By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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/A2.47103.51061.02105138.71.3206/17/22
BSP 2020-20A CLO AL BSP 2020-20AAAA (sf)N/A36.59121.6131.81.08120215.31.7906/17/22
BSP 2020-20A CLO AR BSP 2020-20AAAA (sf)N/A36.59121.6131.81.08120215.31.7906/17/22
BSP 2020-20A CLO BR BSP 2020-20AAAA (sf)N/A22.27121.6131.81.08120215.31.7906/17/22
BSP 2020-20A CLO CR BSP 2020-20AA+ (sf)N/A16.14114122.21.07115194.71.6906/17/22
BSP 2020-20A CLO DR BSP 2020-20ABB+ (sf)N/A10107.6113.81.06110172.11.5606/17/22
BSP 2020-20A CLO ER BSP 2020-20ABB (sf)N/A6.42104.3109.51.05   06/17/22
BSP 2020-21A CLO A1R BSP 2020-21AAAA (sf)N/A36.7121.6131.91.08120213.71.7806/17/22
BSP 2020-21A CLO A2R BSP 2020-21AAAA (sf)N/A34.66121.6131.91.08120213.71.7806/17/22
BSP 2020-21A CLO BR BSP 2020-21AAAA (sf)N/A22.41121.6131.91.08120213.71.7806/17/22
BSP 2020-21A CLO CR BSP 2020-21AA+ (sf)N/A16.28114122.21.07115193.11.6806/17/22
BSP 2020-21A CLO DR BSP 2020-21ABBB- (sf)N/A10.15107.6113.91.06110169.91.5406/17/22
BSP 2020-21A CLO ER BSP 2020-21ABB (sf)N/A6.07103.71091.05   06/17/22
BSP 2020-22A CLO AR BSP 2020-22AAAA (sf)AAA33.76121.6131.91.08120317.72.6506/17/22
BSP 2020-22A CLO BR BSP 2020-22AAAA (sf)N/A21.34121.6131.91.08120317.72.6506/17/22
BSP 2020-22A CLO CR BSP 2020-22AA+ (sf)N/A15.13114122.21.07110284.82.5906/17/22
BSP 2020-22A CLO DR BSP 2020-22ABB+ (sf)N/A8.92107.6113.91.06105248.12.3606/17/22
BSP 2020-22A CLO ER BSP 2020-22ABB (sf)BB-4.78103.7108.91.05   06/17/22
BSP 2021-23A CLO A1 BSP 2021-23AAAA (sf)AAA33.68121.6131.51.08120195.21.6306/17/22
BSP 2021-23A CLO A2 BSP 2021-23AAAA (sf)AAA33.68121.6131.51.08120195.21.6306/17/22
BSP 2021-23A CLO B1 BSP 2021-23AAAA (sf)N/A21.25121.6131.51.08120195.21.6306/17/22
BSP 2021-23A CLO B2 BSP 2021-23AAAA (sf)N/A21.25121.6131.51.08120195.21.6306/17/22
BSP 2021-23A CLO C BSP 2021-23AAA+ (sf)N/A15.03114121.91.07115175.51.5306/17/22
BSP 2021-23A CLO D BSP 2021-23ABBB+ (sf)N/A8.81107.6113.61.06110153.31.3906/17/22
BSP 2021-23A CLO E BSP 2021-23ABB+ (sf)N/A5.19104.3109.21.05   06/17/22
BSP 2021-24A CLO AN BSP 2021-24AAAA (sf)AAA36.11121.6131.91.08120208.31.7406/17/22
BSP 2021-24A CLO AL BSP 2021-24AAAA (sf)N/A36.11121.6131.91.08120208.31.7406/17/22
BSP 2021-24A CLO B BSP 2021-24AAAA (sf)AA21.69121.6131.91.08120208.31.7406/17/22
BSP 2021-24A CLO C BSP 2021-24AA+ (sf)A15.5114122.31.07110188.51.7106/17/22
BSP 2021-24A CLO D BSP 2021-24ABB+ (sf)BBB-9.32107.1113.91.061051661.5806/17/22
BSP 2021-24A CLO E BSP 2021-24ABB (sf)BB-5.2103.71091.05   06/17/22
BSP 2021-25A CLO A1 BSP 2021-25AAAA (sf)AAA37.88121.6131.91.08120209.21.7406/17/22
BSP 2021-25A CLO A2 BSP 2021-25AAAA (sf)AAA33.8121.6131.91.08120209.21.7406/17/22
BSP 2021-25A CLO B BSP 2021-25AAAA (sf)AA22.6121.6131.91.08120209.21.7406/17/22
BSP 2021-25A CLO C BSP 2021-25AA+ (sf)A17114.71231.071151901.6506/17/22
BSP 2021-25A CLO D BSP 2021-25ABB+ (sf)BBB-10.79108.2114.51.06110166.41.5106/17/22
BSP 2021-25A CLO E BSP 2021-25ABB (sf)BB-6.31103.21091.06   06/17/22
BSP 2013-IIIA CLO A1R2 BSP 2013-IIIAAAA (sf)N/A42.74113.8123.21.08115179.41.5606/17/22
BSP 2013-IIIA CLO A2R2 BSP 2013-IIIAAAA (sf)N/A24.46113.8123.21.08115179.41.5606/17/22
BSP 2013-IIIA CLO BR2 BSP 2013-IIIAAAA (sf)N/A15.25113.8123.21.08115179.41.5606/17/22
BSP 2013-IIIA CLO CR BSP 2013-IIIAA- (sf)N/A7.68107.8113.11.051101511.3706/17/22
BSP 2013-IIIA CLO DR BSP 2013-IIIABB- (sf)N/A1.67103.5106.21.03105126.51.206/17/22
BSP 2018-5BA CLO A1A BSP 2018-5BAAAA (sf)AAA35.09114121.41.06110199.31.8106/17/22
BSP 2018-5BA CLO A1B BSP 2018-5BAAAA (sf)AAA32.99114121.41.06110199.31.8106/17/22
BSP 2018-5BA CLO A2 BSP 2018-5BAAAA (sf)N/A22.52114121.41.06110199.31.8106/17/22
BSP 2018-5BA CLO B BSP 2018-5BAAA+ (sf)N/A14.15114121.41.06110199.31.8106/17/22
BSP 2018-5BA CLO C BSP 2018-5BABB+ (sf)N/A7.87107.4113.11.05105177.11.6906/17/22
BSP 2018-5BA CLO D BSP 2018-5BABB (sf)N/A4.2104.3108.81.04   06/17/22
BSP 2015-VIA CLO X BSP 2015-VIAAAA (sf)N/A 121.7131.31.08120167.41.406/17/22
BSP 2015-VIA CLO A BSP 2015-VIAAAA (sf)N/A34.83121.7131.31.08120167.41.406/17/22