Weekly Update – US and EU CLOs: Latest MVOC (BB) and EQ NAV by Vintage (as of 24 Jun 2022)

The tables below show the MVOC (at the BB-rated tranche level) and EQ NAV metrics of a sample of 1456 US BSL CLO deals* and 452 EU CLO deals* by vintage based on asset prices as of 24 Jun 2022.