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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
OZLM 2019-24A CLO A2B OZLM 2019-24AAAA (sf)N/A24.32115.08121.161.05115226.051.9708/31/21
OZLM 2019-24A CLO B OZLM 2019-24AA+ (sf)N/A17.47115.08121.161.05115226.051.9708/31/21
PIPK 2019-3A CLO B1R PIPK 2019-3AAAA (sf)AA+24.29122.9132.091.07120343.082.8608/31/21
PIPK 2019-3A CLO B2R PIPK 2019-3AAAA (sf)AA+24.29122.9132.091.07120343.082.8608/31/21
CGMS 2012-3A CLO A1BR2 CGMS 2012-3AAAA (sf)AAA33.43113.8118.611.04115244.472.1308/31/21
CGMS 2012-3A CLO A2BR2 CGMS 2012-3AAAA (sf)N/A22.12113.8118.611.04115244.472.1308/31/21
CGMS 2012-3A CLO BR2 CGMS 2012-3AA- (sf)N/A15.88113.8118.611.04115244.472.1308/31/21
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AA27.18122.45134.191.1120380.613.1708/31/21
BLUEM 2018-22A CLO A1 BLUEM 2018-22AAAA (sf)AAA37.05127.79135.371.06120361.053.0108/31/21
BLUEM 2018-22A CLO A2 BLUEM 2018-22AAAA (sf)AAA34.53127.79135.371.06120361.053.0108/31/21
BLUEM 2018-22A CLO B BLUEM 2018-22AAAA (sf)N/A26.9127.79135.371.06120361.053.0108/31/21
BLUEM 2018-22A CLO C BLUEM 2018-22AA+ (sf)N/A16.89113.19119.071.05115294.632.5608/31/21
BLUEM 2018-22A CLO D BLUEM 2018-22ABB+ (sf)N/A11.85108.27112.271.04110260.112.3608/31/21
BLUEM 2018-22A CLO E BLUEM 2018-22ABB- (sf)N/A7.57103.98107.071.03105221.722.1108/31/21
CGMS 2018-1A CLO B CGMS 2018-1AA+ (sf)A18.24116.4122.311.05115334.922.9108/31/21
APEXC 2018-1A CLO A1B APEXC 2018-1AAAA (sf)AAA34.18121.58128.491.06120398.143.3208/31/21
APEXC 2018-1A CLO B APEXC 2018-1AAAA (sf)AA23.04121.58128.491.06120398.143.3208/31/21
BABSN 2018-2A CLO X BABSN 2018-2ANRN/A 116.3123.471.06115330.982.8808/31/21
BABSN 2018-2A CLO A1A BABSN 2018-2AAAA (sf)AAA43.12116.3123.471.06115330.982.8808/31/21
MAGNE 2014-8A CLO BRR MAGNE 2014-8AAAA (sf)AA23.94122.3131.321.07120384.523.208/31/21
MAGNE 2019-22A CLO BR MAGNE 2019-22AAAA (sf)N/A24.1121.5131.661.08120350.972.9208/31/21
PAIA 2019-1A CLO A2B PAIA 2019-1AAAA (sf)N/A23.05113.95119.651.05115213.951.8608/31/21
PAIA 2019-1A CLO B PAIA 2019-1AA+ (sf)N/A16.98113.95119.651.05115213.951.8608/31/21
PARL 2019-1A CLO BR PARL 2019-1AAAA (sf)N/A23.88122.45131.021.07120219.261.8308/31/21
DRSLF 2012-25A CLO BRR DRSLF 2012-25AAAA (sf)N/A27.53121.8133.831.1120389.783.2508/31/21
CRNPT 2019-8A CLO B CRNPT 2019-8AAAA (sf)AA24.53122.35132.321.08120280.642.3408/31/21
ANCHO 2019-1A CLO B1 ANCHO 2019-1AAAA (sf)N/A36.21140.85152.911.09120294.022.4508/31/21
ANCHO 2019-1A CLO B2 ANCHO 2019-1AAAA (sf)N/A36.21140.85152.911.09120294.022.4508/31/21
CIFC 2019-5A CLO B CIFC 2019-5AA+ (sf)A19.41115.46124.081.07115264.822.308/31/21
CFIP 2018-1A CLO B CFIP 2018-1AAAA (sf)N/A25.33121.6133.931.1120316.212.6408/31/21
CATSK 2017-1A CLO A1B CATSK 2017-1AAAA (sf)AAA95.23114.82120.641.05115304.642.6508/31/21
CATSK 2017-1A CLO B CATSK 2017-1AA+ (sf)A17.11114.82120.641.05115304.642.6508/31/21
BATLN 2019-14A CLO A1 BATLN 2019-14AAAA (sf)AAA38.97127136.921.08120270.042.2508/31/21
BATLN 2019-14A CLO A2 BATLN 2019-14AAAA (sf)AAA35.47127136.921.08120270.042.2508/31/21
BATLN 2019-14A CLO B1 BATLN 2019-14AAAA (sf)AA26.96127136.921.08120270.042.2508/31/21
BATLN 2019-14A CLO B2 BATLN 2019-14AAAA (sf)AA26.96127136.921.08120270.042.2508/31/21
BATLN 2019-14A CLO C1 BATLN 2019-14AAA+ (sf)A21.91120.1128.061.07112.5239.242.1308/31/21
BATLN 2019-14A CLO C2 BATLN 2019-14AAA+ (sf)A21.91120.1128.061.07112.5239.242.1308/31/21
BATLN 2019-14A CLO D BATLN 2019-14ABBB+ (sf)BBB-15.81112.8118.771.05107.5206.531.9208/31/21
BATLN 2019-14A CLO E BATLN 2019-14ABB+ (sf)BB-9.9106110.991.05   08/31/21
BLUEM 2019-26A CLO A1 BLUEM 2019-26AAAA (sf)AAA38.27121.58132.151.09120286.52.3908/31/21
BLUEM 2019-26A CLO A2 BLUEM 2019-26AAAA (sf)N/A35.28121.58132.151.09120286.52.3908/31/21
BLUEM 2019-26A CLO B BLUEM 2019-26AAAA (sf)N/A24.33121.58132.151.09120286.52.3908/31/21
BLUEM 2019-26A CLO C BLUEM 2019-26AA+ (sf)N/A18.36113.95122.481.07115248.592.1608/31/21
BLUEM 2019-26A CLO D1 BLUEM 2019-26ABB+ (sf)N/A12.38107.64114.131.06110204.511.8608/31/21
BLUEM 2019-26A CLO D2 BLUEM 2019-26ABB+ (sf)N/A12.38107.64114.131.06110204.511.8608/31/21
BLUEM 2019-26A CLO E BLUEM 2019-26ABB- (sf)N/A8.9104.29109.771.05105175.71.6708/31/21
CIFC 2017-4A CLO BR CIFC 2017-4AA+ (sf)A17.72114.59121.521.06115359.533.1308/31/21
CEDF 2016-5A CLO BR CEDF 2016-5AAAA (sf)N/A23.21121.6130.231.07120283.362.3608/31/21
CGMS 2017-3A CLO A1BR CGMS 2017-3AAAA (sf)N/A32.88114.2118.411.04115332.862.8908/31/21