The top five deals, characterized by the narrowest weighted average liability spreads (AAA-BB) year-to-date (YTD), excluding the single-B tranche, are CVC Cordatus Loan Fund XXXII CLO, Aurium CLO XII, CIFC European Funding VI, Sound Point Euro CLO 11, and Fidelity Grand Harbour 2024-1. Most EU CLO deals have a single-B-rated tranche. On average, based on…
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