BasicBasic PremiumEU Module

EU CLOs: Sub-90 Price Exposure Trends Higher Since Mid-2025

The table below shows the latest below-90 price exposure by vintage, based on asset prices as of 17 April 2026, for the sample of EU CLOs. The sample’s overall average below-90 price exposure stands at 13.6%. The top ten industries account for close to 70% of total below-90 exposure, suggesting that the build-up in idiosyncratic risk remains relatively well distributed across a range of industries.

For existing premium subscribers, please log in here.

If you'd like to find out more about premium subscription, please submit the form below:

You can unsubscribe from these communications at any time. For more information on how to unsubscribe, our privacy practices, and how we are committed to protecting and respecting your privacy, please review our Privacy Policy.


By clicking submit below, you consent to allow CLO Research to store and process the personal information submitted above to provide you the content requested.