Shelf CDO

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

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Series List
Series Current Cycle Date Next Cycle Date Next Cycle Publication Date Publication Help opens in new window
A  
  ABSpoke 2006-IIIA 06/22/2012     Terminated  
  ACA ABS CDO 2006-1, Ltd. 04/25/2019   05/28/2019   05/28/2019 05:00PM EDT  
  ACA ABS CDO 2006-2, Ltd. 02/25/2010     Terminated  
  ACA ABS CDO 2007-1, Ltd. 03/14/2014     Terminated  
  Acacia CDO 11 Ltd. 05/10/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Acacia CDO 12 Ltd. 05/10/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Acacia CDO 5 Ltd. 05/13/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Acacia CDO 6 Ltd. 08/29/2016     Terminated  
  Acacia CDO 7 Ltd. 05/13/2019   06/12/2019   06/12/2019 05:00PM EDT  
  ACAS CRE 2007-1 05/07/2019   05/23/2019   05/23/2019 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 II Ltd. 06/12/2017     Terminated  
  Alesco Preferred Funding XIII, Ltd. 05/13/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Alesco Preferred Funding XVII, Ltd. 05/13/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Algebra - Claris Limited Series 82/2006 06/20/2012     Terminated  
  Algebra - Claris Limited Series 85/2006 12/19/2016     Terminated  
  Alpine III 08/16/2011     Terminated  
  AMP ABX 2006 - 1 12/29/2014   03/29/2015   03/29/2015 05:00PM EDT  
  AMP CMBS 2006 - 1 06/16/2014     Terminated  
  AMP CMBS 2006 - 2 06/16/2014     Terminated  
  Antares CLO 2017-1 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Antares CLO 2017-2 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  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  
  ARES LII CLO LTD Not Available    
  ARES XL CLO, LTD 05/16/2019   06/17/2019   06/17/2019 05:00PM EDT  
  ARES XLII CLO LTD 04/22/2019   05/22/2019   05/22/2019 05:00PM EDT  
  ARES XLIV CLO LTD. 05/16/2019   06/17/2019   06/17/2019 05:00PM EDT  
  ARES XLV CLO, LTD 04/15/2019   05/22/2019   05/22/2019 05:00PM EDT  
  ARES XLVIII CLO LTD 05/16/2019   06/17/2019   06/17/2019 05:00PM EDT  
  Ares XXVIIIR 05/16/2019   06/17/2019   06/17/2019 05:00PM EDT  
  ARMR 2007-1 07/30/2014     Terminated  
  ARMR 2007-2 01/28/2011     Terminated  
  Aspen Funding I, Ltd. 05/06/2019   06/04/2019   06/04/2019 05:00PM EDT  
  Atlas III - Credit Default Swap 10/31/2008     Terminated  
  Atlas Senior Loan Fund II, LTD 03/27/2018 Revised REVISED 03/30/2018     Terminated  
  Atlas Senior Loan Fund III, LTD 05/16/2019   06/17/2019   06/17/2019 05:00PM EDT  
  Atlas Senior Loan Fund IV, LTD 05/14/2019   07/01/2019   07/01/2019 05:00PM EDT  
  Atlas Senior Loan Fund IX, LTD 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Atlas Senior Loan Fund V, LTD 05/16/2019   06/17/2019   06/17/2019 05:00PM EDT  
  Atlas Senior Loan Fund VI, LTD 02/15/2018     Terminated  
  Atlas Senior Loan Fund VII, LTD 04/29/2019   05/24/2019   05/24/2019 05:00PM EDT  
  Atlas Senior Loan Fund X, LTD 05/15/2019   06/17/2019   06/17/2019 05:00PM EDT  
  Atlas Senior Loan Fund, LTD 09/17/2018     Terminated  
  Atrium IX 04/19/2019   05/24/2019   05/24/2019 05:00PM EDT  
  Atrium VII 05/15/2019   06/14/2019   06/14/2019 05:00PM EDT  
  Atrium VIII 05/10/2019   06/21/2019   06/21/2019 05:00PM EDT  
  Atrium X 05/14/2019   06/17/2019   06/17/2019 05:00PM EDT  
  Atrium XI 04/22/2019   05/23/2019   05/23/2019 05:00PM EDT  
  Atrium XII 04/18/2019   05/22/2019   05/22/2019 05:00PM EDT  
  Atrium XIII CLO 04/22/2019   05/22/2019   05/22/2019 05:00PM EDT  
  Atrium XIV 04/12/2019   05/28/2019   05/28/2019 05:00PM EDT  
  Atrium XV CLO 04/22/2019   05/23/2019   05/23/2019 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 05/14/2019   06/14/2019   06/14/2019 05:00PM EDT  
  Bain Capital Credit CLO 2017-1 05/15/2019   06/17/2019   06/17/2019 05:00PM EDT  
  Bain Capital Credit CLO 2018-2 04/18/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Bain Capital Credit CLO 2019-1 Not Available    
  Baldwin 2006-I Not Available    
  Ballyrock ABS CDO 2007-1 02/09/2009     Terminated  
  Barings CLO Ltd. 2018-V WH Not Available    
  BCC Middle Market CLO 2018-1 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Belle Haven ABS CDO 2004-01, Ltd. 05/02/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Belle Haven ABS CDO 2005-01, Ltd. 02/13/2013     Terminated  
  Belle Haven ABS CDO 2006-01, Ltd. 04/05/2019   05/21/2019   05/21/2019 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 VII Ltd. 04/30/2019   05/30/2019   05/30/2019 05:00PM EDT  
  Bluegrass ABS CDO II, Ltd. 02/05/2019   07/11/2019   07/11/2019 05:00PM EDT  
  Bluegrass ABS CDO III, Ltd. 05/07/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Bluestone Trust 09/21/2009     Terminated  
  Brigantine High Grade Funding CDO, Ltd. 04/04/2012     Terminated  
  Bristol CDO I, Ltd. 05/13/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Brookville CDO I 05/10/2019   06/10/2019   06/10/2019 05:00PM EDT  
  Buckingham CDO I Ltd. 01/30/2015     Terminated  
  Buckingham CDO II Ltd. 05/03/2019   06/04/2019   06/04/2019 05:00PM EDT  
  Buckingham CDO III Ltd. 05/03/2019   06/04/2019   06/04/2019 05:00PM EDT  
  Burnham Park CLO LTD Warehouse 10/13/2016     Terminated  
  Burnham Park CLO, LTD 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
C  
  Camber 3 plc 10/28/2016     Terminated  
  Camber 4 plc 05/09/2019   06/13/2019   06/13/2019 05:00PM EDT  
  Camber 7 plc 05/13/2019   06/12/2019   06/12/2019 05:00PM EDT  
  CapitalSource 2006-A 04/22/2019   05/31/2019   05/31/2019 05:00PM EDT  
  CarVal CLO I 04/15/2019   05/22/2019   05/22/2019 05:00PM EDT  
  CarVal CLO II Ltd 05/17/2019   06/20/2019   06/20/2019 05:00PM EDT  
  CBass CBO IV Ltd. 05/13/2019   06/12/2019   06/12/2019 05:00PM EDT  
  CBass CBO V Ltd. 09/20/2017     Terminated  
  Centre Square CDO 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Cerberus Funding XXIV CLO 04/15/2019   05/21/2019   05/21/2019 05:00PM EDT  
  Cerberus ICQ Levered LLC 10/23/2015     Terminated  
  CERBERUS LOAN FUNDING XIX L.P. 04/15/2019   05/21/2019   05/21/2019 05:00PM EDT  
  Cerberus Loan Funding XVII LTD 04/15/2019   05/21/2019   05/21/2019 05:00PM EDT  
  Cerberus Loan Funding XVIII L.P. 04/15/2019   05/21/2019   05/21/2019 05:00PM EDT  
  CERBERUS LOAN FUNDING XX L.P. 04/15/2019   05/21/2019   05/21/2019 05:00PM EDT  
  CERBERUS LOAN FUNDING XXI L.P. 04/15/2019   05/21/2019   05/21/2019 05:00PM EDT  
  CERBERUS LOAN FUNDING XXIII L.P. 04/15/2019   05/21/2019   05/21/2019 05:00PM EDT  
  Cerberus Onshore II CLO, LLC 01/16/2018     Terminated  
  Cerberus Onshore II CLO-2 01/16/2018     Terminated  
  CFIP CLO 2013-1, LTD. 05/14/2019   06/14/2019   06/14/2019 05:00PM EDT  
  CFIP CLO 2014-1, LTD 05/14/2019   06/14/2019   06/14/2019 05:00PM EDT  
  CFIP CLO 2014-1, LTD. Warehouse 03/13/2014   04/11/2014   04/11/2014 05:00PM EDT  
