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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 2016-1ABBB+ (sf)N/A11.18108112.61.04102141.61.3911/11/24
BLACK 2016-1A CLO DR BLACK 2016-1ABB- (sf)N/A4.9103.7105.21.01101126.61.2511/11/24
BLACK 2019-2A CLO A1AR BLACK 2019-2AAAA (sf)AAA38.74114.5119.81.05110150.21.3711/11/24
BLACK 2019-2A CLO A1BR BLACK 2019-2AAAA (sf)AAA35.33114.5119.81.05110150.21.3711/11/24
BLACK 2019-2A CLO A2R BLACK 2019-2AAAA (sf)N/A23.66114.5119.81.05110150.21.3711/11/24
BLACK 2019-2A CLO BR BLACK 2019-2AAA- (sf)N/A16.55114.5119.81.05110150.21.3711/11/24
BLACK 2019-2A CLO CR BLACK 2019-2ABB+ (sf)N/A10.29108.5112.21.03105137.61.3111/11/24
BLACK 2019-2A CLO D BLACK 2019-2ABB- (sf)N/A5.17104.8106.71.021051261.211/11/24
BLACK 2022-1A CLO X BLACK 2022-1AAAA (sf)AAA 123.3132.91.08120128.41.0711/11/24
BLACK 2022-1A CLO A1A BLACK 2022-1AAAA (sf)AAA36.81123.3132.91.08120128.41.0711/11/24
BLACK 2022-1A CLO A1B BLACK 2022-1AAAA (sf)AAA36.81123.3132.91.08120128.41.0711/11/24
BLACK 2022-1A CLO B BLACK 2022-1AAAA (sf)N/A22.73123.3132.91.08120128.41.0711/11/24
BLACK 2022-1A CLO C BLACK 2022-1AA+ (sf)N/A16.55115.5123.11.071101161.0511/11/24
BLACK 2022-1A CLO D1A BLACK 2022-1ABBB+ (sf)N/A14.35110114.21.04   11/11/24
BLACK 2022-1A CLO D1B BLACK 2022-1ABB+ (sf)N/A14.35110114.21.04   11/11/24
BLACK 2022-1A CLO D2 BLACK 2022-1ABB+ (sf)N/A11.95110114.21.04   11/11/24
BLACK 2022-1A CLO E BLACK 2022-1ABB (sf)N/A10.02110114.21.04   11/11/24
BSP 2016-10A CLO A1RR BSP 2016-10AAAA (sf)N/A37.23114121.51.07110154.21.411/11/24
BSP 2016-10A CLO A2ARR BSP 2016-10AAAA (sf)N/A21.79114121.51.07110154.21.411/11/24
BSP 2016-10A CLO A2BRR BSP 2016-10AAA+ (sf)N/A21.79114121.51.07110154.21.411/11/24
BSP 2016-10A CLO BRR BSP 2016-10AA+ (sf)N/A15.62114121.51.07110154.21.411/11/24
BSP 2016-10A CLO CRR BSP 2016-10ABB+ (sf)N/A9.45107.6113.21.05105140.31.3411/11/24
BSP 2016-10A CLO DRR BSP 2016-10ABB- (sf)N/A6.1104.6109.21.04   11/11/24
BSP 2018-15A CLO X BSP 2018-15AAAA (sf)AAA 121.6132.11.09120161.21.3411/11/24
BSP 2018-15A CLO A1R BSP 2018-15AAAA (sf)AAA34.89121.6132.11.09120161.21.3411/11/24
BSP 2018-15A CLO A2R BSP 2018-15AAAA (sf)AAA32.86121.6132.11.09120161.21.3411/11/24
BSP 2018-15A CLO BR BSP 2018-15AAAA (sf)AA22.68121.6132.11.09120161.21.3411/11/24
BSP 2018-15A CLO CR BSP 2018-15AA+ (sf)A16.58114122.41.07110148.51.3511/11/24
BSP 2018-15A CLO D1R BSP 2018-15ABB+ (sf)BBB-10.48106.4112.81.06105134.11.2811/11/24
BSP 2018-15A CLO D2R BSP 2018-15ABB (sf)BBB-9.46106.4112.81.06105134.11.2811/11/24
BSP 2018-15A CLO ER BSP 2018-15ABB- (sf)BB-5.9103.1108.51.05   11/11/24
BSP 2018-15A CLO FR BSP 2018-15AB+ (sf)B-4.88      11/11/24
BSP 2018-16A CLO A1R BSP 2018-16AAAA (sf)AAA38.6124.3135.41.09120176.81.4711/11/24
BSP 2018-16A CLO A2R BSP 2018-16AAAA (sf)AAA35.58124.3135.41.09120176.81.4711/11/24
BSP 2018-16A CLO BR BSP 2018-16AAAA (sf)AA+26.01124.3135.41.09120176.81.4711/11/24
BSP 2018-16A CLO CR BSP 2018-16AAAA (sf)A19.87117.8125.81.07115162.61.4111/11/24
BSP 2018-16A CLO DR BSP 2018-16AA+ (sf)BBB-12.631111161.05110146.91.3411/11/24
BSP 2018-16A CLO E BSP 2018-16ABB (sf)BB-5.54104.4107.81.03   11/11/24
BSP 2019-18A CLO A1R BSP 2019-18AAAA (sf)N/A35.64121.6131.41.08120162.71.3611/11/24
BSP 2019-18A CLO A2R BSP 2019-18AAAA (sf)N/A33.59121.6131.41.08120162.71.3611/11/24
BSP 2019-18A CLO BR BSP 2019-18AAAA (sf)N/A22.36121.6131.41.08120162.71.3611/11/24
BSP 2019-18A CLO CR BSP 2019-18AA+ (sf)N/A16.23114121.81.07115149.31.311/11/24
BSP 2019-18A CLO DR BSP 2019-18ABB+ (sf)N/A10.1107.6113.51.05110136.41.2411/11/24
BSP 2019-18A CLO ER BSP 2019-18ABB- (sf)N/A6.11103.8108.61.05   11/11/24
BSP 2019-19A CLO AR BSP 2019-19AAAA (sf)N/A34.51121.6131.21.081201721.4311/11/24
BSP 2019-19A CLO BR BSP 2019-19AAAA (sf)N/A22.23121.6131.21.081201721.4311/11/24
BSP 2019-19A CLO CR BSP 2019-19AA+ (sf)N/A16.09114121.61.07115157.91.3711/11/24
BSP 2019-19A CLO DR BSP 2019-19ABB+ (sf)N/A9.95106.6113.31.06110144.51.3111/11/24
BSP 2019-19A CLO ER BSP 2019-19ABB- (sf)N/A5.86103.7108.41.05   11/11/24
BSP 2020-20A CLO AL BSP 2020-20AAAA (sf)N/A36.88121.6132.21.09120163.41.3611/11/24