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Latest CLO Equity NAV by Vintage

The tables below show the EQ NAV metrics of US BSL CLO and EU CLO deals* by vintage based on asset prices as of 23 Dec 2022. CLO Equity NAV CLO Equity NAV is calculated by dividing the residual collateral value (MV collateral net of total CLO debt notional) by the equity tranche notional. For…

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