US BSL CLO Manager Rankings by WAS Adjusted for Portfolio Prices and Par Losses
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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.
If you are an investor and would be interested in trial access, the Basic content is available on a two-week trial once the trial subscription agreement is in place.
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.
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.
Some of the top-performing EU CLO managers include RRAM, Brigade Capital, Guggenheim Partners, Partners Group, and Bridgepoint Credit Management.
