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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
ICG 2014-1A CLO BR2 ICG 2014-1AAA+ (sf)N/A20.73118.24126.341.07110233.132.1212/07/21
CGMS 2017-3A CLO A1BR CGMS 2017-3AAAA (sf)N/A32.98114.2118.671.04115327.152.8412/07/21
CGMS 2017-3A CLO BR CGMS 2017-3AA+ (sf)N/A15.81114.2118.671.04115327.152.8412/07/21
CGMS 2012-4A CLO BR3 CGMS 2012-4AAAA (sf)N/A24.86121.58129.351.06120313.12.6112/07/21
DRSLF 2018-60A CLO B DRSLF 2018-60AAAA (sf)AA23.73121.6130.861.08120332.892.7712/07/21
DRSLF 2015-38A CLO BR DRSLF 2015-38AAAA (sf)AA22.48120.89128.671.06120312.022.612/07/21
MCLO 2017-10A A1B MCLO 2017-10AAAA (sf)N/A37.08114.87117.821.03115311.352.7112/07/21
MCLO 2017-10A B MCLO 2017-10AA+ (sf)N/A15.35114.87117.821.03115311.352.7112/07/21
KAYNE 2018-2A CLO BR KAYNE 2018-2AAAA (sf)AA+24.95123.78133.241.08120334.242.7912/07/21
DRSLF 2017-50A CLO B DRSLF 2017-50AAAA (sf)AA23.45121.58130.341.07120341.382.8412/07/21
ICG 2017-2A CLO B ICG 2017-2AAA- (sf)N/A18.58115.5121.351.05115269.732.3512/07/21
DRSLF 2013-28A CLO B1LR DRSLF 2013-28ABBB- (sf)N/A12.82      12/07/21
DRSLF 2013-28A CLO B2LR DRSLF 2013-28ABB (sf)N/A8.09      12/07/21
DRSLF 2013-28A CLO B3LR DRSLF 2013-28AB- (sf)N/A6.58      12/07/21
MORGN 2019-5A CLO B1 MORGN 2019-5AAAA (sf)N/A23.91121.58131.421.08120251.232.0912/07/21
MORGN 2019-5A CLO B2 MORGN 2019-5AAAA (sf)N/A23.91121.58131.421.08120251.232.0912/07/21
EATON 2015-1A CLO BR EATON 2015-1AAAA (sf)AA+24.78124.8132.941.07120366.253.0512/07/21
BSP 2016-9A CLO AR BSP 2016-9AAAA (sf)AAA38.22120.28128.111.07120310.082.5812/07/21
BSP 2016-9A CLO BR BSP 2016-9AAAA (sf)N/A21.94120.28128.111.07120310.082.5812/07/21
BSP 2016-9A CLO CR BSP 2016-9AA+ (sf)N/A16.24113.9119.381.05110279.192.5412/07/21
BSP 2016-9A CLO DR BSP 2016-9ABB+ (sf)N/A10.53107.66111.771.04105243.32.3212/07/21
BSP 2016-9A CLO ER BSP 2016-9ABB- (sf)N/A6.83104.15107.331.03   12/07/21
ELMW2 2019-2A CLO BR ELMW2 2019-2AAAA (sf)N/A24.21121.58131.761.08120305.792.5512/07/21
MCLO 2019-2A A1B MCLO 2019-2AAAA (sf)AAA36.82114.7120.411.05115228.611.9912/07/21
MCLO 2019-2A A2B MCLO 2019-2AAAA (sf)N/A22.56114.7120.411.05115228.611.9912/07/21
MCLO 2019-2A BA MCLO 2019-2AA+ (sf)N/A16.95114.7120.411.05115228.611.9912/07/21
MCLO 2019-2A BB MCLO 2019-2AA+ (sf)N/A16.95114.7120.411.05115228.611.9912/07/21
MCLO 2019-2A C1B MCLO 2019-2ABB+ (sf)N/A11.35104.9107.841.03105167.921.612/07/21
BSP 2019-18A CLO A1R BSP 2019-18AAAA (sf)N/A36.99122.45132.781.08120278.852.3212/07/21
BSP 2019-18A CLO A2R BSP 2019-18AAAA (sf)N/A34.99122.45132.781.08120278.852.3212/07/21
BSP 2019-18A CLO BR BSP 2019-18AAAA (sf)N/A23.99122.45132.781.08120278.852.3212/07/21
BSP 2019-18A CLO CR BSP 2019-18AAA+ (sf)N/A17.99114.7123.011.07110243.882.2212/07/21
BSP 2019-18A CLO DR BSP 2019-18ABBB+ (sf)N/A11.99108.29114.571.06105206.91.9712/07/21
BSP 2019-18A CLO ER BSP 2019-18ABB+ (sf)N/A8.09104.41109.681.05   12/07/21
ICG 2018-2A CLO B ICG 2018-2AAAA (sf)AA23.51121.06130.731.08120322.962.6912/07/21
APID XXXA CLO A1B APID XXXAAAA (sf)AAA35.03114120.091.05115292.72.5512/07/21
APID XXXA CLO B APID XXXAA+ (sf)N/A16.76114120.091.05115292.72.5512/07/21
LWCLO 2014-1A BRR LWCLO 2014-1AAAA (sf)AA26.17126.49135.351.07120333.792.7812/07/21
HLM 9A-2016 CLO A1BR HLM 9A-2016AAA (sf)AAA34.91113.95119.911.05115281.512.4512/07/21
HLM 9A-2016 CLO BR HLM 9A-2016A+ (sf)N/A16.61113.95119.911.05115281.512.4512/07/21
HLM 8A-2016 CLO BR HLM 8A-2016AAA (sf)N/A22.58121.6129.071.06120325.342.7112/07/21
DRSLF 2019-68A CLO BR DRSLF 2019-68AAAA (sf)N/A24.04121.58131.421.08120302.92.5212/07/21
ICG 2014-3A CLO B1RR ICG 2014-3AAA+ (sf)A18.16116121.791.05115300.62.6112/07/21
ICG 2014-3A CLO B2RR ICG 2014-3AAA+ (sf)A18.16116121.791.05115300.62.6112/07/21
AWPT 2017-7A CLO B AWPT 2017-7AAAA (sf)AA22.85121.9129.621.06120292.412.4412/07/21
HLM 4A-2014 CLO BR HLM 4A-2014A+ (sf)N/A17.3115.5120.841.05115290.932.5312/07/21
MCLO 2018-12A A2BR MCLO 2018-12AAAA (sf)N/A21.65114.93118.241.03115276.972.4112/07/21
MCLO 2018-12A B MCLO 2018-12AA+ (sf)N/A15.43114.93118.241.03115276.972.4112/07/21
CGMS 2016-3A CLO BRR CGMS 2016-3AAAA (sf)AA25.84124.68134.651.08120338.532.8212/07/21
ARES 2014-31RA CLO B ARES 2014-31RAAA+ (sf)N/A22.14121.58128.431.061203823.1812/07/21