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US BSL and EU CLO MVOC and CLO Equity NAV Across All Tranches and Vintages

Below are tables presenting the MVOC (AAA-B) and EQ NAV of US BSL deals by vintage, based on asset prices as of December 12, 2024. Market Value Over-Collateralization (MVOC), for instance, at the BBB tranche level, is calculated by dividing the collateral MV by the sum of CLO liabilities (AAA to BBB). MVOC is a…

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