From AAA to Equity: CLO MVOC and Equity NAV (4 August 2026)
Below are tables presenting the MVOC (AAA–B) and equity NAV of US BSL and EU CLO deals by vintage, based on asset prices as of 4 August 2026.
Below are tables presenting the MVOC (AAA–B) and equity NAV of US BSL and EU CLO deals by vintage, based on asset prices as of 4 August 2026.
Please see the tables below for the latest median MVOC metrics across the US and EU CLO capital structure.
Below are tables presenting the MVOC (AAA–B) and equity NAV of US BSL and EU CLO deals by vintage, based on asset prices as of 17 July 2026.
Below are tables presenting the MVOC (BB–B) and equity NAV of US BSL and EU CLO deals by vintage, based on asset prices as of 26 June 2026.
Below are tables presenting the MVOC (BB–B) and equity NAV of US BSL and EU CLO deals by vintage, based on asset prices as of 12 June 2026.
Among the 2012–2021 vintages, only 0.3% of EU CLO BB tranches show an MVOC below 100%, compared with 15.9% for US BSL CLOs. Meanwhile, 19.5% of US BSL deals report negative equity NAV, versus 11.7% for EU CLO deals.
