Post-2012 US CLO Equity IRRs Categorised by Vintage

The equity tranche IRRs for 2.0 US CLO deals by vintage are summarised in the table below, based on a sample of 619 fully redeemed deals from the 2012–2020 vintages. An issue price of $95 has been assumed, with residual values and incentive fees factored into the IRR calculations. The final equity NAV includes both the last equity distribution and accrued interest.

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Post-2012 US CLO Equity IRRs Categorised by Vintage

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Post-2012 US CLO Equity IRRs Categorised by Vintage

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