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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 2020-20A CLO AR BSP 2020-20AAAA (sf)N/A36.88121.6132.21.09120163.41.3611/11/24
BSP 2020-20A CLO BR BSP 2020-20AAAA (sf)N/A22.62121.6132.21.09120163.41.3611/11/24
BSP 2020-20A CLO CR BSP 2020-20AA+ (sf)N/A16.52114122.51.07115150.21.3111/11/24
BSP 2020-20A CLO DR BSP 2020-20ABB+ (sf)N/A10.41107.6114.11.06110137.41.2511/11/24
BSP 2020-20A CLO ER BSP 2020-20ABB- (sf)N/A6.84104.3109.81.05   11/11/24
BSP 2020-21A CLO A1R BSP 2020-21AAAA (sf)N/A37.03121.6132.21.09120163.61.3611/11/24
BSP 2020-21A CLO A2R BSP 2020-21AAAA (sf)N/A34.99121.6132.21.09120163.61.3611/11/24
BSP 2020-21A CLO BR BSP 2020-21AAAA (sf)N/A22.81121.6132.21.09120163.61.3611/11/24
BSP 2020-21A CLO CR BSP 2020-21AA+ (sf)N/A16.71114122.51.07115150.31.3111/11/24
BSP 2020-21A CLO DR BSP 2020-21ABB+ (sf)N/A10.62107.6114.21.06110137.31.2511/11/24
BSP 2020-21A CLO ER BSP 2020-21ABB- (sf)N/A6.55103.7109.21.05   11/11/24
BSP 2020-22A CLO AR BSP 2020-22AAAA (sf)AAA35.11121.6132.21.09120167.31.3911/11/24
BSP 2020-22A CLO BR BSP 2020-22AAAA (sf)N/A22.94121.6132.21.09120167.31.3911/11/24
BSP 2020-22A CLO CR BSP 2020-22AA+ (sf)N/A16.85114122.51.07110153.71.411/11/24
BSP 2020-22A CLO DR BSP 2020-22ABB+ (sf)N/A10.77107.6114.21.06105140.61.3411/11/24
BSP 2020-22A CLO ER BSP 2020-22ABB (sf)BB-6.71103.7109.21.05   11/11/24
BSP 2021-23A CLO A1 BSP 2021-23AAAA (sf)AAA34.64121.6131.51.08120184.41.5411/11/24
BSP 2021-23A CLO A2 BSP 2021-23AAAA (sf)AAA34.64121.6131.51.08120184.41.5411/11/24
BSP 2021-23A CLO B1 BSP 2021-23AAAA (sf)N/A22.38121.6131.51.08120184.41.5411/11/24
BSP 2021-23A CLO B2 BSP 2021-23AAAA (sf)N/A22.38121.6131.51.08120184.41.5411/11/24
BSP 2021-23A CLO C BSP 2021-23AAA+ (sf)N/A16.25114121.81.07115167.11.4511/11/24
BSP 2021-23A CLO D BSP 2021-23ABBB+ (sf)N/A10.12107.6113.51.05110150.51.3711/11/24
BSP 2021-23A CLO E BSP 2021-23ABB (sf)N/A6.55104.3109.21.05   11/11/24
BSP 2021-24A CLO AN BSP 2021-24AAAA (sf)AAA37.05121.6132.41.09120165.91.3811/11/24
BSP 2021-24A CLO AL BSP 2021-24AAAA (sf)N/A37.05121.6132.41.09120165.91.3811/11/24
BSP 2021-24A CLO B BSP 2021-24AAAA (sf)AA22.84121.6132.41.09120165.91.3811/11/24
BSP 2021-24A CLO C BSP 2021-24AA+ (sf)A16.75114122.71.08110152.41.3911/11/24
BSP 2021-24A CLO D BSP 2021-24ABB+ (sf)BBB-10.66107.1114.31.07105139.21.3311/11/24
BSP 2021-24A CLO E BSP 2021-24ABB- (sf)BB-6.59103.7109.41.05   11/11/24
BSP 2021-25A CLO A1 BSP 2021-25AAAA (sf)AAA38.05121.6132.31.09120164.81.3711/11/24
BSP 2021-25A CLO A2 BSP 2021-25AAAA (sf)AAA33.99121.6132.31.09120164.81.3711/11/24
BSP 2021-25A CLO B BSP 2021-25AAAA (sf)AA22.82121.6132.31.09120164.81.3711/11/24
BSP 2021-25A CLO C BSP 2021-25AAA (sf)A17.24114.7123.31.07115152.31.3211/11/24
BSP 2021-25A CLO D BSP 2021-25ABBB (sf)BBB-11.04108.2114.71.06110138.71.2611/11/24
BSP 2021-25A CLO E BSP 2021-25ABB (sf)BB-6.57103.2109.31.06   11/11/24
BSP 2022-26A CLO XR BSP 2022-26AAAA (sf)N/A 121.61321.09120189.11.5811/11/24
BSP 2022-26A CLO AR BSP 2022-26AAAA (sf)N/A34.93121.61321.09120189.11.5811/11/24
BSP 2022-26A CLO BR BSP 2022-26AAAA (sf)N/A22.73121.61321.09120189.11.5811/11/24
BSP 2022-26A CLO CR BSP 2022-26AA+ (sf)N/A16.63114122.31.07110174.21.5811/11/24
BSP 2022-26A CLO D1R BSP 2022-26ABB+ (sf)N/A10.53106.4112.71.06105157.31.511/11/24
BSP 2022-26A CLO D2R BSP 2022-26ABB- (sf)N/A9.52106.4112.71.06105157.31.511/11/24
BSP 2022-26A CLO ER BSP 2022-26ABB- (sf)N/A6.47103.71091.05   11/11/24
BSP 2022-27A CLO AR BSP 2022-27AAAA (sf)N/A35.1121.6131.71.08120167.61.411/11/24
BSP 2022-27A CLO BR BSP 2022-27AAAA (sf)N/A22.93121.6131.71.08120167.61.411/11/24
BSP 2022-27A CLO CR BSP 2022-27AA+ (sf)N/A16.85114122.11.07110154.51.411/11/24
BSP 2022-27A CLO D1R BSP 2022-27ABB+ (sf)N/A10.76103.7108.81.05   11/11/24
BSP 2022-27A CLO D2R BSP 2022-27ABB (sf)N/A9.75103.7108.81.05   11/11/24
BSP 2022-27A CLO ER BSP 2022-27ABB- (sf)N/A6.7103.7108.81.05   11/11/24
BSP 2022-28A CLO A BSP 2022-28AAAA (sf)AAA35.27122.51331.09120158.41.3211/11/24
BSP 2022-28A CLO B1 BSP 2022-28AAAA (sf)N/A23.64122.51331.09120158.41.3211/11/24