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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
BCHPK 2019-1A CLO A1R BCHPK 2019-1AAAA (sf)N/A36.86121.6131.41.08120165.21.3812/12/23
BCHPK 2019-1A CLO A2R BCHPK 2019-1AAAA (sf)AAA32.16121.6131.41.08120165.21.3812/12/23
BCHPK 2019-1A CLO B1R BCHPK 2019-1AAAA (sf)N/A20.68121.6131.41.08120165.21.3812/12/23
BCHPK 2019-1A CLO B2AR BCHPK 2019-1AAAA (sf)N/A20.68121.6131.41.08120165.21.3812/12/23
BCHPK 2019-1A CLO B2BR BCHPK 2019-1AAA+ (sf)N/A20.68121.6131.41.08120165.21.3812/12/23
BCHPK 2019-1A CLO C1R BCHPK 2019-1AAA+ (sf)N/A16.51114.6122.41.07115152.71.3312/12/23
BCHPK 2019-1A CLO C2R BCHPK 2019-1AA+ (sf)N/A14.89114.6122.41.07115152.71.3312/12/23
BCHPK 2019-1A CLO DR BCHPK 2019-1ABBB- (sf)N/A8.73103.7108.51.05   12/12/23
BCHPK 2019-1A CLO ER BCHPK 2019-1ABB (sf)BB-3.98103.7108.51.05   12/12/23
BCRED 2021-1A CLO A BCRED 2021-1AAAA (sf)AAA35.99136.51501.1120188.91.5712/12/23
BCRED 2021-1A CLO B BCRED 2021-1AAAA (sf)AA31.02136.51501.1120188.91.5712/12/23
BCRED 2021-1A CLO C BCRED 2021-1AAAA (sf)A23.45123.5135.11.09110168.21.5312/12/23
BCRED 2021-1A CLO D BCRED 2021-1ABBB+ (sf)BBB-15.09113.1121.81.08105147.61.4112/12/23
BCRED 2021-2A CLO AL BCRED 2021-2AAAA (sf)N/A36.18132.9146.81.1120193.91.6212/12/23
BCRED 2021-2A CLO A BCRED 2021-2AAAA (sf)AAA36.18132.9146.81.1120193.91.6212/12/23
BCRED 2021-2A CLO B BCRED 2021-2AAAA (sf)AA29.56132.9146.81.1120193.91.6212/12/23
BCRED 2021-2A CLO C BCRED 2021-2AAA+ (sf)N/A21.22119.3131.31.1110171.31.5612/12/23
BCRED 2021-2A CLO D BCRED 2021-2ABBB (sf)N/A12.16108.6117.81.08105149.71.4312/12/23
BCRED 2022-1A CLO A1A BCRED 2022-1AAAA (sf)AAA40.86127.9142.61.11120195.91.6312/12/23
BCRED 2022-1A CLO A1B BCRED 2022-1AAAA (sf)AAA40.86127.9142.61.11120195.91.6312/12/23
BCRED 2022-1A CLO A2 BCRED 2022-1AAAA (sf)N/A38.78127.9142.61.11120195.91.6312/12/23
BCRED 2022-1A CLO B1 BCRED 2022-1AAAA (sf)N/A27.37127.9142.61.11120195.91.6312/12/23
BCRED 2022-1A CLO B2 BCRED 2022-1AAA+ (sf)N/A27.37127.9142.61.11120195.91.6312/12/23
BCRED 2022-1A CLO C BCRED 2022-1AA+ (sf)N/A18.55114.4127.11.11110170.81.5512/12/23
BCRED 2022-1A CLO D BCRED 2022-1ABB+ (sf)N/A11.8107.7117.41.09105153.61.4612/12/23
BCRED 2022-1A CLO E BCRED 2022-1ABB (sf)N/A8.17      12/12/23
BLACK 2016-1A CLO A1AR BLACK 2016-1AAAA (sf)AAA37.78113.5117.21.031101591.4512/12/23
BLACK 2016-1A CLO A1BR2 BLACK 2016-1AAAA (sf)N/A37.78113.5117.21.031101591.4512/12/23
BLACK 2016-1A CLO A2AR BLACK 2016-1AAAA (sf)N/A22.86113.5117.21.031101591.4512/12/23
BLACK 2016-1A CLO A2BR2 BLACK 2016-1AAA+ (sf)N/A22.86113.5117.21.031101591.4512/12/23
BLACK 2016-1A CLO BR BLACK 2016-1AA+ (sf)N/A15.3113.5117.21.031101591.4512/12/23
BLACK 2016-1A CLO CR BLACK 2016-1ABB+ (sf)N/A10.08108110.71.03102147.41.4512/12/23
BLACK 2016-1A CLO DR BLACK 2016-1ABB- (sf)N/A5.08103.7105.11.01101135.21.3412/12/23
BLACK 2019-2A CLO A1A BLACK 2019-2AAAA (sf)AAA35.35114.5120.91.061101471.3412/12/23
BLACK 2019-2A CLO A1B BLACK 2019-2AAAA (sf)AAA32.22114.5120.91.061101471.3412/12/23
BLACK 2019-2A CLO A2 BLACK 2019-2AAAA (sf)N/A21.53114.5120.91.061101471.3412/12/23
BLACK 2019-2A CLO B BLACK 2019-2AA+ (sf)N/A15.01114.5120.91.061101471.3412/12/23
BLACK 2019-2A CLO C BLACK 2019-2ABB+ (sf)N/A9.28108.5113.31.04105134.91.2812/12/23
BLACK 2019-2A CLO D BLACK 2019-2ABB- (sf)N/A4.59104.8107.71.03105124.11.1812/12/23
BLACK 2021-1A CLO A1A BLACK 2021-1AAAA (sf)AAA33.64115.5122.91.06115182.91.5912/12/23
BLACK 2021-1A CLO A1B BLACK 2021-1AAAA (sf)AAA33.64115.5122.91.06115182.91.5912/12/23
BLACK 2021-1A CLO A2 BLACK 2021-1AAAA (sf)AA21.2115.5122.91.06115182.91.5912/12/23
BLACK 2021-1A CLO B BLACK 2021-1AAA+ (sf)A16.01115.5122.91.06115182.91.5912/12/23
BLACK 2021-1A CLO C BLACK 2021-1ABBB+ (sf)BBB-9.79108.9114.41.05110163.71.4912/12/23
BLACK 2021-1A CLO D BLACK 2021-1ABB (sf)BB-5.13104.3108.81.04   12/12/23
BLACK 2022-1A CLO X BLACK 2022-1AAAA (sf)AAA 123.3133.41.08120150.51.2512/12/23
BLACK 2022-1A CLO A1A BLACK 2022-1AAAA (sf)AAA38.31123.3133.41.08120150.51.2512/12/23
BLACK 2022-1A CLO A1B BLACK 2022-1AAAA (sf)AAA38.31123.3133.41.08120150.51.2512/12/23
BLACK 2022-1A CLO B BLACK 2022-1AAAA (sf)N/A24.56123.3133.41.08120150.51.2512/12/23
BLACK 2022-1A CLO C BLACK 2022-1AAA- (sf)N/A18.53115.5123.51.07110135.91.2412/12/23