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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
ANCHC 2018-1RA CLO B ANCHC 2018-1RAAAA (sf)N/A31.32136.78144.641.06120472.363.9410/01/21
CANYC 2014-2A CLO BR CANYC 2014-2AA+ (sf)N/A23.48122.33130.091.06120311.612.610/01/21
ALLEG 2018-2A CLO B1 ALLEG 2018-2AAAA (sf)AA23.69122.98130.761.06120340.992.8410/01/21
ALLEG 2018-2A CLO B2 ALLEG 2018-2AAAA (sf)AA23.69122.98130.761.06120340.992.8410/01/21
ATRM 15A CLO B ATRM 15AAAA (sf)N/A24.5122.08131.641.08120340.192.8310/01/21
BATLN 2017-11A CLO AR BATLN 2017-11AAAA (sf)AAA37.99122.44132.451.08120365.663.0510/01/21
BATLN 2017-11A CLO BR BATLN 2017-11AAAA (sf)AA24.5122.44132.451.08120365.663.0510/01/21
BATLN 2017-11A CLO CR BATLN 2017-11AAA+ (sf)A19.54116.28124.291.07110326.342.9710/01/21
BATLN 2017-11A CLO DR BATLN 2017-11ABBB+ (sf)BBB-13.26109.28115.291.05105271.172.5810/01/21
BATLN 2017-11A CLO ER BATLN 2017-11ABB+ (sf)BB-9.23104.66110.171.05   10/01/21
APID 2017-26A CLO A1BR APID 2017-26AAAA (sf)AAA34.95114119.531.05115310.452.710/01/21
APEXC 2017-2A CLO B APEXC 2017-2AAAA (sf)AA24.09122.45130.071.06120341.732.8510/01/21
CGMS 2017-2A CLO B CGMS 2017-2AA+ (sf)A16.2114.4119.321.04115316.52.7510/01/21
ANCHC 2015-7A CLO BRR ANCHC 2015-7AAAA (sf)N/A24.39123.31321.07120417.653.4810/01/21
ARES 2017-43A CLO BR ARES 2017-43AAA+ (sf)N/A24.06121.58131.591.08120374.213.1210/01/21
APID 2017-26A CLO BR APID 2017-26AA+ (sf)A16.66114119.531.05115310.452.710/01/21
CARVL 2018-1A CLO B CARVL 2018-1AAAA (sf)AA24.83123.42133.031.08120321.822.6810/01/21
ARES 2019-53A CLO B ARES 2019-53AAA+ (sf)N/A25124.21133.21.07120320.952.6710/01/21
ANCHF 2020-10A CLO B ANCHF 2020-10AAAA (sf)AA-38.38148.4161.871.09110230.52.110/01/21
BLACK 2019-2A CLO A1A BLACK 2019-2AAAA (sf)AAA37.97114.5122.651.07110250.712.2810/01/21
BLACK 2019-2A CLO A1B BLACK 2019-2AAAA (sf)AAA34.97114.5122.651.07110250.712.2810/01/21
BLACK 2019-2A CLO A2 BLACK 2019-2AAAA (sf)N/A24.72114.5122.651.07110250.712.2810/01/21
APEXC 2019-2A CLO B APEXC 2019-2AAAA (sf)N/A23.74120.72131.131.09120300.562.510/01/21
BATLN 2014-7A CLO XRR BATLN 2014-7AAAA (sf)AAA 116.34146.211.26115360.273.1310/01/21
BATLN 2014-7A CLO A1RR BATLN 2014-7AAAA (sf)AAA59.26116.34146.211.26115360.273.1310/01/21
BATLN 2014-7A CLO A2RR BATLN 2014-7AAAA (sf)AAA40.64116.34146.211.26115360.273.1310/01/21
BATLN 2014-7A CLO BRR BATLN 2014-7AAAA (sf)AA+32.6116.34146.211.26115360.273.1310/01/21
BATLN 2014-7A CLO CRR BATLN 2014-7AAAA (sf)A-22.44109.27127.061.16110278.022.5310/01/21
BATLN 2014-7A CLO DRR BATLN 2014-7ABBB+ (sf)BB13.55103.7113.991.1105195.771.8610/01/21
BATLN 2014-7A CLO ERR BATLN 2014-7ABB+ (sf)B+11.86      10/01/21
BLACK 2019-2A CLO B BLACK 2019-2AA+ (sf)N/A18.47114.5122.651.07110250.712.2810/01/21
BLACK 2019-2A CLO C BLACK 2019-2ABB+ (sf)N/A12.96108.5114.891.06105217.262.0710/01/21
BLACK 2019-2A CLO D BLACK 2019-2ABB (sf)N/A8.46104.8109.241.04105183.221.7410/01/21
ALLEG 2017-1A CLO BR ALLEG 2017-1AAAA (sf)AA22.36122.6128.621.05120377.883.1510/01/21
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A23.12122.1129.11.06120415.173.4610/01/21
BLUEM 2019-24A CLO AR BLUEM 2019-24AAAA (sf)N/A36.04121.58131.671.08120341.152.8410/01/21
BLUEM 2019-24A CLO BR BLUEM 2019-24AAAA (sf)N/A24.05121.58131.671.08120341.152.8410/01/21
BLUEM 2019-24A CLO CR BLUEM 2019-24AA+ (sf)N/A18.05113.95122.031.07110303.172.7610/01/21
BLUEM 2019-24A CLO D1R BLUEM 2019-24ABB+ (sf)N/A13.06107.64113.711.06105251.532.410/01/21
BLUEM 2019-24A CLO D2R BLUEM 2019-24ABB+ (sf)N/A12.06107.64113.711.06105251.532.410/01/21
BLUEM 2019-24A CLO ER BLUEM 2019-24ABB (sf)N/A8.31103.49109.061.05   10/01/21
BALLY 2019-1A CLO A1R BALLY 2019-1AAAA (sf)AAA35.89115.46123.251.07115335.242.9210/01/21
BALLY 2019-1A CLO A2R BALLY 2019-1AAAA (sf)AA24.38115.46123.251.07115335.242.9210/01/21
BALLY 2019-1A CLO BR BALLY 2019-1AAA+ (sf)A18.87115.46123.251.07115335.242.9210/01/21
BALLY 2019-1A CLO CR BALLY 2019-1ABBB+ (sf)BBB-12.86108.94114.751.05110283.52.5810/01/21
BALLY 2019-1A CLO DR BALLY 2019-1ABB+ (sf)BB-8.1104.99108.811.04   10/01/21
CBAM 2018-5A CLO X CBAM 2018-5ANRN/A 121.6129.891.07120382.423.1910/01/21
CBAM 2018-5A CLO A CBAM 2018-5AAAA (sf)AAA35.17121.6129.891.07120382.423.1910/01/21
CBAM 2018-5A CLO B1 CBAM 2018-5AAAA (sf)AA23.01121.6129.891.07120382.423.1910/01/21
CBAM 2018-5A CLO B2 CBAM 2018-5AAAA (sf)AA23.01121.6129.891.07120382.423.1910/01/21