Middle-market CLO · A-rated mezzanine notesIntermediate
Owl Rock CLO XXVI: Class C notes
A single-A slice of a brand-new Blue Owl middle-market CLO, offered to a life insurer just before new NAIC capital factors take effect. Class C attaches at 26.7% of the capital structure. How much can the loans actually lose before the notes feel it, and is the spread worth the capital?
Structured credit·From SEC filings·about 3–4 hours
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