CDOlink

Wells Fargo has leveraged its dominant positions in the ABS, MBS, and CMBS markets to become a force in CDO administration. The group is proud of its success with premiere portfolio managers and issuers. Through our proprietary technology and superior customer service reputation you will benefit from our CDO services. The CDO Division has established itself as a solid player in CDO's comprised of ABS, MBS, REIT, High Yield, Investment Grade, Credit Default Swaps and CLO's comprised of syndicated bank loans. We also work on synthetic structures including bonds and balance sheet loans. More About Us

To view sample reports, click on the "Sample Reports" Issuer below.

 
Series List
Series Current Cycle Date Next Cycle Date Next Cycle Publication Date Help
A  
  ABSpoke 2006-IIIA 06/22/2012     Terminated  
  ACA ABS CDO 2006-1, Ltd. 09/09/2016   10/26/2016   10/26/2016 05:00PM EDT  
  ACA ABS CDO 2006-2, Ltd. 02/25/2010     Terminated  
  ACA ABS CDO 2007-1, Ltd. 03/14/2014     Terminated  
  ACA Aquarius 2006-1, Ltd. 05/09/2008     Terminated  
  Acacia CDO 1 Ltd. 12/01/2005     Terminated  
  Acacia CDO 11 Ltd. 09/13/2016   10/12/2016   10/12/2016 05:00PM EDT  
  Acacia CDO 12 Ltd. 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Acacia CDO 2 Ltd. 05/01/2006     Terminated  
  Acacia CDO 3 Ltd. 10/12/2006     Terminated  
  Acacia CDO 4 Ltd. 03/12/2007     Terminated  
  Acacia CDO 5 Ltd. 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Acacia CDO 6 Ltd. 08/29/2016     Terminated  
  Acacia CDO 7 Ltd. 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  ACAS CRE 2007-1 08/23/2016   10/07/2016   10/07/2016 05:00PM EDT  
  Accolades I High Grade CDO of ABS 12/07/2007   01/08/2008   01/08/2008 05:00PM EST  
  Adams Square Funding I Ltd. 12/21/2007     Terminated  
  Adams Square Funding I Ltd. PPT 09/19/2007     Terminated  
  Adams Square Funding II Ltd. 09/12/2016   10/11/2016   10/11/2016 05:00PM EDT  
  Aladdin CDO I Ltd. 02/12/2007     Terminated  
  Alesco Preferred Funding XIII, Ltd. 09/22/2016   11/10/2016   11/10/2016 05:00PM EST  
  Alesco Preferred Funding XVII, Ltd. 09/22/2016 Revised REVISED 09/23/2016   11/10/2016   11/10/2016 05:00PM EST  
  Algebra - Claris Limited Series 82/2006 06/20/2012     Terminated  
  Algebra - Claris Limited Series 85/2006 06/20/2016   09/20/2016   09/20/2016 01:00PM EDT  
  Alpine III 08/16/2011     Terminated  
  AMP ABX 2006 - 1 12/29/2014   03/29/2015   03/29/2015 05:00PM EDT  
  AMP CDO 2006 - 1 06/16/2008     Terminated  
  AMP CDO 2007-2 06/16/2008     Terminated  
  AMP CMBS 2006 - 1 06/16/2014     Terminated  
  AMP CMBS 2006 - 2 06/16/2014     Terminated  
  AMPSS 2007-4 SPC 12/19/2008     Terminated  
  AMPSS 2007-5 SPC 12/19/2008     Terminated  
  Aramis - Credit-Linked Enhanced Asset Repackaging (C.L.E.A.R.) p.l.c. 11/03/2010     Terminated  
  Arbor CRE CDO 2006-1 07/08/2015     Terminated  
  Archstone CDO II 06/17/2014     Terminated  
  ARMR 2007-1 07/30/2014     Terminated  
  ARMR 2007-2 01/28/2011     Terminated  
  Arrowpoint CLO, LTD 2013-1 08/24/2016 Revised REVISED 09/13/2016   10/07/2016   10/07/2016 05:00PM EDT  
  Arrowpoint CLO, LTD 2014-2 09/09/2016   10/12/2016   10/12/2016 05:00PM EDT  
  Aspen Funding I, Ltd. 09/06/2016   10/05/2016   10/05/2016 05:00PM EDT  
  Atlas III - Claris IV Limited Series 2006-1 10/31/2008     Terminated  
  Atlas III - Claris IV Limited Series 2006-2 10/31/2008     Terminated  
  Atlas III - Claris IV Limited Series 2006-3 10/31/2008     Terminated  
  Atlas III - Claris IV Limited Series 2006-4 10/31/2008     Terminated  
  Atlas III - Credit Default Swap 10/31/2008     Terminated  
  Atlas Senior Loan Fund II, LTD 08/30/2016   09/30/2016   09/30/2016 05:00PM EDT  
  Atlas Senior Loan Fund III, LTD 08/16/2016   09/30/2016   09/30/2016 05:00PM EDT  
  Atlas Senior Loan Fund IV, LTD 08/12/2016   09/30/2016   09/30/2016 05:00PM EDT  
  Atlas Senior Loan Fund V, LTD 09/16/2016   10/16/2016   10/16/2016 05:00PM EDT  
  Atlas Senior Loan Fund VI, LTD 08/15/2016   09/15/2016   09/15/2016 05:00PM EDT  
  Atlas Senior Loan Fund, LTD 08/12/2016   09/15/2016   09/15/2016 05:00PM EDT  
