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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 2018-15A CLO B BSP 2018-15AAA+ (sf)A11.6117.8123.21.05110216.71.9708/08/22
BSP 2018-15A CLO C BSP 2018-15ABBB+ (sf)BBB-5.08110.3114.81.04105192.61.8308/08/22
BSP 2018-15A CLO D BSP 2018-15ABB (sf)BB--0.99104.3107.91.03102163.21.608/08/22
BSP 2018-15A CLO E BSP 2018-15AB+ (sf)CCC+-2.64      08/08/22
BSP 2018-16A CLO A1R BSP 2018-16AAAA (sf)AAA29.73124.3133.51.07120247.72.0608/08/22
BSP 2018-16A CLO A2R BSP 2018-16AAAA (sf)AAA26.98124.3133.51.07120247.72.0608/08/22
BSP 2018-16A CLO BR BSP 2018-16AAAA (sf)AA+18.28124.3133.51.07120247.72.0608/08/22
BSP 2018-16A CLO CR BSP 2018-16AAA+ (sf)A12.7117.81251.06115225.81.9608/08/22
BSP 2018-16A CLO DR BSP 2018-16ABBB+ (sf)BBB-6.11111116.21.05110198.31.808/08/22
BSP 2018-16A CLO E BSP 2018-16ABB (sf)BB--0.34104.4108.81.04   08/08/22
BSP 2019-17A CLO AR BSP 2019-17AAAA (sf)N/A30.83124.81361.09120250.72.0908/08/22
BSP 2019-17A CLO BR BSP 2019-17AAAA (sf)N/A19.81124.81361.09120250.72.0908/08/22
BSP 2019-17A CLO CR BSP 2019-17AAA+ (sf)N/A11.38114123.11.08110217.61.9808/08/22
BSP 2019-17A CLO DR BSP 2019-17ABBB+ (sf)N/A4.89107.6114.71.07105190.81.8208/08/22
BSP 2019-17A CLO ER BSP 2019-17ABB (sf)N/A0.95104.1110.11.06   08/08/22
BSP 2019-18A CLO A1R BSP 2019-18AAAA (sf)N/A31.9121.6132.11.09120233.11.9408/08/22
BSP 2019-18A CLO A2R BSP 2019-18AAAA (sf)N/A29.74121.6132.11.09120233.11.9408/08/22
BSP 2019-18A CLO BR BSP 2019-18AAAA (sf)N/A17.85121.6132.11.09120233.11.9408/08/22
BSP 2019-18A CLO CR BSP 2019-18AAA (sf)N/A11.36114122.41.07115210.11.8308/08/22
BSP 2019-18A CLO DR BSP 2019-18ABBB (sf)N/A4.88107.6114.11.06110184.71.6808/08/22
BSP 2019-18A CLO ER BSP 2019-18ABB (sf)N/A0.66103.8109.21.05   08/08/22
BSP 2019-19A CLO A BSP 2019-19AAAA (sf)AAA31.02121.6132.61.09120216.41.808/08/22
BSP 2019-19A CLO B BSP 2019-19AAAA (sf)N/A18.09121.6132.61.09120216.41.808/08/22
BSP 2019-19A CLO C BSP 2019-19AAA- (sf)N/A11.62114122.91.081151941.6908/08/22
BSP 2019-19A CLO D BSP 2019-19ABBB- (sf)N/A5.16106.6114.51.07110170.61.5508/08/22
BSP 2019-19A CLO E BSP 2019-19ABB (sf)N/A0.84103.7109.51.06   08/08/22
BSP 2013-IIA CLO A1R2 BSP 2013-IIAAAA (sf)AAA43.13114.1121.91.07115206.91.808/08/22
BSP 2013-IIA CLO A2R2 BSP 2013-IIAAAA (sf)N/A24.77114.1121.91.07115206.91.808/08/22
BSP 2013-IIA CLO BR2 BSP 2013-IIAAAA (sf)N/A12.91114.1121.91.07115206.91.808/08/22
BSP 2013-IIA CLO CR BSP 2013-IIAA+ (sf)N/A4.58108.3112.41.04110174.21.5808/08/22
BSP 2013-IIA CLO DR BSP 2013-IIABB (sf)N/A-2.09103.5105.71.02105144.91.3808/08/22
BSP 2020-20A CLO AL BSP 2020-20AAAA (sf)N/A33.06121.6132.11.09120236.41.9708/08/22
BSP 2020-20A CLO AR BSP 2020-20AAAA (sf)N/A33.06121.6132.11.09120236.41.9708/08/22
BSP 2020-20A CLO BR BSP 2020-20AAAA (sf)N/A17.95121.6132.11.09120236.41.9708/08/22
BSP 2020-20A CLO CR BSP 2020-20AA+ (sf)N/A11.47114122.41.07115213.81.8608/08/22
BSP 2020-20A CLO DR BSP 2020-20ABBB (sf)N/A4.99107.61141.06110189.11.7208/08/22
BSP 2020-20A CLO ER BSP 2020-20ABB (sf)N/A1.21104.3109.71.05   08/08/22
BSP 2020-21A CLO A1R BSP 2020-21AAAA (sf)N/A33.16121.6132.21.09120232.91.9408/08/22
BSP 2020-21A CLO A2R BSP 2020-21AAAA (sf)N/A31.01121.6132.21.09120232.91.9408/08/22
BSP 2020-21A CLO BR BSP 2020-21AAAA (sf)N/A18.07121.6132.21.09120232.91.9408/08/22
BSP 2020-21A CLO CR BSP 2020-21AA+ (sf)N/A11.6114122.51.07115210.51.8308/08/22
BSP 2020-21A CLO DR BSP 2020-21ABBB (sf)N/A5.14107.6114.21.06110185.21.6808/08/22
BSP 2020-21A CLO ER BSP 2020-21ABB (sf)N/A0.82103.7109.21.05   08/08/22
BSP 2020-22A CLO AR BSP 2020-22AAAA (sf)AAA31.07121.61321.09120262.32.1908/08/22
BSP 2020-22A CLO BR BSP 2020-22AAAA (sf)N/A18.15121.61321.09120262.32.1908/08/22
BSP 2020-22A CLO CR BSP 2020-22AA+ (sf)N/A11.69114122.41.07110236.72.1508/08/22
BSP 2020-22A CLO DR BSP 2020-22ABBB- (sf)N/A5.23107.61141.06105208.81.9908/08/22
BSP 2020-22A CLO ER BSP 2020-22ABB (sf)BB-0.92103.7109.11.05   08/08/22
BSP 2021-23A CLO A1 BSP 2021-23AAAA (sf)AAA30.95121.6132.11.09120224.21.8708/08/22
BSP 2021-23A CLO A2 BSP 2021-23AAAA (sf)AAA30.95121.6132.11.09120224.21.8708/08/22