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Assets Below the 80 and 70 Price Buckets by Vintage

Assets Below the 80 and 70 Price Buckets by Vintage Tracking the below 80 and 70 price buckets at the CLO underlying collateral level is a good exercise as it highlights the tail risk of the asset pool*. The following tables show the below 80 and 70 price buckets for US and EU CLOs by vintage based on asset…

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