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Structured Finance
 

The European Deals – Appendix 1

DEAL ADMINTYPE NAME DEAL ADMINTYPE NAME
Adagio III CLO Plc Arranger Lehman Brothers GC Sabadell 1, FTA Lead Manager Lehman Brothers
Axius European CLO S.A. Arranger Lehman Brothers Granite Master Issuer plc Series 2005-2 Notes Lead Manager Lehman Brothers
Berica 6 Residential MBS S.r.l. Arranger Lehman Brothers Granite Master Issuer plc Series 2005-4 Notes Lead Manager Lehman Brothers
C.P.G. Società di Cartolarizzazione a r.l. Series 2003-6 Arranger Lehman Brothers Granite Master Issuer plc Series 2006-3 Notes Lead Manager Lehman Brothers
Curzon Funding Limited Arranger Lehman Brothers Granite Master Issuer plc Series 2006-4 Notes Lead Manager Lehman Brothers
Edelweiss Auto Funding Ltd. Arranger Lehman Brothers Granite Master Issuer plc Series 2007-1 Notes Lead Manager Lehman Brothers
EMF-UK 2008-1 PLC Arranger Lehman Brothers Granite Master Issuer plc Series 2007-2 Notes Lead Manager Lehman Brothers
EUROSAIL-NL 2007-2 B.V. Arranger Lehman Brothers Granite Mortgages 03-2 plc Lead Manager Lehman Brothers
Eurosail-UK 2007-1NC plc Arranger Lehman Brothers Granite Mortgages 03-3 plc Lead Manager Lehman Brothers
Eurosail-UK 2007-4BL Arranger Lehman Brothers Granite Mortgages 04-1 plc Lead Manager Lehman Brothers
Grosvenor Place CLO II B.V. Arranger Lehman Brothers Granite Mortgages 04-2 plc Lead Manager Lehman Brothers
Grosvenor Place CLO III B.V. Arranger Lehman Brothers Holmes Financing (No.8) plc Lead Manager Lehman Brothers
GSC European CDO III S.A. Arranger Lehman Brothers Italease Finance SpA (Series 2003-1) Lead Manager Lehman Brothers
GSC European CDO I-R S.A. Arranger Lehman Brothers Leek Finance Number Eleven Plc Lead Manager Lehman Brothers
GSC EUROPEAN CDO IV S.A. Arranger Lehman Brothers Lombard Securities No. 1 plc Lead Manager Lehman Brothers
Holmes Financing (No.9) plc Arranger Lehman Brothers Lusitano Mortgages No.3 plc Lead Manager Lehman Brothers
Imser Securitisation 2 S.r.l. Arranger Lehman Brothers Lusitano Mortgages No.4 plc Lead Manager Lehman Brothers
Lothian Mortgages (No.2) PLC Arranger Lehman Brothers Mound Financing (No. 5) plc Lead Manager Lehman Brothers
Lusitano Mortgages No. 6 Limited Arranger Lehman Brothers Ocean Star 2004 Plc Lead Manager Lehman Brothers
Lusitano SME No. 1 plc Arranger Lehman Brothers Opera Finance (Uni-Invest) B.V. Lead Manager Lehman Brothers
Marble Arch Residential Securitisation No. 4 plc Arranger Lehman Brothers Permanent Financing (No.7) PLC Lead Manager Lehman Brothers
Morgan Stanley Investment Management Mezzano B.V. Arranger Lehman Brothers Posillipo Finance II S.r.l. 2007-1 Lead Manager Lehman Brothers
Mortgage Funding 2008-1 PLC Arranger Lehman Brothers Preferred Residential Securities 05-2 Lead Manager Lehman Brothers
Petrusse European CLO S.A. Arranger Lehman Brothers Preferred Residential Securities 8 PLC Lead Manager Lehman Brothers
Preferred Residential Securities 05-1 Plc Arranger Lehman Brothers Provide-A 2003-1 PLC Lead Manager Lehman Brothers
Preferred Residential Securities 06-1 plc Arranger Lehman Brothers Provide-A 2004-1 PLC Lead Manager Lehman Brothers
Preferred Residential Securities 7 PLC Arranger Lehman Brothers Sestante Finance Srl 2 Lead Manager Lehman Brothers
