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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
BSP 2017-12A CLO D BSP 2017-12AB+ (sf)B+6.36103.7106.781.03   10/01/21
ANCHC 2014-3RA CLO B ANCHC 2014-3RAAAA (sf)N/A27.3129.01136.961.06120441.983.6810/01/21
CANYC 2018-1A CLO B CANYC 2018-1AAAA (sf)AA23.33122.45130.411.07120348.192.910/01/21
AMMC 2016-19A CLO BR AMMC 2016-19AAAA (sf)N/A28.8122.01140.011.15120326.322.7210/01/21
CFIP 2014-1A CLO BR CFIP 2014-1AAAA (sf)N/A23.4124130.561.05120269.012.2410/01/21
BRIST 2016-1A CLO AR BRIST 2016-1AAAA (sf)AAA34.33121.58130.231.07120387.483.2310/01/21
BRIST 2016-1A CLO BR BRIST 2016-1AAAA (sf)AA23.21121.58130.231.07120387.483.2310/01/21
BRIST 2016-1A CLO CR BRIST 2016-1AA+ (sf)A17.15113.95120.71.06110340.323.0910/01/21
BRIST 2016-1A CLO DR BRIST 2016-1ABB+ (sf)BBB-11.36107.64112.821.05105290.342.7710/01/21
BRIST 2016-1A CLO ER BRIST 2016-1ABB- (sf)BB-6.79103.4107.291.04   10/01/21
BLUEM 2017-2A CLO B BLUEM 2017-2AA+ (sf)N/A16.84113.4119.51.05115277.232.4110/01/21
BLUEM 2017-2A CLO C BLUEM 2017-2ABB+ (sf)N/A10.78107.1111.391.04110239.862.1810/01/21
BLUEM 2017-2A CLO D BLUEM 2017-2ABB- (sf)N/A7.15104.7107.031.02105206.391.9710/01/21
BATLN 2018-12A CLO A1 BATLN 2018-12AAAA (sf)AAA35.94123.8133.651.08120379.643.1610/01/21
BATLN 2018-12A CLO A2R BATLN 2018-12AAAA (sf)AAA35.94123.8133.651.08120379.643.1610/01/21
BATLN 2018-12A CLO B1 BATLN 2018-12AAAA (sf)AA25.18123.8133.651.08120379.643.1610/01/21
BATLN 2018-12A CLO B2R BATLN 2018-12AAAA (sf)AA25.18123.8133.651.08120379.643.1610/01/21
BATLN 2018-12A CLO C1 BATLN 2018-12AAA+ (sf)A20.13117.3125.211.07112.5341.653.0410/01/21
BATLN 2018-12A CLO C2R BATLN 2018-12AAA+ (sf)A20.13117.3125.211.07112.5341.653.0410/01/21
BATLN 2018-12A CLO D BATLN 2018-12ABBB+ (sf)BBB-13.88110.2116.111.05107.5293.62.7310/01/21
BATLN 2018-12A CLO E BATLN 2018-12ABB (sf)BB-7.91103.7108.591.05   10/01/21
ANCHC 2019-11A CLO BR ANCHC 2019-11AAAA (sf)N/A25.9126.1134.111.06120358.462.9910/01/21
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)A21.48113.95125.91.1105271.662.5910/01/21
ATRM 9A CLO BR2 ATRM 9AAAA (sf)N/A24.21123130.561.06120394.973.2910/01/21
ARES 2018-47A CLO B ARES 2018-47AAA+ (sf)AA23.41122.5130.451.06120433.013.6110/01/21
BALLY 2019-2A CLO A1AR BALLY 2019-2AAAA (sf)AAA39.94114121.841.07115342.932.9810/01/21
BALLY 2019-2A CLO A1BR BALLY 2019-2AAAA (sf)AAA34.94114121.841.07115342.932.9810/01/21
BALLY 2019-2A CLO A2R BALLY 2019-2AAAA (sf)AA23.93114121.841.07115342.932.9810/01/21
BALLY 2019-2A CLO BR BALLY 2019-2AAA (sf)A17.92114121.841.07115342.932.9810/01/21
BALLY 2019-2A CLO CR BALLY 2019-2ABBB+ (sf)BBB-12.42108.3114.181.05110292.542.6610/01/21
BALLY 2019-2A CLO DR BALLY 2019-2ABB (sf)BB-7.91104.7108.591.04   10/01/21
APID 2013-12A CLO BR APID 2013-12AAAA (sf)AA22.75123.05129.391.05120375.563.1310/01/21
CGMS 2018-4A CLO A1B CGMS 2018-4AAAA (sf)AAA34.86115.2122.951.07115290.642.5310/01/21
CGMS 2018-4A CLO B CGMS 2018-4AA+ (sf)A18.66115.2122.951.07115290.642.5310/01/21
ALLEG 2018-3A CLO B1 ALLEG 2018-3AAAA (sf)AA23.91123.5131.21.06120348.832.9110/01/21
ALLEG 2018-3A CLO B2 ALLEG 2018-3AAAA (sf)AA23.91123.5131.21.06120348.832.9110/01/21
CRMN 2018-1A CLO BR CRMN 2018-1AAAA (sf)N/A22.94121.6129.791.07120347.412.910/01/21
ANCHF 2019-9A CLO BA ANCHF 2019-9AAAA (sf)AA-40.11151.4166.541.1110199.441.8110/01/21
CIFC 2012-2RA CLO B CIFC 2012-2RAAAA (sf)A+17.78112.5121.581.08115344.412.9910/01/21
ARES 2017-44A CLO BR ARES 2017-44ABBB+ (sf)N/A18.62114.5122.741.07115340.212.9610/01/21
ANCHF 2019-9A CLO BB ANCHF 2019-9AAAA (sf)N/A40.11151.4166.541.1110199.441.8110/01/21
ANCHF 2019-9A CLO CB ANCHF 2019-9AAAA (sf)N/A34.69144.2152.711.06105177.111.6910/01/21
ANCHF 2019-9A CLO EB ANCHF 2019-9AA+ (sf)N/A24.83127.9132.681.04   10/01/21
ATCLO 2019-14A B1 ATCLO 2019-14AAAA (sf)AA21.95121.58128.061.05120246.812.0610/01/21
ATCLO 2019-14A B2 ATCLO 2019-14AAAA (sf)AA21.95121.58128.061.05120246.812.0610/01/21
MORGN 2019-4A CLO BR MORGN 2019-4AAAA (sf)AA22.97121.58129.271.06120348.682.9110/01/21
CBAM 2017-3A CLO XR CBAM 2017-3AAAA (sf)AAA 121.58131.491.08120309.512.5810/01/21
CBAM 2017-3A CLO AR CBAM 2017-3AAAA (sf)AAA35.96121.58131.491.08120309.512.5810/01/21
CBAM 2017-3A CLO BR CBAM 2017-3AAAA (sf)AA23.95121.58131.491.08120309.512.5810/01/21
CBAM 2017-3A CLO CR CBAM 2017-3AAA+ (sf)A18.85115.3123.221.07110276.252.5110/01/21