This document provides a summary of a $400 million broadly syndicated collateralized loan obligation (CLO). It includes details on the capital structure, initial portfolio assumptions, and transaction assumptions. The capital structure is broken down into various classes of notes with their respective ratings, sizes, weighted average lives (WAL), coupons, and yields. Initial portfolio assumptions include percentages of 1st lien senior secured loans, 2nd lien/senior unsecured loans, and other metrics such as weighted average spread and portfolio price. Transaction assumptions cover expected closing, non-call period, reinvestment period, legal final maturity, and management fees.
documents/vol00010-efta01462209-pdf.pdf
{"title":"Sample $400mm Broadly Syndicated CLO - Summary","document_type":"tabular","document_subtype":"CLO Summary","key_organizations":["Deutsche Bank"],"reference_numbers":["DB-SDNY-0124645","SDNY_GM_00270829","EFTA01462209"]}