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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 A1AR BLACK 2016-1AAAA (sf)AAA36.31113.51171.03110154.91.4110/16/23
BLACK 2016-1A CLO A1BR2 BLACK 2016-1AAAA (sf)N/A36.31113.51171.03110154.91.4110/16/23
BLACK 2016-1A CLO A2AR BLACK 2016-1AAAA (sf)N/A21.98113.51171.03110154.91.4110/16/23
BLACK 2016-1A CLO A2BR2 BLACK 2016-1AA+ (sf)N/A21.98113.51171.03110154.91.4110/16/23
BLACK 2016-1A CLO BR BLACK 2016-1AA+ (sf)N/A14.72113.51171.03110154.91.4110/16/23
BLACK 2016-1A CLO CR BLACK 2016-1ABB+ (sf)N/A9.7108110.51.02102143.71.4110/16/23
BLACK 2016-1A CLO DR BLACK 2016-1ABB- (sf)N/A4.9103.7104.91.01101131.81.310/16/23
BLACK 2019-2A CLO A1A BLACK 2019-2AAAA (sf)AAA37.09114.5120.71.05110142.51.310/16/23
BLACK 2019-2A CLO A1B BLACK 2019-2AAAA (sf)AAA34.04114.5120.71.05110142.51.310/16/23
BLACK 2019-2A CLO A2 BLACK 2019-2AAAA (sf)N/A23.64114.5120.71.05110142.51.310/16/23
BLACK 2019-2A CLO B BLACK 2019-2AAA- (sf)N/A17.3114.5120.71.05110142.51.310/16/23
BLACK 2019-2A CLO C BLACK 2019-2ABB+ (sf)N/A11.72108.51131.04105130.81.2510/16/23
BLACK 2019-2A CLO D BLACK 2019-2ABB- (sf)N/A7.15104.8107.51.03105120.31.1510/16/23
BLACK 2021-1A CLO A1A BLACK 2021-1AAAA (sf)AAA33.81115.5122.81.06115181115.7510/16/23
BLACK 2021-1A CLO A1B BLACK 2021-1AAAA (sf)AAA33.81115.5122.81.06115181115.7510/16/23
BLACK 2021-1A CLO A2 BLACK 2021-1AAAA (sf)AA21.4115.5122.81.06115181115.7510/16/23
BLACK 2021-1A CLO B BLACK 2021-1AAA+ (sf)A16.22115.5122.81.06115180.21.5710/16/23
BLACK 2021-1A CLO C BLACK 2021-1ABBB+ (sf)BBB-10.02108.9114.31.05110161.31.4710/16/23
BLACK 2021-1A CLO D BLACK 2021-1ABB+ (sf)BB-5.36104.3108.71.04   10/16/23
BLACK 2022-1A CLO X BLACK 2022-1AAAA (sf)AAA 123.3133.31.08   10/16/23
BLACK 2022-1A CLO A1A BLACK 2022-1AAAA (sf)AAA38.39123.3133.31.08   10/16/23
BLACK 2022-1A CLO A1B BLACK 2022-1AAAA (sf)AAA38.39123.3133.31.08   10/16/23
BLACK 2022-1A CLO B BLACK 2022-1AAAA (sf)N/A24.67123.3133.51.08   10/16/23
BLACK 2022-1A CLO C BLACK 2022-1AAA+ (sf)N/A18.64115.5123.61.07   10/16/23
BLACK 2022-1A CLO D1A BLACK 2022-1AA- (sf)N/A16.5110114.51.04   10/16/23
BLACK 2022-1A CLO D1B BLACK 2022-1ABBB+ (sf)N/A16.5110114.51.04   10/16/23
BLACK 2022-1A CLO D2 BLACK 2022-1ABBB (sf)N/A14.15110114.51.04   10/16/23
BLACK 2022-1A CLO E BLACK 2022-1ABB+ (sf)N/A12.28110114.61.04   10/16/23
BCRK 2015-1A CLO AR BCRK 2015-1AAAA (sf)AAA32.77121.6130.51.071201611.3410/16/23
BCRK 2015-1A CLO BR BCRK 2015-1AAAA (sf)AAA21.04121.6130.51.071201611.3410/16/23
BCRK 2015-1A CLO CR BCRK 2015-1AAAA (sf)A+14.33114120.21.051151471.2810/16/23
BCRK 2015-1A CLO DR BCRK 2015-1ABBB+ (sf)BBB-7.91108111.91.04110134.51.2210/16/23
BCRK 2015-1A CLO ER BCRK 2015-1ABB (sf)BB-3.16104.2106.41.02105123.91.1810/16/23
BSP 2016-10A CLO A1RR BSP 2016-10AAAA (sf)N/A36.63114121.71.07110152.81.3910/16/23
BSP 2016-10A CLO A2ARR BSP 2016-10AAAA (sf)N/A21.05114121.71.07110152.81.3910/16/23
BSP 2016-10A CLO A2BRR BSP 2016-10AAA+ (sf)N/A21.05114121.71.07110152.81.3910/16/23
BSP 2016-10A CLO BRR BSP 2016-10AAA+ (sf)N/A14.82114121.71.07110152.81.3910/16/23
BSP 2016-10A CLO CRR BSP 2016-10ABBB (sf)N/A8.59107.6113.41.05105139.11.3210/16/23
BSP 2016-10A CLO DRR BSP 2016-10ABB (sf)N/A5.21104.6109.31.04   10/16/23
BSP 2017-12A CLO A1R BSP 2017-12AAAA (sf)AAA33.83115.7120.91.04110146.81.3310/16/23
BSP 2017-12A CLO A2R BSP 2017-12AAAA (sf)AA+20.67115.7120.91.04110146.81.3310/16/23
BSP 2017-12A CLO B BSP 2017-12AAAA (sf)A14.37115.7120.91.04110146.81.3310/16/23
BSP 2017-12A CLO C BSP 2017-12ABBB+ (sf)BBB-7.5108.3111.91.03105133.11.2710/16/23
BSP 2017-12A CLO D BSP 2017-12ABB (sf)B+2.35103.71061.02   10/16/23
BSP 2018-14A CLO A1 BSP 2018-14AAAA (sf)AAA35.64123.8131.11.06120164.21.3710/16/23
BSP 2018-14A CLO A2 BSP 2018-14AAAA (sf)AAA29.24123.8131.11.06120164.21.3710/16/23
BSP 2018-14A CLO B BSP 2018-14AAAA (sf)N/A20.98123.8131.11.06120164.21.3710/16/23
BSP 2018-14A CLO C BSP 2018-14AAA+ (sf)N/A13.24114.5119.41.04115148.21.2910/16/23
BSP 2018-14A CLO D BSP 2018-14ABBB (sf)N/A6.84107.6111.21.031101361.2410/16/23
BSP 2018-14A CLO E BSP 2018-14ABB (sf)N/A2.79103.9106.51.03105127.11.2110/16/23