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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
BCHPK 2019-1A CLO B2BR BCHPK 2019-1AAA- (sf)N/A19.46121.6131.51.08120177.61.4806/09/23
BCHPK 2019-1A CLO C1R BCHPK 2019-1AAA- (sf)N/A15.22114.6122.51.071151641.4306/09/23
BCHPK 2019-1A CLO C2R BCHPK 2019-1AA+ (sf)N/A13.58114.6122.51.071151641.4306/09/23
BCHPK 2019-1A CLO DR BCHPK 2019-1ABBB- (sf)N/A7.32103.7108.61.05   06/09/23
BCHPK 2019-1A CLO ER BCHPK 2019-1ABB (sf)BB-2.5103.7108.61.05   06/09/23
BCRED 2021-1A CLO A BCRED 2021-1AAAA (sf)AAA35.06136.5149.91.1120197.81.6506/09/23
BCRED 2021-1A CLO B BCRED 2021-1AAAA (sf)AA30.02136.5149.91.1120197.81.6506/09/23
BCRED 2021-1A CLO C BCRED 2021-1AAAA (sf)A22.33123.5135.11.09110175.91.606/09/23
BCRED 2021-1A CLO D BCRED 2021-1ABBB+ (sf)BBB-13.85113.1121.81.08105154.11.4706/09/23
BCRED 2021-2A CLO AL BCRED 2021-2AAAA (sf)N/A35.28132.9146.71.1120205.91.7206/09/23
BCRED 2021-2A CLO A BCRED 2021-2AAAA (sf)AAA35.28132.9146.71.1120205.91.7206/09/23
BCRED 2021-2A CLO B BCRED 2021-2AAAA (sf)AA28.57132.9146.71.1120205.91.7206/09/23
BCRED 2021-2A CLO C BCRED 2021-2AAA+ (sf)N/A20.12119.3131.21.1110181.81.6506/09/23
BCRED 2021-2A CLO D BCRED 2021-2ABBB (sf)N/A10.93108.6117.71.08105158.61.5106/09/23
BLACK 2016-1A CLO A1AR BLACK 2016-1AAAA (sf)AAA34.69113.5117.41.031101701.5506/09/23
BLACK 2016-1A CLO A1BR2 BLACK 2016-1AAAA (sf)N/A34.69113.5117.41.031101701.5506/09/23
BLACK 2016-1A CLO A2AR BLACK 2016-1AAAA (sf)N/A20.58113.5117.41.031101701.5506/09/23
BLACK 2016-1A CLO A2BR2 BLACK 2016-1AA- (sf)N/A20.58113.5117.41.031101701.5506/09/23
BLACK 2016-1A CLO BR BLACK 2016-1AA- (sf)N/A13.43113.5117.41.031101701.5506/09/23
BLACK 2016-1A CLO CR BLACK 2016-1ABB+ (sf)N/A8.491081111.03102157.81.5506/09/23
BLACK 2016-1A CLO DR BLACK 2016-1ABB- (sf)N/A3.76103.7105.61.02101144.51.4306/09/23
BLACK 2019-2A CLO A1A BLACK 2019-2AAAA (sf)AAA36.37114.5121.71.06110153.91.406/09/23
BLACK 2019-2A CLO A1B BLACK 2019-2AAAA (sf)AAA33.29114.5121.71.06110153.91.406/09/23
BLACK 2019-2A CLO A2 BLACK 2019-2AAAA (sf)N/A22.77114.5121.71.06110153.91.406/09/23
BLACK 2019-2A CLO B BLACK 2019-2AA+ (sf)N/A16.36114.5121.71.06110153.91.406/09/23
BLACK 2019-2A CLO C BLACK 2019-2ABB+ (sf)N/A10.71108.51141.05105140.91.3406/09/23
BLACK 2019-2A CLO D BLACK 2019-2ABB- (sf)N/A6.1104.8108.41.03105129.11.2306/09/23
BLACK 2021-1A CLO A1A BLACK 2021-1AAAA (sf)AAA34.75115.5123.41.07115187.81.6306/09/23
BLACK 2021-1A CLO A1B BLACK 2021-1AAAA (sf)AAA34.75115.5123.41.07115187.81.6306/09/23
BLACK 2021-1A CLO A2 BLACK 2021-1AAAA (sf)AA22.51115.5123.41.07115187.81.6306/09/23
BLACK 2021-1A CLO B BLACK 2021-1AA+ (sf)A17.41115.5123.41.07115187.81.6306/09/23
BLACK 2021-1A CLO C BLACK 2021-1ABBB (sf)BBB-11.29108.9114.91.06110167.81.5306/09/23
BLACK 2021-1A CLO D BLACK 2021-1ABB (sf)BB-6.71104.3109.21.05   06/09/23
BCRK 2015-1A CLO AR BCRK 2015-1AAAA (sf)AAA30.12121.6128.81.06120161.31.3406/09/23
BCRK 2015-1A CLO BR BCRK 2015-1AAAA (sf)AAA18.92121.6128.81.06120161.31.3406/09/23
BCRK 2015-1A CLO CR BCRK 2015-1AAA (sf)A+12.52114119.41.05115148.11.2906/09/23
BCRK 2015-1A CLO DR BCRK 2015-1ABBB- (sf)BBB-6.38108111.61.03110136.11.2406/09/23
BCRK 2015-1A CLO ER BCRK 2015-1ABB- (sf)BB-1.85104.2106.41.02105125.81.206/09/23
BSP 2016-10A CLO A1RR BSP 2016-10AAAA (sf)N/A35.07114121.21.06110149.81.3606/09/23
BSP 2016-10A CLO A2ARR BSP 2016-10AAAA (sf)N/A19.1114121.21.06110149.81.3606/09/23
BSP 2016-10A CLO A2BRR BSP 2016-10AAA- (sf)N/A19.1114121.21.06110149.81.3606/09/23
BSP 2016-10A CLO BRR BSP 2016-10AAA- (sf)N/A12.71114121.21.06110149.81.3606/09/23
BSP 2016-10A CLO CRR BSP 2016-10ABBB- (sf)N/A6.33107.6112.91.05105136.21.306/09/23
BSP 2016-10A CLO DRR BSP 2016-10ABB (sf)N/A2.87104.6108.91.04   06/09/23
BSP 2017-12A CLO A1R BSP 2017-12AAAA (sf)AAA31.38115.7120.51.04110149.51.3606/09/23
BSP 2017-12A CLO A2R BSP 2017-12AAAA (sf)AA+18.41115.7120.51.04110149.51.3606/09/23
BSP 2017-12A CLO B BSP 2017-12AAA+ (sf)A12.21115.7120.51.04110149.51.3606/09/23
BSP 2017-12A CLO C BSP 2017-12ABBB+ (sf)BBB-5.45108.3111.91.03105135.91.2906/09/23
BSP 2017-12A CLO D BSP 2017-12ABB- (sf)B+0.37103.7106.21.02   06/09/23
BSP 2018-14A CLO A1 BSP 2018-14AAAA (sf)AAA34.09123.8131.21.06120165.51.3806/09/23