CLO Equity Tranches
topic on 1 show · 1 statements across 1 episodes
1 statements about CLO Equity Tranches, every show
A diversified CLO portfolio requires roughly 20 positions at 5% maximum
“To be diversified in the CLO market, I would say it's something like having max positions of around five percent of the portfolio. Each CLO, again, is going to have 200 or 300 different loans in it. You would not need a hundred CLO equity tranches to be divers…”