  CFIP CLO 2017-1 LTD Warehouse 11/13/2017     Terminated  
  CFIP CLO 2017-1, LTD. 05/14/2019   06/14/2019   06/14/2019 05:00PM EDT  
  CFIP CLO 2018-1 05/14/2019   06/14/2019   06/14/2019 05:00PM EDT  
  CFIP CLO 2018-1 LTD Warehouse 07/12/2018     Terminated  
  Charles Fort CDO I Ltd. 05/10/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Chenango Park CLO 04/12/2019   05/20/2019   05/20/2019 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. 05/14/2019   06/14/2019   06/14/2019 05:00PM EDT  
  Clear Lake CLO, Ltd. 12/20/2016     Terminated  
  Clearwater Funding CDO 2002-A Ltd. 02/01/2003     Terminated  
  CMBSpoke 2006-I 03/22/2013     Terminated  
  Collybus CDO I Ltd. 06/07/2017   07/07/2017   07/07/2017 05:00PM EDT  
  Coriolanus Limited (Natixis) 09/30/2008     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. 05/07/2019   05/21/2019   05/21/2019 05:00PM EDT  
  Crown City CDO Series 2005 - 2 09/15/2008     Terminated  
  Crystal Cove CDO, Ltd. 06/02/2016     Terminated  
  Crystal River CDO 2005-1 Ltd. 05/07/2019   05/31/2019   05/31/2019 05:00PM EDT  
  Crystal River Resecuritization 2006-1 04/22/2019   05/22/2019   05/22/2019 05:00PM EDT  
  CSFB Credit Linked Floating Rate Notes Due 2009 06/01/2005     Terminated  
  CW Capital Cobalt I 05/08/2019   05/28/2019   05/28/2019 05:00PM EDT  
  CW Capital Cobalt II 04/26/2019   06/07/2019   06/07/2019 05:00PM EDT  
  CW Capital Cobalt III Synthetic CDO, Ltd. 04/19/2013     Terminated  
  CW Capital Cobalt Vr Ltd. 04/26/2019   05/28/2019   05/28/2019 05:00PM EDT  
D  
  Dalton CDO, Ltd. 11/18/2011     Terminated  
  Dawn CDO I 09/25/2012     Terminated  
  Deer Creek CLO, LTD. 05/14/2019   06/14/2019   06/14/2019 05:00PM EDT  
  Dekania CDO II Ltd. 05/22/2014   06/22/2014   06/22/2014 05:00PM EDT  
  Dekania Europe CDO I plc 06/05/2018   07/05/2018   07/05/2018 05:00PM EDT  
  Dekania Europe CDO II plc 03/25/2019   04/25/2019   04/25/2019 05:00PM EDT  
  Dekania Europe CDO III plc 04/03/2019   05/24/2019   05/24/2019 05:00PM EDT  
  Delphinus 2007-1 06/11/2010     Terminated  
  DFR Middle Market CLO Ltd. 10/22/2012     Terminated  
  Diamond CLO 2018-1 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  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  
E  
  E*Trade ABS CDO I 05/13/2019   06/12/2019   06/12/2019 05:00PM EDT  
  E*Trade ABS CDO III Ltd. 05/13/2019   06/12/2019   06/12/2019 05:00PM EDT  
  E*Trade ABS CDO IV Ltd. 05/13/2019   06/05/2019   06/05/2019 05:00PM EDT  
  E*Trade ABS CDO V Ltd. 05/13/2019   06/12/2019   06/12/2019 05:00PM EDT  
  E*Trade ABS CDO VI Ltd. 05/11/2010     Terminated  
  Eirles Three Limited 01/29/2010   02/26/2010   02/26/2010 05:00PM EST  
  Elevation CLO 2013-1, LTD 05/14/2019   06/20/2019   06/20/2019 05:00PM EDT  
  Elevation CLO 2014-2, LTD 05/15/2019   06/17/2019   06/17/2019 05:00PM EDT  
  Essential Public Infrastructure Capital plc 2012 - 1 10/18/2013     Terminated  
F  
  Fillmore Park CLO 04/12/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Fillmore Park CLO Ltd WHSE 07/12/2018     Terminated  
  Fiorente Funding Limited 10/05/2009     Terminated  
  Foothill CLO I Ltd. 04/10/2019   05/22/2019   05/22/2019 05:00PM EDT  
  Fourth Street Funding CDO 05/01/2014     Terminated  
  FS Senior Funding LTD. 09/13/2018     Terminated  
G  
  G-Square Finance 2006-1, Limited 09/12/2014     Terminated  
  GCP Finance 6 LTD 04/22/2019   05/22/2019   05/22/2019 05:00PM EDT  
