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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
AUDAX 2021-6A CLO B AUDAX 2021-6AAAA (sf)N/A29.37137.1147.51.08120195.51.6310/16/23
BABSN 2016-1A CLO A1R BABSN 2016-1AAAA (sf)AAA36.04125.6130.71.04120167.81.410/16/23
BABSN 2016-1A CLO A2R BABSN 2016-1AAAA (sf)AAA30.64125.6130.71.04120167.81.410/16/23
BABSN 2016-1A CLO B1R BABSN 2016-1AAAA (sf)AAA21.19125.6130.71.04120167.81.410/16/23
BABSN 2016-1A CLO B2R BABSN 2016-1AAAA (sf)AAA21.19125.6130.71.04120167.81.410/16/23
BABSN 2016-1A CLO CR BABSN 2016-1AAAA (sf)A+13.62116.8119.31.02115150.91.3110/16/23
BABSN 2016-1A CLO DR BABSN 2016-1ABBB+ (sf)BBB-7.41109.6111.31.02110138.11.2610/16/23
BABSN 2016-1A CLO ER BABSN 2016-1ABB- (sf)BB-1.46104.7104.61105124.61.1910/16/23
BABSN 2016-2A CLO XR2 BABSN 2016-2AAAA (sf)AAA 123.3131.81.07120161.61.3510/16/23
BABSN 2016-2A CLO AR2 BABSN 2016-2AAAA (sf)AAA32.87123.3131.81.07120161.61.3510/16/23
BABSN 2016-2A CLO BR2 BABSN 2016-2AAAA (sf)AA21.34123.3131.81.07120161.61.3510/16/23
BABSN 2016-2A CLO CR2 BABSN 2016-2AAAA (sf)A16.2117.1123.71.06110150.51.3710/16/23
BABSN 2016-2A CLO DR2 BABSN 2016-2ABBB+ (sf)BBB-9.49109.8114.51.04105136.41.310/16/23
BABSN 2016-2A CLO ER2 BABSN 2016-2ABB (sf)BB-4.03104.21081.04   10/16/23
BCC 2018-1A CLO A1 BCC 2018-1AAAA (sf)AAA39.66120.5125.31.04120163.21.3610/16/23
BCC 2018-1A CLO A2 BCC 2018-1AAAA (sf)AAA32.09120.5125.31.04120163.21.3610/16/23
BCC 2018-1A CLO B BCC 2018-1AAAA (sf)N/A18.64120.5125.31.04120163.21.3610/16/23
BCC 2018-1A CLO C BCC 2018-1AA+ (sf)N/A12.55113.5116.61.03115150.71.3110/16/23
BCC 2018-1A CLO D BCC 2018-1ABB+ (sf)N/A6.47107.61091.01110138.81.2610/16/23
BCC 2018-1A CLO E BCC 2018-1ABB- (sf)N/A2.2104.7104.31105129.31.2310/16/23
BCC 2019-1A CLO X BCC 2019-1AAAA (sf)AAA 123.3132.21.07120160.21.3310/16/23
BCC 2019-1A CLO AR BCC 2019-1AAAA (sf)AAA35.9123.3132.21.07120160.21.3310/16/23
BCC 2019-1A CLO BR BCC 2019-1AAAA (sf)N/A22.46123.3132.21.07120160.21.3310/16/23
BCC 2019-1A CLO CR BCC 2019-1AAA+ (sf)N/A16.25115.5122.41.06110146.81.3310/16/23
BCC 2019-1A CLO DR BCC 2019-1ABBB (sf)N/A10.05108.91141.05105133.81.2710/16/23
BCC 2019-1A CLO ER BCC 2019-1ABB- (sf)BB-4.88103.7107.81.04   10/16/23
BCC 2019-2A CLO AR BCC 2019-2AAAA (sf)N/A32.87121.61291.06120166.31.3910/16/23
BCC 2019-2A CLO BR BCC 2019-2AAAA (sf)N/A20.28121.61291.06120166.31.3910/16/23
BCC 2019-2A CLO CR BCC 2019-2AA+ (sf)N/A13.99114119.51.05115152.61.3310/16/23
BCC 2019-2A CLO DR BCC 2019-2ABB+ (sf)N/A8.22107.81121.04110140.51.2810/16/23
BCC 2019-2A CLO ER BCC 2019-2ABB- (sf)N/A3.5103.7106.61.03   10/16/23
BCC 2019-3A CLO XR BCC 2019-3AAAA (sf)AAA 123.2131.11.06120161.41.3410/16/23
BCC 2019-3A CLO AR BCC 2019-3AAAA (sf)AAA35.45123.2131.11.06120161.41.3410/16/23
BCC 2019-3A CLO B1R BCC 2019-3AAAA (sf)AA21.85123.2131.11.06120161.41.3410/16/23
BCC 2019-3A CLO B2R BCC 2019-3AAAA (sf)AA21.85123.2131.11.06120161.41.3410/16/23
BCC 2019-3A CLO C1R BCC 2019-3AAA (sf)A-14.88113.8120.31.06115147.11.2810/16/23
BCC 2019-3A CLO C2R BCC 2019-3ABBB+ (sf)A-14.88113.8120.31.06115147.11.2810/16/23
BCC 2019-3A CLO DR BCC 2019-3ABBB+ (sf)BBB-10.19109.9114.11.04110137.51.2510/16/23
BCC 2019-3A CLO ER BCC 2019-3ABB (sf)BB-3.95103.4106.71.03   10/16/23
BCC 2019-4A CLO X BCC 2019-4AAAA (sf)AAA 121.6129.11.06120163.11.3610/16/23
BCC 2019-4A CLO A1R BCC 2019-4AAAA (sf)AAA34.29121.6129.11.06120163.11.3610/16/23
BCC 2019-4A CLO A2R BCC 2019-4AAAA (sf)AAA32.2121.6129.11.06120163.11.3610/16/23
BCC 2019-4A CLO BR BCC 2019-4AAAA (sf)AA20.73121.6129.11.06120163.11.3610/16/23
BCC 2019-4A CLO CR BCC 2019-4AAA (sf)A16.03116.2121.91.05115152.91.3310/16/23
BCC 2019-4A CLO DR BCC 2019-4ABBB+ (sf)BBB-9.77109.6113.51.04110139.31.2710/16/23
BCC 2019-4A CLO ER BCC 2019-4ABB (sf)BB-4.04103.7106.71.03   10/16/23
BCC 2020-1A CLO A1 BCC 2020-1AAAA (sf)AAA37.03121.6130.61.07120173.11.4410/16/23
BCC 2020-1A CLO A2F BCC 2020-1AAAA (sf)N/A32.9121.6130.61.07120173.11.4410/16/23
BCC 2020-1A CLO B BCC 2020-1AAAA (sf)N/A21.55121.6130.61.07120173.11.4410/16/23
BCC 2020-1A CLO C BCC 2020-1AAA+ (sf)N/A14.84113.2120.31.06115156.41.3610/16/23