CDO-Squared


CDO-Squared is an investment in the form of a special-purpose entity with securitization payments backed by collateralized debt obligation tranches. A collateralized debt obligation is a product structured by a bank in which an investor buys a share of a pool of bonds, loans, asset-backed securities, and other credit instruments. Payments resulting from those bonds, loans, asset-backed securities, and other instruments are then passed on to the holders of the shares of the collateralized debt obligation. It is a way to invest in multiple credit instruments and diversify risk. These instruments became popular before the 2008 financial crisis. There were 36 CDO-Squared deals made in 2005, 48 in 2006 and 41 in 2007. Merrill Lynch was a big producer, creating and selling 11 of them.
The collapse of the market for collateralized debt obligations and CDO-Squared contributed to the 2008 subprime mortgage crisis. Goldman Sachs
appears to be the last bank to hold CDOs-Squared, holding $50 million in June 2018.

2004

  • Abacus 2004-2
  • Abacus 2004-3
  • ACA 2004-1
  • Cascade Funding I
  • Crystal Cove
  • Davis Square Funding III
  • Dunhill
  • E-Trade III
  • Glacier Funding I
  • Glacier Funding II
  • Independence V
  • Jupiter High Grade
  • Lakeside II
  • Sierra Madre Funding

    2005

  • Abacus 2005-1
  • Abacus 2005-2
  • Abacus 2005-3
  • Abacus 2005-5
  • Adirondack 2005-1
  • Altius I Funding
  • Broderick 1
  • Camber 3 Plc
  • Class V Funding
  • Coolidge Funding
  • Davis Square Funding IV
  • E-Trade IV
  • Fort Sheridan
  • Glacier Funding III
  • G Street Finance
  • Huntington
  • Independence VI
  • Jupiter High Grade I
  • Jupiter High Grade II
  • Jupiter High Grade III
  • Khaleej II
  • Kleros Preferred Funding
  • Lenox
  • Lexington Capital Funding

    2006

  • Auriga
  • Bernoulli High Grade I
  • Broadwick Funding
  • Broderick 2
  • Class V Funding II
  • Commodore V
  • Davis Square Funding VI
  • Fortius II Funding
  • GSC 2006-2m
  • Hout Bay 2006-1
  • Hudson High Grade Funding 2006-1
  • Hudson Mezzanine Funding 2006-1
  • Independence VII
  • Ipswich Street
  • Jupiter High Grade IV
  • Kleros Preferred Funding II
  • Kleros Preferred Funding III
  • Kleros Real Estate I
  • Kleros Real Estate II
  • Kleros Real Estate III
  • Libertas Preferred Funding I
  • Octans I
  • Pampelonne I
  • West Coast Funding I

    2007

  • Abacus 2007-AC1
  • Glacier Funding V
  • Newbury Street
  • Norma I
  • Point Pleasant 2007-1
  • Timberwolf 1
  • Vertical 2007-1
  • Volans