Basic Premium

Redeemed EU CLO Single-B Tranches: IRRs By Vintage

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…

For existing premium subscribers, please log in here

If you like to find out more about premium subscription, please submit the form below:

You can unsubscribe from these communications at any time. For more information on how to unsubscribe, our privacy practices, and how we are committed to protecting and respecting your privacy, please review our Privacy Policy.

By clicking submit below, you consent to allow CLO Research to store and process the personal information submitted above to provide you the content requested.