Sestante Finance Srl 4 Arranger Lehman Brothers Societa di cartolarizzazione dei  Crediti INPS 4 S.p.A  Lead Manager Lehman Brothers
Southern Pacific Financing 06-A Plc Arranger Lehman Brothers Southern Pacific Securities 05-2 plc Lead Manager Lehman Brothers
Southern Pacific Securities 04-1 plc Arranger Lehman Brothers Stichting Memphis 2005-I Lead Manager Lehman Brothers
Southern Pacific Securities 04-2 plc Arranger Lehman Brothers Stichting Memphis 2006-I Lead Manager Lehman Brothers
Southern Pacific Securities 06-1 plc Arranger Lehman Brothers Whinstone 2 Capital Management ltd Lead Manager Lehman Brothers
Windermere X CMBS Arranger Lehman Brothers Whinstone Capital Management Limited Lead Manager Lehman Brothers
Granite Mortgages 04-3 plc Authorised Adviser Lehman Brothers MBNA Credit Card Master Note Trust Series 2004-5 Manager Lehman Brothers
Southern Pacific Financing 04-A plc Authorised Adviser Lehman Brothers MBNA Credit Card Master Note Trust Series 2004-9 Manager Lehman Brothers
Celtic Residential Irish Mortgage Securitisation No. 7 Plc Co Lead Manager Lehman Brothers Windermere- IX CMBS (Multifamily) S.A. Originator Lehman Brothers
Chapel 2003-I B.V. Co Lead Manager Lehman Brothers Windermere VII CMBS Originator Lehman Brothers
Dutch MBS XI B.V Co Lead Manager Lehman Brothers Windermere-Private Placement I S.A. Originator Lehman Brothers
Eurohypo 2001-1 Co Lead Manager Lehman Brothers Windermere XII FCC Seller Lehman Brothers
European Loan Conduit No. 8 plc (Coronis ELOC 8) Co Lead Manager Lehman Brothers Thalia European CLO B.V. Servicer Lehman Brothers
European Loan Conduit No.11 plc (Feronia ELOC 11) Co Lead Manager Lehman Brothers Berica 2 MBS S.r.l. Swap Counterparty Lehman Brothers
European Property Capital 1 Co Lead Manager Lehman Brothers Cirene Finance S.r.l. Swap Counterparty Lehman Brothers
Gazprombank Mortgage Backed Securities Series 2007-1 Co Lead Manager Lehman Brothers Consumer Unsecured Reperforming Loans (CURL) PLC  Swap Counterparty Lehman Brothers
Granite Master Issuer plc Series 2006-2 Notes Co Lead Manager Lehman Brothers EMF-NL 2008-1 B.V Swap Counterparty Lehman Brothers
Monastery 2003-I B.V. Co Lead Manager Lehman Brothers Eurosail 2006-1 Plc Swap Counterparty Lehman Brothers
Mound Financing (No. 4) Plc Co Lead Manager Lehman Brothers Eurosail 2006-2BL plc Swap Counterparty Lehman Brothers
Permanent Financing (No.4) PLC Co Lead Manager Lehman Brothers Eurosail-NL 2007-1 B.V. Swap Counterparty Lehman Brothers
Provide GEMS 2002-1 Plc Co Lead Manager Lehman Brothers Eurosail-UK 2007-5NP plc Swap Counterparty Lehman Brothers
Provide-VR 2004-1 PLC Co Lead Manager Lehman Brothers FIP Funding Srl Swap Counterparty Lehman Brothers
RMAC 2003-NS1 PLC Co Lead Manager Lehman Brothers Italease Finance (Series 2005-1) S.p.A. Swap Counterparty Lehman Brothers
SMILE Securitisation Company 2001 B.V. Co Lead Manager Lehman Brothers Italease Finance SpA. (Series 2004-1) Swap Counterparty Lehman Brothers
Societa di Cartolarizzazione Italiana Crediti a r.l.- SCIC.ar.l. Co Lead Manager Lehman Brothers Lusitano Mortgages No.5 plc Swap Counterparty Lehman Brothers
DECO 14 - Pan Europe 5 B.V. Co-Managers Lehman Brothers Paris Prime Commercial Real Estate FCC Swap Counterparty Lehman Brothers
