The WACC for the most recent EU CLO deal, which included a single-B tranche, was priced at approximately 285 basis points (bp). The table below outlines a total of 20 deals from 2022 that feature a WACC exceeding 294 bp. These deals present a potential cost savings of at least 9 bp. This figure aligns with the cost savings of 9 bp, which corresponds to the 25th percentile, observed in the reset pricing of 2019 vintage deals.
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