Redeemed EU CLO Single-B Tranches: IRRs By Vintage 106 redeemed single B tranches (original and refinanced/reset) are included in this sample. Deals with no publicly published issue price or discount margin (DM) are not included. The table below shows their IRRs by vintage (based on the tranche closing date). 2014201520162017201820192020Count1417101992116Average8.1%10.6%15.7%10.6%8.7%12.2%15.6%Percentile 90%10.2%12.6%19.5%15.8%10.8%13.0%18.2%75%9.1%11.3%17.2%10.7%8.8%12.6%16.3%50%8.0%10.2%15.3%9.5%8.4%12.3%15.0%25%7.2%9.5%14.1%8.8%7.8%11.5%14.4%10%6.3%9.2%12.5%8.3%7.4%11.4%14.1% Percentile 90%16.1%75%14.0%50%11.4%25%9.1%10%7.9%Average11.6% The overall average IRR…
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