  Atrium IX 09/20/2016   10/24/2016   10/24/2016 05:00PM EDT  
  Atrium VII 09/12/2016   10/17/2016   10/17/2016 05:00PM EDT  
  Atrium VIII 09/16/2016   10/21/2016   10/21/2016 05:00PM EDT  
  Atrium X 09/15/2016   10/14/2016   10/14/2016 05:00PM EDT  
  Atrium XI 09/23/2016   10/21/2016   10/21/2016 05:00PM EDT  
  Atrium XII 09/21/2016   10/21/2016   10/21/2016 05:00PM EDT  
  Avon Ridge Series 2 Iris SPV plc 04/10/2013     Terminated  
  Avon Ridge Series 3 Iris SPV plc 10/11/2011     Terminated  
  Avon Ridge Series 5 Iris SPV plc 04/10/2013     Terminated  
  Avon Ridge Series 6 Iris SPV plc 04/10/2013     Terminated  
  Avon Ridge Series 7 Iris SPV plc 07/10/2013     Terminated  
B  
  B&M CLO 2014-1, LTD 09/15/2016   10/14/2016   10/14/2016 05:00PM EDT  
  Baldwin 2006-I Not Available    
  Ballyrock ABS CDO 2007-1 02/09/2009     Terminated  
  Belle Haven ABS CDO 2004-01, Ltd. 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Belle Haven ABS CDO 2005-01, Ltd. 02/13/2013     Terminated  
  Belle Haven ABS CDO 2006-01, Ltd. 09/20/2016   10/05/2016   10/05/2016 05:00PM EDT  
  BFC Genesee CDO Ltd. 07/09/2012     Terminated  
  Birch CBO Holdings III Ltd. 11/10/2014     Terminated  
  Birch Real Estate CDO I Ltd. 11/10/2015     Terminated  
  Blue Heron Funding III Ltd. 10/04/2006     Terminated  
  Blue Heron Funding VII Ltd. 08/30/2016   09/30/2016   09/30/2016 05:00PM EDT  
  Bluegrass ABS CDO I, Ltd. 07/01/2006     Terminated  
  Bluegrass ABS CDO II, Ltd. 09/12/2016   10/12/2016   10/12/2016 05:00PM EDT  
  Bluegrass ABS CDO III, Ltd. 09/12/2016   10/07/2016   10/07/2016 05:00PM EDT  
  Bluestone Trust 09/21/2009     Terminated  
  Bonifacius Limited 08/05/2008     Terminated  
  Brigantine High Grade Funding CDO, Ltd. 04/04/2012     Terminated  
  Bristol CDO I, Ltd. 09/13/2016   10/11/2016   10/11/2016 05:00PM EDT  
  Brooklyn Structured Finance CDO 07/10/2008     Terminated  
  Brookville CDO I 09/12/2016   10/10/2016   10/10/2016 05:00PM EDT  
  Buckingham CDO I Ltd. 01/30/2015     Terminated  
  Buckingham CDO II Ltd. 09/02/2016   10/04/2016   10/04/2016 05:00PM EDT  
  Buckingham CDO III Ltd. 09/02/2016   10/04/2016   10/04/2016 05:00PM EDT  
  Burnham Park CLO LTD Warehouse 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
C  
  Camber 3 plc 09/28/2016   11/09/2016   11/09/2016 05:00PM EST  
  Camber 4 plc 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Camber 7 plc 09/12/2016   10/12/2016   10/12/2016 05:00PM EDT  
  CapitalSource 2006-A 08/31/2016   09/30/2016   09/30/2016 05:00PM EDT  
  Careel Bay CDO Limited 06/10/2008 Revised REVISED 07/18/2008     Terminated  
  CBass CBO III Ltd. 10/01/2004     Terminated  
  CBass CBO IV Ltd. 09/13/2016   10/07/2016   10/07/2016 05:00PM EDT  
  CBass CBO V Ltd. 09/20/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Cedar Lake CBO 09/01/2004     Terminated  
  Centre Square CDO 09/19/2016   10/19/2016   10/19/2016 05:00PM EDT  
  Cerberus ICQ Levered LLC 10/23/2015     Terminated  
  Cerberus Onshore II CLO, LLC 09/22/2016   10/17/2016   10/17/2016 05:00PM EDT  
  Cerberus Onshore II CLO-2 09/22/2016   10/17/2016   10/17/2016 05:00PM EDT  
  CFIP CLO 2013-1, LTD. 09/15/2016   10/19/2016   10/19/2016 05:00PM EDT  
  CFIP CLO 2014-1, LTD 09/15/2016   10/12/2016   10/12/2016 05:00PM EDT  
  CFIP CLO 2014-1, LTD. Warehouse 03/13/2014   04/11/2014   04/11/2014 05:00PM EDT  
  Channel CDO Ltd. 09/01/2005     Terminated  
  Charles Fort CDO I Ltd. 09/12/2016   10/09/2016   10/09/2016 05:00PM EDT  
  Citation High Grade ABS CDO I 11/13/2012     Terminated  
  Claris Limited - Sierra Valley 2007-1 11/19/2010     Terminated  
  Clear Creek CLO, LTD. 09/15/2016   10/17/2016   10/17/2016 05:00PM EDT  
  Clear Lake CLO, Ltd. 09/20/2016   10/20/2016   10/20/2016 05:00PM EDT  
  Clearwater Funding CDO 2002-A Ltd. 02/01/2003     Terminated  
  CMBSpoke 2006-I 03/22/2013     Terminated  
  Collybus CDO I Ltd. 09/07/2016   10/07/2016   10/07/2016 05:00PM EDT  
  Coriolanus Limited (Natixis) 09/30/2008     Terminated  
  Costa Bella CDO, Ltd. 01/09/2009     Terminated  
  CPR Bretagne 07/01/2009     Terminated  
  CPR Predica 10/01/2008     Terminated  
  CRAFT EM CLO 2006-1, Ltd. 07/16/2012     Terminated  
