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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 D BOBA 2022-1ABB+ (sf)N/A5.66107.6113.61.06105140.11.3307/14/23
BOBA 2022-1A CLO E BOBA 2022-1ABB- (sf)N/A1.37104.2108.71.04   07/14/23
BCHPK 2019-1A CLO A1R BCHPK 2019-1AAAA (sf)N/A35.66121.6131.51.08120177.11.4807/14/23
BCHPK 2019-1A CLO A2R BCHPK 2019-1AAAA (sf)AAA30.87121.6131.51.08120177.11.4807/14/23
BCHPK 2019-1A CLO B1R BCHPK 2019-1AAAA (sf)N/A19.17121.6131.51.08120177.11.4807/14/23
BCHPK 2019-1A CLO B2AR BCHPK 2019-1AAAA (sf)N/A19.17121.6131.51.08120177.11.4807/14/23
BCHPK 2019-1A CLO B2BR BCHPK 2019-1AAA- (sf)N/A19.17121.6131.51.08120177.11.4807/14/23
BCHPK 2019-1A CLO C1R BCHPK 2019-1AAA- (sf)N/A14.92114.6122.51.07115163.61.4207/14/23
BCHPK 2019-1A CLO C2R BCHPK 2019-1AA+ (sf)N/A13.27114.6122.51.07115163.61.4207/14/23
BCHPK 2019-1A CLO DR BCHPK 2019-1ABB+ (sf)N/A7103.7108.61.05   07/14/23
BCHPK 2019-1A CLO ER BCHPK 2019-1ABB (sf)BB-2.16103.7108.61.05   07/14/23
BCRED 2021-1A CLO A BCRED 2021-1AAAA (sf)AAA35.18136.5149.91.1120202.61.6907/14/23
BCRED 2021-1A CLO B BCRED 2021-1AAAA (sf)AA30.16136.5149.91.1120202.61.6907/14/23
BCRED 2021-1A CLO C BCRED 2021-1AAAA (sf)A22.49123.51351.09110180.21.6407/14/23
BCRED 2021-1A CLO D BCRED 2021-1ABBB+ (sf)BBB-14.02113.1121.71.08105157.81.507/14/23
BCRED 2021-2A CLO AL BCRED 2021-2AAAA (sf)N/A35132.9146.81.1120204.61.707/14/23
BCRED 2021-2A CLO A BCRED 2021-2AAAA (sf)AAA35132.9146.81.1120204.61.707/14/23
BCRED 2021-2A CLO B BCRED 2021-2AAAA (sf)AA28.26132.9146.81.1120204.61.707/14/23
BCRED 2021-2A CLO C BCRED 2021-2AAA+ (sf)N/A19.77119.3131.21.1110180.71.6407/14/23
BCRED 2021-2A CLO D BCRED 2021-2ABBB+ (sf)N/A10.54108.6117.71.08105157.61.507/14/23
BCRED 2022-1A CLO A1A BCRED 2022-1AAAA (sf)AAA39.85127.9142.51.11120194.21.6207/14/23
BCRED 2022-1A CLO A1B BCRED 2022-1AAAA (sf)AAA39.85127.9142.51.11120194.21.6207/14/23
BCRED 2022-1A CLO A2 BCRED 2022-1AAAA (sf)N/A37.74127.9142.51.11120194.21.6207/14/23
BCRED 2022-1A CLO B1 BCRED 2022-1AAAA (sf)N/A26.13127.9142.51.11120194.21.6207/14/23
BCRED 2022-1A CLO B2 BCRED 2022-1AAAA (sf)N/A26.13127.9142.51.11120194.21.6207/14/23
BCRED 2022-1A CLO C BCRED 2022-1AA+ (sf)N/A17.16114.41271.11110169.31.5407/14/23
BCRED 2022-1A CLO D BCRED 2022-1ABBB- (sf)N/A10.3107.7117.31.09105152.31.4507/14/23
BCRED 2022-1A CLO E BCRED 2022-1ABB+ (sf)N/A6.6      07/14/23
BLACK 2016-1A CLO A1AR BLACK 2016-1AAAA (sf)AAA34.52113.51171.03110159.81.4507/14/23
BLACK 2016-1A CLO A1BR2 BLACK 2016-1AAAA (sf)N/A34.52113.51171.03110159.81.4507/14/23
BLACK 2016-1A CLO A2AR BLACK 2016-1AAAA (sf)N/A20.38113.51171.03110159.81.4507/14/23
BLACK 2016-1A CLO A2BR2 BLACK 2016-1AA+ (sf)N/A20.38113.51171.03110159.81.4507/14/23
BLACK 2016-1A CLO BR BLACK 2016-1AA+ (sf)N/A13.21113.51171.03110159.81.4507/14/23
BLACK 2016-1A CLO CR BLACK 2016-1ABB+ (sf)N/A8.26108110.71.03102148.41.4507/14/23
BLACK 2016-1A CLO DR BLACK 2016-1ABB- (sf)N/A3.51103.7105.21.01101136.21.3507/14/23
BLACK 2019-2A CLO A1A BLACK 2019-2AAAA (sf)AAA37.19114.5121.11.06110149.11.3607/14/23
BLACK 2019-2A CLO A1B BLACK 2019-2AAAA (sf)AAA34.15114.5121.11.06110149.11.3607/14/23
BLACK 2019-2A CLO A2 BLACK 2019-2AAAA (sf)N/A23.77114.5121.11.06110149.11.3607/14/23
BLACK 2019-2A CLO B BLACK 2019-2AA+ (sf)N/A17.43114.5121.11.06110149.11.3607/14/23
BLACK 2019-2A CLO C BLACK 2019-2ABB+ (sf)N/A11.86108.5113.41.05105136.81.307/14/23
BLACK 2019-2A CLO D BLACK 2019-2ABB- (sf)N/A7.3104.8107.81.03105125.61.207/14/23
BLACK 2021-1A CLO A1A BLACK 2021-1AAAA (sf)AAA35.57115.5122.91.06115185.81.6207/14/23
BLACK 2021-1A CLO A1B BLACK 2021-1AAAA (sf)AAA35.57115.5122.91.06115185.81.6207/14/23
BLACK 2021-1A CLO A2 BLACK 2021-1AAAA (sf)AA23.49115.5122.91.06115185.81.6207/14/23
BLACK 2021-1A CLO B BLACK 2021-1AAA+ (sf)A18.45115.5122.91.06115185.81.6207/14/23
BLACK 2021-1A CLO C BLACK 2021-1ABBB+ (sf)BBB-12.41108.9114.41.05110166.21.5107/14/23
BLACK 2021-1A CLO D BLACK 2021-1ABB (sf)BB-7.88104.3108.81.04   07/14/23
BLACK 2022-1A CLO X BLACK 2022-1AAAA (sf)AAA 123.3133.41.08   07/14/23
BLACK 2022-1A CLO A1A BLACK 2022-1AAAA (sf)AAA38.32123.3133.41.08   07/14/23
BLACK 2022-1A CLO A1B BLACK 2022-1AAAA (sf)AAA38.32123.3133.41.08   07/14/23