US BSL CLO MVOC and Equity NAV Across All Tranches and Vintages
Below are tables presenting the MVOC (AAA-B) and EQ NAV of US BSL CLO deals by vintage, based on asset prices as of January 30, 2026.
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Below are tables presenting the MVOC (AAA-B) and EQ NAV of US BSL CLO deals by vintage, based on asset prices as of January 30, 2026.
Tracking exposure to underlying CLO collateral priced below 80 and 70 can serve as a useful proxy for assessing tail risk within the asset pool. While this metric has inherent limitations—most notably that it does not capture stressed or distressed positions that have already been traded out of the collateral pools—it nevertheless provides a timely and standardised snapshot of downside risk embedded within CLO collateral portfolios.
EU CLOs’ overall exposure to ACR I BV TL is approximately EUR 146.9 million. As of 30 January 2026, 76 EU CLO deals, managed by 11 managers, reported an average deal-level exposure of around 52 bps.
EU CLOs’ overall exposure to KronosNet CX Bidco is approximately EUR 436.9 million. As of 30 January 2026, 136 EU CLO deals, managed by 18 managers, reported an average deal-level exposure of around 86 bps.
EU CLOs’ overall exposure to Cuppa Bidco TLs is approximately EUR 435.0 million. As of 28 January 2026, 159 EU CLO deals, managed by 16 managers, reported an average deal-level exposure of around 69 bps.
US CLOs’ overall exposure to Ineos US Fin LLC term loans is approximately USD 3.17 billion. As of 28 January 2026, 1580 US CLO deals, managed by 101 managers, reported an average deal-level exposure of around 49 bps.
The table below summarises the top 100 exposures of the top-tier manager, Allstate.
EU CLOs’ overall exposure to Pharmanovia Bidco TL is approximately EUR 787.9 million. As of 27 January 2026, 264 EU CLO deals, managed by 26 managers, reported an average deal-level exposure of around 79 bps.
EU CLOs’ overall exposure to Financiere Colisee - Facility B2 TL is approximately EUR 492.3 million. As of 27 January 2026, 195 EU CLO deals, managed by 22 managers, reported an average deal-level exposure of around 70 bps.
Volatility creates opportunities. In the CLO mezzanine market, BBB and BB tranches typically display betas greater than one to changes...
US CLOs’ overall exposure to Medical Solutions Holdings term loans is approximately USD 662.8 million. As of 26 January 2026, 433 US CLO deals, managed by 37 managers, reported an average deal-level exposure of around 63 bps.
US CLOs’ overall exposure to Atlas CC Acquisition Corp TLs is approximately US$ 651 million. As of 26 January 2026, 340 US CLO deals, managed by 19 managers, reported an average deal-level exposure of around 49 bps.
Below are tables presenting the MVOC (AAA-B) and EQ NAV of US BSL CLO deals by vintage, based on asset prices as of January 23, 2026.
EU CLOs’ overall exposure to Sirona Bidco TL is approximately EUR 337.5 million. As of 23 January 2026, 145 EU CLO deals, managed by 20 managers, reported an average deal-level exposure of around 64 bps.
US CLOs’ overall exposure to Accelerated Health Systems TL is approximately USD 292.6 million. As of 23 January 2026, 224 US CLO deals, managed by 24 managers, reported an average deal-level exposure of around 37 bps.