  CRESS 2008-1, LTD. 09/08/2016   10/07/2016   10/07/2016 05:00PM EDT  
  Crown City CDO Series 2005 - 1 09/15/2008     Terminated  
  Crown City CDO Series 2005 - 2 09/15/2008     Terminated  
  Crystal Cove CDO, Ltd. 06/02/2016     Terminated  
  Crystal River CDO 2005-1 Ltd. 09/01/2016   10/07/2016   10/07/2016 05:00PM EDT  
  Crystal River Resecuritization 2006-1 09/22/2016   10/24/2016   10/24/2016 05:00PM EDT  
  CSFB Credit Linked Floating Rate Notes Due 2009 06/01/2005     Terminated  
  CW Capital Cobalt I 08/24/2016   10/11/2016   10/11/2016 05:00PM EDT  
  CW Capital Cobalt II 09/09/2016   10/07/2016   10/07/2016 05:00PM EDT  
  CW Capital Cobalt III Synthetic CDO, Ltd. 04/19/2013     Terminated  
  CW Capital Cobalt Vr Ltd. 09/26/2016   10/26/2016   10/26/2016 05:00PM EDT  
D  
  Dalton CDO, Ltd. 11/18/2011     Terminated  
  Dawn CDO I 09/25/2012     Terminated  
  Dekania CDO II Ltd. 05/22/2014   06/22/2014   06/22/2014 05:00PM EDT  
  Dekania Europe CDO I plc 09/05/2016   10/21/2016   10/21/2016 05:00PM EDT  
  Dekania Europe CDO II plc 09/22/2016   10/03/2016   10/03/2016 05:00PM EDT  
  Dekania Europe CDO III plc 09/22/2016   10/03/2016   10/03/2016 05:00PM EDT  
  Delphinus 2007-1 06/11/2010     Terminated  
  Descartes CDO Ltd. 01/01/2006     Terminated  
  DFR Middle Market CLO Ltd. 10/22/2012     Terminated  
  Diamond Lakes CLO, Ltd. 09/01/2015     Terminated  
  Dillon Read CMBS CDO 2006-1, Ltd. 04/05/2012   05/07/2012   05/07/2012 05:00PM EDT  
  Drachenburg - Claris Limited Series 97 07/10/2012   10/10/2012   10/10/2012 05:00PM EDT  
  Drachenburg - Claris Limited Series 98 04/09/2009   07/10/2009   07/10/2009 05:00PM EDT  
  Dryden 12 CDO Ltd. 06/28/2016     Terminated  
  Durant CDO 2007-1, Ltd. 05/21/2008     Terminated  
E  
  E*Trade ABS CDO I 09/13/2016   10/06/2016   10/06/2016 05:00PM EDT  
  E*Trade ABS CDO II 10/12/2006     Terminated  
  E*Trade ABS CDO III Ltd. 09/13/2016   10/06/2016   10/06/2016 05:00PM EDT  
  E*Trade ABS CDO IV Ltd. 09/06/2016   10/12/2016   10/12/2016 05:00PM EDT  
  E*Trade ABS CDO V Ltd. 09/13/2016   10/06/2016   10/06/2016 05:00PM EDT  
  E*Trade ABS CDO VI Ltd. 05/11/2010     Terminated  
  ECP CLO 2015-7 LTD 09/20/2016   10/19/2016   10/19/2016 05:00PM EDT  
  Eirles Three Limited 01/29/2010   02/26/2010   02/26/2010 05:00PM EST  
  Essential Public Infrastructure Capital plc 2012 - 1 10/18/2013     Terminated  
  Euro Multi-Credit CDO S.A. 12/12/2006     Terminated  
F  
  Fifth Street Senior Loan Fund I, LLC 09/20/2016   10/20/2016   10/20/2016 05:00PM EDT  
  Fifth Street SLF II LTD 09/13/2016   10/31/2016   10/31/2016 05:00PM EDT  
  Fiorente Funding Limited 10/05/2009     Terminated  
  Foothill CLO I Ltd. 09/12/2016   10/12/2016   10/12/2016 05:00PM EDT  
  Fort Duquesne CDO 2006-1, Ltd. 04/06/2009     Terminated  
  Fourth Street Funding CDO 05/01/2014     Terminated  
  FS Senior Funding LTD. 09/13/2016   11/14/2016   11/14/2016 05:00PM EST  
  Furlong Synthetic ABS CDO 2006-1, Ltd. 07/11/2008     Terminated  
G  
  G-Square Finance 2006-1, Limited 09/12/2014     Terminated  
  G-Square Finance 2006-2, Limited 06/12/2008     Terminated  
  GIA Investment Grade SCDO 2002-1 Ltd. 12/15/2006     Terminated  
  Glacier Funding CDO V Ltd. 09/09/2016   10/11/2016   10/11/2016 05:00PM EDT  
  Golub Capital BDC CLO 2014 LLC 09/26/2016   10/24/2016   10/24/2016 05:00PM EDT  
  Golub Capital Partners CLO 18(M) LTD. 09/26/2016   10/24/2016   10/24/2016 05:00PM EDT  
  Golub Capital Partners CLO 21(M) LTD 09/26/2016   10/24/2016   10/24/2016 05:00PM EDT  
  Golub Capital Partners CLO 23(B) Ltd 09/06/2016   10/05/2016   10/05/2016 05:00PM EDT  
  Golub Capital Partners CLO 23(B) LTD - WH 05/20/2015     Terminated  
  Golub Capital Partners CLO 24(M) LTD 09/06/2016   10/05/2016   10/05/2016 05:00PM EDT  
  Golub Capital Partners CLO 25(M) LTD 09/06/2016   10/05/2016   10/05/2016 05:00PM EDT  
  Golub Capital Partners CLO 28(M) LTD 09/06/2016   10/05/2016   10/05/2016 05:00PM EDT  
  Golub Capital Partners CLO 31(M) LTD 09/06/2016   10/05/2016   10/05/2016 05:00PM EDT  
  Golub International Loan Ltd. I 05/22/2007     Terminated  
