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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 CR BALLY 2019-2ABBB+ (sf)BBB-8.32108.31141.05110147.41.3406/09/23
BALLY 2019-2A CLO DR BALLY 2019-2ABB+ (sf)BB-3.36104.7108.31.03   06/09/23
BALLY 2020-2A CLO A1R BALLY 2020-2AAAA (sf)N/A37.38114121.91.07115153.81.3406/09/23
BALLY 2020-2A CLO A2R BALLY 2020-2AAAA (sf)N/A20.68114121.91.07115153.81.3406/09/23
BALLY 2020-2A CLO BR BALLY 2020-2AAA+ (sf)N/A14.42114121.91.07115153.81.3406/09/23
BALLY 2020-2A CLO CR BALLY 2020-2ABBB+ (sf)N/A8.15107.6113.61.06110140.71.2806/09/23
BALLY 2020-2A CLO DR BALLY 2020-2ABB+ (sf)N/A5.02104.9109.91.05   06/09/23
BARDT 2019-2A CLO AR BARDT 2019-2AAAA (sf)AAA31.88121.6131.51.08120180.51.506/09/23
BARDT 2019-2A CLO BR BARDT 2019-2AAAA (sf)AA19.1121.6131.51.08120180.51.506/09/23
BARDT 2019-2A CLO CR BARDT 2019-2AAA- (sf)A13.78115.5123.31.07115168.11.4606/09/23
BARDT 2019-2A CLO DR BARDT 2019-2ABBB+ (sf)BBB-7.39108.9114.81.05105153.41.4606/09/23
BARDT 2019-2A CLO ER BARDT 2019-2ABB (sf)BB-2.07103.2108.61.05   06/09/23
BARK 2021-1A CLO A BARK 2021-1AAAA (sf)N/A33.41121.6131.81.08120175.61.4606/09/23
BARK 2021-1A CLO B BARK 2021-1AAAA (sf)N/A19.35121.6131.81.08120175.61.4606/09/23
BARK 2021-1A CLO C BARK 2021-1AA+ (sf)N/A12.98114122.11.07110161.61.4706/09/23
BARK 2021-1A CLO D BARK 2021-1ABB+ (sf)N/A6.61106.6113.81.071051481.4106/09/23
BARK 2021-1A CLO E BARK 2021-1ABB (sf)N/A2.69104.1109.21.05   06/09/23
BABSN 2017-1A CLO A1 BABSN 2017-1AAAA (sf)AAA37.52126.1135.71.08120159.21.3306/09/23
BABSN 2017-1A CLO A2 BABSN 2017-1AAAA (sf)AAA30.92126.1135.71.08120159.21.3306/09/23
BABSN 2017-1A CLO B1 BABSN 2017-1AAAA (sf)AAA22.67126.1135.71.08120159.21.3306/09/23
BABSN 2017-1A CLO B2 BABSN 2017-1AAAA (sf)AAA22.67126.1135.71.08120159.21.3306/09/23
BABSN 2017-1A CLO C BABSN 2017-1AAAA (sf)AA-14.42116122.61.06115141.31.2306/09/23
BABSN 2017-1A CLO D BABSN 2017-1AA+ (sf)BBB8.21109.4114.31.04110128.71.1706/09/23
BABSN 2017-1A CLO E BABSN 2017-1ABB+ (sf)BB-2.32104.7107.51.03105116.21.1106/09/23
BABSN 2017-1A CLO F BABSN 2017-1AB- (sf)CCC+0.12      06/09/23
BABSN 2018-1A CLO A1 BABSN 2018-1AAAA (sf)AAA29.41114119.11.041101521.3806/09/23
BABSN 2018-1A CLO A2 BABSN 2018-1AAAA (sf)AA+17.46114119.11.041101521.3806/09/23
BABSN 2018-1A CLO B BABSN 2018-1AAA- (sf)A+10.94114119.11.041101521.3806/09/23
BABSN 2018-1A CLO C BABSN 2018-1ABB+ (sf)BBB-4.43107.61111.03105139.31.3306/09/23
BABSN 2018-1A CLO D BABSN 2018-1ABB- (sf)BB-0.08103.7106.21.02   06/09/23
BABSN 2018-2A CLO A1A BABSN 2018-2AAAA (sf)AAA39.88116.3123.11.06115154.91.3506/09/23
BABSN 2018-2A CLO A1B BABSN 2018-2AAAA (sf)AAA31.9116.3123.11.06115154.91.3506/09/23
BABSN 2018-2A CLO A2 BABSN 2018-2AAAA (sf)AAA23.23116.3123.11.06115154.91.3506/09/23
BABSN 2018-2A CLO B BABSN 2018-2AAAA (sf)AA-14.39116.3123.11.06115154.91.3506/09/23
BABSN 2018-2A CLO C BABSN 2018-2ABBB+ (sf)BBB7.9109.5114.41.04110141.51.2906/09/23
BABSN 2018-2A CLO D BABSN 2018-2ABB (sf)BB-2.1104.7107.71.03105128.11.2206/09/23
BABSN 2018-3A CLO A1 BABSN 2018-3AAAA (sf)AAA56.37122148.31.22120193.81.6106/09/23
BABSN 2018-3A CLO A2 BABSN 2018-3AAAA (sf)AAA47.68122148.31.22120193.81.6106/09/23
BABSN 2018-3A CLO B1 BABSN 2018-3AAAA (sf)N/A29.01122148.31.22120193.81.6106/09/23
BABSN 2018-3A CLO B2R BABSN 2018-3AAAA (sf)N/A29.01122148.31.22120193.81.6106/09/23
BABSN 2018-3A CLO C BABSN 2018-3AAAA (sf)N/A18.59114.8129.31.13110165.31.506/09/23
BABSN 2018-3A CLO D BABSN 2018-3AA+ (sf)N/A7.74108.1114.11.06105140.71.3406/09/23
BABSN 2018-3A CLO E BABSN 2018-3ABB (sf)N/A1.22104.5106.61.02   06/09/23
BABSN 2018-3A CLO F BABSN 2018-3ACC (sf)N/A-1.82      06/09/23
BABSN 2018-4A CLO A1 BABSN 2018-4AAAA (sf)AAA34.67122.9131.31.07120161.81.3506/09/23
BABSN 2018-4A CLO A2 BABSN 2018-4AAAA (sf)AAA30.38122.9131.31.07120161.81.3506/09/23
BABSN 2018-4A CLO B BABSN 2018-4AAAA (sf)AA19.4122.9131.31.07120161.81.3506/09/23
BABSN 2018-4A CLO C BABSN 2018-4AAAA (sf)A14.05116.6123.11.06115150.31.3106/09/23
BABSN 2018-4A CLO D BABSN 2018-4ABBB+ (sf)BBB-7.35109.6114.21.041101371.2506/09/23
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB-1.46104.5107.41.03105123.91.1806/09/23