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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 2019-19A CLO A BSP 2019-19AAAA (sf)AAA33.87121.61321.091201581.3212/12/23
BSP 2019-19A CLO B BSP 2019-19AAAA (sf)N/A21.47121.61321.091201581.3212/12/23
BSP 2019-19A CLO C BSP 2019-19AAA (sf)N/A15.27114122.41.07115144.71.2612/12/23
BSP 2019-19A CLO D BSP 2019-19ABBB- (sf)N/A9.08106.61141.071101321.212/12/23
BSP 2019-19A CLO E BSP 2019-19ABB- (sf)N/A4.94103.7109.11.05   12/12/23
BSP 2013-IIA CLO A1R2 BSP 2013-IIAAAA (sf)AAA85.12114.1145.81.28115176.41.5312/12/23
BSP 2013-IIA CLO A2R2 BSP 2013-IIAAAA (sf)N/A51.43114.1145.81.28115176.41.5312/12/23
BSP 2013-IIA CLO BR2 BSP 2013-IIAAAA (sf)N/A29.66114.1145.81.28115176.41.5312/12/23
BSP 2013-IIA CLO CR BSP 2013-IIAAAA (sf)N/A14.36108.3119.81.11110137.21.2512/12/23
BSP 2013-IIA CLO DR BSP 2013-IIABB+ (sf)N/A2.12103.5104.81.01105111.31.0612/12/23
BSP 2020-20A CLO AL BSP 2020-20AAAA (sf)N/A36.14121.6132.41.09120160.81.3412/12/23
BSP 2020-20A CLO AR BSP 2020-20AAAA (sf)N/A36.14121.6132.41.09120160.81.3412/12/23
BSP 2020-20A CLO BR BSP 2020-20AAAA (sf)N/A21.72121.6132.41.09120160.81.3412/12/23
BSP 2020-20A CLO CR BSP 2020-20AAA (sf)N/A15.54114122.71.08115147.81.2912/12/23
BSP 2020-20A CLO DR BSP 2020-20ABBB (sf)N/A9.36107.6114.31.06110135.21.2312/12/23
BSP 2020-20A CLO ER BSP 2020-20ABB (sf)N/A5.75104.31101.05   12/12/23
BSP 2020-21A CLO A1R BSP 2020-21AAAA (sf)N/A36.23121.6132.61.09120158.91.3212/12/23
BSP 2020-21A CLO A2R BSP 2020-21AAAA (sf)N/A34.17121.6132.61.09120158.91.3212/12/23
BSP 2020-21A CLO BR BSP 2020-21AAAA (sf)N/A21.83121.6132.61.09120158.91.3212/12/23
BSP 2020-21A CLO CR BSP 2020-21AAA+ (sf)N/A15.66114122.91.081151461.2712/12/23
BSP 2020-21A CLO DR BSP 2020-21ABBB+ (sf)N/A9.49107.6114.51.06110133.41.2112/12/23
BSP 2020-21A CLO ER BSP 2020-21ABB (sf)N/A5.37103.7109.51.06   12/12/23
BSP 2020-22A CLO AR BSP 2020-22AAAA (sf)AAA34.19121.6132.61.09120156.51.312/12/23
BSP 2020-22A CLO BR BSP 2020-22AAAA (sf)N/A21.85121.6132.61.09120156.51.312/12/23
BSP 2020-22A CLO CR BSP 2020-22AAA+ (sf)N/A15.68114122.91.08110143.81.3112/12/23
BSP 2020-22A CLO DR BSP 2020-22ABBB+ (sf)N/A9.51107.6114.51.06105131.61.2512/12/23
BSP 2020-22A CLO ER BSP 2020-22ABB (sf)BB-5.4103.7109.61.06   12/12/23
BSP 2021-23A CLO A1 BSP 2021-23AAAA (sf)AAA33.88121.6131.91.08120178.11.4812/12/23
BSP 2021-23A CLO A2 BSP 2021-23AAAA (sf)AAA33.88121.6131.91.08120178.11.4812/12/23
BSP 2021-23A CLO B1 BSP 2021-23AAAA (sf)N/A21.48121.6131.91.08120178.11.4812/12/23
BSP 2021-23A CLO B2 BSP 2021-23AAAA (sf)N/A21.48121.6131.91.08120178.11.4812/12/23
BSP 2021-23A CLO C BSP 2021-23AAAA (sf)N/A15.28114122.31.07115161.51.412/12/23
BSP 2021-23A CLO D BSP 2021-23ABBB+ (sf)N/A9.08107.6113.91.06110145.41.3212/12/23
BSP 2021-23A CLO E BSP 2021-23ABB+ (sf)N/A5.47104.3109.61.05   12/12/23
BSP 2021-24A CLO AN BSP 2021-24AAAA (sf)AAA36.58121.6132.81.091201541.2812/12/23
BSP 2021-24A CLO AL BSP 2021-24AAAA (sf)N/A36.58121.6132.81.091201541.2812/12/23
BSP 2021-24A CLO B BSP 2021-24AAAA (sf)AA22.26121.6132.81.091201541.2812/12/23
BSP 2021-24A CLO C BSP 2021-24AAA (sf)A16.121141231.08110141.51.2912/12/23
BSP 2021-24A CLO D BSP 2021-24ABBB+ (sf)BBB-9.98107.1114.71.07105129.31.2312/12/23
BSP 2021-24A CLO E BSP 2021-24ABB (sf)BB-5.89103.7109.71.06   12/12/23
BSP 2021-25A CLO A1 BSP 2021-25AAAA (sf)AAA37.45121.6132.81.09120153.71.2812/12/23
BSP 2021-25A CLO A2 BSP 2021-25AAAA (sf)AAA33.35121.6132.81.09120153.71.2812/12/23
BSP 2021-25A CLO B BSP 2021-25AAAA (sf)AA22.07121.6132.81.09120153.71.2812/12/23
BSP 2021-25A CLO C BSP 2021-25AAA+ (sf)A16.43114.7123.81.08115142.11.2412/12/23
BSP 2021-25A CLO D BSP 2021-25ABBB+ (sf)BBB-10.17108.2115.21.06110129.41.1812/12/23
BSP 2021-25A CLO E BSP 2021-25ABB (sf)BB-5.66103.2109.71.06   12/12/23
BSP 2022-26A CLO A BSP 2022-26AAAA (sf)N/A36.95121.6133.41.1120148.41.2412/12/23
BSP 2022-26A CLO B BSP 2022-26AAAA (sf)N/A22.71121.6133.41.1120148.41.2412/12/23
BSP 2022-26A CLO C BSP 2022-26AAA+ (sf)N/A16.61114123.71.09115136.31.1912/12/23
BSP 2022-26A CLO D BSP 2022-26ABBB+ (sf)N/A10.51107.6115.21.07110124.51.1312/12/23