  Gramercy Real Estate CDO 2005-1, Ltd. 09/09/2016   10/07/2016   10/07/2016 05:00PM EDT  
  Gramercy Real Estate CDO 2006-1, Ltd. 09/09/2016   10/07/2016   10/07/2016 05:00PM EDT  
  Gramercy Real Estate CDO 2007-1, Ltd 09/09/2016   10/07/2016   10/07/2016 05:00PM EDT  
  Grand Central 12/01/2005     Terminated  
  Grand River 09/16/2016   10/17/2016   10/17/2016 05:00PM EDT  
  Greenland CDO Ltd. 06/15/2009     Terminated  
  Greylock Synthetic CDO 09/28/2016   10/28/2016   10/28/2016 05:00PM EDT  
  GSO Blackstone 09/20/2012     Terminated  
  GSO Domestic Capital Funding 09/20/2010     Terminated  
  Gulf Stream-Atlantic CDO 2007-1, Ltd. 10/13/2011     Terminated  
H  
  H/2 Total Return Strategies Ltd. 08/24/2015     Terminated  
  Hartford Mezz Investors CRE 2007-1 12/11/2013     Terminated  
  HGSC CDO 09/16/2016   10/18/2016   10/18/2016 05:00PM EDT  
  Highridge ABS CDO I, Ltd. 08/04/2011     Terminated  
  House of Europe Funding I Ltd. 09/01/2016   10/03/2016   10/03/2016 05:00PM EDT  
  Huntington CDO 09/12/2016   10/12/2016   10/12/2016 05:00PM EDT  
I  
  IMAC CDO 2006-1, Ltd. 07/01/2010     Terminated  
  IMAC CDO 2007-2, Ltd. 03/20/2008   04/21/2008   04/21/2008 05:00PM EDT  
  Ivory CDO Limited 09/16/2016   10/17/2016   10/17/2016 05:00PM EDT  
J  
  Jackson Creek CDO, Ltd. 04/01/2005     Terminated  
  Japan CRE Securitization Series I 08/16/2012     Terminated  
  Jupiter High Grade CDO 09/13/2016   10/04/2016   10/04/2016 05:00PM EDT  
  Jupiter High Grade CDO II 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Jupiter High Grade CDO III 09/08/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Jupiter High Grade CDO IV 08/29/2013     Terminated  
  Jupiter High Grade CDO VI 07/05/2012     Terminated  
K  
  Kent Funding II Ltd. 11/08/2011     Terminated  
  Keuka Park CLO LTD 09/20/2016   10/20/2016   10/20/2016 05:00PM EDT  
  Kiawah Limited Series 2007 - 3 Not Available    
  Kleros Preferred Funding I, Ltd. 07/06/2016     Terminated  
  Kleros Preferred Funding III, Ltd. 07/11/2012   08/11/2012   08/11/2012 05:00PM EDT  
  Kleros Preferred Funding IV, Ltd. 07/11/2012   08/11/2012   08/11/2012 05:00PM EDT  
  Kleros Preferred Funding IX, Ltd. 09/30/2011     Terminated  
  Kleros Preferred Funding VI, Ltd. 10/26/2009   11/13/2009   11/13/2009 05:00PM EST  
  Kleros Preferred Funding VIII, Ltd. 01/12/2016     Terminated  
  Kleros Real Estate CDO IV Ltd. 02/09/2012     Terminated  
  KNOLLWOOD CDO I Ltd. 09/15/2016   10/17/2016   10/17/2016 05:00PM EDT  
  KNOLLWOOD CDO II Ltd. 11/15/2012     Terminated  
  Koch Financial Products, LLC 05/07/2013     Terminated  
  KVK CLO 2012-1 LTD 09/19/2016   10/14/2016   10/14/2016 05:00PM EDT  
  KVK CLO 2012-2 LTD. 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  KVK CLO 2013-1 LTD. 09/14/2016   10/13/2016   10/13/2016 05:00PM EDT  
  KVK CLO 2013-2 LTD. 09/13/2016   10/14/2016   10/14/2016 05:00PM EDT  
  KVK CLO 2014-1 LTD. 09/26/2016   10/25/2016   10/25/2016 05:00PM EDT  
  KVK CLO 2014-2 LTD. 09/15/2016   10/14/2016   10/14/2016 05:00PM EDT  
  KVK CLO 2014-3 LTD. 09/26/2016   10/14/2016   10/14/2016 05:00PM EDT  
  KVK CLO 2015-1 LTD. 09/15/2016   10/17/2016   10/17/2016 05:00PM EDT  
L  
  Lafayette CLO I, Ltd. 09/08/2014   10/08/2014   10/08/2014 05:00PM EDT  
  Laguna ABS CDO, Ltd. 11/01/2013     Terminated  
  Lancer Funding, LTD 09/02/2010     Terminated  
  Landgrove Synthetic CDO 09/01/2016   10/03/2016   10/03/2016 05:00PM EDT  
  LBSPK 2007-1 SPC 09/18/2009     Terminated  
  Legg Mason Real Estate CDO I, LTD 02/25/2016     Terminated  
  Legg Mason Real Estate CDO II, LTD 05/26/2015     Terminated  
  Libertas Preferred Funding 1, Ltd. 03/05/2015     Terminated  
  Liberty Island Funding 2011 05/20/2013     Terminated  
  Lincoln Park Referenced Linked Notes 2001-1 01/29/2016     Terminated  
  London Wall 2006-1, Ltd. 04/15/2013     Terminated  
  Longport Funding I, Ltd. 09/08/2016   10/06/2016   10/06/2016 05:00PM EDT  
  Longport Funding II, Ltd. 08/02/2016     Terminated  
  Longridge ABS CDO II, Ltd. 05/13/2008   06/13/2008   06/13/2008 05:00PM EDT  
M  
  MAC Capital, Ltd. 08/30/2016   09/29/2016   09/29/2016 05:00PM EDT  
