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Realised IRRs of US CLO Single-A-Rated Tranches: BSL vs Middle Market

A sample of 2,716 floating-rate US CLO single-A-rated tranches is included in this study. The first table presents the realised IRRs of single-A-rated BSL CLO tranches by vintage and issuance type (primary, refi, and reset), while the second table provides the corresponding IRR breakdown for middle-market CLO tranches.

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