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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
BCHPK 2019-1A CLO DR BCHPK 2019-1ABBB (sf)N/A5.35103.7109.21.05   11/04/22
BCHPK 2019-1A CLO ER BCHPK 2019-1ABB (sf)BB-0.43103.7109.21.05   11/04/22
BCHPK 2019-1A CLO C2R BCHPK 2019-1AA+ (sf)N/A11.74114.6123.11.07115158.71.3811/04/22
BCHPK 2019-1A CLO C1R BCHPK 2019-1AAA (sf)N/A13.41114.6123.11.07115158.71.3811/04/22
BCHPK 2019-1A CLO B2BR BCHPK 2019-1AAA (sf)N/A17.74121.6132.11.09120172.71.4411/04/22
BCHPK 2019-1A CLO A2R BCHPK 2019-1AAAA (sf)AAA29.65121.6132.11.09120172.71.4411/04/22
AUDAX 2020-4A CLO B AUDAX 2020-4AAAA (sf)N/A28.59137.1148.51.08120182.91.5211/04/22
BCHPK 2019-1A CLO A1R BCHPK 2019-1AAAA (sf)N/A34.52121.6132.11.09120172.71.4411/04/22
AMMC 2018-22A CLO E1B AMMC 2018-22ABB+ (sf)N/A5.24104.5108.61.04105131.31.2511/04/22
ROCKT 2017-2A CLO BR ROCKT 2017-2AAAA (sf)AA+18.54123.2133.51.08120185.81.5511/04/22
BSP 2020-21A CLO DR BSP 2020-21ABBB (sf)N/A6.37107.6114.21.06110146.11.3311/04/22
BSP 2020-21A CLO CR BSP 2020-21AAA (sf)N/A12.75114122.61.08115162.51.4111/04/22
BSP 2020-21A CLO BR BSP 2020-21AAAA (sf)N/A19.13121.6132.31.09120178.11.4811/04/22
AMMC 2018-22A CLO B AMMC 2018-22AAAA (sf)N/A21.15121.6130.51.07120171.41.4311/04/22
BSP 2020-21A CLO A1R BSP 2020-21AAAA (sf)N/A34.03121.6132.31.09120178.11.4811/04/22
BSP 2020-21A CLO A2R BSP 2020-21AAAA (sf)N/A31.9121.6132.31.09120178.11.4811/04/22
ROCKT 2019-2A CLO BR ROCKT 2019-2AAAA (sf)AA17.7121.9132.91.09120185.91.5511/04/22
AUDAX 2019-2A CLO B AUDAX 2019-2AA+ (sf)N/A22.3124.1134.41.08110172.51.5711/04/22
BABSN 2013-IA CLO AR BABSN 2013-IAAAA (sf)AAA39.18123.3139.11.13120171.81.4311/04/22
AMMC 2020-23A CLO BR AMMC 2020-23AAAA (sf)N/A18.83121.6132.61.091201851.5411/04/22
BLUEM 2019-24A CLO D2R BLUEM 2019-24ABB+ (sf)N/A4.64107.6113.81.061051481.4111/04/22
BLUEM 2019-24A CLO ER BLUEM 2019-24ABB (sf)N/A0.58103.5109.11.05   11/04/22
BLUEM 2019-24A CLO D1R BLUEM 2019-24ABB+ (sf)N/A5.72107.6113.81.061051481.4111/04/22
BLUEM 2019-24A CLO CR BLUEM 2019-24AA+ (sf)N/A11.14114122.11.07110165.61.5111/04/22
BLUEM 2019-24A CLO BR BLUEM 2019-24AAAA (sf)N/A17.64121.6131.71.08120181.31.5111/04/22
WELF 2020-1A CLO A1B WELF 2020-1AAAA (sf)AAA29.37115.5124.31.081151571.3711/04/22
SARAT 2013-1A CLO BFXDR3 SARAT 2013-1AAAA (sf)AA16.8121.6131.31.08120171.31.4311/04/22
SARAT 2013-1A CLO BFLR3 SARAT 2013-1AAAA (sf)AA16.8121.6131.31.08120171.31.4311/04/22
BLACK 2016-1A CLO A2AR BLACK 2016-1AAAA (sf)N/A23.3113.5119.51.05110170.51.5511/04/22
BLACK 2016-1A CLO DR BLACK 2016-1ABB (sf)N/A7.05103.7107.51.04101141.71.411/04/22
VOYA 2019-4A CLO BR VOYA 2019-4AAAA (sf)N/A18.68121.6131.91.08120177.71.4811/04/22
BLACK 2016-1A CLO BR BLACK 2016-1AA+ (sf)N/A16.39113.5119.51.05110170.51.5511/04/22
BLACK 2016-1A CLO A2BR2 BLACK 2016-1AA+ (sf)N/A23.3113.5119.51.05110170.51.5511/04/22
BLACK 2016-1A CLO A1BR2 BLACK 2016-1AAAA (sf)N/A36.92113.5119.51.05110170.51.5511/04/22
ROCKT 2019-1A CLO B1R ROCKT 2019-1AAAA (sf)AA16.72121.2131.41.08120182.11.5211/04/22
ROCKT 2019-1A CLO B2R ROCKT 2019-1AAA+ (sf)AA16.72121.2131.41.08120182.11.5211/04/22
BLUEM 2019-25A CLO ER BLUEM 2019-25ABB- (sf)BB--0.65103.2108.71.05   11/04/22
BLUEM 2019-25A CLO D2R BLUEM 2019-25ABB+ (sf)N/A3.73107.6113.71.06105149.71.4311/04/22
BLUEM 2019-25A CLO D1R BLUEM 2019-25ABBB- (sf)N/A5.09107.6113.71.06105149.71.4311/04/22
BLUEM 2019-25A CLO CR BLUEM 2019-25AA+ (sf)N/A10.291141221.07110166.71.5211/04/22
NEUB 2014-17A CLO BRR NEUB 2014-17AAAA (sf)N/A18.8124.8132.71.06120174.71.4611/04/22
BLUEM 2019-25A CLO BR BLUEM 2019-25AAAA (sf)N/A16.85121.6131.61.08120183.31.5311/04/22
BABSN 2016-1A CLO DR BABSN 2016-1ABBB+ (sf)BBB-3.88109.61131.03110144.11.3111/04/22
BABSN 2016-1A CLO ER BABSN 2016-1ABB (sf)BB--2.28104.7106.21.011051271.2111/04/22
ANCHC 2019-11A CLO BR ANCHC 2019-11AAAA (sf)N/A20.06126.1133.91.061201801.511/04/22
BABSN 2016-1A CLO B1R BABSN 2016-1AAAA (sf)AA18.16125.6132.81.06120177.71.4811/04/22
BABSN 2016-1A CLO B2R BABSN 2016-1AAAA (sf)AA18.16125.6132.81.06120177.71.4811/04/22
BABSN 2016-1A CLO A1R BABSN 2016-1AAAA (sf)AAA33.56125.6132.81.06120177.71.4811/04/22
BABSN 2016-1A CLO A2R BABSN 2016-1AAAA (sf)AAA27.96125.6132.81.06120177.71.4811/04/22
BABSN 2016-2A CLO XR2 BABSN 2016-2AAAA (sf)AAA 123.3133.51.08120174.21.4511/04/22