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CLO Ratings

The ratings displayed on this tab are not issued or maintained by EJR in its capacity as an NRSRO.

OC Overcollateralization | IC Interest Coverage | IG Investment Grade | HY High Yield
SECURITYREPORTEJR RatingOther NRSRODiffCurr Par SubordOC TriggerOC CurrentOC Curr/ TriggerIC TriggerIC CurrentIC Curr/ TriggerDate
BSP 2013-IIA CLO A1R2 BSP 2013-IIAAAA (sf)AAA60.83114.1127.31.12115164.71.4305/10/23
BSP 2013-IIA CLO A2R2 BSP 2013-IIAAAA (sf)N/A36.25114.1127.31.12115164.71.4305/10/23
BSP 2013-IIA CLO BR2 BSP 2013-IIAAAA (sf)N/A20.36114.1127.31.12115164.71.4305/10/23
BSP 2013-IIA CLO CR BSP 2013-IIAAA+ (sf)N/A9.2108.3113.61.05110140.61.2805/10/23
BSP 2013-IIA CLO DR BSP 2013-IIABB (sf)N/A0.27103.5104.51.01105121.61.1605/10/23
BSP 2020-20A CLO AL BSP 2020-20AAAA (sf)N/A35.17121.6132.21.09120169.51.4105/10/23
BSP 2020-20A CLO AR BSP 2020-20AAAA (sf)N/A35.17121.6132.21.09120169.51.4105/10/23
BSP 2020-20A CLO BR BSP 2020-20AAAA (sf)N/A20.53121.6132.21.09120169.51.4105/10/23
BSP 2020-20A CLO CR BSP 2020-20AAA- (sf)N/A14.26114122.61.08115155.71.3505/10/23
BSP 2020-20A CLO DR BSP 2020-20ABBB (sf)N/A7.98107.6114.21.06110142.11.2905/10/23
BSP 2020-20A CLO ER BSP 2020-20ABB (sf)N/A4.32104.3109.81.05   05/10/23
BSP 2020-21A CLO A1R BSP 2020-21AAAA (sf)N/A35.1121.6132.51.09120168.81.4105/10/23
BSP 2020-21A CLO A2R BSP 2020-21AAAA (sf)N/A33.01121.6132.51.09120168.81.4105/10/23
BSP 2020-21A CLO BR BSP 2020-21AAAA (sf)N/A20.45121.6132.51.09120168.81.4105/10/23
BSP 2020-21A CLO CR BSP 2020-21AAA- (sf)N/A14.17114122.81.08115154.91.3505/10/23
BSP 2020-21A CLO DR BSP 2020-21ABBB (sf)N/A7.88107.6114.41.06110141.21.2805/10/23
BSP 2020-21A CLO ER BSP 2020-21ABB (sf)N/A3.7103.7109.51.06   05/10/23
BSP 2020-22A CLO AR BSP 2020-22AAAA (sf)AAA33.09121.6132.21.09120167.71.405/10/23
BSP 2020-22A CLO BR BSP 2020-22AAAA (sf)N/A20.54121.6132.21.09120167.71.405/10/23
BSP 2020-22A CLO CR BSP 2020-22AAA (sf)N/A14.27114122.61.081101541.405/10/23
BSP 2020-22A CLO DR BSP 2020-22ABBB (sf)N/A8107.6114.21.06105140.61.3405/10/23
BSP 2020-22A CLO ER BSP 2020-22ABB (sf)BB-3.81103.7109.21.05   05/10/23
BSP 2021-23A CLO A1 BSP 2021-23AAAA (sf)AAA32.82121.61321.09120192.21.605/10/23
BSP 2021-23A CLO A2 BSP 2021-23AAAA (sf)AAA32.82121.61321.09120192.21.605/10/23
BSP 2021-23A CLO B1 BSP 2021-23AAAA (sf)N/A20.23121.61321.09120192.21.605/10/23
BSP 2021-23A CLO B2 BSP 2021-23AAA+ (sf)N/A20.23121.61321.09120192.21.605/10/23
BSP 2021-23A CLO C BSP 2021-23AAA+ (sf)N/A13.93114122.41.07115174.21.5105/10/23
BSP 2021-23A CLO D BSP 2021-23ABBB+ (sf)N/A7.63107.61141.06110156.41.4205/10/23
BSP 2021-23A CLO E BSP 2021-23ABB+ (sf)N/A3.96104.3109.71.05   05/10/23
BSP 2021-24A CLO AN BSP 2021-24AAAA (sf)AAA35.54121.6132.51.09120169.51.4105/10/23
BSP 2021-24A CLO AL BSP 2021-24AAAA (sf)N/A35.54121.6132.51.09120169.51.4105/10/23
BSP 2021-24A CLO B BSP 2021-24AAAA (sf)AA20.99121.6132.51.09120169.51.4105/10/23
BSP 2021-24A CLO C BSP 2021-24AA+ (sf)A14.75114122.81.08110155.71.4205/10/23
BSP 2021-24A CLO D BSP 2021-24ABBB- (sf)BBB-8.51107.1114.41.07105141.81.3505/10/23
BSP 2021-24A CLO E BSP 2021-24ABB (sf)BB-4.35103.7109.41.05   05/10/23
BSP 2021-25A CLO A1 BSP 2021-25AAAA (sf)AAA36.46121.6132.51.09120172.31.4405/10/23
BSP 2021-25A CLO A2 BSP 2021-25AAAA (sf)AAA32.29121.6132.51.09120172.31.4405/10/23
BSP 2021-25A CLO B BSP 2021-25AAAA (sf)AA20.83121.6132.51.09120172.31.4405/10/23
BSP 2021-25A CLO C BSP 2021-25AAA- (sf)A15.11114.7123.61.08115159.11.3805/10/23
BSP 2021-25A CLO D BSP 2021-25ABBB (sf)BBB-8.75108.21151.06110144.51.3105/10/23
BSP 2021-25A CLO E BSP 2021-25ABB (sf)BB-4.17103.2109.51.06   05/10/23
BSP 2013-IIIA CLO A1R2 BSP 2013-IIIAAAA (sf)N/A63.51113.81291.13115155.81.3505/10/23
BSP 2013-IIIA CLO A2R2 BSP 2013-IIIAAAA (sf)N/A35.62113.81291.13115155.81.3505/10/23
BSP 2013-IIIA CLO BR2 BSP 2013-IIIAAAA (sf)N/A21.56113.81291.13115155.81.3505/10/23
BSP 2013-IIIA CLO CR BSP 2013-IIIAAA+ (sf)N/A10107.8114.81.06110132.81.2105/10/23
BSP 2013-IIIA CLO DR BSP 2013-IIIABB (sf)N/A0.84103.5105.61.02105115.11.105/10/23
BSP 2014-IVA CLO A1RRR BSP 2014-IVAAAA (sf)N/A34.31114121.81.07110155.31.4105/10/23
BSP 2014-IVA CLO A2ARRR BSP 2014-IVAAAA (sf)N/A19.48114121.81.07110155.31.4105/10/23
BSP 2014-IVA CLO A2BRRR BSP 2014-IVAAA (sf)N/A19.48114121.81.07110155.31.4105/10/23
BSP 2014-IVA CLO BRRR BSP 2014-IVAAA (sf)N/A13.12114121.81.07110155.31.4105/10/23