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Redeemed EU CLO AAA Tranches: WALs and IRRs By Vintage

Redeemed EU CLO AAA Tranches: WALs and IRRs By Vintage 394 redeemed AAA tranches (original and refinanced/reset) are included in this sample. AAA tranches with no publicly published issue price or discount margin (DM) are assumed to have a par price. The table below shows the average WAL and IRR by vintage (based on the…

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