Michael Nicolo

Background

About Michael Nicolo

WORK EXPERIENCEAngelo, Gordon & Co, New York, NY 4/09 – PresentPortfolio Analyst – CLO Group• Update and monitor trading for 18 leveraged loan portfolios with an AUM of over $6 billion in assets including 9 US CLO’s and 2 Euro CLO’s using Solvas CDO Suite. • Maintain and update information such as ratings, credit estimates, private ratings, recovery rates, spreads and other compliance attributes.• Reconcile cash and positions with various trustee banks.• Work closely with internal IT and external technology suppliers to create and improve reports to maximize data and minimize manual reporting.• Work closely with portfolio manager and trader on allocations of trades by running hypo trades and ensuring compliance for any trade allocations. As well as create model portfolio’s for upcoming fund’s.• Review and understand CLO indentures and management documentation including credit agreements and term sheets.• Monitor and provide daily cash availability for all funds.• Create, reconcile and review monthly trustee reports as well as waterfall projections.• Create and review daily and monthly reports provided to portfolio manager and trader. Also, working closely with internal IT to create reports on an in house dashboard viewer for all senior management. • Ad hoc reporting and requests from legal, accounting, analyst and portfolio manager.