Standard & Poor's Ratings Services' portfolio analysis for this transaction is based on the collateral manager's decision to manage this transaction to maintain the portfolio collateral's original credit quality. This analysis generally reflects the application of our criteria to a combination of purchased collateral, collateral committed to be purchased, and the indicative portfolio of assets provided to us by the collateral manager and may also reflect our assumptions about the transaction's investment guidelines. The results from Standard & Poor's CDO Evaluator, cash flow model, and sensitivity analysis take into account the above mentioned portfolio along with the additional assumptions or stresses that form the basis for the assigned preliminary ratings. The preliminary ratings assigned to Flatiron CLO 2011-1 Ltd./Flatiron CLO...
Companies mentioned in this report are: Flatiron CLO 2011-1 Ltd.
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Research Type: Full Analysis