Tag Archives: EQ NAV

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.

Older vintage CLO deals with limited reinvestment flexibility would suffer more in today’s market. For a post-2012 CLO deal to deliver a decent equity IRR, the final NAV realisation plays a key role.

Recent Findings on MVOC and Equity NAV Based on asset prices as of 17 Jun 2022 – 27.7% of a...

Weekly Update – US and EU CLOs: Latest MVOC (AAA–B) and EQ NAV by Vintage (as of 17 Jun 2022)...

US and EU CLOs: Latest MVOC (BB) and EQ NAV by Vintage (as of 17 Jun 2022) CLO MVOC at...