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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 B BCRED 2021-1AAAA (sf)AA30.73136.5149.81.1120201.91.6808/10/23
BCRED 2021-1A CLO C BCRED 2021-1AAAA (sf)A23.12123.51351.09110179.61.6308/10/23
BCRED 2021-1A CLO D BCRED 2021-1ABBB+ (sf)BBB-14.72113.1121.71.08105157.31.508/10/23
BCRED 2021-2A CLO AL BCRED 2021-2AAAA (sf)N/A35.89132.9146.81.1120211.71.7608/10/23
BCRED 2021-2A CLO A BCRED 2021-2AAAA (sf)AAA35.89132.9146.81.1120211.71.7608/10/23
BCRED 2021-2A CLO B BCRED 2021-2AAAA (sf)AA29.24132.9146.81.1120211.71.7608/10/23
BCRED 2021-2A CLO C BCRED 2021-2AAA+ (sf)N/A20.87119.3131.21.1110186.91.708/10/23
BCRED 2021-2A CLO D BCRED 2021-2ABBB- (sf)N/A11.76108.6117.71.081051631.5508/10/23
BCRED 2022-1A CLO A1A BCRED 2022-1AAAA (sf)AAA40.68127.9142.51.11120202.21.6808/10/23
BCRED 2022-1A CLO A1B BCRED 2022-1AAAA (sf)AAA40.68127.9142.51.11120202.21.6808/10/23
BCRED 2022-1A CLO A2 BCRED 2022-1AAAA (sf)N/A38.6127.9142.51.11120202.21.6808/10/23
BCRED 2022-1A CLO B1 BCRED 2022-1AAAA (sf)N/A27.15127.9142.51.11120202.21.6808/10/23
BCRED 2022-1A CLO B2 BCRED 2022-1AAAA (sf)N/A27.15127.9142.51.11120202.21.6808/10/23
BCRED 2022-1A CLO C BCRED 2022-1AA+ (sf)N/A18.3114.4127.11.11110176.31.608/10/23
BCRED 2022-1A CLO D BCRED 2022-1ABB+ (sf)N/A11.54107.7117.41.09105158.61.5108/10/23
BCRED 2022-1A CLO E BCRED 2022-1ABB (sf)N/A7.89      08/10/23
BLACK 2016-1A CLO A1AR BLACK 2016-1AAAA (sf)AAA34.29113.5116.71.03110165.21.508/10/23
BLACK 2016-1A CLO A1BR2 BLACK 2016-1AAAA (sf)N/A34.29113.5116.71.03110165.21.508/10/23
BLACK 2016-1A CLO A2AR BLACK 2016-1AAAA (sf)N/A20.1113.5116.71.03110165.21.508/10/23
BLACK 2016-1A CLO A2BR2 BLACK 2016-1AA+ (sf)N/A20.1113.5116.71.03110165.21.508/10/23
BLACK 2016-1A CLO BR BLACK 2016-1AA+ (sf)N/A12.9113.5116.71.03110165.21.508/10/23
BLACK 2016-1A CLO CR BLACK 2016-1ABB+ (sf)N/A7.93108110.41.02102153.41.508/10/23
BLACK 2016-1A CLO DR BLACK 2016-1ABB- (sf)N/A3.17103.7104.91.01101140.81.3908/10/23
BLACK 2019-2A CLO A1A BLACK 2019-2AAAA (sf)AAA37.16114.51211.061101511.3708/10/23
BLACK 2019-2A CLO A1B BLACK 2019-2AAAA (sf)AAA34.12114.51211.061101511.3708/10/23
BLACK 2019-2A CLO A2 BLACK 2019-2AAAA (sf)N/A23.73114.51211.061101511.3708/10/23
BLACK 2019-2A CLO B BLACK 2019-2AA+ (sf)N/A17.39114.51211.061101511.3708/10/23
BLACK 2019-2A CLO C BLACK 2019-2ABB+ (sf)N/A11.82108.5113.31.04105138.51.3208/10/23
BLACK 2019-2A CLO D BLACK 2019-2ABB- (sf)N/A7.26104.8107.81.03105127.11.2108/10/23
BLACK 2021-1A CLO A1A BLACK 2021-1AAAA (sf)AAA32.91115.5122.81.06115186.81.6208/10/23
BLACK 2021-1A CLO A1B BLACK 2021-1AAAA (sf)AAA32.91115.5122.81.06115186.81.6208/10/23
BLACK 2021-1A CLO A2 BLACK 2021-1AAAA (sf)AA20.33115.5122.81.06115186.81.6208/10/23
BLACK 2021-1A CLO B BLACK 2021-1AAA+ (sf)A15.09115.5122.81.06115186.81.6208/10/23
BLACK 2021-1A CLO C BLACK 2021-1ABBB+ (sf)BBB-8.8108.9114.41.051101671.5208/10/23
BLACK 2021-1A CLO D BLACK 2021-1ABB+ (sf)BB-4.08104.3108.81.04   08/10/23
BLACK 2022-1A CLO X BLACK 2022-1AAAA (sf)AAA 123.3133.51.08   08/10/23
BLACK 2022-1A CLO A1A BLACK 2022-1AAAA (sf)AAA38.36123.3133.51.08   08/10/23
BLACK 2022-1A CLO A1B BLACK 2022-1AAAA (sf)AAA38.36123.3133.51.08   08/10/23
BLACK 2022-1A CLO B BLACK 2022-1AAAA (sf)N/A24.62123.3133.51.08   08/10/23
BLACK 2022-1A CLO C BLACK 2022-1AAA+ (sf)N/A18.59115.5123.71.07   08/10/23
BLACK 2022-1A CLO D1A BLACK 2022-1ABBB+ (sf)N/A16.44110114.71.04   08/10/23
BLACK 2022-1A CLO D1B BLACK 2022-1ABBB+ (sf)N/A16.44110114.71.04   08/10/23
BLACK 2022-1A CLO D2 BLACK 2022-1ABBB- (sf)N/A14.1110114.71.04   08/10/23
BLACK 2022-1A CLO E BLACK 2022-1ABB+ (sf)N/A12.22110114.71.04   08/10/23
BCRK 2015-1A CLO AR BCRK 2015-1AAAA (sf)AAA32.29121.6128.61.06120157.91.3208/10/23
BCRK 2015-1A CLO BR BCRK 2015-1AAAA (sf)AAA20.47121.6128.61.06120157.91.3208/10/23
BCRK 2015-1A CLO CR BCRK 2015-1AAA+ (sf)A+13.71114119.21.051151451.2608/10/23
BCRK 2015-1A CLO DR BCRK 2015-1ABBB+ (sf)BBB-7.24108111.31.03110133.31.2108/10/23
BCRK 2015-1A CLO ER BCRK 2015-1ABB (sf)BB-2.46104.2106.21.02105123.21.1708/10/23
BSP 2016-10A CLO A1RR BSP 2016-10AAAA (sf)N/A35.98114121.61.071101551.4108/10/23