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sd-10-EFTA01378351Dept. of Justice

EFTA Document EFTA01378351

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INTERNAL USE ONLY DO NOT DISTRIBUTE IN PART OR IN WHOLE Structured Finance > Investment Grade Collateralized Loan Obligations (CLOs): Senior Classes Updated: Oct 1, 2015 Trade Idea: Purchase 'AAA'-rated senior classes off of recently issued CLO transactions to take advantage of the floating-rate nature and currently wide credit spreads. Note these are private placements issued under Rule 144a. Investment Rationale: Credit enhancement: The senior tranche of post-crisis CLOs have credit e

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Dept. of Justice
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sd-10-EFTA01378351
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