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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
BDF 2018-2A CLO CR BDF 2018-2AAAA (sf)AA+28.96149.2152.61.02105237.32.2610/17/24
BDF 2018-2A CLO D BDF 2018-2AAAA (sf)AA-22.74139.6140.31.01   10/17/24
BRIST 2016-1A CLO AR BRIST 2016-1AAAA (sf)AAA52.36121.6151.91.25120199.31.6610/17/24
BRIST 2016-1A CLO BR BRIST 2016-1AAAA (sf)AA+32.56121.6151.91.25120199.31.6610/17/24
BRIST 2016-1A CLO CR BRIST 2016-1AAAA (sf)A21.75114130.91.15110168.91.5410/17/24
BRIST 2016-1A CLO DR BRIST 2016-1AA (sf)BBB-11.44107.6115.71.081051451.3810/17/24
BRIST 2016-1A CLO ER BRIST 2016-1ABB- (sf)BB-3.3103.4105.91.02   10/17/24
BRMTN 2022-1A CLO AR BRMTN 2022-1AAAA (sf)AAA35.67121.6131.31.08115155.31.3510/17/24
BRMTN 2022-1A CLO BR BRMTN 2022-1AAAA (sf)N/A22.4121.6131.31.08115155.31.3510/17/24
BRMTN 2022-1A CLO CR BRMTN 2022-1AA+ (sf)N/A16.27114121.71.07110143.11.310/17/24
BRMTN 2022-1A CLO DR BRMTN 2022-1ABB+ (sf)N/A10.15107.6113.41.05105131.21.2510/17/24
BRMTN 2022-1A CLO ER BRMTN 2022-1ABB- (sf)N/A6.32103.5108.81.05   10/17/24
BATPK 2019-1A CLO XR BATPK 2019-1AAAA (sf)AAA 121.6131.41.08120167.11.3910/17/24
BATPK 2019-1A CLO AR BATPK 2019-1AAAA (sf)AAA36.44121.6131.41.08120167.11.3910/17/24
BATPK 2019-1A CLO AJ BATPK 2019-1AAAA (sf)AAA32.34121.6131.41.08120167.11.3910/17/24
BATPK 2019-1A CLO BR BATPK 2019-1AAAA (sf)AA22.09121.6131.41.08120167.11.3910/17/24
BATPK 2019-1A CLO CR BATPK 2019-1AA+ (sf)A15.95114121.81.07110153.41.3910/17/24
BATPK 2019-1A CLO DR BATPK 2019-1ABB+ (sf)BBB+10.83106.4112.21.05105138.21.3210/17/24
BATPK 2019-1A CLO DJ BATPK 2019-1ABB- (sf)BBB-8.79106.4112.21.05105138.21.3210/17/24
BATPK 2019-1A CLO E BATPK 2019-1ABB- (sf)BB+6.71104.2107.31.03   10/17/24
BATPK 2019-1A CLO EJ BATPK 2019-1AB+ (sf)BB-5.67104.2107.31.03   10/17/24
BATPK 2022-1A CLO A1 BATPK 2022-1AAAA (sf)N/A37.33121.6130.31.07120148.41.2410/17/24
BATPK 2022-1A CLO A2 BATPK 2022-1AAAA (sf)N/A34.76121.6130.31.07120148.41.2410/17/24
BATPK 2022-1A CLO B1 BATPK 2022-1AAAA (sf)N/A21.92121.6130.31.07120148.41.2410/17/24
BATPK 2022-1A CLO B2 BATPK 2022-1AAA- (sf)N/A21.92121.6130.31.07120148.41.2410/17/24
BATPK 2022-1A CLO C BATPK 2022-1AA+ (sf)N/A16.27114.7121.51.06110135.71.2310/17/24
BATPK 2022-1A CLO D BATPK 2022-1ABB+ (sf)N/A11.13109.6114.51.04105124.81.1910/17/24
BATPK 2022-1A CLO E BATPK 2022-1AB+ (sf)N/A7.28106.8109.81.03   10/17/24
BKPRK 2019-1A CLO AR BKPRK 2019-1AAAA (sf)N/A38122.5130.81.07120165.91.3810/17/24
BKPRK 2019-1A CLO B1R BKPRK 2019-1AAAA (sf)N/A21.32122.5130.81.07120165.91.3810/17/24
BKPRK 2019-1A CLO B2R BKPRK 2019-1AAA- (sf)N/A21.32122.5130.81.07120165.91.3810/17/24
BKPRK 2019-1A CLO CR BKPRK 2019-1AA+ (sf)N/A14.71114.2120.61.06110151.41.3810/17/24
BKPRK 2019-1A CLO DR BKPRK 2019-1ABB+ (sf)N/A8.45107.8112.41.04105138.41.3210/17/24
BKPRK 2019-1A CLO ER BKPRK 2019-1ABB- (sf)N/A4.96104.6108.21.03   10/17/24
GUGG4 2016-1A CLO A2RB1R GUGG4 2016-1AAAA (sf)AAA25.25116.11251.08110155.41.4110/17/24
GUGG4 2016-1A CLO A2RB2R GUGG4 2016-1AAAA (sf)AAA25.25116.11251.08110155.41.4110/17/24
GUGG4 2016-1A CLO A2RB3R GUGG4 2016-1AAAA (sf)AAA25.25116.11251.08110155.41.4110/17/24
GUGG4 2016-1A CLO A2RB4R GUGG4 2016-1AAAA (sf)AAA25.25116.11251.08110155.41.4110/17/24
GUGG4 2016-1A CLO BRB3R GUGG4 2016-1AAAA (sf)A+18.19116.11251.08110155.41.4110/17/24
GUGG4 2016-1A CLO BRB4R GUGG4 2016-1AAAA (sf)A+18.19116.11251.08110155.41.4110/17/24
CANYC 2012-1RA CLO B CANYC 2012-1RAAAA (sf)AA+24.1122.9134.61.11201601.3310/17/24
CANYC 2016-1A CLO BR CANYC 2016-1AAAA (sf)AA+21.82123.5131.61.07120161.11.3410/17/24
CANYC 2016-2A CLO BR CANYC 2016-2AAAA (sf)AA20.21122.31291.05120159.61.3310/17/24
CANYC 2017-1A CLO BR CANYC 2017-1AAAA (sf)AA+22.03122.3132.31.08120166.31.3910/17/24
CANYC 2018-1A CLO B CANYC 2018-1AAAA (sf)AA+21.33122.5130.51.07120159.81.3310/17/24
CANYC 2019-1A CLO BRR CANYC 2019-1AAAA (sf)N/A21.28122.1131.31.08120150.81.2610/17/24
CANYC 2019-2A CLO BR CANYC 2019-2AAAA (sf)N/A20.89121.6130.81.08120163.51.3610/17/24
CANYC 2020-1A CLO BR CANYC 2020-1AAAA (sf)N/A21.27121.6130.51.07120159.21.3310/17/24
CANYC 2020-2A CLO BR CANYC 2020-2AAAA (sf)N/A21.58121.61311.08120161.71.3510/17/24
CANYC 2020-3A CLO BR CANYC 2020-3AAAA (sf)AA22.65121.6131.51.08120157.11.3110/17/24