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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
CGMS 2015-3A CLO BR CGMS 2015-3AAA+ (sf)A+18.56116.81122.781.05105382.263.6408/31/21
BABSN 2016-2A CLO AR BABSN 2016-2AAAA (sf)AAA42.34123.3138.961.13120312.442.608/31/21
BABSN 2016-2A CLO BR BABSN 2016-2AAAA (sf)AA+28.07123.3138.961.13120312.442.608/31/21
BABSN 2016-2A CLO CR BABSN 2016-2AAAA (sf)A+21.38117127.141.09115269.082.3408/31/21
BABSN 2016-2A CLO DR BABSN 2016-2ABBB+ (sf)BBB14.39109.6116.761.07110222.362.0208/31/21
BABSN 2016-2A CLO ER BABSN 2016-2ABB (sf)BB-7.85104.7108.481.04105168.621.6108/31/21
BATLN 2019-16A CLO A BATLN 2019-16AAAA (sf)AAA37.17121.6131.931.08120292.212.4408/31/21
BATLN 2019-16A CLO AF BATLN 2019-16AAAA (sf)AAA37.17121.6131.931.08120292.212.4408/31/21
BATLN 2019-16A CLO B BATLN 2019-16AAAA (sf)N/A24.2121.6131.931.08120292.212.4408/31/21
BATLN 2019-16A CLO C BATLN 2019-16AAA+ (sf)N/A19.22115.5123.791.07115248.822.1608/31/21
BATLN 2019-16A CLO D BATLN 2019-16ABBB+ (sf)N/A13.23108.9115.251.06110211.231.9208/31/21
BATLN 2019-16A CLO E BATLN 2019-16ABB+ (sf)N/A9.24105.9110.191.04   08/31/21
HLA 2015-3A CLO BR HLA 2015-3AAAA (sf)AA+32.8117.1145.081.24115389.753.3908/31/21
KKR 23 CLO B KKR 23AAA (sf)AA24.94124.14132.741.07120362.663.0208/31/21
KKR 19 CLO B1 KKR 19A (sf)A18.04115.08121.661.06115327.992.8508/31/21
KKR 19 CLO B2 KKR 19A (sf)A18.04115.08121.661.06115327.992.8508/31/21
CIFC 2015-2A CLO BR2 CIFC 2015-2AAAA (sf)AA23.74121.58130.831.08120376.993.1408/31/21
GLM 2020-7A CLO A1B GLM 2020-7ANRN/A 119.94130.241.09120369.033.0808/31/21
CGMS 2017-5A CLO A1B CGMS 2017-5AAAA (sf)AAA32.33113.5119.031.05115307.462.6708/31/21
CGMS 2017-5A CLO B CGMS 2017-5AA+ (sf)N/A16113.5119.031.05115307.462.6708/31/21
AIMCO 2017-AA CLO BR AIMCO 2017-AAAAA (sf)N/A24121.3131.081.08120342.942.8608/31/21
CARVL 2018-1A CLO B CARVL 2018-1AAAA (sf)AA24.83123.42133.031.08120321.822.6808/31/21
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA38.95122.45130.041.06120260.292.1708/31/21
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA32.85122.45130.041.06120260.292.1708/31/21
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA23.18122.45130.041.06120260.292.1708/31/21
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA23.18122.45130.041.06120260.292.1708/31/21
ALLEG 2017-1A CLO BR ALLEG 2017-1AAAA (sf)AA22.36122.6128.621.05120377.883.1508/31/21
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A23.12122.1129.11.06120415.173.4608/31/21
CGMS 2016-2A CLO B CGMS 2016-2ABBB+ (sf)N/A16.51113.7118.951.05115276.652.4108/31/21
ARES 2019-53A CLO B ARES 2019-53AAA+ (sf)N/A25124.21133.21.07120320.952.6708/31/21
BALLY 2019-1A CLO A1R BALLY 2019-1AAAA (sf)AAA35.89115.46123.251.07115335.242.9208/31/21
BALLY 2019-1A CLO A2R BALLY 2019-1AAAA (sf)AA24.38115.46123.251.07115335.242.9208/31/21
BALLY 2019-1A CLO BR BALLY 2019-1AAA+ (sf)A18.87115.46123.251.07115335.242.9208/31/21
BALLY 2019-1A CLO CR BALLY 2019-1ABBB+ (sf)BBB-12.86108.94114.751.05110283.52.5808/31/21
CBAM 2019-11A CLO A2 CBAM 2019-11AAAA (sf)AAA35.98122.5132.41.08120268.952.2408/31/21
CBAM 2019-11A CLO B1 CBAM 2019-11AAAA (sf)AA24.47122.5132.41.08120268.952.2408/31/21
CBAM 2019-11A CLO B2 CBAM 2019-11AAAA (sf)AA24.47122.5132.41.08120268.952.2408/31/21
CBAM 2019-11A CLO C CBAM 2019-11AAA (sf)A19.87116.8124.81.07115244.362.1208/31/21
CBAM 2019-11A CLO D CBAM 2019-11ABBB+ (sf)BBB-13.47109.6115.571.05110207.071.8808/31/21
CBAM 2019-11A CLO E CBAM 2019-11ABB (sf)BB-7.97104.2108.661.04   08/31/21
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA40.27121.6130.961.08120316.12.6308/31/21
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA36.93121.6130.961.08120316.12.6308/31/21
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AA+23.92121.6130.961.08120316.12.6308/31/21
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AA+23.92121.6130.961.08120316.12.6308/31/21
MORGN 2018-3A CLO BR MORGN 2018-3AAAA (sf)AA+24.46123.86131.791.06120375.493.1308/31/21
AIMCO 2018-AA CLO B AIMCO 2018-AAAAA (sf)AA+24.3122.5131.571.07120359.46308/31/21
CATLK 2016-4A CLO BR CATLK 2016-4AAA+ (sf)N/A22.63122.01128.441.05120257.052.1408/31/21
APID 2017-26A CLO A1BR APID 2017-26AAAA (sf)N/A34.8114119.41.05115304.892.6508/31/21
BALLY 2019-1A CLO DR BALLY 2019-1ABB+ (sf)BB-8.1104.99108.811.04   08/31/21
APID 2019-32A CLO B2 APID 2019-32AAAA (sf)N/A24.06121.58131.671.08120282.862.3608/31/21