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Who Owns U.S. CLO Securities

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Abstract

Despite the increasing importance of U.S. CLOs, information on the holders of U.S. CLO securities is very limited. This note provides a breakdown of CLO investors by location and investor type using data from the Treasury International Capital (TIC) system. We find that most U.S. CLOs are held by U.S. investors and that the holdings are concentrated in insurance companies, mutual funds, and depository institutions.

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  • Emily Liu & Tim Schmidt-Eisenlohr, 2019. "Who Owns U.S. CLO Securities," FEDS Notes 2019-07-26-1, Board of Governors of the Federal Reserve System (U.S.).
    • Handle: RePEc:fip:fedgfn:2019-07-26-1
    DOI: 10.17016/2380-7172.2423
    Note: A previous version of this note was published in July 2019 using TIC SHC data for year-end 2017, which at the time were the most recent available data. As of October, the data for TIC SHC 2018 have been published, and this update reflects these newly available data.
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    File URL: https://www.federalreserve.gov/econres/notes/feds-notes/who-owns-us-clo-securities-20190719.htm
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    Cited by:

    1. Laura Alfaro & Ester Faia & Ruth A. Judson & Tim Schmidt-Eisenlohr, 2020. "Elusive Safety: The New Geography of Capital Flows and Risk," NBER Working Papers 27048, National Bureau of Economic Research, Inc.
    2. Gökçer Özgür, 2021. "Shadow banking and financial intermediation," Metroeconomica, Wiley Blackwell, vol. 72(4), pages 731-757, November.
    3. William Barcelona & Nathan Converse & Anna Wong, 2021. "U.S. Housing as a Global Safe Asset: Evidence from China Shocks," International Finance Discussion Papers 1332, Board of Governors of the Federal Reserve System (U.S.).
    4. de Jong, Abe & Kooijmans, Tim & Veld, Chris, 2022. "Legal risk and information spillover through private lender reports," Journal of Financial Markets, Elsevier, vol. 60(C).

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