EU CLO Managers: MVOC (BB) Rankings and Below-80/90 Price Bucket by Industry (17 April 2026)
A sample of 580 EU CLO deals (vintage 2013–1H 2025) is included in this study. Deals with a collateral pool factor below 60% are excluded.
A sample of 580 EU CLO deals (vintage 2013–1H 2025) is included in this study. Deals with a collateral pool factor below 60% are excluded.
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Generally speaking, the below-80 price exposure is spread across different industries, with no single industry dominating the exposure, highlighting the idiosyncratic nature of the risks associated with these assets.
Based on asset prices as of 20 March 2026, the median deal has approximately 5.8% and 2.4% of assets trading below 80 and 70, respectively. Around 6.6% of assets are quoted above par.
A sample of 1,692 US BSL CLO deals (vintage 2013–1H 2025) is included in this study. Deals with a collateral pool factor below 55% are excluded.
In terms of industry exposure, the median deal has approximately 7.5% and 1.9% exposure to the software and IT services sectors, respectively, based on S&P’s industry classification, and 0% exposure to software and IT services names trading below 80.
