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EU CLOs: Reset Review and WACC by Vintage

Please find below the table for the WACC of 463 EU CLOs by vintage. These 463 deals have either already passed their non-call period or will pass their non-call period by the end of this year. The WACC metrics have been adjusted for fixed-rate tranches. Given that the current primary non-short-dated CLO WACC is around…

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