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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
BCC 2021-1A CLO C BCC 2021-1AA+ (sf)N/A13.24114121.61.07110158.61.4405/10/23
BCC 2021-1A CLO D BCC 2021-1ABB+ (sf)N/A6.89107.6113.31.05105144.91.3805/10/23
BCC 2021-1A CLO E BCC 2021-1ABB- (sf)BB-2.66103.7108.41.05   05/10/23
AUDAX 2020-4A CLO B AUDAX 2020-4ANRN/A       05/10/23
BCC 2021-2A CLO A1 BCC 2021-2AAAA (sf)AAA35.2121.8131.41.08120172.51.4405/10/23
BCC 2021-2A CLO A2 BCC 2021-2AAAA (sf)AAA32.04121.8131.41.08120172.51.4405/10/23
BCC 2021-2A CLO B BCC 2021-2AAAA (sf)AA20.02121.8131.41.08120172.51.4405/10/23
BCC 2021-2A CLO C BCC 2021-2AAA (sf)A14.97115.9123.61.07115160.81.405/10/23
BCC 2021-2A CLO D BCC 2021-2ABBB+ (sf)BBB-8.48109.1114.91.05110146.21.3305/10/23
BCC 2021-2A CLO E BCC 2021-2ABB (sf)BB-3.06103.7108.51.05   05/10/23
BCC 2021-3A CLO A BCC 2021-3AAAA (sf)AAA35.16121.6130.81.08120171.41.4305/10/23
BCC 2021-3A CLO B BCC 2021-3AAAA (sf)N/A19.88121.6130.81.08120171.41.4305/10/23
BCC 2021-3A CLO C BCC 2021-3AA+ (sf)N/A13.55114121.31.06115157.41.3705/10/23
BCC 2021-3A CLO D BCC 2021-3ABB+ (sf)N/A7.23107.61131.05110143.81.3105/10/23
BCC 2021-3A CLO E BCC 2021-3ABB (sf)N/A3.54104.3108.71.04   05/10/23
BCC 2021-4A CLO X BCC 2021-4AAAA (sf)AAA 121.6131.11.08120170.31.4205/10/23
BCC 2021-4A CLO A1 BCC 2021-4AAAA (sf)AAA33.18121.6131.11.08120170.31.4205/10/23
BCC 2021-4A CLO A2 BCC 2021-4AAAA (sf)AAA31.05121.6131.11.08120170.31.4205/10/23
BCC 2021-4A CLO B BCC 2021-4AAAA (sf)N/A19.39121.6131.11.08120170.31.4205/10/23
BCC 2021-4A CLO C BCC 2021-4AA+ (sf)N/A13.02114121.51.07110156.41.4205/10/23
BCC 2021-4A CLO D BCC 2021-4ABB+ (sf)N/A6.66107.6113.21.05105142.81.3605/10/23
BCC 2021-4A CLO E BCC 2021-4ABB- (sf)BB-2.42103.7108.31.04   05/10/23
BCC 2021-5A CLO A1L BCC 2021-5AAAA (sf)N/A33.29121.6131.11.08120168.41.405/10/23
BCC 2021-5A CLO A1 BCC 2021-5AAAA (sf)AAA33.29121.6131.11.08120168.41.405/10/23
BCC 2021-5A CLO A2 BCC 2021-5AAAA (sf)AAA31.18121.6131.11.08120168.41.405/10/23
BCC 2021-5A CLO B BCC 2021-5AAAA (sf)AA19.53121.6131.11.08120168.41.405/10/23
BCC 2021-5A CLO C BCC 2021-5AA+ (sf)A14.24115.51231.06110156.81.4305/10/23
BCC 2021-5A CLO D BCC 2021-5ABB+ (sf)BBB-7.78108.8114.41.05105142.81.3605/10/23
BCC 2021-5A CLO E BCC 2021-5ABB- (sf)BB-2.59103.7108.31.04   05/10/23
BALLY 2020-14A CLO A1 BALLY 2020-14AAAA (sf)N/A35.57114122.21.07115153.91.3405/10/23
BALLY 2020-14A CLO A2 BALLY 2020-14AAAA (sf)N/A21.02114122.21.07115153.91.3405/10/23
BALLY 2020-14A CLO B BALLY 2020-14AAAA (sf)N/A14.78114122.21.07115153.91.3405/10/23
BALLY 2020-14A CLO C BALLY 2020-14ABBB+ (sf)N/A8.55107.6113.91.06110140.21.2705/10/23
BALLY 2020-14A CLO D BALLY 2020-14ABB+ (sf)N/A5.43104.9110.11.05   05/10/23
BALLY 2021-1A CLO A1 BALLY 2021-1AAAA (sf)AAA33.53114122.41.071151611.405/10/23
BALLY 2021-1A CLO A2 BALLY 2021-1AAAA (sf)N/A21.07114122.41.071151611.405/10/23
BALLY 2021-1A CLO B BALLY 2021-1AAAA (sf)N/A14.83114122.41.071151611.405/10/23
BALLY 2021-1A CLO C BALLY 2021-1ABBB+ (sf)N/A8.6107.61141.06110146.91.3405/10/23
BALLY 2021-1A CLO D BALLY 2021-1ABB+ (sf)N/A4.45103.7109.11.05   05/10/23
BALLY 2021-16A CLO A1L BALLY 2021-16AAAA (sf)N/A34.09114122.21.07110161.81.4705/10/23
BALLY 2021-16A CLO A1N BALLY 2021-16AAAA (sf)N/A34.09114122.21.07110161.81.4705/10/23
BALLY 2021-16A CLO A2 BALLY 2021-16AAAA (sf)N/A20.49114122.21.07110161.81.4705/10/23
BALLY 2021-16A CLO B BALLY 2021-16AAA+ (sf)N/A14.21114122.21.07110161.81.4705/10/23
BALLY 2021-16A CLO C BALLY 2021-16ABBB+ (sf)N/A7.93107.6113.91.06105148.11.4105/10/23
BALLY 2021-16A CLO D BALLY 2021-16ABB+ (sf)N/A3.75103.21091.06   05/10/23
BALLY 2021-17A CLO A1A BALLY 2021-17AAAA (sf)AAA35.45114122.41.07110164.51.505/10/23
BALLY 2021-17A CLO A1B BALLY 2021-17AAAA (sf)AAA33.37114122.41.07110164.51.505/10/23
BALLY 2021-17A CLO A2 BALLY 2021-17AAAA (sf)AA20.88114122.41.07110164.51.505/10/23
BALLY 2021-17A CLO B BALLY 2021-17AAA+ (sf)A14.63114122.41.07110164.51.505/10/23
BALLY 2021-17A CLO C BALLY 2021-17ABBB+ (sf)BBB-8.39107.6114.11.06105150.31.4305/10/23