Weekly Update – US and EU CLOs: Latest MVOC (BB) and EQ NAV by Vintage (as of 15 Jul)
July 19, 2022
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The tables below show the MVOC (at the BB-rated tranche level) and EQ NAV metrics of a sample of 1407 US BSL CLO deals and 441 EU CLO deals by vintage based on asset prices as of 15 Jul 2022.
