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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
BALLY 2019-2A CLO A1AR BALLY 2019-2AAAA (sf)AAA35.92114122.61.08115150.41.3111/04/22
OCT27 2016-1A CLO B2R OCT27 2016-1AA+ (sf)N/A16.46121.61301.07120193.91.6211/04/22
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A16.22121.6129.61.07120180.31.511/04/22
OCT27 2016-1A CLO B1R OCT27 2016-1AAAA (sf)N/A16.46121.61301.07120193.91.6211/04/22
BABSN 2019-4A CLO E BABSN 2019-4ABB (sf)BB-2.05104.2109.61.05105124.51.1911/04/22
BABSN 2019-4A CLO B2 BABSN 2019-4AAA+ (sf)N/A19.3121.91331.09120174.21.4511/04/22
BABSN 2019-4A CLO C BABSN 2019-4AAA+ (sf)N/A12.91114.2123.31.08115156.81.3611/04/22
KKR 20 CLO B KKR 20AAA (sf)AA18.02122.4132.61.08115179.31.5611/04/22
BABSN 2021-3A CLO D BABSN 2021-3ABBB (sf)BBB-3.88108.2114.41.06105145.41.3811/04/22
KKR 21 CLO B KKR 21AAA (sf)AA17.86122.5132.51.08115194.21.6911/04/22
BABSN 2021-3A CLO C BABSN 2021-3AA+ (sf)A10.68114.8123.11.07115161.31.411/04/22
BABSN 2021-3A CLO B2 BABSN 2021-3AA+ (sf)AA16.61121.6131.81.08120175.11.4611/04/22
MAGNE 2016-17A CLO BR MAGNE 2016-17AAAA (sf)AA19.48123.7132.71.07120184.31.5411/04/22
BABSN 2021-3A CLO A BABSN 2021-3AAAA (sf)AAA31.97121.6131.81.08120175.11.4611/04/22
KKR 17 CLO BR KKR 17AAA (sf)AA18.32122.8133.81.09120188.21.5711/04/22
GRIPP 2017-1A CLO B GRIPP 2017-1AAAA (sf)AA19.92123.31311.06120163.21.3611/04/22
KKR 22A CLO B KKR 22AAAA (sf)AA18.03122.5132.91.08120181.51.5111/04/22
BARDT 2019-2A CLO CR BARDT 2019-2AA+ (sf)A12.43115.5123.71.07115170.31.4811/04/22
BALLY 2019-1A CLO CR BALLY 2019-1AA (sf)BBB-7.2108.9115.51.06110156.31.4211/04/22
KKR 9 CLO BR2 KKR 9AAA (sf)AA+17.88123.9131.91.06120180.61.511/04/22
WELF 2017-3A CLO B WELF 2017-3AA+ (sf)A10.01114.7121.71.06115156.81.3611/04/22
CHPRK 2018-1A CLO B CHPRK 2018-1AA+ (sf)N/A9.41113.9119.71.05115161.71.4111/04/22
BALLY 2018-1A CLO D BALLY 2018-1ABB+ (sf)BB--0.01104.7107.31.02105138.41.3211/04/22
LCM 13A CLO BR3 LCM 13AAAA (sf)N/A23.78123.3136.61.11120183.11.5311/04/22
BALLY 2018-1A CLO B BALLY 2018-1AAAA (sf)A12.06115.61221.06115172.51.511/04/22
CHPRK 2018-1A CLO A1B CHPRK 2018-1AAAA (sf)AAA28.23113.9119.71.05115161.71.4111/04/22
LCM 14A CLO BR LCM 14AAAA (sf)AA14.27121.9128.31.05120173.31.4411/04/22
BSP 2019-19A CLO A BSP 2019-19AAAA (sf)AAA31.9121.6132.41.09120169.51.4111/04/22
BSP 2019-19A CLO B BSP 2019-19AAAA (sf)N/A19.13121.6132.41.09120169.51.4111/04/22
LCM 15A CLO BR LCM 15AAAA (sf)AA+16.85123.3129.71.05120175.91.4711/04/22
BABSN 2019-2A CLO CR BABSN 2019-2ABBB (sf)N/A4.76107.7114.31.06110144.71.3211/04/22
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A18.11120.7130.31.08120178.61.4911/04/22
LCM 16A CLO A1BRR LCM 16AAAA (sf)N/A30.65121.2128.31.06120171.31.4311/04/22
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA31.82114122.61.08115161.11.411/04/22
BSP 2013-IIA CLO A2R2 BSP 2013-IIAAAA (sf)N/A27.89114.1124.11.09115173.61.5111/04/22
LCM 16A CLO BRR LCM 16AAAA (sf)N/A15.76121.2128.31.06120171.31.4311/04/22
MAGNE 2018-20A CLO B MAGNE 2018-20AAAA (sf)AA19.49123.3132.61.081151871.6311/04/22
SYMP 2018-20A CLO A2BR SYMP 2018-20AAAA (sf)AAA30.83122.5132.91.08120184.91.5411/04/22
CBAM 2017-1A CLO E CBAM 2017-1ABB (sf)BB--1.42104.7106.91.02   11/04/22
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA26.2121.6129.41.06120171.71.4311/04/22
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA+16.25121.6129.41.06120171.71.4311/04/22
LCM 19A CLO BR LCM 19AAAA (sf)N/A40.57125.1169.51.35120205.71.7111/04/22
CBCF 2021-1A CLO E CBCF 2021-1AA+ (sf)BB-3.14120127.41.06   11/04/22
BABSN 2021-2A CLO A1 BABSN 2021-2AAAA (sf)AAA32.5122.71331.08120183.51.5311/04/22
CBCF 2021-1A CLO C CBCF 2021-1AAA+ (sf)A-17.07137148.71.09105246.52.3511/04/22
CBCF 2021-1A CLO A CBCF 2021-1AAA+ (sf)AAA39.46148.3164.31.11110278.92.5411/04/22
CBCF 2021-1A CLO B CBCF 2021-1AAA+ (sf)AA24.94148.3164.31.11110278.92.5411/04/22
LCM 20A CLO BR LCM 20AAAA (sf)N/A36.55123.3160.31.3120200.81.6711/04/22
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AA26.94137.3145.41.06115189.41.6511/04/22
CGMS 2016-1A CLO BR2 CGMS 2016-1AA (sf)N/A10.54114.81221.06115165.21.4411/04/22