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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
BABSN 2017-1A CLO F BABSN 2017-1ACCC (sf)B-5.52      08/31/21
BATPK 2019-1A CLO X BATPK 2019-1AAAA (sf)N/A 113.7121.311.07110231.672.1108/31/21
BATPK 2019-1A CLO AL BATPK 2019-1AAAA (sf)N/A25.06113.7121.311.07110231.672.1108/31/21
BATPK 2019-1A CLO B1 BATPK 2019-1AA+ (sf)N/A17.57113.7121.311.07110231.672.1108/31/21
BATPK 2019-1A CLO B2 BATPK 2019-1AA+ (sf)N/A17.57113.7121.311.07110231.672.1108/31/21
BATPK 2019-1A CLO C BATPK 2019-1ABB+ (sf)N/A12.57108.3114.381.06105204.511.9508/31/21
BATPK 2019-1A CLO D BATPK 2019-1ABB- (sf)N/A8.83105.1109.681.04   08/31/21
AWPT 2013-1A CLO BR2 AWPT 2013-1AA+ (sf)N/A17.46115120.931.05115175.941.5308/31/21
MORGN 2018-2A CLO B1 MORGN 2018-2AAAA (sf)AA23.6122.4130.331.06120363.413.0308/31/21
MORGN 2018-2A CLO B2 MORGN 2018-2AAAA (sf)AA23.6122.4130.331.06120363.413.0308/31/21
CGMS 2013-1A CLO BRR CGMS 2013-1AA+ (sf)A16.97115.2120.441.05115536.434.6608/31/21
ATCLO 2018-11A B ATCLO 2018-11AAAA (sf)N/A23.66124.05130.881.06120304.332.5408/31/21
APEXC 2019-2A CLO B APEXC 2019-2AAAA (sf)N/A23.74120.72131.131.09120299.242.4908/31/21
BLUEM 2019-24A CLO AR BLUEM 2019-24AAAA (sf)N/A36.04121.58131.671.08120341.152.8408/31/21
BLUEM 2019-24A CLO BR BLUEM 2019-24AAAA (sf)N/A24.05121.58131.671.08120341.152.8408/31/21
BLUEM 2019-24A CLO CR BLUEM 2019-24AA+ (sf)N/A18.05113.95122.031.07110303.172.7608/31/21
BLUEM 2019-24A CLO D1R BLUEM 2019-24ABB+ (sf)N/A13.06107.64113.711.06105251.532.408/31/21
BLUEM 2019-24A CLO D2R BLUEM 2019-24ABB+ (sf)N/A12.06107.64113.711.06105251.532.408/31/21
BLUEM 2019-24A CLO ER BLUEM 2019-24ABB- (sf)N/A8.31103.49109.061.05   08/31/21
BLACK 2019-2A CLO A1A BLACK 2019-2AAAA (sf)AAA37.97114.5122.651.07110250.712.2808/31/21
BLACK 2019-2A CLO A1B BLACK 2019-2AAAA (sf)AAA34.97114.5122.651.07110250.712.2808/31/21
BLACK 2019-2A CLO A2 BLACK 2019-2AAAA (sf)N/A24.72114.5122.651.07110250.712.2808/31/21
BLACK 2019-2A CLO B BLACK 2019-2AA+ (sf)N/A18.47114.5122.651.07110250.712.2808/31/21
BLACK 2019-2A CLO C BLACK 2019-2ABB+ (sf)N/A12.96108.5114.891.06105217.262.0708/31/21
BLACK 2019-2A CLO D BLACK 2019-2ABB (sf)N/A8.46104.8109.241.04105183.221.7408/31/21
BLUEM 2014-2A CLO X BLUEM 2014-2ANRN/A 121.5128.061.05120320.082.6708/31/21
BLUEM 2014-2A CLO A1R2 BLUEM 2014-2AAAA (sf)AAA37.88121.5128.061.05120320.082.6708/31/21
BLUEM 2014-2A CLO A2R2 BLUEM 2014-2AAAA (sf)AAA34.08121.5128.061.05120320.082.6708/31/21
BLUEM 2014-2A CLO BR2 BLUEM 2014-2AAAA (sf)N/A22.31121.5128.061.05120320.082.6708/31/21
BLUEM 2014-2A CLO CR2 BLUEM 2014-2AA+ (sf)N/A16.14113.9118.641.04115281.972.4508/31/21
BLUEM 2014-2A CLO DR2 BLUEM 2014-2ABB+ (sf)N/A10.06107.7110.631.03110242.572.2108/31/21
BLUEM 2014-2A CLO ER2 BLUEM 2014-2ABB- (sf)N/A6.17105106.041.01105207.361.9708/31/21
BLUEM 2014-2A CLO FR2 BLUEM 2014-2ACCC+ (sf)N/A4.45      08/31/21
AMMC 2018-22A CLO B AMMC 2018-22AAAA (sf)N/A23.52121.6130.281.07120346.152.8808/31/21
AMMC 2018-22A CLO E1B AMMC 2018-22ABB (sf)N/A8.09104.5108.411.04105228.322.1708/31/21
ARES 2014-31RA CLO B ARES 2014-31RAAA (sf)N/A21.99121.58128.071.05120394.553.2908/31/21
CRMN 2016-1A CLO BR CRMN 2016-1AAAA (sf)A17.96114121.881.07115269.822.3508/31/21
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)A21.48113.95125.91.1105271.662.5908/31/21
CANYC 2018-1A CLO B CANYC 2018-1AAAA (sf)AA23.33122.45130.411.07120348.192.908/31/21
ALLEG 2017-2A CLO B ALLEG 2017-2AAAA (sf)AA22.99121.8129.691.061203432.8608/31/21
ANCHC 2014-3RA CLO B ANCHC 2014-3RAAAA (sf)N/A27.23129.01136.521.06120433.23.6108/31/21
ANCHC 2019-11A CLO BR ANCHC 2019-11AAAA (sf)N/A25.9126.1134.111.06120358.462.9908/31/21
BLUEM 2017-2A CLO A1A BLUEM 2017-2AAAA (sf)AAA38.94113.4119.51.05115277.232.4108/31/21
BLUEM 2017-2A CLO A1B BLUEM 2017-2AAAA (sf)AAA32.78113.4119.51.05115277.232.4108/31/21
BLUEM 2017-2A CLO A2 BLUEM 2017-2AAAA (sf)N/A23.3113.4119.51.05115277.232.4108/31/21
BLUEM 2017-2A CLO B BLUEM 2017-2AA+ (sf)N/A16.84113.4119.51.05115277.232.4108/31/21
BLUEM 2017-2A CLO C BLUEM 2017-2ABB+ (sf)N/A10.78107.1111.391.04110239.862.1808/31/21
BLUEM 2017-2A CLO D BLUEM 2017-2ABB- (sf)N/A7.15104.7107.031.02105206.391.9708/31/21
ATCLO 2019-14A B2 ATCLO 2019-14AAAA (sf)AA21.95121.58128.061.05120246.812.0608/31/21
CIFC 2019-2A CLO BL CIFC 2019-2AAAA (sf)N/A24.17121.6131.881.08120365.633.0508/31/21