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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
BLUEM 2016-2A CLO C2R2 BLUEM 2016-2ABB+ (sf)N/A11.57107.6112.471.05110261.292.3812/07/21
BLUEM 2016-2A CLO DR BLUEM 2016-2ABB- (sf)N/A7.55103.7107.581.04105206.781.9712/07/21
BABSN 2016-1A CLO XR BABSN 2016-1ANRN/A 125.6132.741.06120309.352.5812/07/21
BABSN 2016-1A CLO A1R BABSN 2016-1AAAA (sf)AAA38.92125.6132.741.06120309.352.5812/07/21
BABSN 2016-1A CLO A2R BABSN 2016-1AAAA (sf)AAA33.77125.6132.741.06120309.352.5812/07/21
BABSN 2016-1A CLO B1R BABSN 2016-1AAAA (sf)AA24.76125.6132.741.06120309.352.5812/07/21
BABSN 2016-1A CLO B2R BABSN 2016-1AAAA (sf)AA24.76125.6132.741.06120309.352.5812/07/21
BABSN 2016-1A CLO CR BABSN 2016-1AA+ (sf)A17.55116.8121.131.04115270.432.3512/07/21
BABSN 2016-1A CLO DR BABSN 2016-1ABB+ (sf)BBB-11.63109.6113.011.03110235.672.1412/07/21
BABSN 2016-1A CLO ER BABSN 2016-1ABB- (sf)BB-5.97104.7106.211.01105190.491.8112/07/21
CRMN 2018-1A CLO BR CRMN 2018-1AAAA (sf)N/A22.86121.6129.651.07120316.52.6412/07/21
BTNY2 2018-1A CLO X BTNY2 2018-1ANRN/A 116.5122.171.05115318.322.7712/07/21
CBAM 2018-7A CLO C CBAM 2018-7AAA+ (sf)A17.65116.53121.421.04115311.572.7112/07/21
CIRUS 2018-1A CLO BR CIRUS 2018-1AAAA (sf)AA+40.86155.4169.11.09110151.981.3812/07/21
ANCHF 2016-4A CLO BR ANCHF 2016-4AAAA (sf)AA-38.26148.4161.131.09110245.042.2312/07/21
CFIP 2017-1A CLO BR CFIP 2017-1AAAA (sf)N/A24.01121.6131.591.08120307.112.5612/07/21
ANCHC 2014-3RA CLO B ANCHC 2014-3RAAAA (sf)N/A27.32129.01137.031.06120454.673.7912/07/21
ALLEG 2019-2A CLO A1B ALLEG 2019-2AAAA (sf)AAA39.02121.6131.371.08120252.12.112/07/21
ALLEG 2019-2A CLO A2B ALLEG 2019-2AAAA (sf)AAA35.52121.6131.371.08120252.12.112/07/21
ALLEG 2019-2A CLO B ALLEG 2019-2AAAA (sf)N/A24.02121.6131.371.08120252.12.112/07/21
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)A23.14113.95128.151.12105241.422.312/07/21
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AA23.35122.28129.731.06120304.112.5312/07/21
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAAA (sf)AA23.35122.28129.731.06120304.112.5312/07/21
CEDF 2017-8A CLO BR CEDF 2017-8AAAA (sf)N/A24.06121.58131.681.08120339.312.8312/07/21
JFIN 2013-1A CLO BR JFIN 2013-1AAAA (sf)N/A19.36116.98123.491.06115226.31.9712/07/21
APEXC 2019-1A CLO BR APEXC 2019-1AAA+ (sf)N/A18.43115.46122.461.06110250.222.2712/07/21
CGMS 2014-1A CLO BR2 CGMS 2014-1AAAA (sf)N/A22.82122.5129.471.061203933.2712/07/21
AGL 2020-3A CLO B1 AGL 2020-3AAAA (sf)N/A24.71122.45132.821.08120304.352.5412/07/21
AGL 2020-3A CLO B2 AGL 2020-3AAAA (sf)N/A24.71122.45132.821.08120304.352.5412/07/21
BTNY2 2018-1A CLO A1 BTNY2 2018-1AAAA (sf)AAA34.38116.5122.171.05115318.322.7712/07/21
BTNY2 2018-1A CLO A2 BTNY2 2018-1AAAA (sf)AA23.27116.5122.171.05115318.322.7712/07/21
BTNY2 2018-1A CLO B BTNY2 2018-1AA+ (sf)A18.22116.5122.171.05115318.322.7712/07/21
BTNY2 2018-1A CLO C BTNY2 2018-1ABB+ (sf)BBB-12.17108.9113.741.04110272.282.4812/07/21
CGMS 2013-2A CLO BR CGMS 2013-2AAAA (sf)N/A26.12120.3134.511.12120400.093.3312/07/21
CBAM 2018-7A CLO D CBAM 2018-7ABBB+ (sf)BBB-10.78108.94112.071.03110263.852.412/07/21
CBAM 2018-7A CLO E CBAM 2018-7ABB (sf)BB-5.65103.7105.981.02   12/07/21
LCM 21A CLO BR LCM 21AAAA (sf)N/A34.52124.1152.711.23120431.993.612/07/21
DRSLF 2018-61A CLO BR DRSLF 2018-61AAAA (sf)AA23.87121.6131.061.08120387.613.2312/07/21
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB-7.32104.45107.91.03105191.361.8212/07/21
BCC 2019-1A CLO X BCC 2019-1AAAA (sf)AAA 123.33133.481.08120360.57312/07/21
BCC 2019-1A CLO AR BCC 2019-1AAAA (sf)AAA38.2123.33133.481.08120360.57312/07/21
BCC 2019-1A CLO BR BCC 2019-1AAAA (sf)N/A25.24123.33133.481.08120360.57312/07/21
BCC 2019-1A CLO CR BCC 2019-1AA+ (sf)N/A19.26115.46123.61.07110317.092.8812/07/21
BCC 2019-1A CLO DR BCC 2019-1ABB+ (sf)N/A13.28108.94115.071.06105266.572.5412/07/21
BCC 2019-1A CLO ER BCC 2019-1ABB- (sf)BB-8.3103.7108.821.05   12/07/21
ANCHC 2015-6A CLO B1R ANCHC 2015-6AAAA (sf)AA+24.98125.07132.91.06120411.583.4312/07/21
ANCHC 2015-6A CLO B2RR ANCHC 2015-6AAAA (sf)AA+24.98125.07132.91.06120411.583.4312/07/21
CANYC 2019-2A CLO BR CANYC 2019-2AAAA (sf)N/A24.02121.58131.531.08120275.732.312/07/21
ATRM 13A CLO B ATRM 13AAAA (sf)N/A23.97121.6130.661.07120353.192.9412/07/21
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA42.21125.1135.051.08120445.873.7212/07/21