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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
BABSN 2022-1A CLO A1 BABSN 2022-1AAAA (sf)AAA30.75122.9131.91.07120176.51.4706/09/23
BABSN 2022-1A CLO A2 BABSN 2022-1AAAA (sf)AAA30.75122.9131.91.07120176.51.4706/09/23
BABSN 2022-1A CLO B BABSN 2022-1AAAA (sf)N/A18.57122.9131.91.07120176.51.4706/09/23
BABSN 2022-1A CLO C BABSN 2022-1AA+ (sf)N/A11.81114.7121.81.06110160.61.4606/09/23
BABSN 2022-1A CLO D BABSN 2022-1ABB+ (sf)N/A4.78107.6112.81.05105144.81.3806/09/23
BABSN 2022-1A CLO E BABSN 2022-1ABB (sf)BB-0.45103.2107.91.05   06/09/23
BABSN 2022-2A CLO A BABSN 2022-2AAAA (sf)AAA32.23122.5132.41.08120162.41.3506/09/23
BABSN 2022-2A CLO B1 BABSN 2022-2AAAA (sf)AA20.06122.5132.41.08120162.41.3506/09/23
BABSN 2022-2A CLO B2 BABSN 2022-2AAAA (sf)AA20.06122.5132.41.08120162.41.3506/09/23
BABSN 2022-2A CLO C BABSN 2022-2AAA- (sf)A13.97115.11231.07110148.91.3506/09/23
BABSN 2022-2A CLO D BABSN 2022-2ABBB- (sf)BBB-7.35108.3114.21.051051351.2906/09/23
BABSN 2022-2A CLO E BABSN 2022-2ABB (sf)BB-3.38104.1109.51.05   06/09/23
BABSN 2022-4A CLO A BABSN 2022-4AAAA (sf)AAA33.58122.5132.51.08   06/09/23
BABSN 2022-4A CLO B BABSN 2022-4AAAA (sf)AA21.65122.5132.51.08   06/09/23
BABSN 2022-4A CLO C BABSN 2022-4AAA+ (sf)A15.94115.5123.51.07   06/09/23
BABSN 2022-4A CLO D BABSN 2022-4ABBB+ (sf)BBB10.49109.9115.91.05   06/09/23
BABSN 2022-4A CLO E BABSN 2022-4ABB (sf)BB-5.82104.7110.21.05   06/09/23
BATLN 2022-23A CLO AL BATLN 2022-23AAAA (sf)N/A31.63121.6131.71.08120167.21.3906/09/23
BATLN 2022-23A CLO A BATLN 2022-23AAAA (sf)N/A31.63121.6131.71.08120167.21.3906/09/23
BATLN 2022-23A CLO B1 BATLN 2022-23AAAA (sf)N/A18.8121.6131.71.08120167.21.3906/09/23
BATLN 2022-23A CLO B2 BATLN 2022-23AAAA (sf)N/A18.8121.6131.71.08120167.21.3906/09/23
BATLN 2022-23A CLO C BATLN 2022-23AAA (sf)N/A12.39114122.11.07110152.81.3906/09/23
BATLN 2022-23A CLO D BATLN 2022-23ABBB (sf)N/A5.98107.6113.81.06105138.81.3206/09/23
BATLN 2022-23A CLO E BATLN 2022-23ABB (sf)N/A1.71103.2108.81.05   06/09/23
BOBA 2022-1A CLO A BOBA 2022-1AAAA (sf)N/A31.71121.6131.81.08120168.21.406/09/23
BOBA 2022-1A CLO B BOBA 2022-1AAAA (sf)N/A18.9121.6131.81.08120168.21.406/09/23
BOBA 2022-1A CLO C BOBA 2022-1AA+ (sf)N/A12.5114122.11.07110154.11.406/09/23
BOBA 2022-1A CLO D BOBA 2022-1ABB+ (sf)N/A6.1107.6113.81.06105140.11.3306/09/23
BOBA 2022-1A CLO E BOBA 2022-1ABB- (sf)N/A1.83104.2108.91.05   06/09/23
BCRED 2022-1A CLO A1A BCRED 2022-1AAAA (sf)AAA40.13127.9142.71.12120193.81.6106/09/23
BCRED 2022-1A CLO A1B BCRED 2022-1AAAA (sf)AAA40.13127.9142.71.12120193.81.6106/09/23
BCRED 2022-1A CLO A2 BCRED 2022-1AAAA (sf)N/A38.03127.9142.71.12120193.81.6106/09/23
BCRED 2022-1A CLO B1 BCRED 2022-1AAAA (sf)N/A26.47127.9142.71.12120193.81.6106/09/23
BCRED 2022-1A CLO B2 BCRED 2022-1AAAA (sf)N/A26.47127.9142.71.12120193.81.6106/09/23
BCRED 2022-1A CLO C BCRED 2022-1AA+ (sf)N/A17.55114.4127.21.111101691.5406/09/23
BCRED 2022-1A CLO D BCRED 2022-1ABB+ (sf)N/A10.72107.7117.51.091051521.4506/09/23
BCRED 2022-1A CLO E BCRED 2022-1ABB (sf)N/A7.04      06/09/23
BLACK 2022-1A CLO X BLACK 2022-1AAAA (sf)AAA 123.3133.41.08   06/09/23
BLACK 2022-1A CLO A1A BLACK 2022-1AAAA (sf)AAA38.32123.3133.41.08   06/09/23
BLACK 2022-1A CLO A1B BLACK 2022-1AAAA (sf)AAA38.32123.3133.41.08   06/09/23
BLACK 2022-1A CLO B BLACK 2022-1AAAA (sf)N/A24.57123.3133.41.08   06/09/23
BLACK 2022-1A CLO C BLACK 2022-1AAA+ (sf)N/A18.54115.5123.51.07   06/09/23
BLACK 2022-1A CLO D1A BLACK 2022-1AA+ (sf)N/A16.39110114.51.04   06/09/23
BLACK 2022-1A CLO D1B BLACK 2022-1AA (sf)N/A16.39110114.51.04   06/09/23
BLACK 2022-1A CLO D2 BLACK 2022-1ABBB+ (sf)N/A14.05110114.51.04   06/09/23
BLACK 2022-1A CLO E BLACK 2022-1ABB+ (sf)N/A12.17110114.51.04   06/09/23
BSP 2022-26A CLO A BSP 2022-26AAAA (sf)N/A35.84121.61331.09120148.61.2406/09/23
BSP 2022-26A CLO B BSP 2022-26AAAA (sf)N/A21.35121.61331.09120148.61.2406/09/23
BSP 2022-26A CLO C BSP 2022-26AA+ (sf)N/A15.14114123.31.08115136.41.1906/09/23
BSP 2022-26A CLO D BSP 2022-26ABB+ (sf)N/A8.94107.6114.91.07110124.51.1306/09/23