At SQX, solving your collateralized loan obligation and collateralized debt obligation pricing needs is our specialty.
SQX offers independent CLO and CDO pricing designed for institutional investors navigating complex structured credit markets. Our collateralized loan obligation pricing combines tranche-level analysis, cash flow modeling, and market-based validation to deliver transparent, defensible valuations.
But that's not all – our first priority is serving you. We'll tailor our solutions to your needs. We'll always give you friendly, responsive customer service. We'll treat you like you actually matter – because you do.
Built to support portfolio management, risk oversight, and audit requirements, SQX’s structured credit pricing data helps firms gain clarity in an often illiquid and opaque market.
CLO and CDO Data
Broad Coverage: We supply pricing on over 20,000 collateralized loan obligations (CLOs), including collateralized debt obligations (CDOs).
Constant Updates: We provide an updated file on a regular basis, so you get updates as soon as we do.
Customers First: We customize solutions to your needs. Our responsive team resolves most issues within 24 hours.
Full Transparency: SQX always shares the methodology behind our CLO and CDO pricing.
Competitive Costs: SQX CLO and CDO pricing allows you to pay a fraction of what other data providers charge.
Let us handle your CLO and CDO pricing
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SQX delivers independent CLO and CDO pricing using a structured, tranche-level valuation framework grounded in cash flow modeling and discount margin analysis. Our collateralized loan obligation pricing incorporates manager assessments, waterfall and overcollateralization features, and implied default, prepayment, and recovery assumptions derived from market data. Each tranche valuation reflects underlying collateral quality and portfolio NAV dynamics, producing consistent, defensible prices across the capital structure.
We won’t be your first provider of CLO and CDO pricing.
But we might just be your best.
Why CLO and CDO pricing?
Collateralized loan obligations (CLOs) and collateralized debt obligations (CDOs) are structured credit products that pool loans or other debt instruments into securitized tranches with varying levels of risk and return. The collateralized loan obligation structure typically includes senior, mezzanine, and equity tranches, governed by a defined cash flow waterfall and overcollateralization tests.
Within the broader collateralized loan obligation market, investors analyze underlying loan portfolios, manager performance, default and recovery assumptions, and tranche subordination levels. Accurate collateralized loan obligation pricing and CDO valuation require modeling projected cash flows, discount margins, yield spreads, and credit performance scenarios, making independent structured credit analysis essential for institutional investors navigating this complex asset class.
SQX Offers:
- Quality data at a fraction of the cost
- Swift, friendly customer service
- Bespoke services for your individual needs
- Comprehensive coverage of common and niche asset classes
- Generous data redistribution rights
