Realised IRRs of US CLO Single-A-Rated Tranches: BSL vs Middle Market
August 5, 2026
posted on
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.
For existing premium subscribers, please log in here.
If you'd like to find out more about premium subscription, please submit the form below: