Tag Archives: EU CLO Equity IRR


2022 Vintage EU CLO Achieves New High with Stunning IRR

In essence, this deal functioned as a classic principal-driven CLO, aiming to generate returns primarily through asset price appreciation rather than ongoing income. This strategy effectively capitalized on market volatility, leading the deal to perform as expected as the loan market rallied.

IRR of a Recently Fully Redeemed EU CLO deal

Regarding defaults, this deal experienced only three defaults since its inception, translating to an approximate 0.14% default rate per annum. If you are an investor in the CLO market, we would like to invite you to register with us using your business email address in order to gain access to our freemium service.