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NYLIM High Yield CDO 2001, Ltd., a limited liability Cayman Islands entity, issued securities (notes and preferred shares) secured primarily by a portfolio of high yield bonds.

  • Closing Date: January 2002
  • Stated Maturity: February 2014
  • Reinvestment Period Ends: February 2007
  • Assets: High Yield Bonds


Below is a breakdown of the capital structure at original issuance:

Security Issued Moody's/S&P Ratings1 Amount of Issuance
(in millions)
Coupon/Spread
Class A Notes Aaa/AAA $176.0 LIBOR + .45%
Class B-1 Notes A3/A- $15.0 LIBOR + 1.60%
Class B-2 Notes A3/A- $8.7 7.3552%
Class C Notes Baa2/BBB $11.8 8.1052%
Class D-1 Notes Ba2/BB $4.0 LIBOR + 7.00%
Class D-2 Notes Ba2/BB $6.0 12.7552%
Class E Notes N/A $14.0 Max 15.00%
Preferred Shares N/R / N/R $14.5 Excess spread
  Total: $250.0  


1. Original ratings at issuance. Ratings may change and tranche ratings may be different. A credit rating is not a recommendation to buy, sell, or hold securities and may be subject to revision or withdrawal at any time by the assigning rating agency.

The information contained herein has been prepared solely for informational purposes and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any trading strategy. If any offer of securities is made, it shall be made pursuant to a definitive offering circular prepared by or on behalf of a specific issuer which would contain material information not contained herein.



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