The WACC for the most recent US BSL CLO reset deal was priced at approximately 228 basis points (bp). The table below lists a total of 96 deals from 2022 with a WACC exceeding 240 bp. These deals offer a potential cost savings of at least 12 bp. This figure aligns with the cost savings of 12 bp, which corresponds to the 25th percentile, observed in the reset pricing of 2019 vintage deals.
Tags:Reset