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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
AWPT 2016-5A CLO BR AWPT 2016-5AAAA (sf)AA23.15122.3129.971.06120321.912.6808/31/21
ARES 2018-47A CLO B ARES 2018-47AAA+ (sf)AA23.41122.5130.451.06120433.013.6108/31/21
APID 2013-12A CLO BR APID 2013-12AAAA (sf)AA22.75123.05129.391.05120375.563.1308/31/21
CIFC 2012-2RA CLO B CIFC 2012-2RAAA+ (sf)A+17.78112.5121.581.08115344.412.9908/31/21
ALLEG 2018-3A CLO B1 ALLEG 2018-3AAAA (sf)AA23.91123.5131.21.06120348.832.9108/31/21
ALLEG 2018-3A CLO B2 ALLEG 2018-3AAAA (sf)AA23.91123.5131.21.06120348.832.9108/31/21
CGMS 2018-4A CLO A1B CGMS 2018-4AAAA (sf)AAA34.86115.2122.951.07115290.642.5308/31/21
BATLN 2015-9A CLO AR BATLN 2015-9AAAA (sf)AAA35.05124.4134.521.08120404.583.3708/31/21
ICG 2018-2A CLO B ICG 2018-2AAAA (sf)AA23.45121.06129.541.07120350.122.9208/31/21
DRSLF 2017-50A CLO B DRSLF 2017-50AAAA (sf)AA23.37121.58129.921.07120374.863.1208/31/21
DRSLF 2019-68A CLO BR DRSLF 2019-68AAAA (sf)N/A23.96121.58131.051.08120315.522.6308/31/21
CPARK 2015-2A CLO BR CPARK 2015-2AAAA (sf)AAA39.78128.6165.431.29120445.893.7208/31/21
CGMS 2018-4A CLO B CGMS 2018-4AA+ (sf)A18.66115.2122.951.07115290.642.5308/31/21
BSP 2016-9A CLO AR BSP 2016-9AAAA (sf)AAA38.19120.281281.06120327.442.7308/31/21
BSP 2016-9A CLO BR BSP 2016-9AAAA (sf)N/A21.9120.281281.06120327.442.7308/31/21
BSP 2016-9A CLO CR BSP 2016-9ABBB+ (sf)N/A16.19113.9119.281.05110294.842.6808/31/21
BSP 2016-9A CLO DR BSP 2016-9ABB+ (sf)N/A10.48107.66111.671.04105256.972.4508/31/21
BSP 2016-9A CLO ER BSP 2016-9ABB- (sf)N/A6.78104.15107.241.03   08/31/21
BABSN 2018-1A CLO A1 BABSN 2018-1AAAA (sf)AAA33.83113.95119.81.05110342.713.1208/31/21
BABSN 2018-1A CLO A2 BABSN 2018-1AAAA (sf)AA22.63113.95119.81.05110342.713.1208/31/21
BABSN 2018-1A CLO B BABSN 2018-1AA+ (sf)A16.53113.95119.81.05110342.713.1208/31/21
BABSN 2018-1A CLO C BABSN 2018-1ABB+ (sf)BBB-10.42107.64111.631.04105293.452.7908/31/21
BABSN 2018-1A CLO D BABSN 2018-1ABB- (sf)BB-6.35103.7106.781.03   08/31/21
ALLEG 2019-2A CLO A1B ALLEG 2019-2AAAA (sf)AAA38.94121.6130.991.08120255.382.1308/31/21
ALLEG 2019-2A CLO A2B ALLEG 2019-2AAAA (sf)AAA35.43121.6130.991.08120255.382.1308/31/21
ALLEG 2019-2A CLO B ALLEG 2019-2AAAA (sf)N/A23.92121.6130.991.08120255.382.1308/31/21
CEDF 2019-10A CLO B CEDF 2019-10AAAA (sf)N/A23.97121.6131.531.08120275.352.2908/31/21
BCC 2018-1A CLO A1 BCC 2018-1AAAA (sf)AAA41.88120.5127.291.06120385.663.2108/31/21
BATLN 2015-9A CLO BR BATLN 2015-9AAAA (sf)AA25.66124.4134.521.08120404.583.3708/31/21
BATLN 2015-9A CLO CR BATLN 2015-9AAA+ (sf)A20.16117.2125.261.07110362.653.308/31/21
BATLN 2015-9A CLO DR BATLN 2015-9ABBB+ (sf)BBB-13.67109.7115.831.06105301.192.8708/31/21
BATLN 2015-9A CLO ER BATLN 2015-9ABB (sf)BB-8.07103.7108.781.05   08/31/21
CRMN 2018-1A CLO BR CRMN 2018-1AAAA (sf)N/A22.93121.6129.761.07120331.722.7608/31/21
BSP 2014-IVA CLO X BSP 2014-IVAAAA (sf)AAA 114122.051.07110278.542.5308/31/21
BSP 2014-IVA CLO A1RRR BSP 2014-IVAAAA (sf)N/A38.13114122.051.07110278.542.5308/31/21
BSP 2014-IVA CLO A2ARRR BSP 2014-IVAAAA (sf)N/A24.16114122.051.07110278.542.5308/31/21
BSP 2014-IVA CLO A2BRRR BSP 2014-IVAAAA (sf)N/A24.16114122.051.07110278.542.5308/31/21
BSP 2014-IVA CLO BRRR BSP 2014-IVAA+ (sf)N/A18.17114122.051.07110278.542.5308/31/21
BSP 2014-IVA CLO CRRR BSP 2014-IVABB+ (sf)N/A12.18107.6113.721.06105235.432.2408/31/21
BSP 2014-IVA CLO DRR BSP 2014-IVABB- (sf)N/A8.69104.3109.371.05   08/31/21
BALLY 2019-2A CLO A1AR BALLY 2019-2AAAA (sf)AAA39.94114121.841.07115342.932.9808/31/21
BALLY 2019-2A CLO A1BR BALLY 2019-2AAAA (sf)AAA34.94114121.841.07115342.932.9808/31/21
BALLY 2019-2A CLO A2R BALLY 2019-2AAAA (sf)AA23.93114121.841.07115342.932.9808/31/21
BALLY 2019-2A CLO BR BALLY 2019-2AAA- (sf)A17.92114121.841.07115342.932.9808/31/21
BALLY 2019-2A CLO CR BALLY 2019-2ABBB+ (sf)BBB-12.42108.3114.181.05110292.542.6608/31/21
BALLY 2019-2A CLO DR BALLY 2019-2ABB (sf)BB-7.91104.7108.591.04   08/31/21
BLUEM 2019-25A CLO AR BLUEM 2019-25AAAA (sf)AAA36.01121.58131.61.08120307.052.5608/31/21
BLUEM 2019-25A CLO BR BLUEM 2019-25AAAA (sf)N/A24.01121.58131.61.08120307.052.5608/31/21
BLUEM 2019-25A CLO CR BLUEM 2019-25AA+ (sf)N/A18.01113.95121.971.07110270.882.4608/31/21
BLUEM 2019-25A CLO D1R BLUEM 2019-25ABB+ (sf)N/A13.27107.64113.661.06105229.832.1908/31/21