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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 2019-18A CLO BR BSP 2019-18AAAA (sf)N/A21.68121.6131.81.08120156.21.309/12/24
BSP 2019-18A CLO CR BSP 2019-18AA+ (sf)N/A15.5114122.21.07115143.31.2509/12/24
BSP 2019-18A CLO DR BSP 2019-18ABB+ (sf)N/A9.31107.6113.81.06110130.91.1909/12/24
BSP 2019-18A CLO ER BSP 2019-18ABB- (sf)N/A5.29103.81091.05   09/12/24
BSP 2019-19A CLO AR BSP 2019-19AAAA (sf)N/A34.03121.6131.71.08120164.41.3709/12/24
BSP 2019-19A CLO BR BSP 2019-19AAAA (sf)N/A21.66121.6131.71.08120164.41.3709/12/24
BSP 2019-19A CLO CR BSP 2019-19AAA (sf)N/A15.471141221.07115150.91.3109/12/24
BSP 2019-19A CLO DR BSP 2019-19ABBB- (sf)N/A9.29106.6113.71.07110138.11.2609/12/24
BSP 2019-19A CLO ER BSP 2019-19ABB (sf)N/A5.17103.7108.81.05   09/12/24
BSP 2020-20A CLO AL BSP 2020-20AAAA (sf)N/A36.35121.6132.31.091201601.3309/12/24
BSP 2020-20A CLO AR BSP 2020-20AAAA (sf)N/A36.35121.6132.31.091201601.3309/12/24
BSP 2020-20A CLO BR BSP 2020-20AAAA (sf)N/A21.98121.6132.31.091201601.3309/12/24
BSP 2020-20A CLO CR BSP 2020-20AAA- (sf)N/A15.82114122.61.08115147.11.2809/12/24
BSP 2020-20A CLO DR BSP 2020-20ABB+ (sf)N/A9.66107.6114.21.06110134.61.2209/12/24
BSP 2020-20A CLO ER BSP 2020-20ABB (sf)N/A6.06104.3109.91.05   09/12/24
BSP 2020-21A CLO A1R BSP 2020-21AAAA (sf)N/A36.44121.6132.61.09120152.21.2709/12/24
BSP 2020-21A CLO A2R BSP 2020-21AAAA (sf)N/A34.39121.6132.61.09120152.21.2709/12/24
BSP 2020-21A CLO BR BSP 2020-21AAAA (sf)N/A22.09121.6132.61.09120152.21.2709/12/24
BSP 2020-21A CLO CR BSP 2020-21AAA- (sf)N/A15.94114122.91.08115139.91.2209/12/24
BSP 2020-21A CLO DR BSP 2020-21ABBB- (sf)N/A9.79107.6114.61.07110127.81.1609/12/24
BSP 2020-21A CLO ER BSP 2020-21ABB (sf)N/A5.69103.7109.61.06   09/12/24
BSP 2020-22A CLO AR BSP 2020-22AAAA (sf)AAA34.74121.6132.51.09120160.51.3409/12/24
BSP 2020-22A CLO BR BSP 2020-22AAAA (sf)N/A22.51121.6132.51.09120160.51.3409/12/24
BSP 2020-22A CLO CR BSP 2020-22AA+ (sf)N/A16.39114122.81.08110147.51.3409/12/24
BSP 2020-22A CLO DR BSP 2020-22ABB+ (sf)N/A10.27107.6114.51.06105134.91.2809/12/24
BSP 2020-22A CLO ER BSP 2020-22ABB (sf)BB-6.19103.7109.51.06   09/12/24
BSP 2021-23A CLO A1 BSP 2021-23AAAA (sf)AAA34.35121.6131.91.08120179.21.4909/12/24
BSP 2021-23A CLO A2 BSP 2021-23AAAA (sf)AAA34.35121.6131.91.08120179.21.4909/12/24
BSP 2021-23A CLO B1 BSP 2021-23AAAA (sf)N/A22.04121.6131.91.08120179.21.4909/12/24
BSP 2021-23A CLO B2 BSP 2021-23AAA+ (sf)N/A22.04121.6131.91.08120179.21.4909/12/24
BSP 2021-23A CLO C BSP 2021-23AAA+ (sf)N/A15.89114122.31.07115162.41.4109/12/24
BSP 2021-23A CLO D BSP 2021-23ABBB+ (sf)N/A9.73107.6113.91.06110146.21.3309/12/24
BSP 2021-23A CLO E BSP 2021-23ABB (sf)N/A6.14104.3109.61.05   09/12/24
BSP 2021-24A CLO AN BSP 2021-24AAAA (sf)AAA36.79121.6132.51.09120160.81.3409/12/24
BSP 2021-24A CLO AL BSP 2021-24AAAA (sf)N/A36.79121.6132.51.09120160.81.3409/12/24
BSP 2021-24A CLO B BSP 2021-24AAAA (sf)AA22.52121.6132.51.09120160.81.3409/12/24
BSP 2021-24A CLO C BSP 2021-24AAA- (sf)A16.4114122.81.08110147.81.3409/12/24
BSP 2021-24A CLO D BSP 2021-24ABBB- (sf)BBB-10.29107.1114.41.071051351.2909/12/24
BSP 2021-24A CLO E BSP 2021-24ABB (sf)BB-6.21103.7109.51.06   09/12/24
BSP 2021-25A CLO A1 BSP 2021-25AAAA (sf)AAA37.61121.6132.61.09120151.21.2609/12/24
BSP 2021-25A CLO A2 BSP 2021-25AAAA (sf)AAA33.52121.6132.61.09120151.21.2609/12/24
BSP 2021-25A CLO B BSP 2021-25AAAA (sf)AA22.27121.6132.61.09120151.21.2609/12/24
BSP 2021-25A CLO C BSP 2021-25AAA+ (sf)A16.65114.7123.61.08115139.71.2109/12/24
BSP 2021-25A CLO D BSP 2021-25ABBB+ (sf)BBB-10.41108.21151.06110127.31.1609/12/24
BSP 2021-25A CLO E BSP 2021-25ABB (sf)BB-5.91103.2109.51.06   09/12/24
BSP 2022-26A CLO XR BSP 2022-26AAAA (sf)N/A       09/12/24
BSP 2022-26A CLO AR BSP 2022-26AAAA (sf)N/A35.32      09/12/24
BSP 2022-26A CLO BR BSP 2022-26AAAA (sf)N/A23.19      09/12/24
BSP 2022-26A CLO CR BSP 2022-26AA+ (sf)N/A17.12      09/12/24
BSP 2022-26A CLO D1R BSP 2022-26ABB+ (sf)N/A11.06      09/12/24