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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 2021-23A CLO C BSP 2021-23AAA+ (sf)N/A16.25114121.81.07115167.11.4510/17/24
BSP 2021-23A CLO D BSP 2021-23ABBB+ (sf)N/A10.12107.6113.51.05110150.51.3710/17/24
BSP 2021-23A CLO E BSP 2021-23ABB (sf)N/A6.55104.3109.21.05   10/17/24
BSP 2021-24A CLO AN BSP 2021-24AAAA (sf)AAA36.99121.6132.31.09120165.41.3810/17/24
BSP 2021-24A CLO AL BSP 2021-24AAAA (sf)N/A36.99121.6132.31.09120165.41.3810/17/24
BSP 2021-24A CLO B BSP 2021-24AAAA (sf)AA22.76121.6132.31.09120165.41.3810/17/24
BSP 2021-24A CLO C BSP 2021-24AAA- (sf)A16.67114122.61.08110152.11.3810/17/24
BSP 2021-24A CLO D BSP 2021-24ABBB- (sf)BBB-10.57107.1114.31.07105138.91.3210/17/24
BSP 2021-24A CLO E BSP 2021-24ABB (sf)BB-6.5103.7109.31.05   10/17/24
BSP 2021-25A CLO A1 BSP 2021-25AAAA (sf)AAA38.04121.6132.21.09120159.81.3310/17/24
BSP 2021-25A CLO A2 BSP 2021-25AAAA (sf)AAA33.97121.6132.21.09120159.81.3310/17/24
BSP 2021-25A CLO B BSP 2021-25AAAA (sf)AA22.8121.6132.21.09120159.81.3310/17/24
BSP 2021-25A CLO C BSP 2021-25AAA+ (sf)A17.21114.7123.31.07115147.71.2810/17/24
BSP 2021-25A CLO D BSP 2021-25ABBB+ (sf)BBB-11.02108.2114.71.06110134.61.2210/17/24
BSP 2021-25A CLO E BSP 2021-25ABB (sf)BB-6.55103.2109.21.06   10/17/24
BATLN 2022-23A CLO AL BATLN 2022-23ANRN/A       10/17/24
BATLN 2022-23A CLO A BATLN 2022-23ANRN/A       10/17/24
BATLN 2022-23A CLO B1 BATLN 2022-23ANRN/A       10/17/24
BATLN 2022-23A CLO B2 BATLN 2022-23ANRN/A       10/17/24
BATLN 2022-23A CLO C BATLN 2022-23ANRN/A       10/17/24
BATLN 2022-23A CLO D BATLN 2022-23ANRN/A       10/17/24
BATLN 2022-23A CLO E BATLN 2022-23ANRN/A       10/17/24
BSP 2022-26A CLO XR BSP 2022-26AAAA (sf)N/A       10/17/24
BSP 2022-26A CLO AR BSP 2022-26AAAA (sf)N/A35.32      10/17/24
BSP 2022-26A CLO BR BSP 2022-26AAAA (sf)N/A23.19      10/17/24
BSP 2022-26A CLO CR BSP 2022-26AA+ (sf)N/A17.12      10/17/24
BSP 2022-26A CLO D1R BSP 2022-26ABB+ (sf)N/A11.06      10/17/24
BSP 2022-26A CLO D2R BSP 2022-26ABB (sf)N/A10.05      10/17/24
BSP 2022-26A CLO ER BSP 2022-26ABB (sf)N/A7.02      10/17/24
BSP 2022-28A CLO A BSP 2022-28AAAA (sf)AAA35.2122.5132.81.08120153.91.2810/17/24
BSP 2022-28A CLO B1 BSP 2022-28AAAA (sf)N/A23.55122.5132.81.08120153.91.2810/17/24
BSP 2022-28A CLO B2 BSP 2022-28AAA+ (sf)N/A23.55122.5132.81.08120153.91.2810/17/24
BSP 2022-28A CLO C BSP 2022-28AAA- (sf)N/A17.23114.3122.61.07110139.11.2610/17/24
BSP 2022-28A CLO D1 BSP 2022-28ABBB- (sf)N/A12.67105.5110.81.05   10/17/24
BSP 2022-28A CLO D2 BSP 2022-28ABB- (sf)N/A11.5105.5110.81.05   10/17/24
BSP 2022-28A CLO E BSP 2022-28ABB- (sf)N/A8.37105.5110.81.05   10/17/24
BSP 2022-29A CLO A BSP 2022-29AAAA (sf)AAA38.88122131.71.08120143.61.210/17/24
BSP 2022-29A CLO B1 BSP 2022-29AAAA (sf)N/A22.83122131.71.08120143.61.210/17/24
BSP 2022-29A CLO B2 BSP 2022-29AAA+ (sf)N/A22.83122131.71.08120143.61.210/17/24
BSP 2022-29A CLO C BSP 2022-29AA+ (sf)N/A17.49115.5123.21.07110132.41.210/17/24
BSP 2022-29A CLO D BSP 2022-29ABB+ (sf)N/A11.73109.4115.11.05105120.41.1510/17/24
BSP 2022-29A CLO E BSP 2022-29AB+ (sf)N/A8.22106110.71.04   10/17/24
BSP 2018-14A CLO A2 BSP 2018-14ANRN/A       10/17/24
BSP 2018-14A CLO A1 BSP 2018-14ANRN/A       10/17/24
BSP 2018-14A CLO D BSP 2018-14ANRN/A       10/17/24
BSP 2018-14A CLO C BSP 2018-14ANRN/A       10/17/24
BSP 2018-14A CLO E BSP 2018-14ANRN/A       10/17/24
BSP 2018-14A CLO B BSP 2018-14ANRN/A       10/17/24
BSP 2023-30A CLO A BSP 2023-30AAAA (sf)N/A36.92121.6131.71.081201521.2710/17/24
BSP 2023-30A CLO B1 BSP 2023-30AAAA (sf)N/A22.68121.6131.71.081201521.2710/17/24