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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
BCRED 2021-1A CLO C BCRED 2021-1AAAA (sf)A24.23123.5133.31.08110179.81.6310/17/24
BCRED 2021-1A CLO D BCRED 2021-1ABBB+ (sf)BBB-15.95113.1120.21.06105157.71.510/17/24
BCRED 2021-2A CLO AL BCRED 2021-2AAAA (sf)N/A36.87132.91451.09120194.51.6210/17/24
BCRED 2021-2A CLO A BCRED 2021-2AAAA (sf)AAA36.87132.91451.09120194.51.6210/17/24
BCRED 2021-2A CLO B BCRED 2021-2AAAA (sf)AA30.33132.91451.09120194.51.6210/17/24
BCRED 2021-2A CLO C BCRED 2021-2AAA+ (sf)N/A22.08119.3129.61.09110171.81.5610/17/24
BCRED 2021-2A CLO D BCRED 2021-2ABB+ (sf)N/A13.12108.6116.31.071051501.4310/17/24
BCRED 2022-1A CLO A1A BCRED 2022-1AAAA (sf)AAA41.41127.9140.41.1120189.51.5810/17/24
BCRED 2022-1A CLO A1B BCRED 2022-1AAAA (sf)AAA41.41127.9140.41.1120189.51.5810/17/24
BCRED 2022-1A CLO A2 BCRED 2022-1AAAA (sf)N/A39.36127.9140.41.1120189.51.5810/17/24
BCRED 2022-1A CLO B1 BCRED 2022-1AAAA (sf)N/A28.05127.9140.41.1120189.51.5810/17/24
BCRED 2022-1A CLO B2 BCRED 2022-1AAA+ (sf)N/A28.05127.9140.41.1120189.51.5810/17/24
BCRED 2022-1A CLO C BCRED 2022-1AA+ (sf)N/A19.32114.4125.21.09110165.31.510/17/24
BCRED 2022-1A CLO D BCRED 2022-1ABB+ (sf)N/A12.63107.7115.61.07105148.71.4210/17/24
BCRED 2022-1A CLO E BCRED 2022-1ABB (sf)N/A9.04      10/17/24
BLACK 2016-1A CLO A1AR BLACK 2016-1AAAA (sf)AAA45.86113.5121.21.07110155.21.4110/17/24
BLACK 2016-1A CLO A1BR2 BLACK 2016-1AAAA (sf)N/A45.86113.5121.21.07110155.21.4110/17/24
BLACK 2016-1A CLO A2AR BLACK 2016-1AAAA (sf)N/A27.13113.5121.21.07110155.21.4110/17/24
BLACK 2016-1A CLO A2BR2 BLACK 2016-1AAAA (sf)N/A27.13113.5121.21.07110155.21.4110/17/24
BLACK 2016-1A CLO BR BLACK 2016-1AAAA (sf)N/A17.64113.5121.21.07110155.21.4110/17/24
BLACK 2016-1A CLO CR BLACK 2016-1ABBB+ (sf)N/A11.08108112.21.04102140.41.3810/17/24
BLACK 2016-1A CLO DR BLACK 2016-1ABB- (sf)N/A4.79103.7104.81.01101125.51.2410/17/24
BLACK 2019-2A CLO A1AR BLACK 2019-2AAAA (sf)AAA35.57114.5119.21.04110159.91.4510/17/24
BLACK 2019-2A CLO A1BR BLACK 2019-2AAAA (sf)AAA32.45114.5119.21.04110159.91.4510/17/24
BLACK 2019-2A CLO A2R BLACK 2019-2AAAA (sf)N/A21.8114.5119.21.04110159.91.4510/17/24
BLACK 2019-2A CLO BR BLACK 2019-2AA+ (sf)N/A15.3114.5119.21.04110159.91.4510/17/24
BLACK 2019-2A CLO CR BLACK 2019-2ABB+ (sf)N/A9.59108.5111.71.03105145.81.3910/17/24
BLACK 2019-2A CLO D BLACK 2019-2ABB- (sf)N/A4.91104.8106.21.01105132.81.2610/17/24
BLACK 2022-1A CLO X BLACK 2022-1AAAA (sf)AAA 123.3132.91.08120128.41.0710/17/24
BLACK 2022-1A CLO A1A BLACK 2022-1AAAA (sf)AAA36.81123.3132.91.08120128.41.0710/17/24
BLACK 2022-1A CLO A1B BLACK 2022-1AAAA (sf)AAA36.81123.3132.91.08120128.41.0710/17/24
BLACK 2022-1A CLO B BLACK 2022-1AAAA (sf)N/A22.73123.3132.91.08120128.41.0710/17/24
BLACK 2022-1A CLO C BLACK 2022-1AA+ (sf)N/A16.55115.5123.11.071101161.0510/17/24
BLACK 2022-1A CLO D1A BLACK 2022-1ABBB+ (sf)N/A14.35110114.21.04   10/17/24
BLACK 2022-1A CLO D1B BLACK 2022-1ABB+ (sf)N/A14.35110114.21.04   10/17/24
BLACK 2022-1A CLO D2 BLACK 2022-1ABB+ (sf)N/A11.95110114.21.04   10/17/24
BLACK 2022-1A CLO E BLACK 2022-1ABB (sf)N/A10.02110114.21.04   10/17/24
BSP 2016-10A CLO A1RR BSP 2016-10AAAA (sf)N/A37.21114121.21.06110152.91.3910/17/24
BSP 2016-10A CLO A2ARR BSP 2016-10AAAA (sf)N/A21.77114121.21.06110152.91.3910/17/24
BSP 2016-10A CLO A2BRR BSP 2016-10AAA+ (sf)N/A21.77114121.21.06110152.91.3910/17/24
BSP 2016-10A CLO BRR BSP 2016-10AA+ (sf)N/A15.59114121.21.06110152.91.3910/17/24
BSP 2016-10A CLO CRR BSP 2016-10ABB+ (sf)N/A9.42107.61131.05105139.11.3210/17/24
BSP 2016-10A CLO DRR BSP 2016-10ABB (sf)N/A6.07104.61091.04   10/17/24
BSP 2017-12A CLO A1R BSP 2017-12ANRN/A       10/17/24
BSP 2017-12A CLO B BSP 2017-12ANRN/A       10/17/24
BSP 2017-12A CLO C BSP 2017-12ANRN/A       10/17/24
BSP 2017-12A CLO D BSP 2017-12ANRN/A       10/17/24
BSP 2017-12A CLO A2R BSP 2017-12ANRN/A       10/17/24
BSP 2018-15A CLO X BSP 2018-15AAAA (sf)AAA 117.81261.07110192.21.7510/17/24
BSP 2018-15A CLO A1R BSP 2018-15AAAA (sf)AAA34.11117.81261.07110192.21.7510/17/24