  Glacier Funding CDO V Ltd. 05/09/2019   06/10/2019   06/10/2019 05:00PM EDT  
  Golub Capital BDC CLO 2014 LLC 04/24/2019   05/28/2019   05/28/2019 05:00PM EDT  
  Golub Capital Investment Corporation CLO 2016(M) LLC 12/10/2018   01/10/2019   01/10/2019 05:00PM EST  
  Golub Capital Partners CLO 18(M) LTD. 04/24/2019 Revised REVISED 04/25/2019   05/28/2019   05/28/2019 05:00PM EDT  
  Golub Capital Partners CLO 21(M) LTD 04/24/2019   05/27/2019   05/27/2019 05:00PM EDT  
  Golub Capital Partners CLO 23(B) Ltd 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Golub Capital Partners CLO 23(B) LTD - WH 05/20/2015     Terminated  
  Golub Capital Partners CLO 24(M) LTD 05/03/2019   06/05/2019   06/05/2019 05:00PM EDT  
  Golub Capital Partners CLO 25(M) LTD 05/03/2019   06/05/2019   06/05/2019 05:00PM EDT  
  Golub Capital Partners CLO 28(M) LTD 05/03/2019   06/05/2019   06/05/2019 05:00PM EDT  
  Golub Capital Partners CLO 31(M) LTD 05/03/2019   06/05/2019   06/05/2019 05:00PM EDT  
  Golub Capital Partners CLO 33(M) LTD 04/22/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Golub Capital Partners CLO 36(M) LTD 05/03/2019   06/05/2019   06/05/2019 05:00PM EDT  
  Golub Capital Partners CLO 37(B) LTD 04/16/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Golub Capital Partners CLO 37(B), LTD WH 08/13/2018     Terminated  
  Golub Capital Partners CLO 38(M) LTD 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Golub Capital Partners CLO 41(B) LTD Not Available    
  Golub Capital Partners CLO 42(M) LTD Not Available    
  Gramercy Real Estate CDO 2005-1, Ltd. 05/08/2019   06/07/2019   06/07/2019 05:00PM EDT  
  Gramercy Real Estate CDO 2006-1, Ltd. 05/08/2019   06/07/2019   06/07/2019 05:00PM EDT  
  Gramercy Real Estate CDO 2007-1, Ltd 02/22/2017     Terminated  
  Grand River 04/18/2017     Terminated  
  Greylock Synthetic CDO 03/29/2017     Terminated  
  Grippen Park CLO 04/18/2019   05/20/2019   05/20/2019 05:00PM EDT  
  GSO Blackstone 09/20/2012     Terminated  
  GSO Diamond CLO 2019-1 Not Available    
  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 05/16/2019   06/18/2019   06/18/2019 05:00PM EDT  
  Highridge ABS CDO I, Ltd. 08/04/2011     Terminated  
  House of Europe Funding I Ltd. 12/02/2016     Terminated  
  Huntington CDO 05/03/2019   06/12/2019   06/12/2019 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 05/17/2019   06/18/2019   06/18/2019 05:00PM EDT  
J  
  Japan CRE Securitization Series I 08/16/2012     Terminated  
  Jupiter High Grade CDO 05/13/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Jupiter High Grade CDO II 05/07/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Jupiter High Grade CDO III 05/13/2019   06/10/2019   06/10/2019 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 11/21/2018     Terminated  
  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. 05/15/2019   06/17/2019   06/17/2019 05:00PM EDT  
  KNOLLWOOD CDO II Ltd. 11/15/2012     Terminated  
  Koch Financial Products, LLC 05/07/2013     Terminated  
  KVK CLO 2012-1 LTD 07/14/2017     Terminated  
  KVK CLO 2012-2 LTD. 07/13/2017     Terminated  
  KVK CLO 2013-1 LTD. 05/14/2019   06/14/2019   06/14/2019 05:00PM EDT  
  KVK CLO 2013-2 LTD. 10/12/2018     Terminated  
  KVK CLO 2014-1 LTD. 11/14/2018     Terminated  
  KVK CLO 2014-2 LTD. 11/15/2018     Terminated  
  KVK CLO 2014-3 LTD. 10/12/2018   11/12/2018   11/12/2018 05:00PM EST  
  KVK CLO 2015-1 LTD. 05/18/2018     Terminated  
  KVK CLO 2016-1 04/12/2019   05/28/2019   05/28/2019 05:00PM EDT  
  KVK CLO 2018-1 LTD 05/17/2019   06/17/2019   06/17/2019 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 09/01/2017     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. 04/04/2019   04/29/2019   04/29/2019 05:00PM EDT  
  Longport Funding II, Ltd. 08/02/2016     Terminated  
M  
  MAC Capital, Ltd. 03/28/2019   04/24/2019   04/24/2019 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. 04/26/2019   05/24/2019   05/24/2019 05:00PM EDT  
  Madison Park Funding VII LTD 10/16/2017     Terminated  
  Madison Park Funding VIII LTD 05/08/2019   06/21/2019   06/21/2019 05:00PM EDT  
  Madison Park Funding XI, LTD 04/22/2019   05/21/2019   05/21/2019 05:00PM EDT  
  Madison Park Funding XII Ltd 04/19/2019   05/29/2019   05/29/2019 05:00PM EDT  
  Madison Park Funding XII, LTD Whse. 05/13/2014     Terminated  
  Madison Park Funding XIII, LTD 04/18/2019   05/28/2019   05/28/2019 05:00PM EDT  
  Madison Park Funding XIV Ltd 04/18/2019   05/22/2019   05/22/2019 05:00PM EDT  
  Madison Park Funding XIX LTD 04/19/2019   05/22/2019   05/22/2019 05:00PM EDT  
  Madison Park Funding XV LTD 04/26/2019   05/22/2019   05/22/2019 05:00PM EDT  
  Madison Park Funding XVI LTD 05/17/2019   06/20/2019   06/20/2019 05:00PM EDT  
  Madison Park Funding XVII LTD 05/17/2019   06/18/2019   06/18/2019 05:00PM EDT  
  Madison Park Funding XVII LTD Warehouse 05/08/2015     Terminated  
  Madison Park Funding XX, LTD 04/25/2019   05/28/2019   05/28/2019 05:00PM EDT  
  Madison Park Funding XXI LTD Warehouse 02/11/2016     Terminated  
  Madison Park Funding XXI, LTD 04/24/2019   05/28/2019   05/28/2019 05:00PM EDT  
  Madison Park Funding XXII LTD Warehouse 10/17/2016     Terminated  
  Madison Park Funding XXII, LTD 04/24/2019   05/28/2019   05/28/2019 05:00PM EDT  
  MADISON PARK FUNDING XXIX, LTD. 04/17/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Madison Park Funding XXV, LTD 04/23/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Madison Park Funding XXVII, LTD 05/17/2019   06/20/2019   06/20/2019 05:00PM EDT  
  MADISON PARK FUNDING XXVIII, LTD. 04/12/2019   05/28/2019   05/28/2019 05:00PM EDT  
  Madison Park Funding XXVIII, LTD. Warehouse 06/15/2018     Terminated  
  Madison Park Funding XXXI, LTD. 04/22/2019   05/23/2019   05/23/2019 05:00PM EDT  
  Madison Park Funding XXXII, LTD. 04/18/2019   05/28/2019   05/28/2019 05:00PM EDT  
  Madison Park Funding XXXIV, LTD. Not Available    
  Madison Park Funding XXXVII Ltd 05/15/2019   06/17/2019   06/17/2019 05:00PM EDT  
  Madison Park IX 05/09/2019   06/21/2019   06/21/2019 05:00PM EDT  
  Madison Park X 05/17/2019   06/20/2019   06/20/2019 05:00PM EDT  
  MAN GLG US CLO 2018-1 LTD 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  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 05/13/2019   06/03/2019   06/03/2019 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 10/19/2016     Terminated  
  MCF CLO II LLC 10/19/2016     Terminated  
  MCF CLO III LLC 01/19/2017     Terminated  
  MCF CLO IV LLC 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  MCF CLO V LLC 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  MCF CLO VI LLC 04/17/2019   05/20/2019   05/20/2019 05:00PM EDT  
