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sd-10-EFTA01462175Dept. of JusticeOtherEFTA Document EFTA01462175
Contents Section 1 Overview 5 2 Leveraged Loan Overview 8 3 CLO Overview 14 4 Creating a CLO 25 Appendix I Modeling Assumptions 29 Deutsche Bank Corporate Banking & Securities CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0124589 CONFIDENTIAL SDNY_GM_00270773 EFTA01462175
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Dept. of Justice
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sd-10-EFTA01462175
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Contents Section 1 Overview 5 2 Leveraged Loan Overview 8 3 CLO Overview 14 4 Creating a CLO 25 Appendix I Modeling Assumptions 29 Deutsche Bank Corporate Banking & Securities CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0124589 CONFIDENTIAL SDNY_GM_00270773 EFTA01462175
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Contents
Section
1 Overview
5
2 Leveraged Loan Overview
8
3 CLO Overview
14
4 Creating a CLO
25
Appendix
I
Modeling Assumptions
29
Deutsche Bank
Corporate Banking & Securities
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0124589
CONFIDENTIAL
SDNY_GM_00270773
EFTA01462175
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