By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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 2018-1A CLO D BCC 2018-1ABB+ (sf)N/A6.21107.61111.03110147.21.3411/04/22
BCC 2018-1A CLO E BCC 2018-1ABB- (sf)N/A1.95104.7106.21.01105134.71.2811/04/22
BCC 2019-2A CLO BR BCC 2019-2AAAA (sf)N/A17.87121.61311.08120180.61.511/04/22
BCC 2019-3A CLO XR BCC 2019-3AAAA (sf)AAA 123.2133.21.08120182.31.5211/04/22
BCC 2019-3A CLO C1R BCC 2019-3AA+ (sf)A-14.48113.8122.31.07115164.31.4311/04/22
BCC 2019-4A CLO A1R BCC 2019-4AAAA (sf)AAA34121.6131.21.08120176.11.4711/04/22
CBCF 2021-2A CLO A2 CBCF 2021-2AA+ (sf)AA+39.01143.9160.71.12110297.52.711/04/22
LCM 29A CLO BR LCM 29AAAA (sf)N/A15.79121.6130.31.07120183.81.5311/04/22
BCC 2019-4A CLO A2R BCC 2019-4AAAA (sf)AAA31.9121.6131.21.08120176.11.4711/04/22
CANYC 2020-2A CLO BR CANYC 2020-2AAAA (sf)N/A18.15121.6131.71.08120176.71.4711/04/22
BCC 2019-4A CLO BR BCC 2019-4AAAA (sf)AA20.38121.6131.21.08120176.11.4711/04/22
BCC 2019-4A CLO ER BCC 2019-4ABB (sf)BB-3.62103.7108.41.05   11/04/22
BCC 2020-1A CLO C BCC 2020-1AAA (sf)N/A12.37113.2121.91.08115162.81.4211/04/22
BCC 2020-1A CLO D BCC 2020-1ABBB+ (sf)N/A6.53107.6114.31.061101461.3311/04/22
BCC 2020-3A CLO XR BCC 2020-3AAAA (sf)AAA 121.5131.91.09120177.11.4811/04/22
TICP 2017-8A CLO BR TICP 2017-8AA+ (sf)N/A12.26114122.21.07115156.61.3611/04/22
BCC 2020-3A CLO BR BCC 2020-3AAAA (sf)N/A19.14121.5131.91.09120177.11.4811/04/22
BCC 2020-3A CLO ER BCC 2020-3ABB- (sf)BB-2.14103.71091.05   11/04/22
BCC 2020-4A CLO A1 BCC 2020-4AAAA (sf)AAA36.31121.6131.81.08120166.21.3911/04/22
BCC 2020-5A CLO A1 BCC 2020-5AAAA (sf)N/A35.09121.6131.91.08120184.91.5411/04/22
BCC 2021-1A CLO X BCC 2021-1AAAA (sf)AAA 121.6131.51.08120183.41.5311/04/22
BCC 2021-1A CLO A BCC 2021-1AAAA (sf)AAA32.16121.6131.51.08120183.41.5311/04/22
BCC 2021-2A CLO B BCC 2021-2AAAA (sf)AA18.29121.8131.61.08120182.11.5211/04/22
BCC 2021-3A CLO C BCC 2021-3AA+ (sf)N/A12.31114121.71.07115161.21.411/04/22
BCC 2021-4A CLO A1 BCC 2021-4AAAA (sf)AAA32.41121.6131.21.08120177.71.4811/04/22
BCC 2021-4A CLO B BCC 2021-4AAAA (sf)N/A18.46121.6131.21.08120177.71.4811/04/22
BCC 2021-5A CLO A1 BCC 2021-5AAAA (sf)AAA32.58121.6131.21.08120176.71.4711/04/22
BCC 2021-5A CLO A2 BCC 2021-5AAAA (sf)AAA30.44121.6131.21.08120176.71.4711/04/22
BALLY 2021-1A CLO A1 BALLY 2021-1AAAA (sf)AAA31.92114122.31.07115168.81.4711/04/22
BALLY 2021-1A CLO B BALLY 2021-1AAAA (sf)N/A12.77114122.31.07115168.81.4711/04/22
BALLY 2021-16A CLO A1L BALLY 2021-16AAAA (sf)N/A32.58114122.21.07110161.61.4711/04/22
CGMS 2016-3A CLO BRR CGMS 2016-3AAAA (sf)AA18.96124.7134.51.08120183.21.5311/04/22
DRSLF 2018-70A CLO A2B DRSLF 2018-70AAAA (sf)AAA29.261201301.08120170.91.4211/04/22
BALLY 2021-16A CLO A1N BALLY 2021-16AAAA (sf)N/A32.58114122.21.07110161.61.4711/04/22
BALLY 2021-16A CLO B BALLY 2021-16AAA+ (sf)N/A12.25114122.21.07110161.61.4711/04/22
BALLY 2018-1A CLO A2 BALLY 2018-1AAAA (sf)AA17.38115.61221.06115172.51.511/04/22
BALLY 2019-2A CLO DR BALLY 2019-2ABB+ (sf)BB-1.75104.7109.31.04   11/04/22
BALLY 2020-2A CLO A1R BALLY 2020-2AAAA (sf)N/A36.1114122.31.07115241.12.111/04/22
BALLY 2020-2A CLO A2R BALLY 2020-2AAAA (sf)N/A19.06114122.31.07115241.12.111/04/22
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A18.63121.6131.81.08120176.21.4711/04/22
BARDT 2019-2A CLO AR BARDT 2019-2AAAA (sf)AAA30.81121.6131.81.08120183.61.5311/04/22
BARDT 2019-2A CLO BR BARDT 2019-2AAAA (sf)AA17.84121.6131.81.08120183.61.5311/04/22
BARDT 2019-2A CLO DR BARDT 2019-2ABBB (sf)BBB-5.95108.9115.11.06105153.81.4611/04/22
BARDT 2019-2A CLO ER BARDT 2019-2ABB (sf)BB-0.54103.2108.91.06   11/04/22
BARK 2021-1A CLO A BARK 2021-1AAAA (sf)N/A33.83121.6132.21.09120175.71.4611/04/22
BARK 2021-1A CLO D BARK 2021-1ABB+ (sf)N/A7.2106.6114.21.07105146.11.3911/04/22
BARK 2021-1A CLO E BARK 2021-1ABB (sf)N/A3.3104.1109.61.05   11/04/22
BABSN 2017-1A CLO A2 BABSN 2017-1AAAA (sf)AAA30.22126.1135.61.08120173.11.4411/04/22
BABSN 2017-1A CLO B1 BABSN 2017-1AAAA (sf)AA+22.22126.1135.61.08120173.11.4411/04/22
BABSN 2017-1A CLO B2 BABSN 2017-1AAAA (sf)AA+22.22126.1135.61.08120173.11.4411/04/22