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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
BATPK 2019-1A CLO C BATPK 2019-1ABBB- (sf)N/A5.66108.3114.61.06105147.31.411/04/22
BSP 2021-23A CLO E BSP 2021-23ABB+ (sf)N/A2.34104.3109.61.05   11/04/22
BSP 2021-23A CLO D BSP 2021-23ABBB+ (sf)N/A6.08107.61141.06110149.61.3611/04/22
BSP 2021-23A CLO C BSP 2021-23AAA+ (sf)N/A12.48114122.31.07115168.31.4611/04/22
BSP 2021-23A CLO B1 BSP 2021-23AAAA (sf)N/A18.88121.6131.91.08120186.31.5511/04/22
BSP 2021-23A CLO B2 BSP 2021-23AAA+ (sf)N/A18.88121.6131.91.08120186.31.5511/04/22
ANCHF 2020-12A CLO B ANCHF 2020-12AA+ (sf)AA-25.95148.4162.61.1110226.42.0611/04/22
BSP 2021-23A CLO A2 BSP 2021-23AAAA (sf)AAA31.69121.6131.91.08120186.31.5511/04/22
BALLY 2021-16A CLO D BALLY 2021-16ABB+ (sf)N/A1.55103.2108.91.06   11/04/22
GALXY 2018-25A CLO B GALXY 2018-25AAAA (sf)AA18.31122.3130.61.07120162.11.3511/04/22
BKPRK 2019-1A CLO AR BKPRK 2019-1AAAA (sf)N/A34.89122.5132.71.08120173.31.4411/04/22
BKPRK 2019-1A CLO ER BKPRK 2019-1ABB (sf)N/A0.2104.6109.81.05   11/04/22
BKPRK 2019-1A CLO DR BKPRK 2019-1ABB+ (sf)N/A3.86107.81141.06105142.11.3511/04/22
BKPRK 2019-1A CLO CR BKPRK 2019-1AA+ (sf)N/A10.43114.2122.41.07110157.31.4311/04/22
BKPRK 2019-1A CLO B1R BKPRK 2019-1AAAA (sf)N/A17.38122.5132.71.08120173.31.4411/04/22
BKPRK 2019-1A CLO B2R BKPRK 2019-1AA+ (sf)N/A17.38122.5132.71.08120173.31.4411/04/22
CGMS 2021-6A CLO B CGMS 2021-6AAAA (sf)AA18.33121.61321.091201821.5211/04/22
BSP 2019-18A CLO DR BSP 2019-18ABBB (sf)N/A5.94107.61141.06110144.21.3111/04/22
BSP 2019-18A CLO ER BSP 2019-18ABB (sf)N/A1.78103.8109.21.05   11/04/22
BSP 2019-18A CLO BR BSP 2019-18AAAA (sf)N/A18.77121.6132.11.09120176.21.4711/04/22
BSP 2019-18A CLO A2R BSP 2019-18AAAA (sf)N/A30.53121.6132.11.09120176.21.4711/04/22
BSP 2019-18A CLO CR BSP 2019-18AAA (sf)N/A12.36114122.41.07115160.51.411/04/22
BURNH 2016-1A CLO AR BURNH 2016-1AAAA (sf)AAA33.04122.5130.91.07120170.91.4211/04/22
BALLY 2021-17A CLO A1A BALLY 2021-17AAAA (sf)AAA34.03114122.31.07110161.11.4611/04/22
BALLY 2021-17A CLO A1B BALLY 2021-17AAAA (sf)AAA31.9114122.31.07110161.11.4611/04/22
BALLY 2021-17A CLO C BALLY 2021-17ABBB+ (sf)BBB-6.37107.61141.06105145.71.3911/04/22
BALLY 2021-17A CLO D BALLY 2021-17ABB+ (sf)BB-2.11103.21091.06   11/04/22
BALLY 2021-17A CLO B BALLY 2021-17AAA+ (sf)A12.75114122.31.07110161.11.4611/04/22
BURNH 2016-1A CLO ER BURNH 2016-1ABB- (sf)BB--0.55103.7106.21.02   11/04/22
BURNH 2016-1A CLO DR BURNH 2016-1ABB+ (sf)BBB-4.13107.5111.11.03105138.51.3211/04/22
BURNH 2016-1A CLO CR BURNH 2016-1AA+ (sf)A10.73113.61191.051101521.3811/04/22
CBAM 2017-2A CLO DR CBAM 2017-2ABB+ (sf)BBB-3.35108.8113.81.05105132.51.2611/04/22
ANCHF 2021-13A CLO B1 ANCHF 2021-13AA+ (sf)AA-27.37148.41641.11110287.42.6111/04/22
ANCHF 2021-13A CLO B2 ANCHF 2021-13AA+ (sf)AA-27.37148.41641.11110287.42.6111/04/22
CBAM 2017-2A CLO X CBAM 2017-2AAAA (sf)AAA 121.6130.41.07120158.11.3211/04/22
CBAM 2017-2A CLO BR CBAM 2017-2AAAA (sf)AA15.66121.6130.41.07120158.11.3211/04/22
BLUEM 2017-1A CLO D BLUEM 2017-1ABB+ (sf)N/A3.98108.4112.61.04110147.31.3411/04/22
BLUEM 2017-1A CLO E BLUEM 2017-1ABB- (sf)BB-1.08104.71071.02105132.21.2611/04/22
NCC 2017-IA CLO B NCC 2017-IAAAA (sf)N/A9.47113.21181.04115146.61.2711/04/22
BLUEM 2017-1A CLO CR BLUEM 2017-1AA+ (sf)N/A9.921141201.051151631.4211/04/22
BLUEM 2017-1A CLO A2 BLUEM 2017-1AAAA (sf)AAA26.43123.7131.61.06120183.61.5311/04/22
BLUEM 2017-1A CLO A1R BLUEM 2017-1AAAA (sf)N/A31.93123.7131.61.06120183.61.5311/04/22
CGMS 2019-3A CLO BR CGMS 2019-3AA+ (sf)N/A12.28114122.71.08115166.21.4511/04/22
BALLY 2018-1A CLO E BALLY 2018-1AB+ (sf)B--2.18      11/04/22
BALLY 2018-1A CLO C BALLY 2018-1ABBB+ (sf)BBB-4.77108.2112.71.04110153.21.3911/04/22
NCC 2017-IA CLO A1BR NCC 2017-IAAAA (sf)AAA35.92113.21181.04115146.61.2711/04/22
BALLY 2018-1A CLO A1 BALLY 2018-1AAAA (sf)AAA29.89115.61221.06115172.51.511/04/22
GUGG4 2016-1A CLO BRB4R GUGG4 2016-1AA+ (sf)A-12.82116.1121.21.04110158.51.4411/04/22
GUGG4 2016-1A CLO A2RB3R GUGG4 2016-1AAAA (sf)AA-18.42116.1121.21.04110158.51.4411/04/22
GUGG4 2016-1A CLO BRB3R GUGG4 2016-1AA+ (sf)A-12.82116.1121.21.04110158.51.4411/04/22