Bloomberg launched a Collateralized Loan Obligations (CLO) Data solution with normalized CLO reference data plus loan level data on every loan held in a CLO portfolio, covering deal structures, identifiers, payment information, coverage tests and tranche level performance indicators. It is delivered through Bloomberg Data License (SFTP, REST API or a client cloud environment), B-PIPE and Bloomberg Query Language (BQL), and aligns with the Terminal functions LLD<GO> and CPR<GO>.
Our readInsurers, asset managers and banks holding CLO tranches can trace exposure from tranche to underlying loan to corporate borrower through FIGI mapping and join it with Bloomberg regulatory, risk and credit data. ASKB access to this data is only planned, so AI querying of CLO collateral has not shipped yet.