  MACES 2007-12 & 16 09/19/2014   10/19/2014   10/19/2014 05:00PM EDT  
  MACES 2007-14 05/21/2013     Terminated  
  MACES 2007-17 01/25/2012     Terminated  
  Madison Park Funding VI, LTD. 09/23/2016   10/26/2016   10/26/2016 05:00PM EDT  
  Madison Park Funding VII LTD 09/14/2016   10/17/2016   10/17/2016 05:00PM EDT  
  Madison Park Funding VIII LTD 09/20/2016   10/21/2016   10/21/2016 05:00PM EDT  
  Madison Park Funding XI, LTD 09/22/2016   10/21/2016   10/21/2016 05:00PM EDT  
  Madison Park Funding XII Ltd 09/26/2016   10/19/2016   10/19/2016 05:00PM EDT  
  Madison Park Funding XII, LTD Whse. 05/13/2014     Terminated  
  Madison Park Funding XIII, LTD 09/22/2016   10/18/2016   10/18/2016 05:00PM EDT  
  Madison Park Funding XIV Ltd 09/27/2016   10/19/2016   10/19/2016 05:00PM EDT  
  Madison Park Funding XIX LTD 09/22/2016   10/21/2016   10/21/2016 05:00PM EDT  
  Madison Park Funding XV LTD 09/22/2016   10/26/2016   10/26/2016 05:00PM EDT  
  Madison Park Funding XVI LTD 09/19/2016   10/19/2016   10/19/2016 05:00PM EDT  
  Madison Park Funding XVII LTD 09/16/2016   10/20/2016   10/20/2016 05:00PM EDT  
  Madison Park Funding XVII LTD Warehouse 05/08/2015     Terminated  
  Madison Park Funding XX, LTD 09/27/2016   10/26/2016   10/26/2016 05:00PM EDT  
  Madison Park Funding XXI LTD Warehouse 02/11/2016     Terminated  
  Madison Park Funding XXII LTD Warehouse 09/15/2016   10/17/2016   10/17/2016 05:00PM EDT  
  Madison Park IX 09/16/2016   10/24/2016   10/24/2016 05:00PM EDT  
  Madison Park X 09/26/2016   10/19/2016   10/19/2016 05:00PM EDT  
  Magnolia Finance VIII Limited Series 2008-1 12/17/2009     Terminated  
  Maple Hill Credit Default Swap due 2013 08/09/2013   09/12/2013   09/12/2013 12:00PM EDT  
  Maple Hill Credit Default Swap due 2016 07/12/2016   08/10/2016   08/10/2016 05:00PM EDT  
  Margate Funding I 09/02/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Maxim High Grade CDO I, Ltd. 08/05/2011     Terminated  
  Maxim High Grade CDO II, Ltd. 08/09/2012     Terminated  
  MCF CLO I LLC 09/20/2016   10/19/2016   10/19/2016 05:00PM EDT  
  MCF CLO II LLC 09/20/2016   10/19/2016   10/19/2016 05:00PM EDT  
  MCF CLO III LLC 09/20/2016   10/19/2016   10/19/2016 05:00PM EDT  
  MCF CLO IV LLC 09/20/2016   10/14/2016   10/14/2016 05:00PM EDT  
  MCF FUND I LLC 01/20/2012     Terminated  
  McKinley Funding III Ltd. 08/08/2013     Terminated  
  McKinley II 03/02/2010     Terminated  
  Merlin CDO I B.V. 05/11/2010     Terminated  
  Mesa West Capital CDO Ltd. 08/25/2015     Terminated  
  MidOcean CBO 2001-1 09/06/2016   10/05/2016   10/05/2016 05:00PM EDT  
  MidOcean Credit CLO I LLC 09/15/2016   10/14/2016   10/14/2016 05:00PM EDT  
  MidOcean Credit CLO II LLC 08/29/2016   09/29/2016   09/29/2016 05:00PM EDT  
  MidOcean Credit CLO III LLC 08/29/2016   09/29/2016   09/29/2016 05:00PM EDT  
  MidOcean Credit CLO IV 09/15/2016   10/14/2016   10/14/2016 05:00PM EDT  
  MIDOCEAN CREDIT CLO V 09/19/2016   10/18/2016   10/18/2016 05:00PM EDT  
  Mill Creek CLO II, LTD. 09/15/2016   10/20/2016   10/20/2016 05:00PM EDT  
  Mill Creek CLO, LTD. 04/14/2016   05/13/2016   05/13/2016 05:00PM EDT  
  Millbrook 2007-1 09/30/2008     Terminated  
  Millbrook 2007-1 Unfunded 09/30/2008     Terminated  
  Millerton ABS CDO 09/02/2016   10/07/2016   10/07/2016 05:00PM EDT  
  Millerton II High Grade ABS CDO 10/11/2011     Terminated  
  Momentum Capital 09/19/2016   10/14/2016   10/14/2016 05:00PM EDT  
  MSC 2006-SRR1 11/24/2014     Terminated  
  MSC 2006-SRR2 12/19/2013   01/19/2014   01/19/2014 05:00PM EST  
  MSC 2007-SRR3 09/19/2012   10/19/2012   10/19/2012 05:00PM EDT  
  MSC 2007-SRR4 04/19/2013     Terminated  
N  
  N-Star CDO III 05/12/2015     Terminated  
  N-Star REL CDO IV LTD. 09/28/2015     Terminated  
  N-Star REL CDO VI LTD. 09/16/2016   10/07/2016   10/07/2016 05:00PM EDT  
  N-Star REL CDO VIII LTD. 09/01/2016   10/03/2016   10/03/2016 05:00PM EDT  
  Nautilus RMBS CDO I, Ltd 09/13/2016   10/05/2016   10/05/2016 05:00PM EDT  
  Nautilus RMBS CDO II, Ltd 07/22/2016   08/22/2016   08/22/2016 05:00PM EDT  
  Nautilus RMBS CDO III, Ltd 09/15/2008     Terminated  
