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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
BSP 2018-15A CLO D BSP 2018-15ABB (sf)BB-7.24104.29107.811.03102212.22.0812/07/21
BSP 2018-15A CLO E BSP 2018-15AB+ (sf)CCC+5.72      12/07/21
CIFC 2014-2RA CLO B1 CIFC 2014-2RABB+ (sf)BBB-12.5      12/07/21
CIFC 2014-2RA CLO B2 CIFC 2014-2RABB- (sf)BB-6.35      12/07/21
CIFC 2017-5A CLO B CIFC 2017-5AA+ (sf)A17.72114.7121.511.06115295.442.5712/07/21
BARDT 2019-2A CLO A1 BARDT 2019-2AAAA (sf)AAA38.12120.7130.841.08120305.472.5512/07/21
BARDT 2019-2A CLO A2 BARDT 2019-2AAAA (sf)AAA35.63120.7130.841.08120305.472.5512/07/21
BARDT 2019-2A CLO B BARDT 2019-2AAAA (sf)AA23.65120.7130.841.08120305.472.5512/07/21
BARDT 2019-2A CLO C BARDT 2019-2AA+ (sf)A19.06115.3123.421.07115275.022.3912/07/21
BARDT 2019-2A CLO D BARDT 2019-2ABB+ (sf)BBB-13.17108.9115.051.06110234.192.1312/07/21
BARDT 2019-2A CLO E BARDT 2019-2ABB- (sf)BB-8.58105.2109.271.04105193.811.8512/07/21
ANCHC 2019-13A CLO B1R ANCHC 2019-13AAAA (sf)N/A26.55125.2135.491.08120332.32.7712/07/21
ANCHC 2019-13A CLO B2R ANCHC 2019-13AAAA (sf)N/A26.55125.2135.491.08120332.32.7712/07/21
CATLK 2015-2A CLO BRR CATLK 2015-2AAAA (sf)N/A22.99121.7128.331.05120356.392.9712/07/21
JFIN 2015-2A CLO BR JFIN 2015-2AAAA (sf)AAA46.58122.6182.241.49120534.394.4512/07/21
MDPK 2016-21A CLO A1BRR MDPK 2016-21AAAA (sf)N/A34.62114120.891.06110335.73.0512/07/21
MDPK 2016-21A CLO BRR MDPK 2016-21AA (sf)N/A17.52114120.891.06110335.73.0512/07/21
LCM 24A CLO BR LCM 24AAAA (sf)AA+22.57123.33129.151.05120357.182.9812/07/21
MAGNE 2019-22A CLO BR MAGNE 2019-22AAAA (sf)N/A24.1121.5131.661.08120350.972.9212/07/21
GWOLF 2018-2A CLO B GWOLF 2018-2AA+ (sf)N/A18.6113.7121.271.07105266.162.5312/07/21
HAYFN 2018-8A CLO B HAYFN 2018-8AAAA (sf)AA23.55122.82130.811.07115406.043.5312/07/21
MAGNE 2015-15A CLO BR MAGNE 2015-15AAAA (sf)AA23.95122.5131.371.07115374.63.2612/07/21
KAYNE 2019-5A CLO B1 KAYNE 2019-5AAAA (sf)AA24.93123.52133.21.08120281.362.3412/07/21
KAYNE 2019-5A CLO B2 KAYNE 2019-5AAAA (sf)AA24.93123.52133.21.08120281.362.3412/07/21
CAVY 2013-3A CLO BR CAVY 2013-3AAAA (sf)N/A24.91126.4133.081.05120316.972.6412/07/21
LCM 23A CLO BR LCM 23AA+ (sf)N/A14.45113116.891.03110282.42.5712/07/21
WOODS 2019-20A CLO A2BR WOODS 2019-20AAAA (sf)N/A36.14121.58131.821.08120303.212.5312/07/21
WOODS 2019-20A CLO B1R WOODS 2019-20AAAA (sf)N/A24.17121.58131.821.08120303.212.5312/07/21
WOODS 2019-20A CLO B2R WOODS 2019-20AAAA (sf)N/A24.17121.58131.821.08120303.212.5312/07/21
MVEW 2016-1A CLO B1R MVEW 2016-1AAAA (sf)N/A23.87120130.971.09120284.562.3712/07/21
MVEW 2016-1A CLO B2R MVEW 2016-1AAAA (sf)N/A23.87120130.971.09120284.562.3712/07/21
GCBSL 2018-39A CLO A1 GCBSL 2018-39AAAA (sf)AAA41.61122.5137.221.12120322.432.6912/07/21
GCBSL 2018-39A CLO A2 GCBSL 2018-39AAAA (sf)AAA37.71122.5137.221.12120322.432.6912/07/21
GCBSL 2018-39A CLO B GCBSL 2018-39AAAA (sf)N/A27.12122.5137.221.12120322.432.6912/07/21
GCBSL 2018-39A CLO C GCBSL 2018-39AAAA (sf)N/A20.16114.3125.241.1110277.082.5212/07/21
GCBSL 2018-39A CLO D GCBSL 2018-39ABBB+ (sf)N/A14.03108.6116.311.07105234.912.2412/07/21
GCBSL 2018-39A CLO E GCBSL 2018-39ABB+ (sf)N/A10.51105.6111.751.06   12/07/21
HLM 13A-18 CLO B HLM 13A-18AAA (sf)N/A23.97125.5131.531.05120321.012.6812/07/21
CBAM 2017-4A CLO X CBAM 2017-4ANRN/A 122.5130.391.06120327.582.7312/07/21
CBAM 2017-4A CLO A CBAM 2017-4AAAA (sf)AAA35122.5130.391.06120327.582.7312/07/21
CBAM 2017-4A CLO B1 CBAM 2017-4AAAA (sf)AA23.32122.5130.391.06120327.582.7312/07/21
CBAM 2017-4A CLO B2 CBAM 2017-4AAAA (sf)AA23.32122.5130.391.06120327.582.7312/07/21
CBAM 2017-4A CLO C CBAM 2017-4AAA+ (sf)A17.73115.5121.541.05115297.742.5912/07/21
CBAM 2017-4A CLO D CBAM 2017-4ABBB+ (sf)BBB-11.13108.3112.511.04110257.452.3412/07/21
CBAM 2017-4A CLO E CBAM 2017-4ABB (sf)BB-6.56103.7107.011.03   12/07/21
LCM 26A CLO B LCM 26AAAA (sf)N/A22.01121.6128.221.05120337.682.8112/07/21
GWOLF 2018-1A CLO B GWOLF 2018-1AA+ (sf)N/A19.56116.21122.331.05105324.383.0912/07/21
HAYFN 2019-1A CLO B1R HAYFN 2019-1AAAA (sf)AA24.14122.01131.821.08120334.392.7912/07/21
HAYFN 2019-1A CLO B2R HAYFN 2019-1AAAA (sf)AA24.14122.01131.821.08120334.392.7912/07/21
MCLO 2014-6A BRR MCLO 2014-6AAAA (sf)N/A25.83114.99126.271.1115338.462.9412/07/21