EU CLO Manager Rankings by WAS Adjusted for Portfolio Prices and Par Losses

A sample of 414 deals from the 1Q 2020–2Q 2025 vintages is used, excluding static deals and those with a collateral factor below 0.80. Each deal’s underlying collateral weighted average spread (WAS) is adjusted for its weighted average price (WAP) as of 1 May 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

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