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ALL » Topics » Other CDO; ABS CDO:

This excerpt taken from the ALL 10-Q filed Aug 6, 2008.
Other CDO; ABS CDO:  Valued based on non–binding broker quotes received from brokers who are familiar with the investments.  Due to the reduced availability of actual market prices or relevant observable inputs as a result of the decrease in liquidity that has been experienced in the market for these securities, all CLO, ABS CDO, and Synthetic CDO are categorized as Level 3.

 

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