CLO Deals

Overview

Collateralized Loan Obligations (CLOs) are structured credit vehicles that pool loans and issue tranched securities backed by the underlying portfolio. Our CLO analytics platform provides transparent access to deal structures, tranche characteristics, overcollateralization ratios, interest coverage tests, and portfolio constraints. This proof-of-concept section demonstrates how dealcharts.org can democratize access to CLO data for analysis, surveillance, and research.

What Are CLOs?

CLOs are a form of securitization where a portfolio of leveraged loans is pooled together and divided into tranches with varying risk profiles. Each tranche has different priority levels for receiving interest and principal payments, with senior tranches having first claim on cash flows and equity tranches bearing the most risk but offering the highest potential returns.

Key characteristics include:

• Collateral Manager: Active management of the underlying loan portfolio
• Tranched Structure: Multiple classes of notes with varying seniority
• Coverage Tests: Overcollateralization (OC) and Interest Coverage (IC) ratios
• Portfolio Constraints: Limits on industry concentration, credit quality, geography
• Reinvestment Period: Period during which the manager can buy/sell loans

Proof of Concept

This section currently features a single European CLO deal as a proof of concept to demonstrate the platform's capability to structure and present CLO data. We're exploring expanding coverage based on market interest and data availability.

Why CLO Data Matters

CLO investors, collateral managers, and market participants need structured, accessible data to:

• Monitor Performance: Track coverage tests and portfolio metrics
• Benchmark Managers: Compare performance across collateral managers
• Assess Risk: Understand portfolio composition and constraint compliance
• Price Tranches: Value different tranche positions with transparency
• Research Markets: Analyze trends in CLO issuance and structure

Data Sources & Methodology

Our CLO data is derived from:

• Exchange listing documents
• Trustee reports (when available)
• Collateral manager disclosures
• Market data providers

CMD+RVL enriches raw source data with:

• Standardized tranche naming
• Computed coverage ratios
• Portfolio constraint validation
• Cross-deal benchmarking
• Time-series performance tracking

Expanding Coverage

We're actively evaluating expanding our CLO coverage. If you're interested in seeing more CLO deals or specific analytics on the platform, please contact us to help us understand market needs.

Machine-Readable Access

CLO deal data is available through our API and facts endpoints for AI systems and research applications:

GET /llm/facts/voya-euro-clo-viii.json

Learn more about machine-readable datasets and API access.