EU CLO Manager Rankings by WAS Adjusted for Portfolio Prices and Par Losses (Sample of 2024 and 1Q 2025 deals)
March 3, 2026
posted on
A sample of 133 deals from the 2024 and 1Q 2025 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.
For existing premium subscribers, please log in here.
If you'd like to find out more about premium subscription, please submit the form below: