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This excerpt taken from the ALL 10-Q filed Aug 6, 2008. Other collateralized debt obligations totaled $1.65 billion and 97.3% are rated
investment grade at June 30, 2008.
Other collateralized debt obligations consist primarily of obligations
secured by high yield and investment grade corporate credits including $1.01
billion of collateralized loan obligations; $193 million of synthetic CDOs;
$158 million of primarily bank trust preferred CDOs; $108 million of market
value CDOs; $44 million of CDOs that invest in other CDOs (“CDO squared”); and
$30 million of collateralized bond obligations.
As of June 30, 2008, net unrealized losses on the other CDOs were
$574 million. Other CDOs with a fair
value less than 70% of amortized cost totaled $390 million, or 23.6% of the
total other CDOs at June 30, 2008, with unrealized losses of $335 million.
This excerpt taken from the ALL 10-Q filed May 8, 2008. Other collateralized debt obligations totaled $1.74 billion and 96.7% are rated
investment grade at March 31, 2008.
Other collateralized debt obligations consist primarily of obligations
secured by high yield and investment grade corporate credits including $1.02
billion of collateralized loan obligations; $234 million of synthetic CDOs;
$171 million of primarily bank trust preferred CDOs; $105 million of market
value CDOs; $45 million of CDOs that invest in other CDOs (“CDO squared”); and
$32 million of collateralized bond obligations.
As of March 31, 2008, net unrealized losses on the other
collateralized debt obligations was $513 million.
This excerpt taken from the ALL 10-Q filed Oct 31, 2007. Other collateralized debt obligations consist of investments secured primarily by
corporate credit obligations, including both investment grade and high yield
corporate credits.
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