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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
BLACK 2016-1A CLO CR BLACK 2016-1ABB+ (sf)N/A11.51081131.05102197.21.9309/06/22
BLACK 2016-1A CLO DR BLACK 2016-1ABB (sf)N/A6.93103.7107.41.04101173.21.7109/06/22
BLACK 2019-2A CLO A1A BLACK 2019-2AAAA (sf)AAA38.34114.5123.31.08110192.21.7509/06/22
BLACK 2019-2A CLO A1B BLACK 2019-2AAAA (sf)AAA35.36114.5123.31.08110192.21.7509/06/22
BLACK 2019-2A CLO A2 BLACK 2019-2AAAA (sf)N/A25.17114.5123.31.08110192.21.7509/06/22
BLACK 2019-2A CLO B BLACK 2019-2AA+ (sf)N/A18.95114.5123.31.08110192.21.7509/06/22
BLACK 2019-2A CLO C BLACK 2019-2ABBB- (sf)N/A13.48108.5115.51.06105171.11.6309/06/22
BLACK 2019-2A CLO D BLACK 2019-2ABB (sf)N/A9.01104.8109.81.051051501.4309/06/22
BLACK 2021-1A CLO A1A BLACK 2021-1AAAA (sf)AAA36.42115.5124.11.07115212.51.8509/06/22
BLACK 2021-1A CLO A1B BLACK 2021-1AAAA (sf)AAA36.42115.5124.11.07115212.51.8509/06/22
BLACK 2021-1A CLO A2 BLACK 2021-1AAAA (sf)AA24.5115.5124.11.07115212.51.8509/06/22
BLACK 2021-1A CLO B BLACK 2021-1AAA+ (sf)A19.53115.5124.11.07115212.51.8509/06/22
BLACK 2021-1A CLO C BLACK 2021-1ABBB+ (sf)BBB-13.57108.9115.51.06110185.81.6909/06/22
BLACK 2021-1A CLO D BLACK 2021-1ABB+ (sf)BB-9.1104.3109.81.05   09/06/22
BCRK 2015-1A CLO AR BCRK 2015-1AAAA (sf)AAA29.63121.6129.21.06120170.31.4209/06/22
BCRK 2015-1A CLO BR BCRK 2015-1AAAA (sf)AA18.35121.6129.21.06120170.31.4209/06/22
BCRK 2015-1A CLO CR BCRK 2015-1AAA+ (sf)A11.9114119.81.05115155.41.3509/06/22
BCRK 2015-1A CLO DR BCRK 2015-1ABBB+ (sf)BBB-5.72108111.91.04110141.31.2809/06/22
BCRK 2015-1A CLO ER BCRK 2015-1ABB (sf)BB-1.16104.2106.71.02105128.11.2209/06/22
BSP 2016-10A CLO X BSP 2016-10AAAA (sf)AAA 114122.61.08110159.91.4509/06/22
BSP 2016-10A CLO A1RR BSP 2016-10AAAA (sf)N/A35.97114122.61.08110159.91.4509/06/22
BSP 2016-10A CLO A2ARR BSP 2016-10AAAA (sf)N/A20.22114122.61.08110159.91.4509/06/22
BSP 2016-10A CLO A2BRR BSP 2016-10AAA (sf)N/A20.22114122.61.08110159.91.4509/06/22
BSP 2016-10A CLO BRR BSP 2016-10AAA (sf)N/A13.93114122.61.08110159.91.4509/06/22
BSP 2016-10A CLO CRR BSP 2016-10ABBB+ (sf)N/A7.63107.6114.31.06105143.51.3709/06/22
BSP 2016-10A CLO DRR BSP 2016-10ABB+ (sf)N/A4.22104.6110.21.05   09/06/22
BSP 2017-12A CLO A1R BSP 2017-12AAAA (sf)AAA30.09115.7120.71.04110160.11.4609/06/22
BSP 2017-12A CLO A2R BSP 2017-12AAAA (sf)AA+17.62115.7120.71.04110160.11.4609/06/22
BSP 2017-12A CLO B BSP 2017-12AAA+ (sf)A11.66115.7120.71.04110160.11.4609/06/22
BSP 2017-12A CLO C BSP 2017-12ABBB+ (sf)BBB-5.16108.3112.41.04105143.81.3709/06/22
BSP 2017-12A CLO D BSP 2017-12ABB (sf)B+0.28103.7106.91.03   09/06/22
BSP 2018-14A CLO A1 BSP 2018-14AAAA (sf)AAA34.2123.8132.61.07120177.41.4809/06/22
BSP 2018-14A CLO A2 BSP 2018-14AAAA (sf)AAA27.73123.8132.61.07120177.41.4809/06/22
BSP 2018-14A CLO B BSP 2018-14AAAA (sf)N/A19.37123.8132.61.07120177.41.4809/06/22
BSP 2018-14A CLO C BSP 2018-14AAA+ (sf)N/A11.54114.5120.81.06115159.11.3809/06/22
BSP 2018-14A CLO D BSP 2018-14ABBB (sf)N/A5.07107.6112.61.05110144.41.3109/06/22
BSP 2018-14A CLO E BSP 2018-14ABB (sf)N/A0.97103.91081.04105132.71.2609/06/22
BSP 2018-15A CLO A1 BSP 2018-15AAAA (sf)AAA31117.8123.21.05110157.61.4309/06/22
BSP 2018-15A CLO A2A BSP 2018-15AAAA (sf)AA19.89117.8123.21.05110157.61.4309/06/22
BSP 2018-15A CLO A2B BSP 2018-15AAAA (sf)AA19.89117.8123.21.05110157.61.4309/06/22
BSP 2018-15A CLO B BSP 2018-15AAAA (sf)A13.64117.8123.21.05110157.61.4309/06/22
BSP 2018-15A CLO C BSP 2018-15ABBB+ (sf)BBB-7.28110.3114.81.04105142.81.3609/06/22
BSP 2018-15A CLO D BSP 2018-15ABB (sf)BB-1.35104.3107.91.03102126.11.2409/06/22
BSP 2018-15A CLO E BSP 2018-15AB+ (sf)CCC+-0.27      09/06/22
BSP 2018-16A CLO A1R BSP 2018-16AAAA (sf)AAA31.43124.3133.61.07120175.61.4609/06/22
BSP 2018-16A CLO A2R BSP 2018-16AAAA (sf)AAA28.75124.3133.61.07120175.61.4609/06/22
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA31.92121.6131.71.08120236.71.9708/08/22
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA29.76121.6131.71.08120236.71.9708/08/22
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA29.76121.6131.71.08120236.71.9708/08/22
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A17.87121.6131.71.08120236.71.9708/08/22