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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
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AA+22.26122.6127.991.04120362.963.0210/01/21
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA22.56121.58128.911.06120310.32.5910/01/21
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA25.09123.33133.51.08115316.772.7510/01/21
ALM 2016-19A CLO A1BR2 ALM 2016-19AAAA (sf)AAA31.59112.7120.151.07110324.382.9510/01/21
ARES 2013-3X CLO B ARES 2013-3XAA+ (sf)N/A23.46124.23130.631.05120376.413.1410/01/21
BLUEM 2013-1A CLO A1R2 BLUEM 2013-1AAAA (sf)AAA50.28113.7125.291.1115225.421.9610/01/21
BLUEM 2013-1A CLO A2R2 BLUEM 2013-1AAAA (sf)N/A32.77113.7125.291.1115225.421.9610/01/21
BLUEM 2013-1A CLO BR BLUEM 2013-1AAAA (sf)N/A21.75113.7125.291.1115225.421.9610/01/21
ALLEG 2016-1A CLO BR2 ALLEG 2016-1AAAA (sf)AA+22.82122.3129.371.06120375.253.1310/01/21
ARES 2019-52A CLO BR ARES 2019-52AAA+ (sf)N/A23.59122.52130.841.07120393.433.2810/01/21
BLUEM 2013-1A CLO CR BLUEM 2013-1ABBB+ (sf)N/A14.41108.4114.541.06110181.871.6510/01/21
BLUEM 2013-1A CLO DR BLUEM 2013-1ABB- (sf)N/A7.74104.6106.261.02105138.561.3210/01/21
BATLN 2016-10A CLO A1R2 BATLN 2016-10AAAA (sf)N/A37.53115122.991.07110318.562.910/01/21
BATLN 2016-10A CLO A2R2 BATLN 2016-10AAAA (sf)N/A24.64115122.991.07110318.562.910/01/21
BATLN 2016-10A CLO BR2 BATLN 2016-10AAA (sf)N/A18.69115122.991.07110318.562.910/01/21
BATLN 2016-10A CLO CR2 BATLN 2016-10ABBB+ (sf)N/A12.74108.11114.61.06105268.992.5610/01/21
BATLN 2016-10A CLO DR2 BATLN 2016-10ABB+ (sf)N/A9.27104.73110.221.05   10/01/21
BATPK 2019-1A CLO X BATPK 2019-1AAAA (sf)N/A 113.7121.311.07110231.672.1110/01/21
BATPK 2019-1A CLO AL BATPK 2019-1AAAA (sf)N/A25.06113.7121.311.07110231.672.1110/01/21
BATPK 2019-1A CLO B1 BATPK 2019-1AA+ (sf)N/A17.57113.7121.311.07110231.672.1110/01/21
BATPK 2019-1A CLO B2 BATPK 2019-1AA+ (sf)N/A17.57113.7121.311.07110231.672.1110/01/21
BATPK 2019-1A CLO C BATPK 2019-1ABB+ (sf)N/A12.57108.3114.381.06105204.511.9510/01/21
BATPK 2019-1A CLO D BATPK 2019-1ABB (sf)N/A8.83105.1109.681.04   10/01/21
BLUEM 2017-1A CLO A1R BLUEM 2017-1AAAA (sf)N/A37.53123.69131.21.06120386.883.2210/01/21
BLUEM 2017-1A CLO A2 BLUEM 2017-1AAAA (sf)AAA32.49123.69131.21.06120386.883.2210/01/21
BLUEM 2017-1A CLO BR BLUEM 2017-1AAAA (sf)N/A24.63123.69131.21.06120386.883.2210/01/21
ARES 2017-46A CLO B1 ARES 2017-46AAA+ (sf)AA24.47124.2132.271.06120382.63.1910/01/21
ARES 2017-46A CLO B2 ARES 2017-46AAA+ (sf)AA24.47124.2132.271.06120382.63.1910/01/21
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AA+22.38122.6128.541.05120334.832.7910/01/21
AWPT 2013-1A CLO BR2 AWPT 2013-1AA+ (sf)N/A17.46115120.931.05115175.941.5310/01/21
MORGN 2018-3A CLO BR MORGN 2018-3AAAA (sf)AA+24.46123.86131.791.06120375.493.1310/01/21
CGMS 2016-2A CLO B CGMS 2016-2ABBB+ (sf)N/A16.51113.7118.951.05115276.652.4110/01/21
BCC 2019-2A CLO A BCC 2019-2AAAA (sf)AAA35.79121.6130.781.08120306.522.5510/01/21
BCC 2019-2A CLO B BCC 2019-2AAAA (sf)N/A23.75121.6130.781.08120306.522.5510/01/21
BCC 2019-2A CLO C BCC 2019-2AA+ (sf)N/A17.73114121.221.06115267.082.3210/01/21
BCC 2019-2A CLO D BCC 2019-2ABB+ (sf)N/A12.21107.8113.61.05110229.262.0810/01/21
BCC 2019-2A CLO E BCC 2019-2ABB- (sf)N/A7.7103.7108.041.04   10/01/21
BSP 2019-17A CLO AR BSP 2019-17AAAA (sf)N/A37.27124.8134.661.08120289.562.4110/01/21
BSP 2019-17A CLO BR BSP 2019-17AAAA (sf)N/A27.27124.8134.661.08120289.562.4110/01/21
BSP 2019-17A CLO CR BSP 2019-17AAA+ (sf)N/A19.63114121.851.07110247.622.2510/01/21
BSP 2019-17A CLO DR BSP 2019-17ABBB+ (sf)N/A13.75107.6113.541.06105213.442.0310/01/21
BSP 2019-17A CLO ER BSP 2019-17ABB+ (sf)N/A10.17104.6109.51.05   10/01/21
CRMN 2016-1A CLO BR CRMN 2016-1AAAA (sf)A17.96114121.881.07115269.822.3510/01/21
BLUEM 2019-25A CLO AR BLUEM 2019-25AAAA (sf)AAA36.01121.58131.61.08120307.052.5610/01/21
BLUEM 2019-25A CLO BR BLUEM 2019-25AAAA (sf)N/A24.01121.58131.61.08120307.052.5610/01/21
BLUEM 2019-25A CLO CR BLUEM 2019-25AA+ (sf)N/A18.01113.95121.971.07110270.882.4610/01/21
BLUEM 2019-25A CLO D1R BLUEM 2019-25ABB+ (sf)N/A13.27107.64113.661.06105229.832.1910/01/21
BLUEM 2019-25A CLO D2R BLUEM 2019-25ABB+ (sf)N/A12.02107.64113.661.06105229.832.1910/01/21
AWPT 2016-5A CLO BR AWPT 2016-5AAAA (sf)AA23.15122.3129.971.06120321.912.6810/01/21
BATLN 2015-9A CLO AR BATLN 2015-9AAAA (sf)AAA35.05124.4134.521.08120404.583.3710/01/21