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    Peter Sallerson

    Peter has close to 30 years of experience structuring, placing and analyzing CLO/CBOs. He currently 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 Senior Managing Director and one of the founders of the CLO effort at Bear Stearns and ran CLO origination at Mitsubishi UFJ Securities (USA).   Prior to working on CLOs at Bear Stearns, he structured a broad array of traditional asset backed securities such as credit cards, autos, home equity and franchise loans.

    education
    University of Chicago Booth School of Business:
    Middlebury College:
    London School of Economics:
    Honors & Awards
    • Beta Gama Sigma Honor Society, University of Chicago
    • Magna cum Laude, Middlebury College
    • Phi Beta Kappa, Middlebury College
    Expertise
    solutions
    Moody's Analytics | Structured Credit Research

    CLO Solutions: Moody’s Analytics provides CLO market participants with award-winning, end-to-end solutions, available via multiple delivery methods.

    Published Work
    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
    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
    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
    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
    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
    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