Clopremium > Blog > Basic Premium > Top-Tier EU CLO Managers for Different WAS Strategies Basic PremiumTop-Tier EU CLO Managers for Different WAS StrategiesNovember 10, 2022posted on Nov. 10, 2022 at 1:30 pmNovember 27, 2022For existing premium subscribers, please log in here.If you'd like to find out more about premium subscription, please submit the form below:Please enable JavaScript in your browser to complete this form.Name *FirstLastEmail *Comment or Message *CLO Research is committed to protecting and respecting your privacy, and we’ll only use your personal information to administer your account and to provide the products and services you requested from us. From time to time, we would like to contact you about our products and services, as well as other content that may be of interest to you. If you consent to us contacting you for this purpose, please tick below to say how you would like us to contact you:I agree to receive other communications from CLO Research.You can unsubscribe from these communications at any time. For more information on how to unsubscribe, our privacy practices, and how we are committed to protecting and respecting your privacy, please review our Privacy Policy. By clicking submit below, you consent to allow CLO Research to store and process the personal information submitted above to provide you the content requested. Submit Tags:WASCLO ResearchNovember 10, 2022previous articleCLO Research Coverage: Individual Manager Investment Performance Reportnext articleTop-Tier EU CLO Managers for Different WARF StrategiesLeave a reply You Might Also LikeBasic (Trial Access)Basic PremiumEU CLO Mezzanine Tranches: Historical Excess Returns and Entry TimingCLO ResearchJanuary 13, 2026Basic PremiumUS BSL CLO Managers Ranked by MVOC (BB) as of January 9, 2026CLO ResearchJanuary 12, 2026Basic PremiumEU CLO Managers: Rankings Based on MVOC (BB) as of 9 January 2026CLO ResearchJanuary 12, 2026Basic (Trial Access)Basic PremiumUS BSL CLO MVOC and Equity NAV Across All Tranches and VintagesCLO ResearchJanuary 12, 2026Recommended For YouBasic PremiumEU CLO Manager Rankings by WAS Adjusted for Portfolio Prices and Par LossesCLO ResearchAugust 19, 2025Basic PremiumUS BSL CLO Manager Rankings by WAS Adjusted for Portfolio Prices and Par LossesCLO ResearchAugust 18, 2025Basic PremiumPerformance and Risk Profile of US BSL CLO ManagersCLO ResearchNovember 12, 2024Basic PremiumRethinking WAS: Uncoupling Spread Levels from Risk in EU CLO PerformanceCLO ResearchNovember 6, 2024Basic PremiumRethinking WAS: Decoupling Spread Levels from Risk in US CLO PortfoliosCLO ResearchOctober 28, 2024Basic Premium2024 Primary US CLO Deals: Discrepancy Between Modeled and Ramped Portfolio Weighted Average Spreads (WAS)AdminAugust 28, 2024Is WAS a Good Indicator of Principal Risk? Evaluating MV Return Alpha Trends Among Seasoned US CLO ManagersCLO ResearchNovember 24, 2023In-Depth Analysis of US CLO Manager Performance and Metrics Based on Their 2021 DealsCLO ResearchAugust 15, 2023A Comparative Study: Alpha Performance Trends of US CLO Managers with Varied WAS ApproachesCLO ResearchJuly 22, 2023
Basic (Trial Access)Basic PremiumEU CLO Mezzanine Tranches: Historical Excess Returns and Entry TimingCLO ResearchJanuary 13, 2026
Basic PremiumUS BSL CLO Managers Ranked by MVOC (BB) as of January 9, 2026CLO ResearchJanuary 12, 2026
Basic PremiumEU CLO Managers: Rankings Based on MVOC (BB) as of 9 January 2026CLO ResearchJanuary 12, 2026
Basic (Trial Access)Basic PremiumUS BSL CLO MVOC and Equity NAV Across All Tranches and VintagesCLO ResearchJanuary 12, 2026
Basic PremiumEU CLO Manager Rankings by WAS Adjusted for Portfolio Prices and Par LossesCLO ResearchAugust 19, 2025
Basic PremiumUS BSL CLO Manager Rankings by WAS Adjusted for Portfolio Prices and Par LossesCLO ResearchAugust 18, 2025
Basic PremiumRethinking WAS: Uncoupling Spread Levels from Risk in EU CLO PerformanceCLO ResearchNovember 6, 2024
Basic PremiumRethinking WAS: Decoupling Spread Levels from Risk in US CLO PortfoliosCLO ResearchOctober 28, 2024
Basic Premium2024 Primary US CLO Deals: Discrepancy Between Modeled and Ramped Portfolio Weighted Average Spreads (WAS)AdminAugust 28, 2024
Is WAS a Good Indicator of Principal Risk? Evaluating MV Return Alpha Trends Among Seasoned US CLO ManagersCLO ResearchNovember 24, 2023
In-Depth Analysis of US CLO Manager Performance and Metrics Based on Their 2021 DealsCLO ResearchAugust 15, 2023
A Comparative Study: Alpha Performance Trends of US CLO Managers with Varied WAS ApproachesCLO ResearchJuly 22, 2023
