collateralized debt obligation

(redirected from Collateralized Debt Obligations)
Also found in: Financial.
Related to Collateralized Debt Obligations: Credit default swap, Collateralized Loan Obligations

col·lat·er·a·lized debt obligation

 (kə-lăt′ər-ə-līzd′)
n. Abbr. CDO
A financial security collateralized by a portfolio of bonds, loans, or swaps of different maturities and credit quality and issued in tranches representing the order in which losses from the portfolio are distributed.

collateralized debt obligation

n
(Banking & Finance) a debt security collateralized by a number of debt obligations including loans and bonds of different credit quality and maturity. Abbreviation: CDO
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References in periodicals archive ?
The collateral supporting the CDO is composed of a diversified portfolio of residential mortgage-backed securities (RMBS), commercial mortgage-backed securities (CMBS), asset-backed securities (ABS), corporate debt securities, and collateralized debt obligations (CDOs)
Fitch Affirms 5 & Lowers 1 Class of Fulton Street CDO
For more information on the Fitch VECTOR Model, see 'Global Rating Criteria for Collateralized Debt Obligations,' dated Oct.
Fitch Affirms LNR CDO IV Series 2006-1 Ltd./Corp
JER CDO 2005-1 has a portfolio composed of approximately 97% commercial mortgage-backed securities (CMBS) and 3% real estate collateralized debt obligations (CDOs).
Fitch Affirms JER CRE CDO 2005-1 Ltd./LLC
12, 2006, the CDO is invested in a portfolio of commercial mortgage whole loans and A-notes (58%), B-notes (11%), commercial real estate mezzanine loans (19%), preferred equity (5%), and commercial real estate collateralized debt obligations (7%).
Fitch Affirms N-STAR REL CDO VI CRE CDO
71%) securities, collateralized debt obligations (CDO: 4.
Fitch Ratings Upgrades N-Star Real Estate CDO II Ltd
The underlying portfolio in Orient Point is composed of residential mortgage-backed securities (RMBS) and collateralized debt obligations (CDOs).
Fitch Affirms 8 Classes of Orient Point CDO, Ltd
Proceeds from the issuance will be invested primarily in a revolving portfolio of commercial mortgage-backed securities (CMBS), commercial mortgage mezzanine loans (mezzanine loans), commercial mortgage loan B-notes (B-notes), commercial real estate collateralized debt obligations (CRE CDOs), and real estate investment trust (REIT) debt.
Fitch Rates Vertical CRE CDO 2006-1, Ltd
The Blue Bell portfolio is composed of 58% residential mortgage-backed securities (RMBS), 25% commercial mortgage-backed securities (CMBS), 14% collateralized debt obligations (CDOs) and 3% asset backed securities (ABS).
Fitch Ratings Affirms Blue Bell Funding Ltd
77% (REITs)), and collateralized debt obligations (2.
Fitch Ratings Upgrades TIAA Real Estate CDO 2003-1

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