Tag Archives: EU CLO Equity IRR

The estimated final equity IRRs for GoldenTree Loan Management EUR CLO 3 and Harvest CLO XIX are approximately...

Based on a sample of 75 EU CLO deals that have either already been redeemed or are expected to be fully redeemed soon, CLO equity tranches from the 2020, 2022, and 2023 vintages stood out, delivering impressive final IRRs supported by strong equity NAV metrics. As shown in the table above, their average equity NAVs exceeded 100%, highlighting robust performance.

KKR has excelled in preserving the equity NAV of these two seasoned deals.

GoldenTree had liquidated two of its 2018 CLOs, namely GoldenTree Loan Management EUR CLO 1 and GoldenTree Loan Management EUR CLO 2.

Based on 57 post-2013 EU CLO deals that have been redeemed so far, CLO equity tranches from the 2020 and 2022 vintages stood out, as highlighted by their impressive final IRRs, bolstered by solid final equity NAV metrics.

Since October 2023, at least 26 EU CLO deals have been redeemed. The graphs below illustrate the relationship between the...