  Nautilus RMBS CDO IV, Ltd 12/18/2008     Terminated  
  Nautilus RMBS CDO V, Ltd 12/08/2008     Terminated  
  Neuberger Berman CLO XIX, LTD. 09/06/2016   10/14/2016   10/14/2016 05:00PM EDT  
  Neuberger Berman CLO XVIII, LTD. 09/14/2016   10/14/2016   10/14/2016 05:00PM EDT  
  Newport Waves CDO 09/06/2016   10/04/2016   10/04/2016 05:00PM EDT  
  Nomura CRE CDO 2007-2, Ltd. 09/08/2016   10/07/2016   10/07/2016 05:00PM EDT  
  Norma CDO I, Ltd. 09/11/2008     Terminated  
  North Street Referenced Linked Notes 2002-4 Ltd. 07/30/2012     Terminated  
  North Street Referenced Linked Notes 2003-5 Ltd. 10/29/2012     Terminated  
  North Street Referenced Linked Notes, 2004-6 Ltd. 04/29/2014     Terminated  
  North Street Referenced Linked Notes, 2005-7 Ltd. 10/31/2011     Terminated  
  North Street Referenced Linked Notes, 2005-8 Ltd. 03/17/2014     Terminated  
  North Street Referenced Linked Notes, 2005-9 Ltd. 10/30/2012     Terminated  
  Nous I Ltd. 09/22/2009     Terminated  
  NXT Capital CLO 2012-1, LLC 09/19/2016   10/19/2016   10/19/2016 05:00PM EDT  
  NXT Capital CLO 2013-1, LLC 09/26/2016   10/24/2016   10/24/2016 05:00PM EDT  
  NXT Capital CLO 2014-1, LLC 09/26/2016   10/21/2016   10/21/2016 05:00PM EDT  
  NXT Capital CLO 2015-1, LLC 09/20/2016   10/20/2016   10/20/2016 05:00PM EDT  
O  
  ONCA 2007-1, Ltd. 05/24/2011     Terminated  
  ONYX Funding Limited 2004 - 1 03/10/2009     Terminated  
  Orchard Park Ltd. 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Orchid Structured Finance CDO I, Ltd. 09/22/2016   10/24/2016   10/24/2016 05:00PM EDT  
  Orchid Structured Finance CDO II, Ltd. 08/03/2012     Terminated  
  Orchid Structured Finance CDO III, Ltd. 07/03/2014     Terminated  
  Orion 2006-1, Ltd. 09/12/2016   10/11/2016   10/11/2016 05:00PM EDT  
  Orion 2006-2, Ltd. 03/12/2012     Terminated  
P  
  Pacific Bay CDO Ltd. 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Pacific Coast CDO Ltd. 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Pacific Shores CDO Ltd. 04/23/2015     Terminated  
  Palisades CDO Ltd. 2004 - 1 09/15/2016   10/21/2016   10/21/2016 05:00PM EDT  
  Palmer Square III LLC 09/05/2008     Terminated  
  Pampelonne CDO I, Ltd. 05/12/2008     Terminated  
  Pampelonne CDO II, Ltd. 05/12/2008     Terminated  
  Pasadena CDO Ltd. 09/19/2016   10/12/2016   10/12/2016 05:00PM EDT  
  Pascal CDO Ltd. 11/08/2010     Terminated  
  Petra CRE CDO 2007-1 09/26/2016   10/25/2016   10/25/2016 05:00PM EDT  
  Piedmont Trust 09/13/2011     Terminated  
  Pilatus Limited 02/24/2014     Terminated  
  Pinetree CDO 09/09/2016   10/04/2016   10/04/2016 05:00PM EDT  
  Pinnacle Park CLO LTD 09/20/2016   10/14/2016   10/14/2016 05:00PM EDT  
  Pinnacle Park CLO LTD Warehouse 04/11/2014     Terminated  
  Pinnacle Peak CDO I 07/07/2008     Terminated  
  Premium Emerging Managed Capital I B.V. 10/22/2007     Terminated  
  Proventus European ABS CDO PLC 03/16/2015     Terminated  
  PULS CDO 2006-1 PLC 07/21/2016   10/21/2016   10/21/2016 05:00PM EDT  
  PULS CDO 2007-1 Limited 07/21/2016   10/21/2016   10/21/2016 05:00PM EDT  
Q  
  Quartz Finance PLC 2004 - 1 12/08/2010   01/07/2011   02/07/2011 05:00PM EST  
R  
  R.E. Repack Trust 2002-1 05/28/2014     Terminated  
  RABS 2003 - 03 01/29/2013     Terminated  
  RABS 2003-2 10/10/2013     Terminated  
  Race Point X CLO, Limited 09/26/2016   10/24/2016   10/24/2016 05:00PM EDT  
  RAIT CRE CDO I, Ltd. 09/20/2016   10/20/2016   10/20/2016 05:00PM EDT  
  RAIT Preferred Funding CDO II 09/26/2016   10/25/2016   10/25/2016 05:00PM EDT  
  Regional Diversified Funding Series 2004 - 1 08/11/2016   11/10/2016   11/10/2016 05:00PM EST  
  Reservoir Funding LTD. 09/06/2016   10/13/2016   10/13/2016 05:00PM EDT  
  RFC CDO I LTD. 09/15/2016   10/14/2016   10/14/2016 05:00PM EDT  
  RFC CDO II Ltd. 09/13/2016   10/17/2016   10/17/2016 05:00PM EDT  
  RFC CDO III Ltd. 09/15/2016   10/17/2016   10/17/2016 05:00PM EDT  
  RFC CDO IV Ltd. 06/15/2014     Terminated  
  Ridgeway Court Funding I, Ltd. 08/05/2010     Terminated  
  Ridgeway Court Funding II, Ltd. 06/10/2011     Terminated  
  Ridgeway Court Funding II, Ltd. 06/10/2011     Terminated  