Fleet Street Finance Two Plc Co-Managers Lehman Brothers Portfolio GREEN German CMBS GmbH Swap Counterparty Lehman Brothers
German Postal Pensions Securitisation 2 Plc Co-Managers Lehman Brothers Really Useful Theatres Finance Limited Swap Counterparty Lehman Brothers
Globe Pub Issuer Plc Co-Managers Lehman Brothers Sestante Finance S.r.l 3 Swap Counterparty Lehman Brothers
Granite Master Issuer plc Series 2006-1 Notes Co-Managers Lehman Brothers Southern Pacific Securities 05-1 plc Swap Counterparty Lehman Brothers
Monastery 2004-I B.V. Co-Managers Lehman Brothers Southern Pacific Securities 05-3 plc Swap Counterparty Lehman Brothers
Talisman 6 Finance plc Co-Managers Lehman Brothers Windermere I CMBS PLC Swap Counterparty Lehman Brothers
Southern Pacific Financing 05-B plc Credit Enhancement Provider Lehman Brothers Windermere VIII CMBS Swap Counterparty Lehman Brothers
Eurosail 2006-4NP Plc Financial  Guarantor Lehman Brothers Eurosail PRIME-UK 2007-A plc Swap Counterparty Lehman Brothers
Eurosail-UK 2007-2NP plc Financial  Guarantor Lehman Brothers Windermere XI CMBS plc Swap Counterparty Lehman Brothers
Windermere XIV CMBS Limited Financial  Guarantor Lehman Brothers AerCo Limited Underwriter Lehman Brothers
ABF Finance Srl - Series 2004 Lead Manager Lehman Brothers AerCo Limited (2) Underwriter Lehman Brothers
Aircraft Lease Securitisation Ltd Lead Manager Lehman Brothers Airplanes Pass Through Trust Underwriter Lehman Brothers
Aire Valley Mortgages 2007-2 plc Lead Manager Lehman Brothers BBVA RMBS 1, Fondo de Titulizacion de Activos Underwriter Lehman Brothers
Alba 2005-1 plc Lead Manager Lehman Brothers BBVA-5 FTPYME, Fondo de Titulizacion de Activos Underwriter Lehman Brothers
Alzette European CLO SA Lead Manager Lehman Brothers CIBELES III FTPYME FTA Underwriter Lehman Brothers
Arkle Master Issuer plc Series 2006-1 Lead Manager Lehman Brothers Eurosail-UK 2007-6NC PLC Underwriter Lehman Brothers
Avalon Capital Ltd.3 Lead Manager Lehman Brothers GC FTPYME Sabadell 5, Fondo de Titulizacion de Activos Underwriter Lehman Brothers
AVONDALE SECURITIES S.A. Lead Manager Lehman Brothers GC FTPYME Sabadell 6, Fondo de Titulizacion de Activos Underwriter Lehman Brothers
BPL Consumer S.r.l. - Series 2004 Lead Manager Lehman Brothers Gracechurch Card Funding (No. 6) PLC Underwriter Lehman Brothers
Cordusio RMBS 4 Series 2007 Lead Manager Lehman Brothers Hipocat 9, Fondo de Titulizacion de Activos Underwriter Lehman Brothers
Dutch MBS X B.V. Lead Manager Lehman Brothers INVESCO European CDO I S.A. Underwriter Lehman Brothers
Eurosail 2006-3NC Lead Manager Lehman Brothers MBNA America European Structured Offerings No. 7 Limited Underwriter Lehman Brothers
Eurosail-UK 2007-3BL PLC Lead Manager Lehman Brothers Permanent Financing (No. 2) PLC Underwriter Lehman Brothers
F-E Gold S.r.l Lead Manager Lehman Brothers Possillipo Finance S.r.l. Underwriter Lehman Brothers
FTPYME Bancaja 3, Fondo De Titulizacion de Activos Lead Manager Lehman Brothers PYME Bancaja 5, Fondo de Titulizacion de Activos Underwriter Lehman Brothers
GACC Securitisation 2004-1 plc Lead Manager Lehman Brothers      
DEAL ADMINTYPE NAME
Alpstar CLO 2 p.l.c. Swap Counterparty AIG Financial Products Corp.
