This report provides a comparative overview of U.S. and European BSL CLOs in 2024. We compare certain credit metrics, liability spreads and the weighted average cost of debt, exposures to downgrades, debt maturities, and regional challenges to reveal some nuances that differentiate European and U.S. BSL CLOs. Also, in this year's edition of the report, we have added all CLO rating actions taken since 2020.
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