Latest Median US CLO Equity NAV by Vintage

Based on deals that have been fully redeemed so far, a final NAV of over 50% is typically desired to deliver at least a high-single IRR number for CLO equity investors. Of course, annual distributions need to hit around 15-16% for about five years for a regular arbitrage CLO deal.

This content is for Freemium members only.
Login Join Now