  MCF CLO VII LLC 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  MCF CLO VIII 04/17/2019   05/20/2019   05/20/2019 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 05/02/2019 Revised REVISED 05/03/2019   06/04/2019   06/04/2019 05:00PM EDT  
  MidOcean Credit CLO I LLC 05/15/2019   06/17/2019   06/17/2019 05:00PM EDT  
  MidOcean Credit CLO II LLC 04/26/2019   05/29/2019   05/29/2019 05:00PM EDT  
  MidOcean Credit CLO III LLC 05/13/2019   06/13/2019   06/13/2019 05:00PM EDT  
  MidOcean Credit CLO IV 05/15/2019   06/17/2019   06/17/2019 05:00PM EDT  
  MIDOCEAN CREDIT CLO IX 05/13/2019   06/13/2019   06/13/2019 05:00PM EDT  
  MIDOCEAN CREDIT CLO V 04/18/2019   05/20/2019   05/20/2019 05:00PM EDT  
  MIDOCEAN CREDIT CLO VI 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  MIDOCEAN CREDIT CLO VII 05/15/2019   06/17/2019   06/17/2019 05:00PM EDT  
  MIDOCEAN CREDIT CLO VIII 05/17/2019   06/17/2019   06/17/2019 05:00PM EDT  
  Mill Creek CLO II, LTD. 04/22/2019   05/14/2019   05/14/2019 05:00PM EDT  
  Mill Creek CLO, LTD. 04/14/2016     Terminated  
  Millerton ABS CDO 05/07/2019   06/03/2019   06/03/2019 05:00PM EDT  
  Millerton II High Grade ABS CDO 10/11/2011     Terminated  
  Momentum Capital 04/16/2019   05/20/2019   05/20/2019 05:00PM EDT  
  MSC 2006-SRR1 11/24/2014     Terminated  
  MSC 2006-SRR2 12/19/2013     Terminated  
  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. 05/07/2019   06/17/2019   06/17/2019 05:00PM EDT  
  N-Star REL CDO VIII LTD. 05/01/2019   06/03/2019   06/03/2019 05:00PM EDT  
  Nautilus RMBS CDO I, Ltd 04/07/2017     Terminated  
  Nautilus RMBS CDO II, Ltd 10/20/2016     Terminated  
  Neuberger Berman CLO XIX, LTD. 05/06/2019   06/05/2019   06/05/2019 05:00PM EDT  
  Neuberger Berman CLO XVIII, LTD. 04/19/2019   05/21/2019   05/21/2019 05:00PM EDT  
  Newport Waves CDO 05/05/2017     Terminated  
  NewStar Exeter Fund CLO LLC 04/22/2019   05/20/2019   05/20/2019 05:00PM EDT  
  NewStar Fairfield Fund CLO Ltd. 04/22/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Nomura CRE CDO 2007-2, Ltd. 05/07/2019   05/21/2019   05/21/2019 05:00PM EDT  
  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  
  NXT Capital CLO 2012-1, LLC 10/19/2017     Terminated  
  NXT Capital CLO 2013-1, LLC 10/24/2017     Terminated  
  NXT Capital CLO 2014-1, LLC 04/23/2018     Terminated  
  NXT Capital CLO 2015-1, LLC 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  NXT Capital CLO 2017-1, LLC. 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  NXT Capital CLO 2017-2, LLC. 04/24/2019   05/24/2019   05/24/2019 05:00PM EDT  
O  
  ONCA 2007-1, Ltd. 05/24/2011     Terminated  
  Orchard Park Ltd. 05/13/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Orchid Structured Finance CDO I, Ltd. 05/16/2019   06/24/2019   06/24/2019 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. 05/10/2019   06/10/2019   06/10/2019 05:00PM EDT  
  Orion 2006-2, Ltd. 03/12/2012     Terminated  
  OZLM XV CLO LTD 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  OZLM XVI CLO LTD 05/15/2019   06/17/2019   06/17/2019 05:00PM EDT  
  OZLM XVII CLO LTD 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  OZLM XVIII CLO LTD 05/15/2019   06/17/2019   06/17/2019 05:00PM EDT  
  OZLM XX LTD 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
P  
  Pacific Bay CDO Ltd. 05/03/2017     Terminated  
  Pacific Coast CDO Ltd. 04/24/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Pacific Shores CDO Ltd. 04/23/2015     Terminated  
  Palisades CDO Ltd. 2004 - 1 05/14/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Pasadena CDO Ltd. 05/13/2019   06/19/2019   06/19/2019 05:00PM EDT  
  Pascal CDO Ltd. 11/08/2010     Terminated  
  Petra CRE CDO 2007-1 11/26/2018     Terminated  
  Piedmont Trust 09/13/2011     Terminated  
  Pilatus Limited 02/24/2014     Terminated  
  Pinetree CDO 11/19/2018 Revised REVISED 11/20/2018     Terminated  
  Pinnacle Park CLO LTD 11/21/2018     Terminated  
  Pinnacle Park CLO LTD Warehouse 04/11/2014     Terminated  
  Proventus European ABS CDO PLC 03/16/2015     Terminated  
  PULS CDO 2006-1 PLC 04/24/2017     Terminated  
  PULS CDO 2007-1 Limited 04/20/2017     Terminated  
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 04/24/2019   05/28/2019   05/28/2019 05:00PM EDT  
  RAIT CRE CDO I, Ltd. 04/23/2019   05/20/2019   05/20/2019 05:00PM EDT  
  RAIT Preferred Funding CDO II 12/27/2018     Terminated  
  Razer 2018-1 02/26/2019   05/28/2019   05/28/2019 05:00PM EDT  
  Razer 2018-2 04/29/2019   07/29/2019   07/29/2019 05:00PM EDT  
  Regional Diversified Funding Series 2004 - 1 01/03/2019   05/13/2019   05/13/2019 05:00PM EDT  
  Reservoir Funding LTD. 05/13/2019   06/06/2019   06/06/2019 05:00PM EDT  
  RFC CDO I LTD. 05/15/2019   06/14/2019   06/14/2019 05:00PM EDT  
  RFC CDO II Ltd. 05/14/2019   06/14/2019   06/14/2019 05:00PM EDT  
  RFC CDO III Ltd. 05/15/2019   06/17/2019   06/17/2019 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. 10/23/2017     Terminated  
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  
  SASCO 2008-C2 06/27/2011     Terminated  
  Senior ABS Repack Trust 04/08/2014     Terminated  
  Sentinel Limited, Series 2 12/02/2009     Terminated  
  SFA ABS CDO III Ltd. 05/07/2019   06/07/2019   06/07/2019 05:00PM EDT  
  SFA CABS II CDO 05/07/2019   06/07/2019   06/07/2019 05:00PM EDT  
  SFR, LTD. 08/10/2011     Terminated  
  Sheridan Square CLO Ltd. 11/21/2018     Terminated  
  Sheridan Square CLO Ltd. Whse 02/13/2013     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     Terminated  
  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     Terminated  
  Silk Road Plus p.l.c. Series 08 12/14/2016     Terminated  
  Silk Road Plus p.l.c. Series 09 10/15/2008     Terminated  
  Silk Road Plus p.l.c. Series 10 05/15/2013     Terminated  
  Silk Road Plus p.l.c. Series 11 12/14/2016     Terminated  
  Silk Road Plus p.l.c. Series 12 12/13/2013     Terminated  
  Silver Elms CDO II, Ltd. 05/07/2019   06/07/2019   06/07/2019 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  
  SLF Repack Issuer 2016 LLC 10/19/2018     Terminated  
  SOF-X Credit Holdings LLC 12/11/2015     Terminated  
  Soloso CDO 2005 - 1 Ltd. 10/17/2018   07/11/2019   07/11/2019 05:00PM EDT  
  Soloso CDO 2007-1 Ltd. 04/08/2019   07/08/2019   07/08/2019 05:00PM EDT  
  Sorin CDO VI, Ltd. 02/10/2014     Terminated  
  Sorin Real Estate CDO I, Ltd. 05/10/2019   06/07/2019   06/07/2019 05:00PM EDT  
  Sorin Real Estate CDO IV, Ltd. 04/29/2019 Revised REVISED 04/30/2019   06/12/2019   06/12/2019 05:00PM EDT  
  Soter 2007 CRN2 02/24/2011     Terminated  
  Soter 2007 CRN3 02/24/2011     Terminated  
  Soter 2007 GSC 03/24/2011     Terminated  
  Soundpoint CLO XXII 05/16/2019   06/18/2019   06/18/2019 05:00PM EDT  
  Soundpoint XIX 05/15/2019   06/17/2019   06/17/2019 05:00PM EDT  
  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     Terminated  
