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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
BOBA 2022-1A CLO E BOBA 2022-1AB+ (sf)N/A4.13104.2107.21.03   11/11/24
BCHPK 2019-1A CLO A1R BCHPK 2019-1AAAA (sf)N/A37.75121.6131.21.08120167.81.411/11/24
BCHPK 2019-1A CLO A2R BCHPK 2019-1AAAA (sf)AAA33.12121.6131.21.08120167.81.411/11/24
BCHPK 2019-1A CLO B1R BCHPK 2019-1AAAA (sf)N/A21.81121.6131.21.08120167.81.411/11/24
BCHPK 2019-1A CLO B2AR BCHPK 2019-1AAAA (sf)N/A21.81121.6131.21.08120167.81.411/11/24
BCHPK 2019-1A CLO B2BR BCHPK 2019-1AAA+ (sf)N/A21.81121.6131.21.08120167.81.411/11/24
BCHPK 2019-1A CLO C1R BCHPK 2019-1AA+ (sf)N/A17.69114.6122.31.07115155.11.3511/11/24
BCHPK 2019-1A CLO C2R BCHPK 2019-1AA+ (sf)N/A16.1114.6122.31.07115155.11.3511/11/24
BCHPK 2019-1A CLO DR BCHPK 2019-1ABB+ (sf)N/A10.03103.7108.41.05   11/11/24
BCHPK 2019-1A CLO ER BCHPK 2019-1ABB- (sf)BB-5.34103.7108.41.05   11/11/24
BALLY 2022-21A CLO A1 BALLY 2022-21ANRN/A       11/11/24
BALLY 2022-21A CLO A2A BALLY 2022-21ANRN/A       11/11/24
BALLY 2022-21A CLO A2B BALLY 2022-21ANRN/A       11/11/24
BALLY 2022-21A CLO B BALLY 2022-21ANRN/A       11/11/24
BALLY 2022-21A CLO D BALLY 2022-21ANRN/A       11/11/24
BALLY 2022-21A CLO C BALLY 2022-21ANRN/A       11/11/24
BCRED 2021-1A CLO A BCRED 2021-1AAAA (sf)AAA36.64136.5147.91.08120202.21.6811/11/24
BCRED 2021-1A CLO B BCRED 2021-1AAAA (sf)AA31.72136.5147.91.08120202.21.6811/11/24
BCRED 2021-1A CLO C BCRED 2021-1AAAA (sf)A24.22123.5133.21.081101801.6411/11/24
BCRED 2021-1A CLO D BCRED 2021-1ABBB+ (sf)BBB-15.94113.1120.11.06105157.81.511/11/24
BCRED 2021-2A CLO AL BCRED 2021-2AAAA (sf)N/A36.85132.9144.91.09120194.31.6211/11/24
BCRED 2021-2A CLO A BCRED 2021-2AAAA (sf)AAA36.85132.9144.91.09120194.31.6211/11/24
BCRED 2021-2A CLO B BCRED 2021-2AAAA (sf)AA30.31132.9144.91.09120194.31.6211/11/24
BCRED 2021-2A CLO C BCRED 2021-2AAA+ (sf)N/A22.06119.3129.61.09110171.71.5611/11/24
BCRED 2021-2A CLO D BCRED 2021-2ABB+ (sf)N/A13.09108.6116.21.07105149.91.4311/11/24
BCRED 2022-1A CLO A1A BCRED 2022-1AAAA (sf)AAA41.42127.9140.31.1120194.91.6211/11/24
BCRED 2022-1A CLO A1B BCRED 2022-1AAAA (sf)AAA41.42127.9140.31.1120194.91.6211/11/24
BCRED 2022-1A CLO A2 BCRED 2022-1AAAA (sf)N/A39.36127.9140.31.1120194.91.6211/11/24
BCRED 2022-1A CLO B1 BCRED 2022-1AAAA (sf)N/A28.06127.9140.31.1120194.91.6211/11/24
BCRED 2022-1A CLO B2 BCRED 2022-1AAAA (sf)N/A28.06127.9140.31.1120194.91.6211/11/24
BCRED 2022-1A CLO C BCRED 2022-1AA+ (sf)N/A19.32114.4125.11.09110169.91.5411/11/24
BCRED 2022-1A CLO D BCRED 2022-1ABB+ (sf)N/A12.64107.7115.51.07105152.91.4611/11/24
BCRED 2022-1A CLO E BCRED 2022-1ABB- (sf)N/A9.04      11/11/24
BABSN 2022-4A CLO A BABSN 2022-4ANRN/A       11/11/24
BABSN 2022-4A CLO B BABSN 2022-4ANRN/A       11/11/24
BABSN 2022-4A CLO C BABSN 2022-4ANRN/A       11/11/24
BABSN 2022-4A CLO E BABSN 2022-4ANRN/A       11/11/24
BABSN 2022-4A CLO D BABSN 2022-4ANRN/A       11/11/24
BLACK 2016-1A CLO A1AR BLACK 2016-1AAAA (sf)AAA45.92113.5121.61.07110156.51.4211/11/24
BLACK 2016-1A CLO A1BR2 BLACK 2016-1AAAA (sf)N/A45.92113.5121.61.07110156.51.4211/11/24
BLACK 2016-1A CLO A2AR BLACK 2016-1AAAA (sf)N/A27.21113.5121.61.07110156.51.4211/11/24
BLACK 2016-1A CLO A2BR2 BLACK 2016-1AAAA (sf)N/A27.21113.5121.61.07110156.51.4211/11/24
BLACK 2016-1A CLO BR BLACK 2016-1AAAA (sf)N/A17.73113.5121.61.07110156.51.4211/11/24
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