Bacchus 2007-1 Plc Swap Counterparty AIG Financial Products Corp.
CB MezzCAP Limited Partnership Swap Counterparty AIG Financial Products Corp.
Dalradian European CLO III B.V. Swap Counterparty Banque AIG, London Branch
Dryden XIV Euro CLO 2006 plc Swap Counterparty AIG Financial Products Corp.
Eerste Vlaamse Effectisering (EVE) NV Compartment SKV Swap Counterparty Banque AIG, London Branch
Eurohome UK Mortgages 2007-1 plc Swap Counterparty Banque AIG, London Branch
Eurohome Uk Mortgages 2007-2 plc Swap Counterparty American International Group Inc.
F-E Blue S.r.l. Swap Counterparty Banque AIG
Fleet Street Finance One Plc Swap Counterparty Banque AIG
Fleet Street Finance One Plc Swap Counterparty American International Group Inc
Framtiden Multi-Family Housing Finance No. 5 AB (publ) Swap Counterparty Banque AIG
Granite Master Issuer plc Series 2005-4 Notes Swap Counterparty Banque AIG, London Branch
Granite Master Issuer plc Series 2006-2 Notes Swap Counterparty Banque AIG
Granite Master Issuer plc Series 2006-4 Notes Swap Counterparty Banque AIG, London Branch
Granite Mortgages 04-1 plc Swap Counterparty Banque AIG
Granite Mortgages 04-2 plc Swap Counterparty Banque AIG
Holland Euro-Denominated Mortgage-Backed Series (Hermes) VI B.V. Swap Counterparty Banque AIG
HORIZON CDO LIMITED Swap Counterparty AIG Financial Products Corp.
Hudson CLO 1 B.V. Swap Counterparty Banque AIG, London Branch
KONSUS 2004-1 Limited Swap Counterparty AIG Financial Products Corp.
League 2004-1 Limited Swap Counterparty Banque AIG
League 2005-1 Limited Swap Counterparty Banque AIG, London Branch
League 2005-1 Limited Swap Counterparty American International Group Inc
Permanent Financing (No. 2) PLC Swap Counterparty Banque AIG
Permanent Financing (No.5) PLC Swap Counterparty Banque AIG
S-CORE 2007-1 Gmbh Swap Counterparty American International Group Inc
S-CORE 2007-1 Gmbh Swap Counterparty AIG Financial Products Corp.
S-CORE 2008-1 GmbH Swap Counterparty AIG Financial Products Corp.
Spirit  Issuer plc Swap Counterparty Banque AIG, London Branch
Trevi Finance N.3 S.r.l. Swap Counterparty Banque AIG
Aeolos S.A. Swap Counterparty Morgan Stanley Capital Services Inc
Aeolus CDO Limited Colonnade III Swap Counterparty Morgan Stanley Capital Services, Inc.
Aeolus CDO Limited Series Colonnade IV Swap Counterparty Morgan Stanley Capital Services, Inc.
