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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
ATCLO 2019-14A BR ATCLO 2019-14AAAA (sf)AA18.27121.6126.21.04120158.51.3208/12/24
ATCLO 2019-15A B1 ATCLO 2019-15AAAA (sf)N/A18.99121.6127.31.05120158.11.3208/12/24
ATCLO 2019-15A B2 ATCLO 2019-15AAA+ (sf)N/A18.99121.6127.31.05120158.11.3208/12/24
ATCLO 2021-16A B1 ATCLO 2021-16AAAA (sf)N/A20.59121.6130.11.07120166.41.3908/12/24
ATCLO 2021-16A B2 ATCLO 2021-16AAA+ (sf)N/A20.59121.6130.11.07120166.41.3908/12/24
ATCLO 2021-17A B1 ATCLO 2021-17AAAA (sf)N/A19.55121.6128.71.061201691.4108/12/24
ATCLO 2021-17A B2 ATCLO 2021-17AAA+ (sf)N/A19.55121.6128.71.061201691.4108/12/24
ATCLO 2021-18A B ATCLO 2021-18AAAA (sf)N/A20.18121.6129.41.06120159.61.3308/12/24
ATCLO 2022-20A B1 ATCLO 2022-20AAAA (sf)N/A20.61121.6130.41.07120142.71.1908/12/24
ATCLO 2022-20A B2 ATCLO 2022-20AAA (sf)N/A20.61121.6130.41.07120142.71.1908/12/24
APID 2019-32A CLO B1 APID 2019-32ANRN/A       08/12/24
ATCLO 2023-21A B ATCLO 2023-21AAAA (sf)N/A21.94121.6131.81.08120139.61.1608/12/24
ATRM 13A CLO B ATRM 13AAAA (sf)N/A22.93121.6129.91.07120172.71.4408/12/24
ATRM 14A CLO A2BR ATRM 14AAAA (sf)AAA37.08122.7131.11.07120167.91.408/12/24
ATRM 14A CLO B ATRM 14AAAA (sf)N/A23.5122.7131.11.07120167.91.408/12/24
ATRM 15A CLO B1R ATRM 15AAAA (sf)AA+21.78122.1130.91.071201651.3808/12/24
ATRM 15A CLO B2R ATRM 15AAA- (sf)AA+21.78122.1130.91.071201651.3808/12/24
ATRM 9A CLO BR2 ATRM 9AAAA (sf)N/A23.4123133.21.08120159.81.3308/12/24
AUDAX 2019-1A CLO BR AUDAX 2019-1AA+ (sf)N/A23.06124.1132.41.07110179.41.6308/12/24
AUDAX 2020-4A CLO BR AUDAX 2020-4AAAA (sf)N/A30.53137.1146.91.07120175.51.4608/12/24
AUDAX 2021-5A CLO B AUDAX 2021-5AAAA (sf)N/A30.55137.1147.81.08120197.81.6508/12/24
AUDAX 2021-6A CLO B AUDAX 2021-6AAAA (sf)N/A30.52137.11481.08120199.91.6708/12/24
BABSN 2016-2A CLO XR2 BABSN 2016-2ANRAAA 123.3132.61.08120159.41.3308/12/24
BABSN 2016-2A CLO AR2 BABSN 2016-2AAAA (sf)AAA36.49123.3132.61.08120159.41.3308/12/24
BABSN 2016-2A CLO BR2 BABSN 2016-2AAAA (sf)AA+23.82123.3132.61.08120159.41.3308/12/24
BABSN 2016-2A CLO CR2 BABSN 2016-2AAAA (sf)A+18.18117.1124.11.061101481.3508/12/24
BABSN 2016-2A CLO DR2 BABSN 2016-2AA+ (sf)BBB-10.81109.8114.51.04105133.61.2708/12/24
BABSN 2016-2A CLO ER2 BABSN 2016-2ABB (sf)BB-4.82104.2107.71.03   08/12/24
BCC 2018-1A CLO A1 BCC 2018-1ANRAAA       08/12/24
BCC 2018-1A CLO A2 BCC 2018-1ANRAAA       08/12/24
BCC 2018-1A CLO B BCC 2018-1ANRN/A       08/12/24
BCC 2018-1A CLO C BCC 2018-1ANRN/A       08/12/24
BCC 2018-1A CLO D BCC 2018-1ANRN/A       08/12/24
BCC 2018-1A CLO E BCC 2018-1ANRN/A       08/12/24
BCC 2019-1A CLO X BCC 2019-1AAAA (sf)AAA 123.3131.81.07120164.61.3708/12/24
BCC 2019-1A CLO AR BCC 2019-1AAAA (sf)AAA36.08123.3131.81.07120164.61.3708/12/24
BCC 2019-1A CLO BR BCC 2019-1AAAA (sf)N/A22.67123.3131.81.07120164.61.3708/12/24
BCC 2019-1A CLO CR BCC 2019-1AA+ (sf)N/A16.49115.51221.06110150.81.3708/12/24
BCC 2019-1A CLO DR BCC 2019-1ABB+ (sf)N/A10.3108.9113.61.04105137.41.3108/12/24
BCC 2019-1A CLO ER BCC 2019-1ABB- (sf)BB-5.14103.7107.41.04   08/12/24
BCC 2019-2A CLO AR2 BCC 2019-2AAAA (sf)N/A33.2121.61291.06120164.31.3708/12/24
BCC 2019-2A CLO BR2 BCC 2019-2AAAA (sf)N/A20.67121.61291.06120164.31.3708/12/24
BCC 2019-2A CLO CR2 BCC 2019-2AA+ (sf)N/A14.41114119.51.05115150.71.3108/12/24
BCC 2019-2A CLO DR2 BCC 2019-2ABB+ (sf)N/A8.67107.81121.04110138.81.2608/12/24
BCC 2019-2A CLO ER BCC 2019-2ABB- (sf)N/A3.97103.7106.51.03   08/12/24
BCC 2019-3A CLO XR BCC 2019-3AAAA (sf)AAA 123.21311.06120168.21.408/12/24
BCC 2019-3A CLO AR BCC 2019-3AAAA (sf)AAA35.61123.21311.06120168.21.408/12/24
BCC 2019-3A CLO B1R BCC 2019-3AAAA (sf)AA22.04123.21311.06120168.21.408/12/24
BCC 2019-3A CLO B2R BCC 2019-3AAAA (sf)AA22.04123.21311.06120168.21.408/12/24
BCC 2019-3A CLO C1R BCC 2019-3AAA (sf)A-15.08113.8120.31.06115153.31.3308/12/24