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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 DR BSP 2013-IIABB- (sf)N/A-0.63103.5105.91.02105111.91.0711/30/22
BSP 2020-20A CLO AL BSP 2020-20AAAA (sf)N/A34.12121.6132.21.09120150.11.2511/30/22
BSP 2020-20A CLO AR BSP 2020-20AAAA (sf)N/A34.12121.6132.21.09120150.11.2511/30/22
BSP 2020-20A CLO BR BSP 2020-20AAAA (sf)N/A19.25121.6132.21.09120150.11.2511/30/22
BSP 2020-20A CLO CR BSP 2020-20AAA (sf)N/A12.87114122.51.07115137.61.211/30/22
BSP 2020-20A CLO DR BSP 2020-20ABBB+ (sf)N/A6.5107.6114.11.06110125.31.1411/30/22
BSP 2020-20A CLO ER BSP 2020-20ABB (sf)N/A2.78104.3109.81.05   11/30/22
BSP 2020-21A CLO A1R BSP 2020-21AAAA (sf)N/A34.26121.6132.41.09120147.41.2311/30/22
BSP 2020-21A CLO A2R BSP 2020-21AAAA (sf)N/A32.13121.6132.41.09120147.41.2311/30/22
BSP 2020-21A CLO BR BSP 2020-21AAAA (sf)N/A19.41121.6132.41.09120147.41.2311/30/22
BSP 2020-21A CLO CR BSP 2020-21AAA (sf)N/A13.05114122.71.08115135.21.1811/30/22
BSP 2020-21A CLO DR BSP 2020-21ABBB+ (sf)N/A6.68107.6114.31.06110122.81.1211/30/22
BSP 2020-21A CLO ER BSP 2020-21ABB (sf)N/A2.44103.7109.31.05   11/30/22
BSP 2020-22A CLO AR BSP 2020-22AAAA (sf)AAA32.3121.6132.31.091201461.2211/30/22
BSP 2020-22A CLO BR BSP 2020-22AAAA (sf)N/A19.6121.6132.31.091201461.2211/30/22
BSP 2020-22A CLO CR BSP 2020-22AA+ (sf)N/A13.25114122.61.08110133.81.2211/30/22
BSP 2020-22A CLO DR BSP 2020-22ABBB (sf)N/A6.91107.6114.21.06105121.91.1611/30/22
BSP 2020-22A CLO ER BSP 2020-22ABB (sf)BB-2.68103.7109.31.05   11/30/22
BSP 2021-23A CLO A1 BSP 2021-23AAAA (sf)AAA32.11121.61321.09120160.11.3311/30/22
BSP 2021-23A CLO A2 BSP 2021-23AAAA (sf)AAA32.11121.61321.09120160.11.3311/30/22
BSP 2021-23A CLO B1 BSP 2021-23AAAA (sf)N/A19.38121.61321.09120160.11.3311/30/22
BSP 2021-23A CLO B2 BSP 2021-23AAA+ (sf)N/A19.38121.61321.09120160.11.3311/30/22
BSP 2021-23A CLO C BSP 2021-23AAA+ (sf)N/A13.02114122.41.071151451.2611/30/22
BSP 2021-23A CLO D BSP 2021-23ABBB+ (sf)N/A6.66107.61141.061101301.1811/30/22
BSP 2021-23A CLO E BSP 2021-23ABB+ (sf)N/A2.94104.3109.71.05   11/30/22
BSP 2021-24A CLO AN BSP 2021-24AAAA (sf)AAA34.61121.6132.41.09120146.11.2211/30/22
BSP 2021-24A CLO AL BSP 2021-24AAAA (sf)N/A34.61121.6132.41.09120146.11.2211/30/22
BSP 2021-24A CLO B BSP 2021-24AAAA (sf)AA19.84121.6132.41.09120146.11.2211/30/22
BSP 2021-24A CLO C BSP 2021-24AA+ (sf)A13.51114122.71.081101341.2211/30/22
BSP 2021-24A CLO D BSP 2021-24ABBB- (sf)BBB-7.18107.1114.31.07105121.81.1611/30/22
BSP 2021-24A CLO E BSP 2021-24ABB (sf)BB-2.96103.7109.31.05   11/30/22
BSP 2021-25A CLO A1 BSP 2021-25AAAA (sf)AAA35.35121.6132.31.09120146.61.2211/30/22
BSP 2021-25A CLO A2 BSP 2021-25AAAA (sf)AAA31.11121.6132.31.09120146.61.2211/30/22
BSP 2021-25A CLO B BSP 2021-25AAAA (sf)AA19.45121.6132.31.09120146.61.2211/30/22
BSP 2021-25A CLO C BSP 2021-25AA+ (sf)A13.62114.7123.41.08115135.21.1811/30/22
BSP 2021-25A CLO D BSP 2021-25ABBB (sf)BBB-7.16108.2114.81.06110122.51.1111/30/22
BSP 2021-25A CLO E BSP 2021-25ABB (sf)BB-2.49103.2109.31.06   11/30/22
BSP 2013-IIIA CLO A1R2 BSP 2013-IIIAAAA (sf)N/A50.07113.8127.71.12115144.61.2611/30/22
BSP 2013-IIIA CLO A2R2 BSP 2013-IIIAAAA (sf)N/A27.84113.8127.71.12115144.61.2611/30/22
BSP 2013-IIIA CLO BR2 BSP 2013-IIIAAAA (sf)N/A16.63113.8127.71.12115144.61.2611/30/22
BSP 2013-IIIA CLO CR BSP 2013-IIIAA+ (sf)N/A7.42107.81151.07110124.61.1311/30/22
BSP 2013-IIIA CLO DR BSP 2013-IIIABB (sf)N/A0.11103.5106.61.03105108.71.0411/30/22
BSP 2014-IVA CLO X BSP 2014-IVAAAA (sf)AAA 114122.71.08110143.41.311/30/22
BSP 2014-IVA CLO A1RRR BSP 2014-IVAAAA (sf)N/A33.64114122.71.08110143.41.311/30/22
BSP 2014-IVA CLO A2ARRR BSP 2014-IVAAAA (sf)N/A18.66114122.71.08110143.41.311/30/22
BSP 2014-IVA CLO A2BRRR BSP 2014-IVAAA+ (sf)N/A18.66114122.71.08110143.41.311/30/22
BSP 2014-IVA CLO BRRR BSP 2014-IVAAA+ (sf)N/A12.24114122.71.08110143.41.311/30/22
BSP 2014-IVA CLO CRRR BSP 2014-IVABBB+ (sf)N/A5.82107.6114.31.06105129.81.2411/30/22
BSP 2014-IVA CLO DRR BSP 2014-IVABB (sf)N/A2.07104.3109.91.05   11/30/22
BSP 2018-5BA CLO A1A BSP 2018-5BAAAA (sf)AAA33.24114121.61.07110144.41.3111/30/22