US BSL CLO Manager Rankings by WAS Adjusted for Portfolio Prices and Par Losses (Updated)
April 13, 2026
posted on
A sample of 335 deals from the 1Q 2024 to 4Q 2024 vintages is used, excluding static deals and those with a collateral factor below 0.75. Each deal’s underlying collateral weighted average spread (WAS) is adjusted to reflect its weighted average price (WAP) as of 10 April 2026. The adjusted WAS also incorporates par losses.
For existing premium subscribers, please log in here.
If you'd like to find out more about premium subscription, please submit the form below: