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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 2020-22A CLO ER BSP 2020-22ABB (sf)BB-5.8103.7109.51.06   10/16/23
BSP 2021-23A CLO A1 BSP 2021-23AAAA (sf)AAA34.18121.6131.91.08120180.61.510/16/23
BSP 2021-23A CLO A2 BSP 2021-23AAAA (sf)AAA34.18121.6131.91.08120180.61.510/16/23
BSP 2021-23A CLO B1 BSP 2021-23AAAA (sf)N/A21.84121.6131.91.08120180.61.510/16/23
BSP 2021-23A CLO B2 BSP 2021-23AAAA (sf)N/A21.84121.6131.91.08120180.61.510/16/23
BSP 2021-23A CLO C BSP 2021-23AAAA (sf)N/A15.67114122.31.07115163.71.4210/16/23
BSP 2021-23A CLO D BSP 2021-23ABBB+ (sf)N/A9.49107.6113.91.06110147.41.3410/16/23
BSP 2021-23A CLO E BSP 2021-23ABB+ (sf)N/A5.9104.3109.61.05   10/16/23
BSP 2021-24A CLO AN BSP 2021-24AAAA (sf)AAA36.85121.6132.71.09120157.91.3210/16/23
BSP 2021-24A CLO AL BSP 2021-24AAAA (sf)N/A36.85121.6132.71.09120157.91.3210/16/23
BSP 2021-24A CLO B BSP 2021-24AAAA (sf)AA22.59121.6132.71.09120157.91.3210/16/23
BSP 2021-24A CLO C BSP 2021-24AAA (sf)A16.481141231.08110145.21.3210/16/23
BSP 2021-24A CLO D BSP 2021-24ABBB+ (sf)BBB-10.37107.1114.61.07105132.61.2610/16/23
BSP 2021-24A CLO E BSP 2021-24ABB (sf)BB-6.3103.7109.61.06   10/16/23
BSP 2021-25A CLO A1 BSP 2021-25AAAA (sf)AAA37.7121.6132.71.09120159.71.3310/16/23
BSP 2021-25A CLO A2 BSP 2021-25AAAA (sf)AAA33.61121.6132.71.09120159.71.3310/16/23
BSP 2021-25A CLO B BSP 2021-25AAAA (sf)AA22.38121.6132.71.09120159.71.3310/16/23
BSP 2021-25A CLO C BSP 2021-25AAA+ (sf)A16.76114.7123.71.08115147.61.2810/16/23
BSP 2021-25A CLO D BSP 2021-25ABBB+ (sf)BBB-10.53108.2115.11.06110134.41.2210/16/23
BSP 2021-25A CLO E BSP 2021-25ABB (sf)BB-6.03103.2109.61.06   10/16/23
BSP 2022-26A CLO A BSP 2022-26AAAA (sf)N/A37.21121.6133.21.1120157.51.3110/16/23
BSP 2022-26A CLO B BSP 2022-26AAAA (sf)N/A23.03121.6133.21.1120157.51.3110/16/23
BSP 2022-26A CLO C BSP 2022-26AAA+ (sf)N/A16.95114123.51.08115144.61.2610/16/23
BSP 2022-26A CLO D BSP 2022-26ABBB+ (sf)N/A10.88107.61151.07110132.11.210/16/23
BSP 2022-26A CLO E BSP 2022-26ABB+ (sf)N/A7.48104.5110.81.06   10/16/23
BSP 2022-27A CLO A1 BSP 2022-27AAAA (sf)AAA35.74123.8134.31.08120155.41.310/16/23
BSP 2022-27A CLO A2 BSP 2022-27AAAA (sf)AAA33.7123.8134.31.08120155.41.310/16/23
BSP 2022-27A CLO B1 BSP 2022-27AAAA (sf)AA23.75123.8134.31.08120155.41.310/16/23
BSP 2022-27A CLO B2 BSP 2022-27AAAA (sf)AA23.75123.8134.31.08120155.41.310/16/23
BSP 2022-27A CLO C BSP 2022-27AAA+ (sf)A17.12115.1123.61.07110140.21.2710/16/23
BSP 2022-27A CLO D1 BSP 2022-27ABBB+ (sf)BBB11.77105.4110.81.05   10/16/23
BSP 2022-27A CLO D2 BSP 2022-27ABB+ (sf)BBB-10.49105.4110.81.05   10/16/23
BSP 2022-27A CLO E BSP 2022-27ABB (sf)BB-7.59105.4110.81.05   10/16/23
BSP 2022-27A CLO F BSP 2022-27ABB- (sf)B-7.46      10/16/23
BSP 2022-28A CLO A BSP 2022-28AAAA (sf)AAA34.94122.51331.09120153.31.2810/16/23
BSP 2022-28A CLO B1 BSP 2022-28AAAA (sf)N/A23.25122.51331.09120153.31.2810/16/23
BSP 2022-28A CLO B2 BSP 2022-28AAAA (sf)N/A23.25122.51331.09120153.31.2810/16/23
BSP 2022-28A CLO C BSP 2022-28AAA+ (sf)N/A16.89114.3122.81.07110138.71.2610/16/23
BSP 2022-28A CLO D1 BSP 2022-28ABBB+ (sf)N/A12.32105.51111.05   10/16/23
BSP 2022-28A CLO D2 BSP 2022-28ABB+ (sf)N/A11.15105.51111.05   10/16/23
BSP 2022-28A CLO E BSP 2022-28ABB (sf)N/A8105.51111.05   10/16/23
BSP 2022-29A CLO A BSP 2022-29AAAA (sf)AAA38.54122132.21.08120146.21.2210/16/23
BSP 2022-29A CLO B1 BSP 2022-29AAAA (sf)N/A22.4122132.21.08120146.21.2210/16/23
BSP 2022-29A CLO B2 BSP 2022-29AAAA (sf)N/A22.4122132.21.08120146.21.2210/16/23
BSP 2022-29A CLO C BSP 2022-29AA+ (sf)N/A17.02115.5123.61.07110134.81.2310/16/23
BSP 2022-29A CLO D BSP 2022-29ABB+ (sf)N/A11.23109.4115.61.06105122.61.1710/16/23
BSP 2022-29A CLO E BSP 2022-29ABB- (sf)N/A7.7106111.11.05   10/16/23
BSP 2013-IIIA CLO A1R2 BSP 2013-IIIAAAA (sf)N/A70.7113.8136.81.2115155.71.3510/16/23
BSP 2013-IIIA CLO A2R2 BSP 2013-IIIAAAA (sf)N/A40.46113.8136.81.2115155.71.3510/16/23
BSP 2013-IIIA CLO BR2 BSP 2013-IIIAAAA (sf)N/A25.2113.8136.81.2115155.71.3510/16/23