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The Importance of Portfolio Optimisation

  • Educational Content

How do CLO managers balance the complexity of over 100 leveraged loans while protecting investor value? 

In our latest CLO Insights Series, we examine the importance of portfolio optimisation throughout a CLO’s lifecycle, from the initial ramp-up through active management and beyond the reinvestment period. 

The article explores the constraints CLO managers work within, from eligibility criteria to collateral quality tests to coverage ratios, and how these protect noteholders while giving managers scope to enhance portfolio resilience. 

Read the full analysis below.

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Robert Reynolds

Managing Director, Head of CLOs

Robert is a Managing Director and Head of Collateralised Loan Obligation (‘CLO’) for Pemberton. CLOs invest in broadly syndicated leveraged loans and Robert is responsible for building Pemberton’s CLO business into an innovative platform.

More about Robert Reynolds

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