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Peter focuses on the CLO market at Moody’s Analytics via the further development of our Structured Finance Portal’s CLO section and related research. During his long career, he has worked in the corporate finance department at Nomura Securities, was a Managing Director and one of the founders of the CLO effort at Bear Stearns, and ran CLO origination at Mitsubishi UFJ Securities (USA).

Peter graduated Phi Beta Kappa and Magna Cum Laude with a BA in Economics from Middlebury College and his MBA is with honors from the University of Chicago Graduate School of Business.

Related Insights

CLO Rankings by Vintage (updated as of September 30, 2016)

In this report, Moody's Analytics has updated the prior deal rankings of the non-terminated 2006–2015 CLO's by vintage using a variety of scoring factors.

October 2016 Pdf Peter Sallerson

CLO Rankings by Vintage (updated as of June 30, 2016)

In this report, Moody's Analytics has updated the prior deal rankings of the non-terminated 2005–2015 CLO's by vintage using a variety of scoring factors. 2015 US CLO's that have had at least twopayment periods are included.

August 2016 Pdf Peter Sallerson

Minimal CLO Exposure to Recent Defaults/Stress

This report shows the CLO Exposures for Linn Energy, Breitburn Energy, Exco Resources, and Penn Virginia. The holdings total only $23 million across 15 CLO and 6 CLO managers. Interestingly, most of the positions are bonds rather than loans.

May 2016 Pdf Peter Sallerson