Management, LLC |
Merrill Lynch / Sandler O'Neill
|
September 23, 2003 |
| Carlyle Loan Opportunity Fund |
Arbitrage CDO |
Carlyle Investment Management LLC
|
Goldman Sachs |
September 22, 2003 |
|
GulfStream-Compass CLO 2003-I, Ltd
|
Arbitrage CLO |
Gulf Stream Asset Management
|
Barclays Capital |
August 27, 2003 |
| Duke Funding V, Ltd |
ABS CDO |
Duke Funding Management, L.L.C. |
Morgan Stanley |
August 14, 2003 |
| Strata Trust, Series 2003-1 |
Synthetic CDO |
Bank of America |
Banc of America Securities |
July 30, 2003 |
| Anchor CDO I Limited |
Synthetic CDO |
Harbourmaster Capital Limited |
Banc of America Securities |
July 25, 2003 |
|
Callidus Debt Partners CLO Fund II, Ltd
|
Arbitrage CLO Partial Synthetic |
Callidus Capital Management, LLC |
Wachovia Capital Markets, LLC
|
June 27, 2003 |
|
Trapeza CDO III, LLC
|
Trust Preferred CDO |
Trapeza Capital Management, LLC |
Credit Suisse First Boston / Sun Trust Robinson Humphrey Capital Markets
|
June 25, 2003 |
| LCM I Limited Partnership |
Arbitrage CLO |
Lyon Capital Management LLC
|
Goldman Sachs |
May 30, 2003 |
| ACA ABS 2003-1, Limited |
ABS CDO |
ACA Management, L.L.C. |
Banc of America Securities / ACA Securities |
May 20, 2003 |
|
ACAS Business Loan Trust 2003-1
|
Middle Market CLO |
American Capital Strategies, Ltd. |
Wachovia Capital Markets, LLC / BB&T Capital Markets |
May 15, 2003 |
| TIAA Structured Finance CDO II, Limited |
ABS CDO (Synthetic Wrap) |
TIAA Advisory Services, LLC |
Lehman Brothers |
May 1, 2003 |
|
Capital Source Commercial Loan Trust 2003-1
|
Middle Market CLO |
CapitalSource Finance, LLC |
Wachovia Capital Markets, LLC / Nomura Securities |
April 17, 2003 |
|
Trapeza CDO II, LLC
|
Trust Preferred CDO |
Trapeza Capital Management, LLC |
Credit Suisse First Boston / Sun Trust Robinson Humphrey Capital Markets
|
March 11, 2003 |
| Building Comfort 2002-1 |
Synthetic CDO |
HVB |
HVB |
December, 2002 |
| Promise Austria |
Synthetic CDO |
HVB |
HVB |
December, 2002 |
| Provide Residence 2002-2 |
Synthetic CDO |
Commerzbank |
Commerzbank |
December, 2002 |
|
1888 Fund, Ltd.
|
Arbitrage CLO Partial Synthetic |
Guggenheim Investment Management, LLC |
Wachovia Securities, Inc.
|
December 20, 2002 |
|
Gulf Stream-Compass CLO 2002-1
|
Arbitrage CLO |
Gulf Stream Asset Management LLC
|
Barclays Capital |
December 19, 2002 |
| Acacia CDO |
ABS CDO |
RWT Holdings, Inc. |
RBS Greenwich Capital / Banc of America Securities |
December 10, 2002 |
| Venture CDO II, Ltd. |
Arbitrage CLO |
Barclays Bank, New York Branch
|
Credit Suisse First Boston |
November 26, 2002 |
|
Trapeza CDO
|
Trust Preferred CDO |
Trapeza Capital Management, LLC |
Credit Suisse First Boston
|
November 17, 2002 |
| Capital Source Commercial Loan Trust 2002-2 |
Middle Market CLO |
CapitalSource Finance, LLC |
Wachovia Capital Markets, LLC / Nomura Securities |
October 30, 2002 |
| Flagship CLO II |
Arbitrage CDO |
Flagship Capital Management, Inc.
