Comparison of Realised IRRs by Vintage for Fully Repaid EU CLO AA Floating-Rate and Fixed-Rate Tranches
July 21, 2026
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A sample of 696 fully repaid EU CLO AA floating-rate and fixed-rate tranches with disclosed issue prices or DMs is included in this study. Overall, the floating-rate tranches have outperformed their fixed-rate counterparts.
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