EU CLO Manager Rankings by WAS Adjusted for Portfolio Prices and Par Losses (Sample of 2021 and 1Q 2022 deals)

A sample of 106 deals from the 2021 and 1Q 2022 vintages is used. Each deal’s underlying collateral weighted average spread (WAS) is adjusted for its weighted average price (WAP) as of 2 March 2026. The adjusted WAS also takes par losses into account.

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Tags:Adjusted WAS

EU CLO Manager Rankings by WAS Adjusted for Portfolio Prices and Par Losses (Sample of 2021 and 1Q 2022 deals)

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