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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 2017-1A CLO CR BLUEM 2017-1AA+ (sf)N/A17.65113.95120.491.06115322.542.812/07/21
BALLY 2018-1A CLO A1 BALLY 2018-1AAAA (sf)AAA34.37115.6121.121.05115363.13.1612/07/21
BALLY 2018-1A CLO A2 BALLY 2018-1AAAA (sf)AA22.67115.6121.121.05115363.13.1612/07/21
BALLY 2018-1A CLO B BALLY 2018-1AAA+ (sf)A17.69115.6121.121.05115363.13.1612/07/21
BALLY 2018-1A CLO C BALLY 2018-1ABBB+ (sf)BBB-10.87108.2111.851.03110300.542.7312/07/21
BALLY 2018-1A CLO D BALLY 2018-1ABB (sf)BB-6.39104.7106.51.02105249.832.3812/07/21
BALLY 2018-1A CLO E BALLY 2018-1AB+ (sf)B-4.36      12/07/21
BLUEM 2018-23A CLO A1 BLUEM 2018-23AAAA (sf)AAA41.86121.6131.041.08120318.332.6512/07/21
BLUEM 2018-23A CLO A2 BLUEM 2018-23AAAA (sf)AAA36.06121.6131.041.08120318.332.6512/07/21
BLUEM 2018-23A CLO B BLUEM 2018-23AAAA (sf)N/A24.08121.6131.041.08120318.332.6512/07/21
BLUEM 2018-23A CLO C BLUEM 2018-23AA+ (sf)N/A18.33114.3121.821.07115283.222.4612/07/21
BLUEM 2018-23A CLO D BLUEM 2018-23ABB+ (sf)N/A12.14107.7113.231.05110244.582.2212/07/21
BLUEM 2018-23A CLO E BLUEM 2018-23ABB (sf)N/A8.74105.5109.021.03   12/07/21
ANNSA 2016-2A CLO BR ANNSA 2016-2AAAA (sf)AA22.98120.72129.671.07120338.572.8212/07/21
BLUEM 2017-1A CLO D BLUEM 2017-1ABBB (sf)N/A12.22108.42113.051.04110271.682.4712/07/21
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB (sf)N/A8.99104.89109.881.05   12/07/21
LCM 20A CLO BR LCM 20AAAA (sf)N/A32.53123.33148.161.2120365.793.0512/07/21
ARES 2019-52A CLO BR ARES 2019-52AAA+ (sf)N/A23.66122.52130.971.07120373.323.1112/07/21
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA25.14123.33133.571.08115325.562.8312/07/21
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA39.33121.6130.011.07120296.522.4712/07/21
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA32.25121.6130.011.07120296.522.4712/07/21
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA23.15121.6130.011.07120296.522.4712/07/21
CBAM 2017-1A CLO C CBAM 2017-1AAA+ (sf)A17.38114.4120.941.06115264.052.312/07/21
CBAM 2017-1A CLO D CBAM 2017-1ABBB+ (sf)BBB-11.32108112.671.04110224.382.0412/07/21
CBAM 2017-1A CLO E CBAM 2017-1ABB (sf)BB-6.97104.7107.41.03   12/07/21
GWOLF 2013-1A CLO A2BR GWOLF 2013-1AAAA (sf)N/A23.94114120.11.05115261.172.2712/07/21
GWOLF 2013-1A CLO B1R GWOLF 2013-1AA- (sf)N/A17.94114120.11.05115261.172.2712/07/21
GWOLF 2013-1A CLO B2R GWOLF 2013-1AA- (sf)N/A17.94114120.11.05115261.172.2712/07/21
ARES 2013-3X CLO B ARES 2013-3XAA+ (sf)N/A23.55124.23130.771.05120373.13.1112/07/21
ANCHC 2016-9A CLO BR2 ANCHC 2016-9AAAA (sf)N/A24.78123132.221.07120355.442.9612/07/21
GLM 2018-3A CLO B1 GLM 2018-3AAAA (sf)N/A25.9127.93134.951.05120378.953.1612/07/21
GLM 2018-3A CLO B2R GLM 2018-3AAAA (sf)N/A25.9127.93134.951.05120378.953.1612/07/21
LCM 14A CLO BR LCM 14AAAA (sf)AA22.02121.9128.231.05120339.052.8312/07/21
ATRM 14A CLO A2BR ATRM 14AAAA (sf)AAA36.2122.7131.491.07120356.762.9712/07/21
ATRM 14A CLO B ATRM 14AAAA (sf)N/A24.32122.7131.491.07120356.762.9712/07/21
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA37.41125.6134.31.07120357.032.9812/07/21
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA35.52125.6134.31.07120357.032.9812/07/21
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AA25.55125.6134.31.07120357.032.9812/07/21
CBAM 2019-10A CLO CR CBAM 2019-10AAAA (sf)A20.38118.8125.581.06115317.092.7612/07/21
CBAM 2019-10A CLO DR CBAM 2019-10AA+ (sf)BBB-13.88111.2116.11.04110262.12.3812/07/21
CBAM 2019-10A CLO E CBAM 2019-10ABB+ (sf)BB-7.45104.6108.031.03   12/07/21
EATON 2018-1A CLO B EATON 2018-1AAAA (sf)AA23.27121.6130.331.07120324.752.7112/07/21
GALXY 2015-21A CLO BR GALXY 2015-21AAAA (sf)AA23.33121.1130.431.08120305.992.5512/07/21
ALLEG 2015-1A CLO B1R ALLEG 2015-1AAAA (sf)N/A60.34123.8192.281.55120486.574.0512/07/21
ALLEG 2015-1A CLO B2R ALLEG 2015-1AAAA (sf)N/A60.34123.8192.281.55120486.574.0512/07/21
BABSN 2013-IA CLO AR BABSN 2013-IAAAA (sf)AAA37.49123.3136.491.11120351.62.9312/07/21
BABSN 2013-IA CLO BR BABSN 2013-IAAAA (sf)N/A26.71123.3136.491.11120351.62.9312/07/21
BABSN 2013-IA CLO CR BABSN 2013-IAAAA (sf)N/A19.15114.9123.721.08110300.842.7312/07/21
BABSN 2013-IA CLO DR BABSN 2013-IAA+ (sf)N/A11.27107.6112.731.05105241.172.312/07/21
BABSN 2013-IA CLO ER BABSN 2013-IABB+ (sf)N/A6.52104.71071.02   12/07/21