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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 2014-IVA CLO A2ARRR BSP 2014-IVAAAA (sf)N/A24.52114122.791.08110279.262.5412/07/21
BSP 2014-IVA CLO A2BRRR BSP 2014-IVAAAA (sf)N/A24.52114122.791.08110279.262.5412/07/21
BSP 2014-IVA CLO BRRR BSP 2014-IVAA+ (sf)N/A18.56114122.791.08110279.262.5412/07/21
BSP 2014-IVA CLO CRRR BSP 2014-IVABB+ (sf)N/A12.6107.6114.421.06105235.212.2412/07/21
BSP 2014-IVA CLO DRR BSP 2014-IVABB (sf)N/A9.13104.3110.041.06   12/07/21
BATLN 2019-16A CLO A BATLN 2019-16AAAA (sf)AAA37.25121.6132.081.09120284.882.3712/07/21
BATLN 2019-16A CLO AF BATLN 2019-16AAAA (sf)AAA37.25121.6132.081.09120284.882.3712/07/21
BATLN 2019-16A CLO B BATLN 2019-16AAAA (sf)N/A24.31121.6132.081.09120284.882.3712/07/21
BATLN 2019-16A CLO C BATLN 2019-16AAA+ (sf)N/A19.33115.5123.931.07115242.522.1112/07/21
BATLN 2019-16A CLO D BATLN 2019-16ABBB+ (sf)N/A13.35108.9115.381.06110205.861.8712/07/21
BATLN 2019-16A CLO E BATLN 2019-16ABB+ (sf)N/A9.37105.9110.311.04   12/07/21
APID 2015-22A CLO BR APID 2015-22AA+ (sf)A17.2114.6120.641.05115302.642.6312/07/21
HLM 12A-18 CLO A1B HLM 12A-18AAA (sf)AAA36.84115.461211.05110296.652.712/07/21
HLM 12A-18 CLO B HLM 12A-18AA+ (sf)N/A17.48115.461211.05110296.652.712/07/21
GUGG 2019-1A CLO BR GUGG 2019-1AA+ (sf)N/A17.53115121.241.05110288.292.6212/07/21
APID 2017-26A CLO A1BR APID 2017-26AAAA (sf)AAA34.92114119.81.05115328.112.8512/07/21
APID 2017-26A CLO BR APID 2017-26AA+ (sf)A16.61114119.81.05115328.112.8512/07/21
CGMS 2018-4A CLO A1B CGMS 2018-4AAAA (sf)AAA34.91115.2123.031.07115282.382.4612/07/21
CGMS 2018-4A CLO B CGMS 2018-4AAA- (sf)A18.72115.2123.031.07115282.382.4612/07/21
BALLY 2019-2A CLO A1AR BALLY 2019-2AAAA (sf)AAA39.96114121.861.07115321.262.7912/07/21
BALLY 2019-2A CLO A1BR BALLY 2019-2AAAA (sf)AAA34.95114121.861.07115321.262.7912/07/21
BALLY 2019-2A CLO A2R BALLY 2019-2AAAA (sf)AA23.94114121.861.07115321.262.7912/07/21
BALLY 2019-2A CLO BR BALLY 2019-2AAA+ (sf)A17.94114121.861.07115321.262.7912/07/21
BALLY 2019-2A CLO CR BALLY 2019-2ABBB+ (sf)BBB-12.44108.3114.21.05110273.582.4912/07/21
BALLY 2019-2A CLO DR BALLY 2019-2ABB+ (sf)BB-7.93104.7108.621.04   12/07/21
AWPT 2018-9A CLO B AWPT 2018-9AAAA (sf)AA23.78123.3131.211.06120299.352.4912/07/21
BATLN 2017-11A CLO ER BATLN 2017-11ABB+ (sf)BB-9.31104.66110.221.05   12/07/21
GLD10 2015-10A CLO BR GLD10 2015-10AAAA (sf)N/A26.12127135.361.07120338.352.8212/07/21
BCC 2019-2A CLO AR BCC 2019-2AAAA (sf)N/A35.96121.6131.211.08120285.412.3812/07/21
BCC 2019-2A CLO BR BCC 2019-2AAAA (sf)N/A23.95121.6131.211.08120285.412.3812/07/21
BCC 2019-2A CLO CR BCC 2019-2AA+ (sf)N/A17.94114121.611.07115251.522.1912/07/21
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA34.64113.4118.311.04115284.822.4812/07/21
CGMS 2014-4RA CLO B CGMS 2014-4RAA+ (sf)N/A15.6113.4118.311.04115284.822.4812/07/21
BCC 2019-2A CLO DR BCC 2019-2ABB+ (sf)N/A12.44107.8113.971.06110216.781.9712/07/21
BCC 2019-2A CLO ER BCC 2019-2ABB (sf)N/A7.94103.7108.391.05   12/07/21
CGMS 2017-5A CLO A1B CGMS 2017-5AAAA (sf)AAA32.41113.5119.171.05115300.092.6112/07/21
CGMS 2017-5A CLO B CGMS 2017-5AA+ (sf)N/A16.1113.5119.171.05115300.092.6112/07/21
CGMS 2014-2RA CLO B CGMS 2014-2RAA+ (sf)N/A16.2114.97119.241.04110320.272.9112/07/21
CGMS 2015-4A CLO BR CGMS 2015-4AAA- (sf)A18.01117.3121.951.04115252.252.1912/07/21
GALXY 2018-26A CLO B GALXY 2018-26AAAA (sf)AA24.1122.4131.761.08120267.022.2312/07/21
DRSLF 2017-54A CLO B DRSLF 2017-54AAAA (sf)AA23.18121.7129.91.07120307.392.5612/07/21
APID 2015-23A CLO B1R APID 2015-23AAAA (sf)N/A28.18114.7121.221.06115260.782.2712/07/21
APID 2015-23A CLO B2R APID 2015-23AAAA (sf)N/A23.12114.7121.221.06115260.782.2712/07/21
DEN12 2016-1A CLO BR DEN12 2016-1AAA (sf)AA22.09121.58128.311.06120310.412.5912/07/21
JTWN 2019-1A CLO B JTWN 2019-1AA+ (sf)A19.36117.21241.06115232.532.0212/07/21
FLAT 2018-1A CLO B FLAT 2018-1AAAA (sf)AA24.24121.58131.991.09120376.633.1412/07/21
ELMW4 2020-1A CLO B ELMW4 2020-1AAAA (sf)N/A24.23121.58131.841.08120299.322.4912/07/21
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A23.11121.58129.451.06120333.632.7812/07/21
ICG 2014-1A CLO A1B2 ICG 2014-1AAAA (sf)N/A35.95118.24126.341.07110233.132.1212/07/21
ICG 2014-1A CLO A2B2 ICG 2014-1AAAA (sf)N/A25.44118.24126.341.07110233.132.1212/07/21