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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 2022-26A CLO D2R BSP 2022-26ABB (sf)N/A10.05      09/12/24
BSP 2022-26A CLO ER BSP 2022-26ABB (sf)N/A7.02      09/12/24
BSP 2022-27A CLO A1 BSP 2022-27AAAA (sf)AAA35.75123.8134.41.09120151.71.2609/12/24
BSP 2022-27A CLO A2 BSP 2022-27AAAA (sf)AAA33.71123.8134.41.09120151.71.2609/12/24
BSP 2022-27A CLO B1 BSP 2022-27AAAA (sf)AA23.76123.8134.41.09120151.71.2609/12/24
BSP 2022-27A CLO B2 BSP 2022-27AAA (sf)AA23.76123.8134.41.09120151.71.2609/12/24
BSP 2022-27A CLO C BSP 2022-27AA+ (sf)A17.13115.1123.71.07110136.81.2409/12/24
BSP 2022-27A CLO D1 BSP 2022-27ABB+ (sf)BBB11.78105.4110.91.05   09/12/24
BSP 2022-27A CLO D2 BSP 2022-27ABB (sf)BBB-10.5105.4110.91.05   09/12/24
BSP 2022-27A CLO E BSP 2022-27ABB- (sf)BB-7.6105.4110.91.05   09/12/24
BSP 2022-27A CLO F BSP 2022-27AB+ (sf)B-7.47      09/12/24
BSP 2022-28A CLO A BSP 2022-28AAAA (sf)AAA35.01122.5133.31.09120147.41.2309/12/24
BSP 2022-28A CLO B1 BSP 2022-28AAAA (sf)N/A23.33122.5133.31.09120147.41.2309/12/24
BSP 2022-28A CLO B2 BSP 2022-28AAA+ (sf)N/A23.33122.5133.31.09120147.41.2309/12/24
BSP 2022-28A CLO C BSP 2022-28AAA- (sf)N/A16.98114.3123.11.08110133.31.2109/12/24
BSP 2022-28A CLO D1 BSP 2022-28ABBB (sf)N/A12.41105.5111.21.05   09/12/24
BSP 2022-28A CLO D2 BSP 2022-28ABB- (sf)N/A11.24105.5111.21.05   09/12/24
BSP 2022-28A CLO E BSP 2022-28ABB- (sf)N/A8.09105.5111.21.05   09/12/24
BSP 2022-29A CLO A BSP 2022-29AAAA (sf)AAA38.88122132.21.08120149.31.2409/12/24
BSP 2022-29A CLO B1 BSP 2022-29AAAA (sf)N/A22.83122132.21.08120149.31.2409/12/24
BSP 2022-29A CLO B2 BSP 2022-29AAA- (sf)N/A22.83122132.21.08120149.31.2409/12/24
BSP 2022-29A CLO C BSP 2022-29AA+ (sf)N/A17.48115.5123.61.07110137.71.2509/12/24
BSP 2022-29A CLO D BSP 2022-29ABB+ (sf)N/A11.73109.4115.61.06105125.21.1909/12/24
BSP 2022-29A CLO E BSP 2022-29ABB- (sf)N/A8.21106111.11.05   09/12/24
BSP 2023-30A CLO A BSP 2023-30AAAA (sf)N/A36.93121.6131.91.08120153.71.2809/12/24
BSP 2023-30A CLO B1 BSP 2023-30AAAA (sf)N/A22.69121.6131.91.08120153.71.2809/12/24
BSP 2023-30A CLO B2 BSP 2023-30AAA- (sf)N/A22.69121.6131.91.08120153.71.2809/12/24
BSP 2023-30A CLO C BSP 2023-30AA+ (sf)N/A17.1114.71231.07110141.41.2909/12/24
BSP 2023-30A CLO D BSP 2023-30ABB+ (sf)N/A11.5108.9115.21.06105128.81.2309/12/24
BSP 2023-30A CLO E BSP 2023-30ABB- (sf)N/A8.2105.8111.11.05   09/12/24
BSP 2023-31A CLO A1 BSP 2023-31AAAA (sf)AAA39.05121.6131.81.08120160.21.3309/12/24
BSP 2023-31A CLO A2 BSP 2023-31AAAA (sf)N/A36121.6131.81.08120160.21.3309/12/24
BSP 2023-31A CLO B1 BSP 2023-31AAAA (sf)N/A22.8121.6131.81.08120160.21.3309/12/24
BSP 2023-31A CLO B2 BSP 2023-31AAA+ (sf)N/A22.8121.6131.81.08120160.21.3309/12/24
BSP 2023-31A CLO C BSP 2023-31AA+ (sf)N/A16.7114122.21.07110146.71.3309/12/24
BSP 2023-31A CLO D BSP 2023-31ABB+ (sf)N/A11.12108.3114.51.06105133.91.2809/12/24
BSP 2023-31A CLO E BSP 2023-31ABB- (sf)N/A7.56104.9110.11.05   09/12/24
BSP 2014-IVA CLO XR4 BSP 2014-IVAAAA (sf)N/A 121.61321.09120161.41.3409/12/24
BSP 2014-IVA CLO AR4 BSP 2014-IVAAAA (sf)N/A33.87121.61321.09120161.41.3409/12/24
BSP 2014-IVA CLO BR4 BSP 2014-IVAAAA (sf)N/A21.47121.61321.09120161.41.3409/12/24
BSP 2014-IVA CLO CR4 BSP 2014-IVAA+ (sf)N/A15.27114122.31.07110148.11.3509/12/24
BSP 2014-IVA CLO D1AR4 BSP 2014-IVABB+ (sf)N/A9.58106.4112.71.06105133.31.2709/12/24
BSP 2014-IVA CLO D1BR4 BSP 2014-IVABB (sf)N/A9.58106.4112.71.06105133.31.2709/12/24
BSP 2014-IVA CLO D2R4 BSP 2014-IVABB (sf)N/A8.03106.4112.71.06105133.31.2709/12/24
BSP 2014-IVA CLO ER4 BSP 2014-IVAB+ (sf)N/A4.42103.6108.41.05   09/12/24
BSP 2018-5BA CLO X BSP 2018-5BAAAA (sf)AAA 114122.51.07115141.81.2309/12/24
BSP 2018-5BA CLO A1R BSP 2018-5BAAAA (sf)AAA35.85114122.51.07115141.81.2309/12/24
BSP 2018-5BA CLO A2R BSP 2018-5BAAAA (sf)AAA32.79114122.51.07115141.81.2309/12/24
BSP 2018-5BA CLO BR BSP 2018-5BAAAA (sf)AA+22.61114122.51.07115141.81.2309/12/24
BSP 2018-5BA CLO CR BSP 2018-5BAAA- (sf)A+16.5106.4112.91.06110128.41.1709/12/24