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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
BTNY2 2018-1A CLO A1 BTNY2 2018-1AAAA (sf)AAA39.77116.5124.91.07115155.51.3509/12/24
BTNY2 2018-1A CLO A2 BTNY2 2018-1AAAA (sf)AA+24.68116.5124.91.07115155.51.3509/12/24
BTNY2 2018-1A CLO B BTNY2 2018-1AAAA (sf)A+17.82116.5124.91.07115155.51.3509/12/24
BTNY2 2018-1A CLO C BTNY2 2018-1AA+ (sf)BBB9.58108.9113.51.04110138.31.2609/12/24
BTNY2 2018-1A CLO D BTNY2 2018-1ABB (sf)BB-2.72104.7105.51.01   09/12/24
BGCLO 19A A1RR BGCLO 19AAAA (sf)AAA38.95121.6131.71.08120156.61.309/12/24
BGCLO 19A A2RR BGCLO 19AAAA (sf)AAA35.13121.6131.71.08120156.61.309/12/24
BGCLO 19A BRR BGCLO 19AAAA (sf)AA22.66121.6131.71.08120156.61.309/12/24
BGCLO 19A CRR BGCLO 19AAA- (sf)A16.81114.3122.51.07115144.41.2609/12/24
BGCLO 19A D1RR BGCLO 19ABBB+ (sf)BBB-11.47107.6113.81.06110131.11.1909/12/24
BGCLO 19A D2RR BGCLO 19ABB+ (sf)BBB-10.45107.6113.81.06110131.11.1909/12/24
BGCLO 19A ERR BGCLO 19ABB (sf)BB-6.64104109.11.05105122.31.1609/12/24
BGCLO 19A FRR BGCLO 19AB+ (sf)B-6.32      09/12/24
BGCLO 2021-2A A1 BGCLO 2021-2AAAA (sf)N/A36.61122.91331.08120158.21.3209/12/24
BGCLO 2021-2A A2 BGCLO 2021-2AAAA (sf)N/A33.54122.91331.08120158.21.3209/12/24
BGCLO 2021-2A B BGCLO 2021-2AAAA (sf)N/A23.06122.91331.08120158.21.3209/12/24
BGCLO 2021-2A C BGCLO 2021-2AAA (sf)N/A17.95116.6124.71.07115147.11.2809/12/24
BGCLO 2021-2A D1 BGCLO 2021-2ABBB+ (sf)N/A13.09104109.11.05105120.81.1509/12/24
BGCLO 2021-2A D2 BGCLO 2021-2ABB+ (sf)N/A10.54104109.11.05105120.81.1509/12/24
BGCLO 2021-2A E BGCLO 2021-2ABB- (sf)N/A6.19104109.11.05105120.81.1509/12/24
BGCLO 2021-3A A1 BGCLO 2021-3AAAA (sf)N/A36.6122.1132.31.08120156.11.309/12/24
BGCLO 2021-3A A2 BGCLO 2021-3AAAA (sf)N/A33.53122.1132.31.08120156.11.309/12/24
BGCLO 2021-3A B1 BGCLO 2021-3AAAA (sf)N/A22.59122.1132.31.08120156.11.309/12/24
BGCLO 2021-3A B2 BGCLO 2021-3AAAA (sf)N/A22.59122.1132.31.08120156.11.309/12/24
BGCLO 2021-3A C BGCLO 2021-3AA+ (sf)N/A17.48115.9124.11.07115145.21.2609/12/24
BGCLO 2021-3A D1 BGCLO 2021-3ABBB+ (sf)N/A13.08104109.21.05   09/12/24
BGCLO 2021-3A D2 BGCLO 2021-3ABB+ (sf)N/A10.52104109.21.05   09/12/24
BGCLO 2021-3A E BGCLO 2021-3ABB- (sf)N/A6.18104109.21.05   09/12/24
BGCLO 2022-4A A1R BGCLO 2022-4AAAA (sf)AAA36.76121.6131.81.08120159.71.3309/12/24
BGCLO 2022-4A A2R BGCLO 2022-4AAAA (sf)AAA33.7121.6131.81.08120159.71.3309/12/24
BGCLO 2022-4A BR BGCLO 2022-4AAAA (sf)AA+22.48121.6131.81.08120159.71.3309/12/24
BGCLO 2022-4A CR BGCLO 2022-4AAA- (sf)A+16.36114122.21.07115147.11.2809/12/24
BGCLO 2022-4A D1R BGCLO 2022-4ABBB- (sf)BBB-10.23106.4112.61.06110132.81.2109/12/24
BGCLO 2022-4A D2R BGCLO 2022-4ABB+ (sf)BBB-9.21106.4112.61.06110132.81.2109/12/24
BGCLO 2022-4A ER BGCLO 2022-4ABB (sf)BB6.15103.7108.91.05   09/12/24
BGCLO 2022-4A FR BGCLO 2022-4ABB- (sf)B-5.71      09/12/24
BGCLO 2023-5A A1 BGCLO 2023-5AAAA (sf)N/A38.83121.6131.81.08120146.51.2209/12/24
BGCLO 2023-5A A2 BGCLO 2023-5AAAA (sf)N/A33.73121.6131.81.08120146.51.2209/12/24
BGCLO 2023-5A B BGCLO 2023-5AAAA (sf)N/A22.51121.6131.81.08120146.51.2209/12/24
BGCLO 2023-5A C BGCLO 2023-5AA+ (sf)N/A16.91114.71231.07115135.11.1709/12/24
BGCLO 2023-5A D BGCLO 2023-5ABB+ (sf)N/A10.28107.6113.91.06110121.21.109/12/24
BGCLO 2023-5A E BGCLO 2023-5AB+ (sf)N/A7.22104.9110.11.05   09/12/24
BGCLO 2023-6A A1 BGCLO 2023-6AAAA (sf)AAA38.18122132.51.09120146.11.2209/12/24
BGCLO 2023-6A A2 BGCLO 2023-6AAAA (sf)AAA33.62122132.51.09120146.11.2209/12/24
BGCLO 2023-6A B BGCLO 2023-6AAAA (sf)AA-23.24122132.51.09120146.11.2209/12/24
BGCLO 2023-6A C BGCLO 2023-6AA+ (sf)A17.41114.7123.11.07115134.51.1709/12/24
BGCLO 2023-6A D BGCLO 2023-6ABBB- (sf)BBB-11.84108.9115.31.06110122.51.1109/12/24
BGCLO 2023-6A E BGCLO 2023-6ABB- (sf)BB-8.29105.5110.91.05   09/12/24
BLUEM 2017-1A CLO A1R BLUEM 2017-1AAAA (sf)AAA45.86123.71421.151201801.509/12/24
BLUEM 2017-1A CLO A2 BLUEM 2017-1AAAA (sf)AAA38.51123.71421.151201801.509/12/24