US CLO MVOC and Equity NAV Decline as Collateral Values Weaken
October 26, 2026
posted on
Compared with 19 October, the 23 October data shows a broad weakening in market value coverage and equity NAV across the 2013–1H 2025 vintage cohorts. The deterioration is particularly visible in the proportion of seasoned deals with BB or B MVOC below 100% and equity NAV below zero.
For existing premium subscribers, please log in here.
If you'd like to find out more about premium subscription, please submit the form below: