Clopremium

CLOPREMIUMbuyer room · privateManage buyer room

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 MVOc alignment and new-issue spread moves across the capital stack, with separate US and EU modules. The proprietary work is the vintage-screening, price/par-loss adjustment and manager-attribution layer — not the underlying trustee filings