  Rock 1 CRE CDO 2006 12/15/2015     Terminated  
  Rockville CDO I, Ltd. 09/08/2011     Terminated  
  Rosedale CLO Ltd. 09/15/2016   10/21/2016   10/21/2016 05:00PM EDT  
S  
  Salt Creek High Yield CSO 2005 - 2 LTD 06/28/2010     Terminated  
  Sample Report Suite Series 2000 - 01 12/26/2001   01/26/2002   01/26/2002 12:00AM EST  
  Sampson Park CLO Ltd. Whse 04/13/2015     Terminated  
  San Miguel CDO Ltd. 11/16/2006     Terminated  
  Santa Rosa CDO Ltd. 02/01/2006     Terminated  
  SASCO 2008-C2 06/27/2011     Terminated  
  Scorpius CDO, Ltd. 02/06/2009     Terminated  
  Scute Europe 12/07/2009     Terminated  
  Scute I B.V. 07/09/2007     Terminated  
  Scute II 09/08/2009     Terminated  
  Senior ABS Repack Trust 04/08/2014     Terminated  
  Sentinel Limited, Series 2 12/02/2009     Terminated  
  SFA ABS CDO III Ltd. 09/08/2016   10/07/2016   10/07/2016 05:00PM EDT  
  SFA CABS II CDO 09/02/2016   10/07/2016   10/07/2016 05:00PM EDT  
  SFR, LTD. 08/10/2011     Terminated  
  Sheridan Square CLO Ltd. 09/20/2016   10/14/2016   10/14/2016 05:00PM EDT  
  Sheridan Square CLO Ltd. Whse 02/13/2013     Terminated  
  Shoreline Investment SCDO 2002-1 Ltd. 05/01/2005     Terminated  
  Signature 6 Limited 09/29/2014     Terminated  
  Signum Finance II PLC 02/19/2010     Terminated  
  Silk Road Plus p.l.c. Series 01 03/14/2008     Terminated  
  Silk Road Plus p.l.c. Series 02 12/13/2013     Terminated  
  Silk Road Plus p.l.c. Series 03 04/16/2009   05/15/2009   05/15/2009 05:00PM EDT  
  Silk Road Plus p.l.c. Series 05 12/13/2013     Terminated  
  Silk Road Plus p.l.c. Series 06 12/13/2013     Terminated  
  Silk Road Plus p.l.c. Series 07 08/13/2010   09/15/2010   09/15/2010 05:00PM EDT  
  Silk Road Plus p.l.c. Series 08 09/16/2016   10/17/2016   10/17/2016 05:00PM EDT  
  Silk Road Plus p.l.c. Series 09 10/15/2008     Terminated  
  Silk Road Plus p.l.c. Series 10 05/15/2013   06/14/2013   06/14/2013 05:00PM EDT  
  Silk Road Plus p.l.c. Series 11 09/16/2016   10/17/2016   10/17/2016 05:00PM EDT  
  Silk Road Plus p.l.c. Series 12 12/13/2013     Terminated  
  Silver Elms CDO II, Ltd. 09/06/2016   10/06/2016   10/06/2016 05:00PM EDT  
  Silver Marlin CDO I 05/09/2011   06/07/2011   06/07/2011 05:00PM EDT  
  SLATE CDO 2007-1 12/09/2010     Terminated  
  SOF-X Credit Holdings LLC 12/11/2015     Terminated  
  Soloso CDO 2005 - 1 Ltd. 10/13/2015   10/13/2016   10/13/2016 05:00PM EDT  
  Soloso CDO 2007-1 Ltd. 07/07/2016   10/07/2016   10/07/2016 05:00PM EDT  
  Sorin CDO V, Ltd. 09/08/2008     Terminated  
  Sorin CDO VI, Ltd. 02/10/2014     Terminated  
  Sorin Real Estate CDO I, Ltd. 09/07/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Sorin Real Estate CDO IV, Ltd. 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Soter 2007 CRN2 02/24/2011     Terminated  
  Soter 2007 CRN3 02/24/2011     Terminated  
  Soter 2007 GSC 03/24/2011     Terminated  
  Special Value Absolute Return Fund III 03/31/2007     Terminated  
  Spirit Finance-I, Ltd. 10/01/2003     Terminated  
  SRRSPOKE 2007-IA 11/19/2013 Revised REVISED 11/21/2013   12/19/2013   12/19/2013 05:00PM EST  
  SRRSPOKE 2007-IB 05/17/2013   06/19/2013   06/19/2013 05:00PM EDT  
  St. James River CLO, Ltd. 09/12/2016   10/12/2016   10/12/2016 05:00PM EDT  
  Stack Ltd. 12/05/2014     Terminated  
  STARTS (Cayman) Limited "Maple Hill" Series 2006-2 09/11/2012   10/12/2012   10/12/2012 05:00PM EDT  
  STARTS (Cayman) Limited "Maple Hill" Series 2006-3 12/10/2013     Terminated  
  STARTS (Cayman) Limited "Maple Hill" Series 2006-4 12/10/2013     Terminated  
  STARTS (Cayman) Limited "Maple Hill" Series 2006-5 12/10/2013     Terminated  
  STARTS (Cayman) Limited "Maple Hill" Series 2006-6 08/09/2013   09/12/2013   09/12/2013 12:00PM EDT  
  STARTS (Cayman) Limited "Maple Hill" Series 2006-7 12/10/2013     Terminated  
  STARTS (Cayman) Limited "Maple Hill" Series 2006-8 12/10/2013     Terminated  
  STARTS (Cayman) Limited "Maple Hill" Series 2006-9 12/10/2013     Terminated  
  STARTS (Cayman) Limited “Maple Hill II” 12/11/2014   01/13/2015   01/13/2015 10:00AM EST  
  STARTS (Ireland) Limited "Maple Hill" Series 2006-20 12/10/2013     Terminated  
