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EU CLOs: Annualised Prepayment Rates During Post-RP by Manager

This article sets out the average annualised prepayment rates for each seasoned manager across the first five years of the post-reinvestment period (post-RP). It also shows, for each CLO manager, how many of their deals were called or reset in each of those years, together with the annualised post-RP prepayment rates for each deal in the sample.

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