EU CLOs: Annualised Prepayment Rates During Post-RP by Manager
June 24, 2026
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The table below shows the average annualised prepayment rates for each seasoned manager in the first, second, third, fourth and fifth years of the post-reinvestment period (post-RP). The sample includes seasoned deals that had exited their reinvestment periods by 31 December 2024. Eight EU CLO managers have maintained single-digit annualised prepayment rates during either the first and second years or the second and third years of the post-RP period across their seasoned deals.
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