  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     Terminated  
  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 04/12/2019   05/20/2019   05/20/2019 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. 05/17/2019   06/17/2019   06/17/2019 05:00PM EDT  
  Stone Tower CLO VII Ltd. 05/15/2019   06/17/2019   06/17/2019 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. 04/14/2017     Terminated  
  Summit Lake CLO, Ltd. 05/27/2014     Terminated  
  Sundial 2004 - 1 B.V. 10/26/2011     Terminated  
  Sunrise CDO I 07/26/2018     Terminated  
  Sutter CBO 2000-2 04/24/2019   05/24/2019   05/24/2019 05:00PM EDT  
  SWC Funding LLC 05/15/2019   08/15/2019   08/15/2019 05:00PM EDT  
  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 Lake Shore MM CLO I LLC Not Available    
  THL Credit Wind River 2014-3 CLO LTD 05/17/2019   06/19/2019   06/19/2019 05:00PM EDT  
  THL Credit Wind River 2015-1 CLO LTD 05/15/2019   06/18/2019   06/18/2019 05:00PM EDT  
  THL Credit Wind River 2015-2 CLO LTD 05/17/2019   06/18/2019   06/18/2019 05:00PM EDT  
  THL Credit Wind River 2017-1 CLO LTD 05/15/2019   06/18/2019   06/18/2019 05:00PM EDT  
  THL Credit Wind River 2017-3 CLO LTD 05/17/2019   06/18/2019   06/18/2019 05:00PM EDT  
  THL Credit Wind River 2018-2 CLO LTD 05/17/2019   06/18/2019   06/18/2019 05:00PM EDT  
  THL Credit WR 2014-3K CLO 05/17/2019   06/18/2019   06/18/2019 05:00PM EDT  
  THL Wind River CLO 2018-3 05/15/2019   06/18/2019   06/18/2019 05:00PM EDT  
  TIAA Structured Finance CDO II, Ltd. 05/03/2019   06/12/2019   06/12/2019 05:00PM EDT  
  TICP XII CLO 05/15/2019   06/17/2019   06/17/2019 05:00PM EDT  
  Toro ABS CDO II, Ltd. 12/05/2014     Terminated  
  Tortuga Limited 02/09/2018     Terminated  
  Tourmaline CDO III Ltd. 06/10/2010     Terminated  
  Trainer Wortham CBO IV, Ltd. 05/03/2019   06/13/2019   06/13/2019 05:00PM EDT  
  Trainer Wortham CBO V, Ltd. 05/13/2019   06/13/2019   06/13/2019 05:00PM EDT  
  Trainer Wortham CDO II, Limited 05/09/2019   06/10/2019   06/10/2019 05:00PM EDT  
  Trainer Wortham First Republic CBO III, Ltd. 05/06/2019   05/30/2019   05/30/2019 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 04/11/2019   07/11/2019   07/11/2019 05:00PM EDT  
  Tropic CDO III 04/11/2019   07/11/2019   07/11/2019 05:00PM EDT  
  Tropic CDO IV 04/11/2019   07/11/2019   07/11/2019 05:00PM EDT  
V  
  VCO CLO 2018-1 LLC 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Vertical ABS CDO 2005-1, Ltd. 05/06/2019   06/04/2019   06/04/2019 05:00PM EDT  
  Vertical ABS CDO 2006-1, Ltd. 05/09/2019   06/10/2019   06/10/2019 05:00PM EDT  
  Vertical ABS CDO 2006-2, Ltd. 05/09/2019   06/10/2019   06/10/2019 05:00PM EDT  
  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  
  Victoria Falls CLO, Ltd. 11/18/2013     Terminated  
W  
  Wachovia CRE CDO 2006-1A 08/25/2015     Terminated  
  Warehouse Parent LTD 08/11/2017     Terminated  
  Waterfront CLO 2007-1 07/16/2018     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 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Woodmont 2017-1 Trust 04/17/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Woodmont 2017-2 Trust 04/17/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Woodmont 2017-3 Trust 04/17/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Woodmont 2018-4 Trust 04/19/2019   05/20/2019   05/20/2019 05:00PM EDT  
  Woodmont 2018-5 Trust 04/24/2019   05/20/2019   05/20/2019 05:00AM EDT