(SRLN) Blackstone Senior Loan - Ratings and Ratios
Senior Loans, Floating Rate, Secured, First Lien
Dividends
| Dividend Yield | 7.70% |
| Yield on Cost 5y | 9.71% |
| Yield CAGR 5y | 11.74% |
| Payout Consistency | 95.8% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 2.29% |
| Value at Risk 5%th | 3.62% |
| Relative Tail Risk | -3.86% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.57 |
| Alpha | 0.46 |
| CAGR/Max DD | 1.89 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.534 |
| Beta | 0.158 |
| Beta Downside | 0.177 |
| Drawdowns 3y | |
|---|---|
| Max DD | 4.26% |
| Mean DD | 0.24% |
| Median DD | 0.05% |
Description: SRLN Blackstone Senior Loan January 07, 2026
The SPDR Blackstone Senior Loan ETF (SRLN) aims to beat both the Markit iBoxx USD Liquid Leveraged Loan Index and the Morningstar LSTA U.S. Leveraged Loan 100 Index by allocating at least 80% of its net assets (plus any investment-purpose borrowings) to first-lien senior secured floating-rate bank loans, commonly referred to as senior loans.
Key metrics as of the most recent filing show an expense ratio of 0.65%, a distribution yield around 7.2%, and assets under management of roughly $2.3 billion. The fund’s weighted-average loan rating sits near B+, with an average spread of about 300 basis points over LIBOR, reflecting its exposure to the middle-market corporate credit segment. Performance is highly sensitive to Federal Reserve policy, as rising rates can boost floating-rate loan coupons but also increase default risk in a tightening credit cycle.
For a deeper dive into SRLN’s risk-adjusted returns and how it fits into a diversified loan-focused portfolio, you might explore the analytics on ValueRay.
What is the price of SRLN shares?
Over the past week, the price has changed by -0.02%, over one month by +0.27%, over three months by +1.54% and over the past year by +6.26%.
Is SRLN a buy, sell or hold?
What are the forecasts/targets for the SRLN price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 47.6 | 15.2% |
SRLN Fundamental Data Overview January 26, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 6.72b USD (6.72b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 6.72b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 6.72b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.50% (E(6.72b)/V(6.72b) * Re(6.50%) + (debt-free company))
Discount Rate = 6.50% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SRLN ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle