There are some points in the book I need to nail down re CDOs (particularly mezz CDOs, circa 2006 and 2007) and the various relative value plays major banks and hedge funds were engaging in around that time. I may also have some questions re CLOs, to the extent that hedge funds were engaged in relative value plays with tranches from those deals. As a result, I will probably also have some questions re synthetic CDOs, since any shorts against CDO tranches during this period probably wound up in synthetic CDOs (for instance, who was packaging them, who was buying them besides stuffees in Australia and the Arctic Circle).
I’ve made a reasonably through search, and some readers have sent me some very useful material, but I still have some gaps.
If you are up for a chat via e-mail or phone, please ping me at firstname.lastname@example.org, and please put “CDO” in the headline. Thanks so much!