Aeolus Cdo Limited Swap Counterparty Morgan Stanley Capital Services, Inc.
BL Superstores Finance PLC Swap Counterparty Morgan Stanley & Co. International Limited
Berica MBS S.r.l Swap Counterparty Morgan Stanley Dean Witter
Broadgate Financing PLC Swap Counterparty Morgan Stanley Capital Services Inc
DELAMARE FINANCE PLC Swap Counterparty Morgan Stanley Capital Services Inc
Dragon Finance B.V. Swap Counterparty Morgan Stanley Dean Witter
ELVA Funding plc Series 2007-12 Swap Counterparty Morgan Stanley Capital Services, Inc.
EUROCREDIT CDO II  B.V. Swap Counterparty Morgan Stanley Capital Services Inc
Eddystone Finance Plc Swap Counterparty Morgan Stanley & Co. International Limited
Elva Funding PLC Series 2007-2 Swap Counterparty Morgan Stanley Capital Services, Inc.
Elva Funding PLC Series 2007-3 Swap Counterparty Morgan Stanley & Co. International Limited
Elva Funding PLC Series 2007-3 Swap Counterparty Morgan Stanley Capital Services, Inc.
Elva Funding PLC Series 2007-4 Swap Counterparty Morgan Stanley Capital Services, Inc.
Elva Funding PLC Series 2007-4 Swap Counterparty Morgan Stanley & Co. International Limited
Equity Release Funding (No.5) Plc Swap Counterparty Morgan Stanley & Co. International Limited
Equity Release Funding (No.5) Plc Swap Counterparty Morgan Stanley Capital Services Inc
European Loan Conduit No. 8 plc (Coronis ELOC 8) Swap Counterparty Morgan Stanley Capital Services Inc.
European Loan Conduit No.16 (Juturna plc ELOC 16) Swap Counterparty Morgan Stanley Capital Services Inc
European Loan Conduit No.19 plc (Morpheus ELOC 19) Swap Counterparty Morgan Stanley Capital Services Inc
European Loan Conduit No.21 FCC (Odysseus ELOC 21) Swap Counterparty Morgan Stanley Bank AG
European Loan Conduit No.22 (Perseus ELOC 22) Swap Counterparty Morgan Stanley & Co. International Limited
European Loan Conduit No.23 plc (Quirinus ELOC 23) Swap Counterparty Morgan Stanley & Co. International Limited
European Loan Conduit No.24 plc (Radamantis ELOC 24) Swap Counterparty Morgan Stanley & Co. International Limited
European Loan Conduit No.25 (SILENUS ELOC 25) Swap Counterparty Morgan Stanley & Co. International Limited
European Loan Conduit No.26 plc (Triton ELOC 26) Swap Counterparty Morgan Stanley & Co. International Limited
European Loan Conduit No.27 plc (Ulysses ELOC 27) Swap Counterparty Morgan Stanley & Co. International Limited
European Loan Conduit No.28  limited (Vulcan ELOC 28) Swap Counterparty Morgan Stanley & Co. International Limited
European Loan Conduit No.29 SA (Xuthus ELOC 29)  Swap Counterparty Morgan Stanley & Co. International Limited
Fordgate Commercial Securitisation No.1 Plc Swap Counterparty Morgan Stanley & Co. International Limited
Formula One Finance B.V. - PAID OFF Swap Counterparty Morgan Stanley Capital Services Inc.
GHG Finance 2 Limited Swap Counterparty Morgan Stanley Capital Services Inc
GHG Finance Limited Swap Counterparty Morgan Stanley Capital Services Inc.
German Postal Pensions Securitisation 2 Plc Swap Counterparty Morgan Stanley & Co. International Limited
Greenland CDO Limited Swap Counterparty Morgan Stanley Capital Services, Inc.
