PT - JOURNAL ARTICLE AU - Joseph M. Pimbley TI - Better Measurements for CLO Equity Performance AID - 10.3905/jsf.2016.22.2.024 DP - 2016 Jul 31 TA - The Journal of Structured Finance PG - 24--30 VI - 22 IP - 2 4099 - https://pm-research.com/content/22/2/24.short 4100 - https://pm-research.com/content/22/2/24.full AB - This article discusses the structural and investment aspects of collateralized loan obligation (CLO) equity. The author reviews current and proposed measures of investment performance with example data of a large CLO transaction database. He finds that alternative measures provide better and extended information for CLO equity returns relative to the industry standard.TOPICS: CLOs, CDOs, and other structured credit, performance measurement