Ocorian: Flight of the CLOs: Dutch VAT ruling points to exodus

All collateralised loan obligation (CLO) SPVs and warehouses domiciled in the Netherlands are now required to be taxed a 21% VAT rate backdated to 1 April 2019.

The move will impact investor equity returns and calls into question the Netherlands as a location of choice for CLO and collateralized debt obligation investors.

Collateral management and administration fees were previously exempt from VAT in the Netherlands however, the Dutch tax authority (Belastingdienst) notified CLO SPVs that this this ruling had been revoked on 21 February.

In order to avoid the extra cost, collateral managers and investors are likely to seek a restructuring solution and migrate their structures to an alternative jurisdiction with VAT protection, such as Ireland.

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