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Peter focuses on the Structured Finance market at Moody’s Analytics via the further development of analysis, tools, and research with an emphasis on the CLO market. 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).

Related Insights
Whitepaper

CLO Rankings by Vintage (updated as of April 30, 2017)

In this report, Moody's Analytics has updated the prior deal rankings of the non-terminated 2006–2016 CLO's by vintage using a variety of scoring factors. CLO's that have had at least two payment periods are included.

May 2017 Pdf Peter Sallerson
Whitepaper

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
Whitepaper

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
Whitepaper

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
Whitepaper

FMSA Holdings CLO Exposure

This report shows the exposure across CLO's as of the latest available monthly surveillance report on May 9, 2016. Holdings total $652 million across all CLO's with 262 investments by 47 CLO managers in 233 CLO's. Highland has both the highest exposure by Manager and one of the highest maximum exposures by CLO.

May 2016 Pdf Peter Sallerson
Whitepaper

CLO Rankings by Vintage (updated as of March 31, 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.

April 2016 Pdf Peter Sallerson
Whitepaper

Valeant Pharmaceuticals Updated International CLO Exposure

Valeant continues to make headlines. This report show its exposure across CLO's as of the latest available monthly surveillance reports on March 29, 2015.

April 2016 Pdf Peter Sallerson
Whitepaper

Southcross Holdings CLO Exposure

This report shows the exposure across CLO's as of the latest available monthly surveillance report on March 28, 2016. Holdings total $511 million across all CLO's with 315 investments by 46 CLO managers in 226 CLO's which is only a small reduction from the first exposure report in January 2016.

March 2016 Pdf Peter Sallerson
Whitepaper

Templar Energy CLO Exposure

Templar Energy is a stressed credit. This report shows its exposure across CLO's as of the latest available monthly surveillance report on March 23, 2016.

March 2016 Pdf Peter Sallerson
Whitepaper

Peabody Energy Corporation Updated CLO Exposure

Peabody Energy is a stressed credit. This report shows its exposure across CLO's as of the latest available monthly surveillance report on March 15, 2016. Holdings total $353 million across all CLO's with almost 125 investments by 34 CLO managers in 123 CLO's.

March 2016 Pdf Peter Sallerson
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