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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 2022-2A CLO D2 BCC 2022-2ABB (sf)BBB-8.44103.7106.51.03   10/17/24
BCC 2022-2A CLO E BCC 2022-2AB+ (sf)BB-4.82103.7106.51.03   10/17/24
BCC 2022-3A CLO A1 BCC 2022-3AAAA (sf)AAA35.85121.6128.51.06120161.21.3410/17/24
BCC 2022-3A CLO A2 BCC 2022-3AAAA (sf)AAA32.74121.6128.51.06120161.21.3410/17/24
BCC 2022-3A CLO B BCC 2022-3AAAA (sf)AA21.36121.6128.51.06120161.21.3410/17/24
BCC 2022-3A CLO C BCC 2022-3AA+ (sf)A15.15114119.11.041101481.3510/17/24
BCC 2022-3A CLO D BCC 2022-3ABB+ (sf)BBB-8.94107.61111.03105135.11.2910/17/24
BCC 2022-3A CLO E BCC 2022-3AB+ (sf)BB-4.8103.7106.21.02   10/17/24
BCC 2022-4A CLO A1 BCC 2022-4AAAA (sf)AAA38.35114120.41.06110144.81.3210/17/24
BCC 2022-4A CLO A2 BCC 2022-4AAAA (sf)AAA33.21114120.41.06110144.81.3210/17/24
BCC 2022-4A CLO B1 BCC 2022-4AAAA (sf)AA21.91114120.41.06110144.81.3210/17/24
BCC 2022-4A CLO B2 BCC 2022-4AAA+ (sf)AA21.91114120.41.06110144.81.3210/17/24
BCC 2022-4A CLO C BCC 2022-4AA+ (sf)A15.74114120.41.06110144.81.3210/17/24
BCC 2022-4A CLO D BCC 2022-4ABB+ (sf)BBB-9.58107.6112.21.04105131.61.2510/17/24
BCC 2022-4A CLO E BCC 2022-4ABB- (sf)N/A5.47103.7107.31.03   10/17/24
BCC 2022-5A CLO AR BCC 2022-5AAAA (sf)AAA35.7121.61311.08120155.21.2910/17/24
BCC 2022-5A CLO BR BCC 2022-5AAAA (sf)AA22.43121.61311.08120155.21.2910/17/24
BCC 2022-5A CLO C1R BCC 2022-5AA+ (sf)A16.31114121.41.06110143.41.310/17/24
BCC 2022-5A CLO CFR BCC 2022-5ABBB+ (sf)A16.31114121.41.06110143.41.310/17/24
BCC 2022-5A CLO DR BCC 2022-5ABB+ (sf)BBB-10.19107.6113.11.05105130.61.2410/17/24
BCC 2022-5A CLO ER BCC 2022-5ABB- (sf)BB-6.1103.2108.21.05   10/17/24
BCC 2020-2A CLO BR BCC 2020-2ANRN/A       10/17/24
BCC 2020-2A CLO CR BCC 2020-2ANRN/A       10/17/24
BCC 2020-2A CLO AR BCC 2020-2ANRN/A       10/17/24
BCC 2022-6A CLO A1 BCC 2022-6AAAA (sf)AAA38.661231321.071201451.2110/17/24
BCC 2022-6A CLO A2 BCC 2022-6AAAA (sf)AAA33.551231321.071201451.2110/17/24
BCC 2022-6A CLO B BCC 2022-6AAAA (sf)AA23.121231321.071201451.2110/17/24
BCC 2022-6A CLO C BCC 2022-6AA+ (sf)A17.6116.1123.11.061101331.2110/17/24
BCC 2022-6A CLO D BCC 2022-6ABB+ (sf)BBB-11.46109.5114.61.05105120.11.1410/17/24
BCC 2022-6A CLO E BCC 2022-6AB+ (sf)BB-7.99106.1110.31.04   10/17/24
BCC 2023-2A CLO A1 BCC 2023-2AAAA (sf)AAA39.39121.6131.51.08120153.21.2810/17/24
BCC 2023-2A CLO A2 BCC 2023-2AAAA (sf)AAA35.35121.6131.51.08120153.21.2810/17/24
BCC 2023-2A CLO B1 BCC 2023-2AAAA (sf)AA23.23121.6131.51.08120153.21.2810/17/24
BCC 2023-2A CLO B2 BCC 2023-2AAA+ (sf)AA23.23121.6131.51.08120153.21.2810/17/24
BCC 2023-2A CLO C1 BCC 2023-2AAA (sf)A17.67114.7122.71.07110141.31.2810/17/24
BCC 2023-2A CLO C2 BCC 2023-2ABBB+ (sf)A17.67114.7122.71.07110141.31.2810/17/24
BCC 2023-2A CLO D BCC 2023-2ABBB- (sf)BBB-11.61108.3114.21.05105127.51.2110/17/24
BCC 2023-2A CLO E BCC 2023-2ABB- (sf)BB-8.08104.9109.81.05   10/17/24
BALLY 2020-14A CLO XR BALLY 2020-14AAAA (sf)N/A 114122.51.07   10/17/24
BALLY 2020-14A CLO A1AR BALLY 2020-14AAAA (sf)N/A34.88114122.51.07   10/17/24
BALLY 2020-14A CLO A1BR BALLY 2020-14AAAA (sf)N/A32.85114122.51.07   10/17/24
BALLY 2020-14A CLO A2R BALLY 2020-14AAAA (sf)N/A22.67114122.51.07   10/17/24
BALLY 2020-14A CLO BR BALLY 2020-14AAA+ (sf)N/A16.57114122.51.07   10/17/24
BALLY 2020-14A CLO C1R BALLY 2020-14ABBB+ (sf)N/A10.46106.4112.91.06   10/17/24
BALLY 2020-14A CLO C2R BALLY 2020-14ABB+ (sf)N/A9.44106.4112.91.06   10/17/24
BALLY 2020-14A CLO DR BALLY 2020-14ABB (sf)N/A6.39103.7109.21.05   10/17/24
BALLY 2021-1A CLO A1 BALLY 2021-1AAAA (sf)AAA34.25114122.11.07115155.21.3510/17/24
BALLY 2021-1A CLO A2 BALLY 2021-1AAAA (sf)N/A21.92114122.11.07115155.21.3510/17/24
BALLY 2021-1A CLO B BALLY 2021-1AAA (sf)N/A15.76114122.11.07115155.21.3510/17/24
BALLY 2021-1A CLO C BALLY 2021-1ABBB- (sf)N/A9.6107.6113.81.061101421.2910/17/24