Mark Shohet joins the BlueBay Insights podcast to share his expertise on CLOs and the current market opportunity. We asked Mark: What is a CLO?How do the debt tranches work in practice?What differentiates a CLO from other securitised products?How big is the CLO market and what are the issuance expectations for this year?What’s performance been like so far in 2022?Are CLOs looking attractive in the current market environment?How are the fundamentals?What do you see as the biggest risk for the asset class?