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

The table below shows the latest below-90 price exposure, based on asset prices as of 17 April 2026, for the sample of EU CLOs by vintage. The sample’s overall average below-90 price exposure stands at 13.6%.

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

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

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