Immeo Residential Finance No. 2 Limited Swap Counterparty Morgan Stanley & Co. International Limited
Imser Securitisation 2 S.r.l. Swap Counterparty Morgan Stanley Capital Services Inc
JLOC VI Limited Swap Counterparty Morgan Stanley Capital Services Inc.
JLOC X Limited Swap Counterparty Morgan Stanley Capital Services Inc.
London & Regional Debt Securitisation No. 1 Plc Swap Counterparty Morgan Stanley & Co. International Limited
London & Regional Debt Securitisation No. 2 plc Swap Counterparty Morgan Stanley & Co. International Limited
Longstone Finance Plc Swap Counterparty Morgan Stanley & Co. International Limited
Mantegna Finance  Srl Swap Counterparty Morgan Stanley Capital Services Inc.
NITRO INTERNATIONAL SECURITISATION COMPANY 2 PLC Swap Counterparty Morgan Stanley & Co. International Limited
Pallas CDO II B.V. Swap Counterparty Morgan Stanley Capital Services, Inc.
ResLoC UK 2007-1 plc Swap Counterparty Morgan Stanley & Co. International Limited
ResLoC UK 2007-1 plc Swap Counterparty Morgan Stanley Capital Services Inc
Societa di Cartolarizzazione dei Crediti INPS 2 - Series 4 Swap Counterparty Morgan Stanley Dean Witter
Societa di Cartolarizzazione dei Crediti INPS 2 - Series 4 Swap Counterparty Morgan Stanley Capital Services Inc.
Societa di cartolarizzazione dei  Crediti INPS 3 S.p.A (Series 5 & 6) Swap Counterparty Morgan Stanley Capital Services Inc.
Societa di cartolarizzazione dei  Crediti INPS 4 S.p.A (Series 4A & 7) €3,000m Swap Counterparty Morgan Stanley & Co. International Limited
UNITE (USAF) plc Swap Counterparty Morgan Stanley & Co. International Limited
Aeolos S.A. Swap Counterparty Morgan Stanley Dean Witter & Co
Elva Funding PLC Series 2007-2 Swap Counterparty Morgan Stanley Capital Services, Inc.
Elva Funding PLC Series 2007-3 Swap Counterparty Morgan Stanley Capital Services, Inc.
Elva Funding PLC Series 2007-4 Swap Counterparty Morgan Stanley Capital Services, Inc.
European Loan Conduit No.19 plc (Morpheus ELOC 19) Swap Counterparty Morgan Stanley
European Loan Conduit No.28  limited (Vulcan ELOC 28) Swap Counterparty Morgan Stanley
Pallas CDO II B.V. Swap Counterparty Morgan Stanley Mortgage Capital Inc.
Balliol Financing plc Swap Counterparty Bank of Scotland
Candide Financing 2005 B.V. Swap Counterparty Bank of Scotland
Fairhold Securitisation Limited (Tap Issue) Swap Counterparty HBOS Treasury Services PLC
Fairhold Securitisation Ltd Swap Counterparty HBOS Treasury Services PLC
Melrose Financing No. 2 pic Swap Counterparty Bank of Scotland
Mound Financing (No. 4) Plc Swap Counterparty Bank of Scotland
Mound Financing (No. 5) plc Swap Counterparty Bank of Scotland
Pendeford Master Issuer plc 2007-1 Swap Counterparty Halifax Plc
Permanent Financing (No.5) PLC Swap Counterparty Halifax Plc
Permanent Financing (No.6) PLC Swap Counterparty Halifax Plc
Permanent Financing (No.7) PLC Swap Counterparty Halifax Plc
Permanent Financing (No.9) PLC Swap Counterparty Halifax Plc
Permanent Master Issuer plc Series 2006-1 Swap Counterparty Halifax Plc
Permanent Master Issuer plc Series 2007-1 Swap Counterparty Halifax Plc
Prominent CMBS Conduit No.2 Limited Swap Counterparty Bank of Scotland
Prominent CMBS Funding No. 1 PLC Swap Counterparty Bank of Scotland

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