CLO Fund Compliance

We offer comprehensive services for CLO funds including compliance, reporting, and reconciliation, enabling clients to focus on investment strategy while we handle operational complexities.

Daily Metrics & Compliance Checks

Indenture‑driven monitoring: Daily automated runs of all portfolio tests (OC/IC, concentration, quality, diversity, etc.), rating surveillance, and regulatory checks per deal documents.Pre/post‑trade hypotheticals: Real‑time trade hypothetical testing to confirm proposed purchases/sales maintain or improve compliance headroom before execution.

Cash flow projections - Forward‑looking liquidity and waterfall projections to guide trading, redemptions, and reinvestment decisions.

Warehouse Closing & Participation Support

Prepare and submit borrow requests to underwriters, calculate Purchase Price Adjustment Index (PAI), and manage daily funding/fee mechanics.

Book warehouse loan trades into the manager’s books per Master Participation Agreement, ensuring accurate position setup and compliance from day one.

Reinvestment Period Support

Categorize all inflows (interest, paydowns, fees, sales) and outflows per indenture waterfalls, with detailed segment analysis. Build and validate interest/principal waterfall templates, run scenarios, and book final transactions into fund accounting ledgers.

Monthly & Quarterly Investor Reporting:

Produce comprehensive monthly/quarterly reports covering portfolio snapshots, test results, cash flows, and performance metrics tailored to investor needs.

Perform full monthly reconciliations with trustee position/cash data, resolve discrepancies, and certify snapshot accuracy for distribution