Daily CLO tranche valuations
For institutional workflows

NEW
API

SCI’s L3 Valuations service provides customers with daily pricing and valuation data across approximately 25,000 CLO tranches, designed for integration into institutional risk, valuation and surveillance systems.

The dataset provides a consistent daily valuation time series for CLO debt and equity tranches across the global market, enabling systematic portfolio monitoring, risk oversight and quantitative analysis.

CLO tranche pricing data is available through Excel or via the SCI Enterprise Data API, allowing institutions to integrate valuations directly into internal dashboards, models and analytics workflows.

What the Dataset Covers
CLO

~25,000 CLO debt and equity tranches

Global CLO market coverage

Price, DM, WAL, manager and tranche attributes

Daily valuation updates

Historical valuation time series

Deal and tranche-level identifiers

Each record is structured for machine-readable integration into enterprise systems.


Daily tranche valuations provide a consistent reference layer for institutions managing CLO exposure. Typical use cases include:

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Portfolio Valuation
Monitoring

Track daily valuation movements across CLO portfolios and monitor changes in tranche pricing over time.

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Performance
Analysis

Analyse valuation trends across managers, vintages and tranche structures.

Risk
Surveillance

Integrate tranche-level valuation data into internal risk dashboards and exposure monitoring systems.

Research and
Quantitative Analysis

Use historical valuation time series to support modelling, research and strategy development.

Why CLO Tranche Valuations Matter

CLO markets generate significant secondary trading activity, but pricing transparency across the full tranche universe can be fragmented. A structured valuation dataset provides:

Consistent reference pricing
Historical time series for analysis
Full market coverage
Integration into automated monitoring systems
This enables institutions to move from manual monitoring towards systematic portfolio intelligence.

Integration via enterprise data API

CLO tranche pricing data is available through the SCI Enterprise Data API, allowing institutions to integrate the dataset directly into internal systems. Typical integrations include:

Data lakes and warehouses
Quantitative research platforms
Risk and valuation dashboards
Internal analytics pipelines
Portfolio monitoring systems
Enterprise clients receive structured API access with governance controls suitable for institutional environments.

Enterprise licensing

The CLO tranche pricing dataset is licensed under enterprise data agreements. Enterprise licences allow:

Unlimited internal use
across authorised teams
Integration into internal
models, dashboards and
reporting workflows
Enterprise API access
for programmatic data
delivery
External redistribution, resale or the creation of competing data products is not permitted.



APPROXIMATE COVERAGE INCLUDES:

~25,000 CLO TRANCHES
DAILY VALUATION UPDATES
GLOBAL CLO MARKET COVERAGE
HISTORICAL TIME SERIES AVAILABILITY
REQUEST AN ENTERPRISE API DEMO
To explore the CLO tranche pricing dataset or request API access,
contact the SCI data team.
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