TrancheItem | 9fin CLO API | Developer Portal

amountAny Of

Tranche notional amount.

Variant 1number

benchmarkAny Of

Floating-rate benchmark index.

Variant 1string

bloomberg_ticker_prefixAny Of

Bloomberg ticker prefix.

Variant 1string

clo_namestringrequired

CLO deal name.

clo_typeAny Of

CLO structure type.

Variant 1string

closing_dateAny Of

Closing date.

Variant 1string(date)

couponAny Of

Coupon as a percentage.

Variant 1number

coupon_basis_pointsAny Of

Coupon spread in basis points.

Variant 1integer

currencyAny Of

Tranche currency code.

Variant 1string

deal_idstringrequired

Parent CLO deal identifier.

discount_marginAny Of

Discount margin in basis points.

Variant 1number

entity_nf_idAny Of

Permanent opaque organisation id for the parent CLO vehicle entity (nf_ent_<hex>). Optional in the contract for forward safety; db1 requires every company to have an entity, so in practice this is always populated.

Variant 1string

fitch_ratingAny Of

Fitch rating.

Variant 1string

fixed_or_floatingAny Of

Fixed or floating rate indicator.

Variant 1string

guidanceAny Of

Current pricing guidance.

Variant 1string

initial_price_talkAny Of

Initial price talk range.

Variant 1string

isin_144aAny Of

Rule 144A ISIN.

Variant 1string

isin_reg_sAny Of

Regulation S ISIN.

Variant 1string

managerAny Of

CLO manager name.

Variant 1string

market_value_over_collateralAny Of

Market value over collateral (MVOC).

Variant 1number

marketing_dateAny Of

Marketing start date.

Variant 1string(date)

marketing_statusAny Of

Marketing pipeline status.

Variant 1string

moodys_ratingAny Of

Moody’s rating.

Variant 1string

non_call_dateAny Of

Non-call date.

Variant 1string(date)

other_ratingAny Of

Other agency rating.

Variant 1string

par_subordinationAny Of

Par subordination level.

Variant 1number

priceAny Of

Issue price.

Variant 1number

pricing_dateAny Of

Pricing date.

Variant 1string(date)

pricing_typeAny Of

New issue, Reset, or Refi.

Variant 1string

reinvestment_dateAny Of

Reinvestment period end date.

Variant 1string(date)

roller_deadlineAny Of

Roller deadline date.

Variant 1string(date)

roller_statusAny Of

Roller pipeline status.

Variant 1string

s_and_p_ratingAny Of

S&P rating.

Variant 1string

seniorityAny Of

Tranche seniority rank.

Variant 1integer

statusstringrequired

In-market lifecycle status.

tranche_idstringrequired

Unique tranche identifier.

tranche_namestringrequired

Tranche label within the deal.

updated_atstring(date-time)required

Timestamp when the tranche row was last updated (UTC).

weighted_average_lifeAny Of

Weighted average life (WAL).

Variant 1number

Example