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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
BATLN 2021-22A CLO AL BATLN 2021-22AAAA (sf)N/A33.53121.6131.61.08120401.43.3409/06/22
BATLN 2021-22A CLO B BATLN 2021-22AAAA (sf)N/A19.81121.6131.61.08120401.43.3409/06/22
BATLN 2021-22A CLO C BATLN 2021-22AA+ (sf)A13.481141221.07110327.42.9809/06/22
BATLN 2021-22A CLO D BATLN 2021-22ABBB (sf)BBB-7.15107.7113.71.06105266.62.5409/06/22
BATLN 2021-22A CLO E BATLN 2021-22ABB (sf)BB-2.93103.2108.71.05   09/06/22
BATLN 2021-22A CLO F BATLN 2021-22AB+ (sf)B0.94      09/06/22
BATLN 2015-9A CLO AR BATLN 2015-9AAAA (sf)AAA29.76124.4134.11.08120186.61.5509/06/22
BATLN 2015-9A CLO BR BATLN 2015-9AAAA (sf)AA19.6124.4134.11.08120186.61.5509/06/22
BATLN 2015-9A CLO CR BATLN 2015-9AAA+ (sf)A13.66117.2124.81.06110171.41.5609/06/22
BATLN 2015-9A CLO DR BATLN 2015-9ABBB+ (sf)BBB-6.63109.7115.51.05105152.31.4509/06/22
BATLN 2015-9A CLO ER BATLN 2015-9ABB+ (sf)BB-0.58103.7108.41.05   09/06/22
BOBA 2020-1A CLO AR BOBA 2020-1AAAA (sf)N/A34.56121.6131.21.08120171.31.4309/06/22
BOBA 2020-1A CLO BR BOBA 2020-1AAAA (sf)N/A19.78121.6131.21.08120171.31.4309/06/22
BOBA 2020-1A CLO CR BOBA 2020-1AA+ (sf)N/A13.45114121.61.07110156.21.4209/06/22
BOBA 2020-1A CLO DR BOBA 2020-1ABBB (sf)N/A8.17108.9114.61.05105143.41.3709/06/22
BOBA 2020-1A CLO ER BOBA 2020-1ABB+ (sf)N/A4.48105110.21.05   09/06/22
BOBA 2021-1A CLO A BOBA 2021-1AAAA (sf)N/A35.47121.6131.41.08120170.31.4209/06/22
BOBA 2021-1A CLO B BOBA 2021-1AAAA (sf)N/A19.6121.6131.41.08120170.31.4209/06/22
BOBA 2021-1A CLO C BOBA 2021-1AA+ (sf)N/A13.26114121.81.07110155.71.4209/06/22
BOBA 2021-1A CLO D BOBA 2021-1ABB+ (sf)N/A6.91107.6113.51.051051411.3409/06/22
BOBA 2021-1A CLO E BOBA 2021-1ABB (sf)N/A3.74104.4109.71.05   09/06/22
BOBA 2021-2A CLO A1 BOBA 2021-2AAAA (sf)AAA35.21122.5132.61.08120155.41.309/06/22
BOBA 2021-2A CLO A2 BOBA 2021-2AAAA (sf)AAA32.07122.5132.61.08120155.41.309/06/22
BOBA 2021-2A CLO B BOBA 2021-2AAAA (sf)AA21.1122.5132.61.08120155.41.309/06/22
BOBA 2021-2A CLO C BOBA 2021-2AA+ (sf)A15.61115.8123.91.07110143.41.309/06/22
BOBA 2021-2A CLO D BOBA 2021-2ABBB- (sf)BBB-8.82108.6114.71.06105128.11.2209/06/22
BOBA 2021-2A CLO E BOBA 2021-2ABB (sf)BB-3.86103.2108.81.05   09/06/22
BCHPK 2019-1A CLO A1R BCHPK 2019-1AAAA (sf)N/A36.72121.6132.71.09120175.31.4609/06/22
BCHPK 2019-1A CLO A2R BCHPK 2019-1AAAA (sf)AAA32.02121.6132.71.09120175.31.4609/06/22
BCHPK 2019-1A CLO B1R BCHPK 2019-1AAAA (sf)N/A20.51121.6132.71.09120175.31.4609/06/22
BCHPK 2019-1A CLO B2AR BCHPK 2019-1AAAA (sf)N/A20.51121.6132.71.09120175.31.4609/06/22
BCHPK 2019-1A CLO B2BR BCHPK 2019-1AAA+ (sf)N/A20.51121.6132.71.09120175.31.4609/06/22
BCHPK 2019-1A CLO C1R BCHPK 2019-1AAA (sf)N/A16.33114.6123.71.08115161.11.409/06/22
BCHPK 2019-1A CLO C2R BCHPK 2019-1AA+ (sf)N/A14.71114.6123.71.08115161.11.409/06/22
BCHPK 2019-1A CLO DR BCHPK 2019-1ABBB (sf)N/A8.53103.7109.61.06   09/06/22
BCHPK 2019-1A CLO ER BCHPK 2019-1ABB (sf)BB-3.78103.7109.61.06   09/06/22
BCRED 2021-1A CLO A BCRED 2021-1AAAA (sf)AAA35.7136.51521.11120210.61.7509/06/22
BCRED 2021-1A CLO B BCRED 2021-1AAAA (sf)AA30.71136.51521.11120210.61.7509/06/22
BCRED 2021-1A CLO C BCRED 2021-1AAAA (sf)A23.1123.5136.91.11110185.81.6909/06/22
BCRED 2021-1A CLO D BCRED 2021-1AA (sf)BBB-14.71113.1123.51.09105159.91.5209/06/22
BCRED 2021-2A CLO AL BCRED 2021-2AAAA (sf)N/A38.14132.9147.91.11120200.11.6709/06/22
BCRED 2021-2A CLO A BCRED 2021-2AAAA (sf)AAA38.14132.9147.91.11120200.11.6709/06/22
BCRED 2021-2A CLO B BCRED 2021-2AAAA (sf)AA31.72132.9147.91.11120200.11.6709/06/22
BCRED 2021-2A CLO C BCRED 2021-2AAA+ (sf)N/A23.64119.3132.31.11110175.31.5909/06/22
BCRED 2021-2A CLO D BCRED 2021-2ABBB+ (sf)N/A14.85108.6118.61.09105150.31.4309/06/22
BLACK 2016-1A CLO A1AR BLACK 2016-1AAAA (sf)AAA36.84113.5119.51.05110216.51.9709/06/22
BLACK 2016-1A CLO A1BR2 BLACK 2016-1AAAA (sf)N/A36.84113.5119.51.05110216.51.9709/06/22
BLACK 2016-1A CLO A2AR BLACK 2016-1AAAA (sf)N/A23.2113.5119.51.05110216.51.9709/06/22
BLACK 2016-1A CLO A2BR2 BLACK 2016-1AA+ (sf)N/A23.2113.5119.51.05110216.51.9709/06/22
BLACK 2016-1A CLO BR BLACK 2016-1AA+ (sf)N/A16.28113.5119.51.05110216.51.9709/06/22