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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 2018-5BA CLO A1B BSP 2018-5BAAAA (sf)AAA31.09114121.61.07110144.41.3111/30/22
BSP 2018-5BA CLO A2 BSP 2018-5BAAAA (sf)N/A20.32114121.61.07110144.41.3111/30/22
BSP 2018-5BA CLO B BSP 2018-5BAAA+ (sf)N/A11.71114121.61.07110144.41.3111/30/22
BSP 2018-5BA CLO C BSP 2018-5BABB+ (sf)N/A5.25107.4113.31.05105131.81.2611/30/22
BSP 2018-5BA CLO D BSP 2018-5BABB (sf)N/A1.48104.31091.05   11/30/22
BSP 2015-VIA CLO X BSP 2015-VIAAAA (sf)N/A 121.7131.91.08120137.11.1411/30/22
BSP 2015-VIA CLO A BSP 2015-VIAAAA (sf)N/A33.24121.7131.91.08120137.11.1411/30/22
BSP 2015-VIA CLO B BSP 2015-VIAAAA (sf)N/A18.63121.7131.91.08120137.11.1411/30/22
BSP 2015-VIA CLO C1 BSP 2015-VIAAA+ (sf)N/A12.34114.2122.41.07115126.91.111/30/22
BSP 2015-VIA CLO C2 BSP 2015-VIABBB+ (sf)N/A12.34114.2122.41.07115126.91.111/30/22
BSP 2015-VIA CLO D BSP 2015-VIABBB (sf)N/A5.72107.6113.81.06110115.31.0511/30/22
BSP 2015-VIA CLO E BSP 2015-VIABB (sf)N/A1.98104.3109.51.05   11/30/22
BSP 2015-8A CLO A1AR BSP 2015-8AAAA (sf)AAA31.74114.5119.51.04115144.11.2511/30/22
BSP 2015-8A CLO A1BR BSP 2015-8AAAA (sf)AAA26.39114.5119.51.04115144.11.2511/30/22
BSP 2015-8A CLO A2R BSP 2015-8AAAA (sf)N/A18.12114.5119.51.04115144.11.2511/30/22
BSP 2015-8A CLO BR BSP 2015-8AAA- (sf)N/A9.91114.5119.51.04115144.11.2511/30/22
BSP 2015-8A CLO CR BSP 2015-8ABB+ (sf)N/A3.37107.7111.51.04110131.91.211/30/22
BSP 2015-8A CLO DR BSP 2015-8ABB- (sf)N/A-1.09104.2106.51.02105121.91.1611/30/22
BSP 2016-9A CLO AR BSP 2016-9AAAA (sf)AAA33.45120.3127.81.061201511.2611/30/22
BSP 2016-9A CLO BR BSP 2016-9AAAA (sf)N/A15.92120.3127.81.061201511.2611/30/22
BSP 2016-9A CLO CR BSP 2016-9AA+ (sf)N/A9.77113.9119.11.05110139.51.2711/30/22
BSP 2016-9A CLO DR BSP 2016-9ABB+ (sf)N/A3.62107.7111.51.04105128.11.2211/30/22
BSP 2016-9A CLO ER BSP 2016-9ABB- (sf)N/A-0.36104.21071.03   11/30/22
BETHP 2021-1A CLO A BETHP 2021-1AAAA (sf)AAA30.57123132.71.08120162.31.3511/30/22
BETHP 2021-1A CLO B BETHP 2021-1AAAA (sf)N/A18.42123132.71.08120162.31.3511/30/22
BETHP 2021-1A CLO C BETHP 2021-1AA+ (sf)N/A11.04114121.71.071101471.3411/30/22
BETHP 2021-1A CLO D BETHP 2021-1ABB+ (sf)N/A4.54107.6113.41.05105134.11.2811/30/22
BETHP 2021-1A CLO E BETHP 2021-1ABB- (sf)BB-0.2103.2108.41.05   11/30/22
BTNY2 2018-1A CLO A1 BTNY2 2018-1AAAA (sf)AAA29.32116.5122.11.05115143.41.2511/30/22
BTNY2 2018-1A CLO A2 BTNY2 2018-1AAAA (sf)AA17.36116.5122.11.05115143.41.2511/30/22
BTNY2 2018-1A CLO B BTNY2 2018-1AAA- (sf)A11.92116.5122.11.05115143.41.2511/30/22
BTNY2 2018-1A CLO C BTNY2 2018-1ABBB (sf)BBB-5.4108.9113.71.04110130.81.1911/30/22
BTNY2 2018-1A CLO D BTNY2 2018-1ABB (sf)BB--0.04104.7107.51.03   11/30/22
BGCLO 19A AR BGCLO 19AAAA (sf)AAA31.92122.5133.91.09120181.31.5111/30/22
BGCLO 19A BR BGCLO 19AAAA (sf)AA19.68122.5133.91.09120181.31.5111/30/22
BGCLO 19A CR BGCLO 19AAA- (sf)A14.63116.61261.08115168.41.4611/30/22
BGCLO 19A DR BGCLO 19ABBB+ (sf)BBB-8.25109.9117.21.071101521.3811/30/22
BGCLO 19A E BGCLO 19ABB (sf)BB-2.66105.3110.51.05105134.51.2811/30/22
BGCLO 2021-2A A1 BGCLO 2021-2AAAA (sf)AAA33.69122.9133.91.09120153.91.2811/30/22
BGCLO 2021-2A A2 BGCLO 2021-2AAAA (sf)AAA30.49122.9133.91.09120153.91.2811/30/22
BGCLO 2021-2A B BGCLO 2021-2AAAA (sf)AA19.52122.9133.91.09120153.91.2811/30/22
BGCLO 2021-2A C BGCLO 2021-2AA+ (sf)A14.18116.6125.61.08115142.91.2411/30/22
BGCLO 2021-2A D1 BGCLO 2021-2ABBB+ (sf)BBB-9.1104109.81.06105115.71.111/30/22
BGCLO 2021-2A D2 BGCLO 2021-2ABB+ (sf)BB+6.42104109.81.06105115.71.111/30/22
BGCLO 2021-2A E BGCLO 2021-2ABB (sf)BB-1.88104109.81.06105115.71.111/30/22
BGCLO 2021-3A A1 BGCLO 2021-3AAAA (sf)AAA33.6122.1133.11.09120160.81.3411/30/22
BGCLO 2021-3A A2 BGCLO 2021-3AAAA (sf)AAA30.39122.1133.11.09120160.81.3411/30/22
BGCLO 2021-3A B1 BGCLO 2021-3AAAA (sf)AA18.93122.1133.11.09120160.81.3411/30/22
BGCLO 2021-3A B2 BGCLO 2021-3AAAA (sf)AA18.93122.1133.11.09120160.81.3411/30/22
BGCLO 2021-3A C BGCLO 2021-3AA+ (sf)A13.58115.9124.91.08115148.91.2911/30/22