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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 DR BALLY 2019-2ABB+ (sf)BB-0.4104.7109.21.04   08/08/22
BALLY 2020-2A CLO A1R BALLY 2020-2AAAA (sf)N/A35.45114122.21.07115230.1208/08/22
BALLY 2020-2A CLO A2R BALLY 2020-2AAAA (sf)N/A18.23114122.21.07115230.1208/08/22
BALLY 2020-2A CLO BR BALLY 2020-2AAAA (sf)N/A11.78114122.21.07115230.1208/08/22
BALLY 2020-2A CLO CR BALLY 2020-2ABBB+ (sf)N/A5.32107.6113.91.06110203.51.8508/08/22
BALLY 2020-2A CLO DR BALLY 2020-2ABB+ (sf)N/A2.09104.9110.11.05   08/08/22
BARDT 2019-2A CLO AR BARDT 2019-2AAAA (sf)AAA30.37121.6132.11.09120238.41.9908/08/22
BARDT 2019-2A CLO BR BARDT 2019-2AAAA (sf)AA17.32121.6132.11.09120238.41.9908/08/22
BARDT 2019-2A CLO CR BARDT 2019-2AA+ (sf)A11.88115.5123.91.07115219.41.9108/08/22
BARDT 2019-2A CLO DR BARDT 2019-2ABBB (sf)BBB-5.35108.9115.41.06105194.21.8508/08/22
BARDT 2019-2A CLO ER BARDT 2019-2ABB (sf)BB--0.09103.2109.11.06   08/08/22
BARK 2021-1A CLO A BARK 2021-1AAAA (sf)N/A31.68121.6132.31.09120250.22.0808/08/22
BARK 2021-1A CLO B BARK 2021-1AAAA (sf)N/A17.25121.6132.31.09120250.22.0808/08/22
BARK 2021-1A CLO C BARK 2021-1AA+ (sf)N/A10.72114122.71.08110227.42.0708/08/22
BARK 2021-1A CLO D BARK 2021-1ABB+ (sf)N/A4.18106.6114.31.07105202.11.9208/08/22
BARK 2021-1A CLO E BARK 2021-1ABB (sf)N/A0.15104.1109.71.05   08/08/22
BABSN 2017-1A CLO A1 BABSN 2017-1AAAA (sf)AAA34.53126.1134.91.07120229.51.9108/08/22
BABSN 2017-1A CLO A2 BABSN 2017-1AAAA (sf)AAA27.98126.1134.91.07120229.51.9108/08/22
BABSN 2017-1A CLO B1 BABSN 2017-1AAAA (sf)AA+19.8126.1134.91.07120229.51.9108/08/22
BABSN 2017-1A CLO B2 BABSN 2017-1AAAA (sf)AA+19.8126.1134.91.07120229.51.9108/08/22
BABSN 2017-1A CLO C BABSN 2017-1AAAA (sf)A11.61116122.41.06115199.11.7308/08/22
BABSN 2017-1A CLO D BABSN 2017-1ABBB+ (sf)BBB-5.45109.4114.41.05110175.51.608/08/22
BABSN 2017-1A CLO E BABSN 2017-1ABB (sf)BB--0.39104.7107.71.031051501.4308/08/22
BABSN 2017-1A CLO F BABSN 2017-1ACCC (sf)B--2.57      08/08/22
BABSN 2018-1A CLO A1 BABSN 2018-1AAAA (sf)AAA28.07114119.41.05110226.92.0608/08/22
BABSN 2018-1A CLO A2 BABSN 2018-1AAAA (sf)AA15.9114119.41.05110226.92.0608/08/22
BABSN 2018-1A CLO B BABSN 2018-1AA+ (sf)A9.26114119.41.05110226.92.0608/08/22
BABSN 2018-1A CLO C BABSN 2018-1ABB+ (sf)BBB-2.62107.6111.21.03105201.41.9208/08/22
BABSN 2018-1A CLO D BABSN 2018-1ABB (sf)BB--1.8103.7106.41.03   08/08/22
BABSN 2018-2A CLO A1A BABSN 2018-2AAAA (sf)AAA38.2116.3123.11.06115229.11.9908/08/22
BABSN 2018-2A CLO A1B BABSN 2018-2AAAA (sf)AAA30116.3123.11.06115229.11.9908/08/22
BABSN 2018-2A CLO A2 BABSN 2018-2AAAA (sf)AA+21.08116.3123.11.06115229.11.9908/08/22
BABSN 2018-2A CLO B BABSN 2018-2AAAA (sf)A12116.3123.11.06115229.11.9908/08/22
BABSN 2018-2A CLO C BABSN 2018-2ABBB+ (sf)BBB-5.33109.5114.41.04110202.61.8408/08/22
BABSN 2018-2A CLO D BABSN 2018-2ABB (sf)BB--0.63104.7107.61.03105171.31.6308/08/22
BABSN 2018-3A CLO A1 BABSN 2018-3AAAA (sf)AAA44.34122135.21.11120244.32.0408/08/22
BABSN 2018-3A CLO A2 BABSN 2018-3AAAA (sf)AAA37.13122135.21.11120244.32.0408/08/22
BABSN 2018-3A CLO B1 BABSN 2018-3AAAA (sf)N/A21.64122135.21.11120244.32.0408/08/22
BABSN 2018-3A CLO B2R BABSN 2018-3AAAA (sf)N/A21.64122135.21.11120244.32.0408/08/22
BABSN 2018-3A CLO C BABSN 2018-3AAAA (sf)N/A13114.8122.91.07110214.21.9508/08/22
BABSN 2018-3A CLO D BABSN 2018-3ABBB+ (sf)N/A3.99108.1112.21.04105182.71.7408/08/22
BABSN 2018-3A CLO E BABSN 2018-3ABB- (sf)N/A-1.41104.5106.61.02   08/08/22
BABSN 2018-3A CLO F BABSN 2018-3ACCC- (sf)N/A-3.93      08/08/22
BABSN 2018-4A CLO A1 BABSN 2018-4AAAA (sf)AAA33.26122.9131.21.07120233.21.9408/08/22
BABSN 2018-4A CLO A2 BABSN 2018-4AAAA (sf)AAA28.88122.9131.21.07120233.21.9408/08/22
BABSN 2018-4A CLO B BABSN 2018-4AAAA (sf)AA17.67122.9131.21.07120233.21.9408/08/22
BABSN 2018-4A CLO C BABSN 2018-4AAA+ (sf)A12.2116.6123.11.06115212.81.8508/08/22
BABSN 2018-4A CLO D BABSN 2018-4ABBB+ (sf)BBB-5.36109.6114.21.04110188.21.7108/08/22
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB--0.66104.5107.31.03105159.81.5208/08/22
BABSN 2019-1A CLO AR BABSN 2019-1AAAA (sf)AAA31.54121.6131.31.08120224.21.8708/08/22