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-IIIA CLO DR BSP 2013-IIIANRN/A       03/11/24
BSP 2023-31A CLO A1 BSP 2023-31AAAA (sf)AAA39.02121.6131.31.08120156.21.303/11/24
BSP 2023-31A CLO A2 BSP 2023-31AAAA (sf)N/A35.97121.6131.31.08120156.21.303/11/24
BSP 2023-31A CLO B1 BSP 2023-31AAAA (sf)N/A22.76121.6131.31.08120156.21.303/11/24
BSP 2023-31A CLO B2 BSP 2023-31AAA+ (sf)N/A22.76121.6131.31.08120156.21.303/11/24
BSP 2023-31A CLO C BSP 2023-31AAA- (sf)N/A16.66114121.71.07110143.11.303/11/24
BSP 2023-31A CLO D BSP 2023-31ABBB- (sf)N/A11.07108.31141.05105130.61.2403/11/24
BSP 2023-31A CLO E BSP 2023-31ABB (sf)N/A7.52104.9109.61.04   03/11/24
BSP 2014-IVA CLO A1RRR BSP 2014-IVAAAA (sf)N/A36114120.61.06110155.61.4103/11/24
BSP 2014-IVA CLO A2ARRR BSP 2014-IVAAAA (sf)N/A21.55114120.61.06110155.61.4103/11/24
BSP 2014-IVA CLO A2BRRR BSP 2014-IVAAA+ (sf)N/A21.55114120.61.06110155.61.4103/11/24
BSP 2014-IVA CLO BRRR BSP 2014-IVAA+ (sf)N/A15.36114120.61.06110155.61.4103/11/24
BSP 2014-IVA CLO CRRR BSP 2014-IVABB+ (sf)N/A9.16107.6112.41.04105141.61.3503/11/24
BSP 2014-IVA CLO DRR BSP 2014-IVABB- (sf)N/A5.55104.3108.11.04   03/11/24
BSP 2018-5BA CLO A1A BSP 2018-5BAAAA (sf)AAA37.7114120.81.061101531.3903/11/24
BSP 2018-5BA CLO A1B BSP 2018-5BAAAA (sf)AAA35.48114120.81.061101531.3903/11/24
BSP 2018-5BA CLO A2 BSP 2018-5BAAAA (sf)N/A24.39114120.81.061101531.3903/11/24
BSP 2018-5BA CLO B BSP 2018-5BAAAA (sf)N/A15.52114120.81.061101531.3903/11/24
BSP 2018-5BA CLO C BSP 2018-5BABB+ (sf)N/A8.86107.4111.91.04105139.41.3303/11/24
BSP 2018-5BA CLO D BSP 2018-5BABB- (sf)N/A4.98104.3107.41.03   03/11/24
BSP 2015-VIA CLO A BSP 2015-VIAAAA (sf)N/A35.89121.7130.41.071201671.3903/11/24
BSP 2015-VIA CLO B BSP 2015-VIAAAA (sf)N/A21.86121.7130.41.071201671.3903/11/24
BSP 2015-VIA CLO C1 BSP 2015-VIAA+ (sf)N/A15.82114.2121.11.061151541.3403/11/24
BSP 2015-VIA CLO C2 BSP 2015-VIABBB+ (sf)N/A15.82114.2121.11.061151541.3403/11/24
BSP 2015-VIA CLO D BSP 2015-VIABB+ (sf)N/A9.46107.6112.51.05110139.61.2703/11/24
BSP 2015-VIA CLO E BSP 2015-VIABB- (sf)N/A5.87104.3108.31.04   03/11/24
BATLN 2020-15A CLO A1 BATLN 2020-15ANRN/A       03/11/24
BSP 2015-8A CLO A1AR BSP 2015-8AAAA (sf)AAA39.7114.5119.91.05115150.11.3103/11/24
BSP 2015-8A CLO A1BR BSP 2015-8AAAA (sf)AAA33.64114.5119.91.05115150.11.3103/11/24
BSP 2015-8A CLO A2R BSP 2015-8AAAA (sf)N/A24.27114.5119.91.05115150.11.3103/11/24
BSP 2015-8A CLO BR BSP 2015-8AAAA (sf)N/A14.96114.5119.91.05115150.11.3103/11/24
BSP 2015-8A CLO CR BSP 2015-8ABB+ (sf)N/A7.55107.7110.31.02110135.71.2303/11/24
BSP 2015-8A CLO DR BSP 2015-8AB+ (sf)N/A2.49104.2104.51105124.71.1903/11/24
BSP 2016-9A CLO AR BSP 2016-9AAAA (sf)AAA38.36120.3127.71.06120159.61.3303/11/24
BSP 2016-9A CLO BR BSP 2016-9AAAA (sf)N/A20.25120.3127.71.06120159.61.3303/11/24
BSP 2016-9A CLO CR BSP 2016-9AAA- (sf)N/A13.91113.9118.31.04110146.71.3303/11/24
BSP 2016-9A CLO DR BSP 2016-9ABB+ (sf)N/A7.57107.7110.21.02105134.41.2803/11/24
BSP 2016-9A CLO ER BSP 2016-9ABB- (sf)N/A3.45104.2105.51.01   03/11/24
BETHP 2021-1A CLO A BETHP 2021-1AAAA (sf)AAA33.43123131.11.07120171.71.4303/11/24
BETHP 2021-1A CLO B BETHP 2021-1AAAA (sf)N/A21.78123131.11.07120171.71.4303/11/24
BETHP 2021-1A CLO C BETHP 2021-1AA+ (sf)N/A14.71114120.31.061101561.4203/11/24
BETHP 2021-1A CLO D BETHP 2021-1ABB+ (sf)N/A8.47107.6112.11.04105142.91.3603/11/24
BETHP 2021-1A CLO E BETHP 2021-1ABB- (sf)BB-4.31103.2107.21.04   03/11/24
BTNY2 2018-1A CLO A1 BTNY2 2018-1AAAA (sf)AAA34.35116.51221.05115161.31.403/11/24
BTNY2 2018-1A CLO A2 BTNY2 2018-1AAAA (sf)AA+21.42116.51221.05115161.31.403/11/24
BTNY2 2018-1A CLO B BTNY2 2018-1AAAA (sf)A+15.55116.51221.05115161.31.403/11/24
BTNY2 2018-1A CLO C BTNY2 2018-1ABBB+ (sf)BBB8.5108.9112.51.031101461.3303/11/24
BTNY2 2018-1A CLO D BTNY2 2018-1ABB (sf)BB-2.62104.7105.81.01   03/11/24
BGCLO 19A AR BGCLO 19AAAA (sf)AAA38.88122.51371.12120187.71.5603/11/24
BGCLO 19A BR BGCLO 19AAAA (sf)AA25.64122.51371.12120187.71.5603/11/24