Sources: PF2 Securities Evaluations Inc., S&P, ProPublica

 

Transaction Name Closing Date Liabilities Issued Investment Bank CDO Manager Documents
May 2006 $833,660,000  
Orion 2006-1 Ltd. May 25, 2006 $833,660,000 Calyon NIBC Credit Management Inc.  
July 2006 $1,000,000,000  
Cetus ABS CDO 2006-1 July 21, 2006 $1,000,000,000 Citigroup Global Markets Inc. GSC Partners  
September 2006 $4,504,000,000  
ACA Aquarius 2006-1 Ltd. Sept. 12, 2006 $2,000,000,000 UBS Warburg LLC ACA Management LLC Prospectus
Octans CDO I Ltd. Sept. 26, 2006 $1,504,000,000 Merrill Lynch Harding Advisory LLC Prospectus
Cetus ABS CDO 2006-2 Ltd. Sept. 27, 2006 $1,000,000,000 Citigroup Global Markets Inc. GSC Partners Prospectus
October 2006 $7,756,740,000  
Pyxis ABS CDO 2006-1 LLC Oct. 3, 2006 $1,017,340,000 Calyon The Putnam Advisory Company  
Octans II CDO Ltd. Oct. 12, 2006 $1,575,000,000 Wachovia Securities Inc. Harding Advisory LLC  
Libra CDO Ltd. Oct. 17, 2006 $1,565,400,000 Lehman Brothers Inc. Lehman Brothers Asset Management LLC Prospectus
Scorpius CDO Ltd. Oct. 26, 2006 $1,504,000,000 Merrill Lynch Strategos Capital Management LLC Prospectus
Vertical Virgo 2006-1 Ltd. Oct. 31, 2006 $2,095,000,000 UBS Warburg LLC Vertical Capital LLC  
November 2006 $7,914,480,000  
Carina CDO Ltd. Nov. 1, 2006 $1,565,680,000 Deutsche Bank Securities Inc. State Street Global Advisors Prospectus
Cetus ABS CDO 2006-4 Ltd. Nov. 15, 2006 $1,500,000,000 Citigroup Global Markets Inc. GSC Partners Prospectus
MKP Vela CBO Ltd. Nov. 16, 2006 $1,554,300,000 Lehman Brothers Inc. MKP Capital Management LLC Prospectus
Cetus ABS CDO 2006-3 Ltd. Nov. 28, 2006 $1,294,500,000 Calyon GSC Partners Prospectus
Lacerta ABS CDO 2006-1 Ltd. Nov. 29, 2006 $2,000,000,000 Citigroup Global Markets Inc.   Prospectus
December 2006 $4,069,450,000  
Octans III CDO Ltd. Dec. 6, 2006 $1,000,000,000 Citigroup Global Markets Inc. Harding Advisory LLC  
Orion 2006-2 Ltd. Dec. 7, 2006 $1,559,000,000 Calyon NIBC Credit Management Inc.  
Auriga CDO Ltd. Dec. 20, 2006 $1,510,450,000 Merrill Lynch 250 Capital LLC  
February 2007 $2,000,000,000  
Draco 2007-1 Ltd. Feb. 22, 2007 $2,000,000,000 UBS Warburg LLC Declaration Management & Research LLC Prospectus
March 2007 $5,209,000,000  
Norma CDO I Ltd. March 1, 2007 $1,500,000,000 Merrill Lynch NIR Capital Management LLC Prospectus
Pyxis ABS CDO 2007-1 Ltd. March 6, 2007 $1,579,000,000 Lehman Brothers Inc. The Putnam Advisory Company Prospectus
Volans Funding 2007-1 Ltd. March 14, 2007 $1,100,000,000 Calyon Vero Capital Management  
Sagittarius CDO I Ltd. March 15, 2007 $1,030,000,000 Wachovia Securities Inc. Structured Asset Investors LLC Prospectus
Tigris CDO 2007-1 Ltd.* March 15, 2007 $698,400,000 Mizuho International PLC Harding Advisory LLC  
May 2007    
Squared CDO 2007-1 Ltd.* May 11, 2007 $1,087,996,000 J.P. Morgan Securities Ltd. GSC Partners Prospectus
July 2007 $1,627,000,000  
Delphinus CDO 2007-1 Ltd. July 19, 2007 $1,627,000,000 Mizuho Securities USA Delaware Asset Advisors  

 

*Denotes a deal that is not incorporated into the graphic or monthly total since it is a different type of CDO.

Sources: PF2 Securities Evaluations, Inc., S&P, ProPublica