Clopremium

CLO Research Group (Clopremium) — Deal-level CLO surveillance dataset built from trustee/monthly reports and re-cut into manager-level performance analytics. Visible construction: a 335-deal sample spanning 1Q2024-4Q2024 US BSL CLO vintages, screened to exclude static deals and any deal with collateral factor below 0.75, with each deal's underlying collateral weighted-average spread (WAS) re-adjusted to its weighted-average price (WAP) as at 10 April 2026 and par losses incorporated, then ranked by manager. Related tracked series across the same corpus include new-issue pricing versus manager…

Clopremium offers (Alternative, Reference, Price) — The visible single study alone covers 335 deals with per-deal WAS, WAP, collateral-factor and par-loss attributes plus manager attribution. Across the corpus, the site maintains parallel US and EU modules and recurring series (manager rankings, new-issue pricing vs MVOc alignment, new-issue spreads across the stack), so the underlying panel plausibly spans well over a thousand CLO vehicles with multiple time-stamped observations each, refreshed on the monthly trustee-report cycle.

CLO equity and AAA-tranche manager selection and allocation; new-issue pricing negotiation by CLO investors benchmarking a manager's spread against its true adjusted collateral economics; early detection of collateral deterioration through par-loss and collateral-factor screens; CLO index and benchmark construction; secondary-market relative-value work across vintages; fee/negotiation benchmarking for arrangers and seed investors; training and evaluation corpora for LLM agents performing structured-credit diligence where the adjustment methodology is the reasoning trace

The data is with 20 years of history.

Coverage spans US; Financial Exchanges & Data; alternative, reference, price; fixed_income, structured_products.