Amid the recent market rout, increased loan market volatility has contributed to a decline in CLO equity NAVs across the board. More specifically, between 7 March and 4 April 2025, a further 212 deals from the 2012–2023 vintages were added to the list of CLOs with negative equity NAVs. The timing is particularly challenging for many seasoned deals that had already been affected by successive waves of loan repricing and are now contending with renewed NAV pressure.
Tags:CLO Equity NAV