Median MVOC (AAA–B) and EQ NAV by Vintage

The tables below show the median MVOC (AAA-B) and EQ NAV of US BSL CLO and EU CLO deals* by vintage based on asset prices as of 26 Jan 2023. MVOC Market Value Over-Collateralisation (MVOC), for instance, at the BBB tranche level, is calculated by dividing the collateral MV by the sum of CLO liabilities…

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