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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 2020-21A 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
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA35.52121.6131.71.08120163.41.3610/17/24
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA33.47121.6131.71.08120163.41.3610/17/24
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA33.47121.6131.71.08120163.41.3610/17/24
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A22.21121.6131.71.08120163.41.3610/17/24
ABBSL 2020-1A CLO CR ABBSL 2020-1AAA- (sf)N/A16.071141221.07110149.71.3610/17/24
ABBSL 2020-1A CLO DR ABBSL 2020-1ABB+ (sf)N/A9.93107.1113.71.06105136.81.310/17/24
ABBSL 2020-1A CLO ER ABBSL 2020-1ABB- (sf)N/A5.84103.2108.81.05   10/17/24
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AAA34.8123.3159.51.29120200.61.6710/17/24
AGL 2019-2A CLO BR AGL 2019-2AAAA (sf)AA23.52125.3134.21.07   10/17/24
AGL 2020-4A CLO BRR AGL 2020-4AAAA (sf)AA22.39137.4146.41.07120190.31.5910/17/24
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA21.18123.3130.51.06115157.11.3710/17/24
AGL 2021-15A CLO B AGL 2021-15AAAA (sf)AA26.27132140.11.06120172.91.4410/17/24
AGL 2021-13A CLO B AGL 2021-13AAAA (sf)N/A21.57121.6131.61.08120165.41.3810/17/24
AGL 2022-19A CLO B1 AGL 2022-19AAAA (sf)AA22.121221321.08120160.41.3410/17/24
AGL 2022-19A CLO B2 AGL 2022-19AAA+ (sf)AA22.121221321.08120160.41.3410/17/24
AGL 2021-12A CLO B AGL 2021-12AAAA (sf)AA22.15122.5132.61.08120164.91.3710/17/24
AGL 2020-3A CLO B1 AGL 2020-3AAAA (sf)N/A21.6122.51321.08120165.11.3810/17/24
AGL 2020-3A CLO B2 AGL 2020-3AAA+ (sf)N/A21.6122.51321.08120165.11.3810/17/24