Historical Pricing of US BSL CLO AAA-BBB Across Various Market Conditions
Please refer to the tables below for historical new issue pricing data of US BSL CLO IG (Investment Grade) tranches across various market conditions.
Please refer to the tables below for historical new issue pricing data of US BSL CLO IG (Investment Grade) tranches across various market conditions.
The overall average IRR of redeemed EU CLO AA tranches stood at 2.10% (with an average WAL of 2.49 years). The median AA tranche registered a 2.06% IRR.