|
Goldman Sachs |
October 28, 2002 |
| Bristol CDO I, Ltd. |
ABS CDO (Synthetic Wrap) |
Vanderbilt Capital Advisors |
Credit Suisse First Boston
|
October 11, 2002 |
|
Cardinal CDO LLC
|
Arbitrage CDO |
GE Asset Management Incorporated
|
Morgan Stanley |
September 27, 2002 |
|
Ajax Two Limited
|
ABS CDO |
ING Capital |
Wachovia Securities
|
August 30, 2002 |
| Avenue Series 2002-1 Limited |
Synthetic CDO |
Principal Capital
|
Deutsche Bank |
August 23, 2002 |
| ACAS Business Loan Trust 2002-2 |
Middle Market CLO |
American Capital Strategies, Ltd. |
Wachovia Capital Markets, LLC
|
August 8, 2002 |
|
Beacon Hill CBO III
|
ABS CDO |
Beacon Hill Asset Management |
Banc of America Securities
|
August 7, 2002 |
|
Capital Source Commercial Loan Trust 2002-1
|
Middle Market CLO |
Capital Source Finance LLC |
Wachovia Securities, Inc. / Nomura Securities
|
May 15, 2002 |
| Independence III CDO, Ltd. |
ABS CDO |
Independence Fixed Income, LLC |
Banc of America Securities
|
May 9, 2002 |
|
LYNX 2002-I, Ltd.
|
CDO of CDOs and ABS |
Structured Credit Partners LLC |
Wachovia Securities
|
May 8, 2002 |
|
Carlyle High Yield Partners IV, Ltd.
|
Arbitrage CLO Partial Synthetic |
Carlyle Investment Management, LLC |
Wachovia Securities
|
April 17, 2002 |
| Venture CDO I, Ltd. |
Arbitrage CLO |
Barclays Capital Asset Management Limited
|
Credit Suisse First Boston |
March 26, 2002 |
|
ACAS Business Loan Trust 2002-1
|
Middle Market CLO |
American Capital Strategies, Ltd. |
Wachovia Securities, Inc.
|
March 15, 2002 |
|
ACA CDS 2001-1, L.L.C.
|
Synthetic CDO |
ACA Management, L.L.C.
|
Commerzbank AG |
January 25, 2002 |
|
HarbourView CLO IV, Ltd.
|
Arbitrage CLO |
HarbourView Asset Management Corporation |
TD Securities
|
January 15, 2002 |
|
MKP CBO II, Ltd.
|
ABS CDO |
MKP Capital Management, LLC |
Banc of America Securities
|
December 20, 2001 |
|
MCG Commercial Loan Trust 2001-1
|
Middle Market CLO |
MCG Capital Corporation |
Wachovia Securities, Inc.
|
December 19, 2001 |
| GSC Partners CDO Fund III, Limited |
Arbitrage CDO |
GSCP (NJ), L.P. |
Lehman Brothers |
November 16, 2001 |
|
Endeavour, LLC
|
Distressed Debt CDO |
PPM America, Inc. |
Banc of America Securities
|
October 23, 2001 |
| Structured Enhanced Return Vehicle Trust, Series 2001-1 |
Synthetic CLO |
Provident Capital Corp.
|
Banc of America Securities |
September 13, 2001 |
|
Beacon Hill CBO II, Ltd.
|
ABS CDO |
Beacon Hill Asset Management |
Banc of America Securities
|
July 19, 2001 |
|
APEX (Trimaran) CDO I Ltd.
|
Arbitrage CDO Partial Synthetic |
Trimaran Advisors |
First Union Securities
|
June 26, 2001 |
|
Mt. Mitchell Capital Funding LLC
|
Market value CBO |
White Ridge Investment Advisors LLC |
Banc of America Securities
|
May 24, 2001 |
|
Octagon Investment Partners IV Ltd.
|
Arbitrage CBO |
Octagon Credit Investors |
First Union Securities
|
May 23, 2001 |
|
GSC (Greenwich St. Capital) Partners CDO Fund II Ltd.
|
Arbitrage CBO |
GSC Partners |
First Union Securities
|
March 27, 2001 |
|
Flagship CLO 2001-1
|
Arbitrage CLO |
Flagship Capital Management, Inc.
|
Goldman Sachs |
March 20, 2001 |
| Signature 5 Ltd. |
Arbitrage CBO |
John Hancock Life Insurance Co. |
PaineWebber |
December 28, 2000 |
| Archimedes Funding IV Ltd. |
Arbitrage CLO |
ING Capital Advisors, Inc.
|
Merrill Lynch |
December 21, 2000 |
|
ACAS Business Loan Trust 2000-1
|
Middle Market CLO |
American Capital Strategies, Ltd. |
Wachovia Securities, Inc.
|
December 20, 2000 |
| Citadel Hill 2000 Ltd. |
Arbitrage CLO |
Nova Scotia Capital (USA), Inc.
|
Bear Stearns |
December 20, 2000 |
| Carlyle High Yield Partners III Ltd. |
Arbitrage CLO |
Carlyle Investment Management LLC
|
Goldman Sachs |
December 20, 2000 |
|
Capstan CBO Ltd.
|
Arbitrage CBO |
ING Ghent |
First Union Securities
|
November 8, 2000 |
| Sierra CLO I Ltd. |
Arbitrage CLO |
Centre Pacific |
Banc of America Securities |
September 26, 2000 |
| Tryon CLO Ltd. 2000-1 |
Arbitrage CLO |
First Union Institutional Debt Management
|
Chase Securities |
September 14, 2000 |
| St. George Funding 2000-1 Ltd. |
CBO of ABS |
CGA Investment Management, Inc. |
First Union Securities |
September 12, 2000 |
| FC CBO IV Ltd. |
Arbitrage CBO |
Bank of Montreal
|
Credit Suisse First Boston |
August 15, 2000 |
|
APEX (IDM) CDO I Ltd.
|
Arbitrage CLO Partial Synthetic |
First Union Institutional Debt Management
|
First Union Securities
|
August 10, 2000 |
| American General CBO 2000-1 |
Arbitrage CBO |
American General Investment Management L.P.
|
Donaldson, Lufkin & Jenrette |
August 3, 2000 |
|
Preferred CPO Limited
|
Trust Preferred CDO |
The Bank of New York |
First Union Securities
|
July 24, 2000 |
| Equus Capital Funding, Ltd. |
Arbitrage CBO |
KDPCM LLC |
Banc of America Securities |
June 19, 2000 |
| Loop Funding MT I (Series 2000-A) |
Master trust CLO |
ABN-AMRO Bank, N.V. |
Goldman Sachs |
June 15, 2000 |
| PPM America High Yield CBO II |
Arbitrage CBO |
PPM America, Inc.
|
Merrill Lynch |
June 1, 2000 |
|
ELC (Cayman) Ltd. 2000-I
|
Arbitrage CLO |
First Union Institutional Debt Management
|
First Union Securities
|
May 18, 2000 |
| J/Z CBO (Delaware) Ltd. |
Arbitrage CBO |
Jordan / Zalaznick Advisors, Inc.
|
Jeffries & Co. |
May 16, 2000 |
|
Project Funding Corp. II
|
Project finance CDO |
Credit Suisse First Boston
|
Credit Suisse First Boston
|
April 10, 2000 |
| First Dominion Funding III |
Arbitrage CLO |
First Dominion Capital LLC
|
Goldman Sachs |
December 16, 1999 |
|
ELC (Cayman) Ltd. 1999-III
|
Arbitrage CLO |
First Union Institutional Debt Management
|
First Union Securities
|
December 9, 1999 |
| Carlyle High Yield Partners II Ltd. |
Arbitrage CLO |
Carlyle Investment Management LLC
|
CIBC World Markets |
December 9, 1999 |
| Leaf Master Trust I |
Master trust CLO |
Credit Lyonnais New York |
Lehman Brothers
|
December 3, 1999 |
| FC CBO III Ltd. |
Arbitrage CBO |
Bank of Montreal
|
Goldman Sachs |
November 17, 1999 |
| Pennant CBO Ltd. |
Arbitrage CBO |
Ghent Asset Management, Inc.
|
Goldman Sachs |
September 14, 1999 |
|
ELC (Cayman) Ltd. 1999-II
|
Arbitrage CLO |
First Union Institutional Debt Management
|
First Union Capital Markets
|
August 26, 1999 |
| Stein Roe & Farnham CLO I Ltd. |
Arbitrage CLO |
Stein Roe & Farnham |
Banc of America Securities |
August 25, 1999 |
|
ELC (Cayman) Ltd. 1999-I
|
Arbitrage CLO |
First Union Institutional Debt Management
|
First Union Capital Markets
|
May 18, 1999 |
| Campobello Master Trust (Series 1999-1) |
Master trust CLO |
Bank of Nova Scotia
|
Lehman Brothers |
April 26, 1999 |
|
Perseus CDO I Ltd.
