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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 2020-2A CLO DR BALLY 2020-2ABB+ (sf)N/A6.6104.91101.05   10/16/23
BALLY 2022-21A CLO A1 BALLY 2022-21AAAA (sf)N/A34.86114.7122.81.07110144.41.3110/16/23
BALLY 2022-21A CLO A2A BALLY 2022-21AAAA (sf)N/A22.65114.7122.81.07110144.41.3110/16/23
BALLY 2022-21A CLO A2B BALLY 2022-21AAAA (sf)N/A22.65114.7122.81.07110144.41.3110/16/23
BALLY 2022-21A CLO B BALLY 2022-21AAA+ (sf)N/A17.05114.7122.81.07110144.41.3110/16/23
BALLY 2022-21A CLO C BALLY 2022-21ABBB+ (sf)N/A11.45108.9115.11.06105131.71.2510/16/23
BALLY 2022-21A CLO D BALLY 2022-21ABB (sf)N/A7.38104.91101.05   10/16/23
BARDT 2019-2A CLO AR BARDT 2019-2AAAA (sf)AAA32.67121.6130.31.07120169.31.4110/16/23
BARDT 2019-2A CLO BR BARDT 2019-2AAAA (sf)AA20.05121.6130.31.07120169.31.4110/16/23
BARDT 2019-2A CLO CR BARDT 2019-2AAA (sf)A14.78115.5122.31.06115157.81.3710/16/23
BARDT 2019-2A CLO DR BARDT 2019-2ABBB+ (sf)BBB-8.47108.9113.91.05105144.31.3710/16/23
BARDT 2019-2A CLO ER BARDT 2019-2ABB- (sf)BB-3.21103.2107.71.04   10/16/23
BARK 2021-1A CLO A BARK 2021-1AAAA (sf)N/A34.57121.6130.81.08120163.91.3710/16/23
BARK 2021-1A CLO B BARK 2021-1AAAA (sf)N/A20.75121.6130.81.08120163.91.3710/16/23
BARK 2021-1A CLO C BARK 2021-1AA+ (sf)N/A14.49114121.21.06110150.91.3710/16/23
BARK 2021-1A CLO D BARK 2021-1ABB+ (sf)N/A8.24106.61131.06105138.51.3210/16/23
BARK 2021-1A CLO E BARK 2021-1ABB- (sf)N/A4.38104.1108.41.04   10/16/23
BABSN 2017-1A CLO A1 BABSN 2017-1AAAA (sf)AAA39.36126.1136.11.08120153.51.2810/16/23
BABSN 2017-1A CLO A2 BABSN 2017-1AAAA (sf)AAA32.7126.1136.11.08120153.51.2810/16/23
BABSN 2017-1A CLO B1 BABSN 2017-1AAAA (sf)AAA24.38126.1136.11.08120153.51.2810/16/23
BABSN 2017-1A CLO B2 BABSN 2017-1AAAA (sf)AAA24.38126.1136.11.08120153.51.2810/16/23
BABSN 2017-1A CLO C BABSN 2017-1AAAA (sf)AA-16.06116122.61.06115135.91.1810/16/23
BABSN 2017-1A CLO D BABSN 2017-1AAA+ (sf)BBB9.79109.4114.11.04110123.61.1210/16/23
BABSN 2017-1A CLO E BABSN 2017-1ABB+ (sf)BB-3.85104.7107.11.02105111.61.0610/16/23
BABSN 2017-1A CLO F BABSN 2017-1ACCC+ (sf)CCC+1.63      10/16/23
BABSN 2018-1A CLO A1 BABSN 2018-1AAAA (sf)AAA30.53114118.21.04110142.51.310/16/23
BABSN 2018-1A CLO A2 BABSN 2018-1AAAA (sf)AA+18.75114118.21.04110142.51.310/16/23
BABSN 2018-1A CLO B BABSN 2018-1AAA+ (sf)A+12.32114118.21.04110142.51.310/16/23
BABSN 2018-1A CLO C BABSN 2018-1ABBB- (sf)BBB-5.89107.6110.11.02105130.71.2410/16/23
BABSN 2018-1A CLO D BABSN 2018-1ABB- (sf)BB-1.6103.7105.31.02   10/16/23
BABSN 2018-2A CLO A1A BABSN 2018-2AAAA (sf)AAA40.82116.3122.41.05115148.81.2910/16/23
BABSN 2018-2A CLO A1B BABSN 2018-2AAAA (sf)AAA32.93116.3122.41.05115148.81.2910/16/23
BABSN 2018-2A CLO A2 BABSN 2018-2AAAA (sf)AAA24.36116.3122.41.05115148.81.2910/16/23
BABSN 2018-2A CLO B BABSN 2018-2AAAA (sf)AA-15.63116.3122.41.05115148.81.2910/16/23
BABSN 2018-2A CLO C BABSN 2018-2AA (sf)BBB9.21109.5113.81.041101361.2410/16/23
BABSN 2018-2A CLO D BABSN 2018-2ABB (sf)BB-3.48104.71071.02105123.31.1710/16/23
BABSN 2018-3A CLO A1 BABSN 2018-3AAAA (sf)AAA59.84122149.21.22120192.11.610/16/23
BABSN 2018-3A CLO A2 BABSN 2018-3AAAA (sf)AAA50.89122149.21.22120192.11.610/16/23
BABSN 2018-3A CLO B1 BABSN 2018-3AAAA (sf)N/A31.62122149.21.22120192.11.610/16/23
BABSN 2018-3A CLO B2R BABSN 2018-3AAAA (sf)N/A31.62122149.21.22120192.11.610/16/23
BABSN 2018-3A CLO C BABSN 2018-3AAAA (sf)N/A20.87114.8128.91.12110162.11.4710/16/23
BABSN 2018-3A CLO D BABSN 2018-3AAA (sf)N/A9.68108.1112.91.04105136.91.310/16/23
BABSN 2018-3A CLO E BABSN 2018-3ABB (sf)N/A2.96104.5105.11.01   10/16/23
BABSN 2018-3A CLO F BABSN 2018-3AC (sf)N/A-0.18      10/16/23
BABSN 2018-4A CLO A1 BABSN 2018-4AAAA (sf)AAA35.37122.91301.06120158.91.3210/16/23
BABSN 2018-4A CLO A2 BABSN 2018-4AAAA (sf)AAA31.13122.91301.06120158.91.3210/16/23
BABSN 2018-4A CLO B BABSN 2018-4AAAA (sf)AA+20.27122.91301.06120158.91.3210/16/23
BABSN 2018-4A CLO C BABSN 2018-4AAAA (sf)A+14.98116.6121.91.05115147.61.2810/16/23
BABSN 2018-4A CLO D BABSN 2018-4ABBB+ (sf)BBB-8.36109.6113.11.03110134.71.2210/16/23
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB-2.53104.5106.41.02105122.11.1610/16/23