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It's a financial product that's built from other debts.

Specifically, it was a piece of partial ownership on a bunch of mortgages in 2008. The issue here is that when the junk mortgages defaulted, the CDO also went sideways.

Fun fact - before 2008, they had started making CDOs out of CDOs because of of the insatiable appetite for mortgage-backed financial products. When mortgages are underwritten for people withouth a job, and packaged in a product with a AAA credit rating, it turns out it's a profitable thing to sell



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