|
Arbitrage CBO |
Mass Mutual |
Lehman Brothers
|
April 22, 1999 |
| First Dominion Funding II |
Arbitrage CLO |
First Dominion Capital LLC
|
Goldman Sachs |
April 20, 1999 |
| KBC-Orion Commercial Loan MT 1999-1 |
Master trust CLO |
KBC Bank N.V. |
Lehman Brothers
|
April 9, 1999 |
| 23 Wall Commercial Loan Trust |
Master trust CLO |
JP Morgan |
JP Morgan |
March 30, 1999 |
| Westways Funding V Ltd. |
Mortgage-backed market value |
TCW Investment Management Co. |
PaineWebber |
January 1, 1999 |
|
ELC (Cayman) Ltd. 1998-1
|
Arbitrage CLO |
First Union Institutional Debt Management
|
First Union Capital Markets
|
December 22, 1998 |
| Polaris Commercial Loan Master Trust (Series 1999-1) |
Master trust CLO |
Societe Generale |
Lehman Brothers
|
December 18, 1998 |
| Pool Funding Master Trust I (Series 1998-A) |
Master trust CLO |
ABN-AMRO Bank N.V. |
Goldman Sachs |
December 17, 1998 |
| Porticoes Funding Ltd. |
Arbitrage CBO |
Indosuez Capital
|
CIBC World Markets |
December 5, 1998 |
| ML CLO XIX Sterling (Cayman) Ltd. |
Arbitrage CLO |
Sterling Asset Management
|
Merrill Lynch |
November 10, 1998 |
| Archimedes Funding II Ltd. |
Arbitrage CLO |
ING Capital Advisors, Inc.
|
CIBC World Markets |
October 22, 1998 |
| Ares Leveraged Investment Fund II L.P. |
Market value CBO |
Ares Management II LLP |
BT Alex Brown |
October 12, 1998 |
| ML CLO XX Pilgrim America (Cayman) Ltd. |
Arbitrage CLO |
Pilgrim Investments, Inc.
|
Merrill Lynch |
September 16, 1998 |
| FC CBO II Ltd. |
Arbitrage CBO |
Bank of Montreal
|
Goldman Sachs |
September 9, 1998 |
| Westways Funding IV Ltd. |
Mortgage-backed market value |
TCW Investment Management, Inc. |
PaineWebber |
August 1, 1998 |
| Lakeshore Commercial Loan Master Trust I (Series 1998-A) |
Master trust CLO |
Bank of Montreal |
Goldman Sachs |
July 24, 1998 |
| Pilgrim America CBO Ltd. I |
Arbitrage CBO |
Pilgrim Investments, Inc.
|
NationsBanc Montgomery Securities |
July 8, 1998 |
| First Dominion Funding I |
Arbitrage CLO |
First Dominion Capital LLC
|
Goldman Sachs |
June 10, 1998 |
| Colonial Advisory Services CBO I Ltd. |
Arbitrage CBO |
Colonial Advisory Services, Inc. |
NationsBanc Montgomery Securities |
May 15, 1998 |
| Indosuez Capital Funding IV L.P. |
Arbitrage CLO |
Indosuez Capital Luxembourg SA
|
CIBC World Markets |
May 8, 1998 |
| ML CLO XV Ltd. (Series Pilgrim America 1998-2) |
Arbitrage CLO |
Pilgrim Investments, Inc.
|
Merrill Lynch |
April 28, 1998 |
| Indosuez Capital Funding III Ltd. |
Arbitrage CLO |
Indosuez Capital Luxembourg SA
|
Lehman Brothers |
April 4, 1998 |
| Westways Funding III Ltd. |
Mortgage-backed market value |
TCW Investment Management Co. |
PaineWebber |
April 1, 1998 |
| Westways Funding II Ltd. |
Mortgage-backed market value |
TCW Investment Management Co. |
PaineWebber |
January 1, 1998 |
| Loop Funding MT I (Series 1997-A) |
Master trust CLO |
ABN-AMRO Bank N.V. |
Goldman Sachs |
December 3, 1997 |
| ML CLO XII Pilgrim America |
Arbitrage CLO |
Pilgrim Investments, Inc.
|
Merrill Lynch |
November 11, 1997 |
| Archimedes Funding LLC |
Arbitrage CLO |
ING Capital Advisors, Inc.
|
CIBC Word Markets / Donaldson, Lufkin & Jenrette |
October 26, 1997 |
| Westways Funding I Ltd. |
Mortgage-backed market value |
TCW Investment Management Co. |
PaineWebber |
September 1, 1997 |
| FC CBO Ltd. |
Arbitrage CBO |
Bank of Montreal
|
Goldman Sachs |
June 3, 1997 |
|
|