  STARTS (Ireland) Limited "Maple Hill" Series 2006-21 08/09/2013   09/12/2013   09/12/2013 12:00PM EDT  
  Static Pool Financing 2007-1, Ltd. 04/16/2012     Terminated  
  Stewart Park CLO LTD 09/20/2016   10/14/2016   10/14/2016 05:00PM EDT  
  Stillwater ABS CDO 2006-1 05/03/2012   06/04/2012   06/04/2012 05:00PM EDT  
  Stone Tower CLO VI Ltd. 09/19/2016   10/17/2016   10/17/2016 05:00PM EDT  
  Stone Tower CLO VII Ltd. 09/15/2016   10/17/2016   10/17/2016 05:00PM EDT  
  Strata 14 03/31/2009   04/30/2009   04/30/2009 10:00AM EDT  
  Strata 15 03/31/2009   04/30/2009   04/30/2009 10:00AM EDT  
  Strata 16 03/31/2009   04/30/2009   04/30/2009 10:00AM EDT  
  Strata 17 03/31/2009   04/30/2009   04/30/2009 10:00AM EDT  
  Strata 18 03/31/2009   04/30/2009   04/30/2009 10:00AM EDT  
  Sugar Creek CLO, LTD. 09/15/2016   10/17/2016   10/17/2016 05:00PM EDT  
  Summit Lake CLO, Ltd. 05/27/2014     Terminated  
  Sundial 2004 - 1 B.V. 10/26/2011     Terminated  
  Sunrise CDO I 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Sutter CBO 2000-2 09/23/2016   10/24/2016   10/24/2016 05:00PM EDT  
  Sutter Investment Grade SCDO 2001-1 LTD 11/16/2006     Terminated  
  Sutter Real Estate CBO 2000-1 02/01/2006     Terminated  
  SYRAH CDO 2004 - 10 08/28/2012   09/27/2012   09/27/2012 05:00PM EDT  
T  
  Tazlina CDO 2 08/05/2011     Terminated  
  THL Credit Wind River 2014-3 CLO LTD 09/15/2016   10/21/2016   10/21/2016 05:00PM EDT  
  THL Credit Wind River 2015-1 CLO LTD 09/15/2016   10/19/2016   10/19/2016 05:00PM EDT  
  THL Credit Wind River 2015-2 CLO LTD 09/16/2016   10/14/2016   10/14/2016 05:00PM EDT  
  TIAA Structured Finance CDO II, Ltd. 09/12/2016   10/11/2016   10/11/2016 05:00PM EDT  
  Toro ABS CDO II, Ltd. 12/05/2014     Terminated  
  Tortuga Limited 06/08/2016   07/08/2016   07/08/2016 12:00PM EDT  
  Tourmaline CDO III Ltd. 06/10/2010     Terminated  
  Trainer Wortham First Republic CBO II, Ltd. 09/12/2016   10/11/2016   10/11/2016 05:00PM EDT  
  Trainer Wortham First Republic CBO III, Ltd. 08/25/2016   10/06/2016   10/06/2016 05:00PM EDT  
  Trainer Wortham First Republic CBO IV, Ltd. 09/14/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Trainer Wortham First Republic CBO V, Ltd. 09/14/2016   10/03/2016   10/03/2016 05:00PM EDT  
  Tribune Limited, Series 42 12/02/2009     Terminated  
  Tribune Limited, Series 43 07/30/2010     Terminated  
  Tribune Limited, Series 44 11/29/2010     Terminated  
  Tribune Limited, Series 45 12/02/2009     Terminated  
  Tribune Limited, Series 46 12/02/2009     Terminated  
  Tribune Limited, Series 47 12/02/2009     Terminated  
  Trinity CDO Ltd. 05/08/2012     Terminated  
  Tropic CDO I 07/11/2013     Terminated  
  Tropic CDO II 07/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Tropic CDO III 07/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Tropic CDO IV 07/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
V  
  Valeo Investment Grade CDO III 12/15/2006     Terminated  
  Vertical ABS CDO 2005-1, Ltd. 09/02/2016   10/05/2016   10/05/2016 05:00PM EDT  
  Vertical ABS CDO 2006-1, Ltd. 09/09/2016   10/10/2016   10/10/2016 05:00PM EDT  
  Vertical ABS CDO 2006-2, Ltd. 09/09/2016   10/10/2016   10/10/2016 05:00PM EDT  
  Vertical ABS CDO 2007-1, Ltd. 06/19/2008     Terminated  
  Vertical ABS CDO 2007-2, Ltd. 08/11/2008     Terminated  
  Vertical CRE CDO 2006-1, Ltd. 05/28/2013   06/28/2013   06/28/2013 05:00PM EDT  
  Vertical Millbrook 2007-1 08/28/2013     Terminated  
  Vertical Virgo 2006-1 12/09/2008     Terminated  
  Victoria Falls CLO, Ltd. 11/18/2013     Terminated  
W  
  Wachovia CRE CDO 2006-1A 08/25/2015     Terminated  
  Warehouse Parent LTD 09/13/2016   10/13/2016   10/13/2016 05:00PM EDT  
  Waterfront CLO 2007-1 09/15/2016   10/17/2016   10/17/2016 05:00PM EDT  
  Wayzata Funding LLC 03/16/2009     Terminated  
  West Trade Funding CDO I, LLC. 05/06/2008     Terminated  
  West Trade Funding CDO II, Ltd. 05/04/2012     Terminated  
  West Trade Funding CDO III, Ltd. 05/04/2012     Terminated  
  Westcott Park CLO LTD 09/20/2016   10/19/2016   10/19/2016 05:00PM EDT  
  Western Springs CDO 07/07/2008     Terminated