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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
BCRK 2015-1A CLO XR BCRK 2015-1AAAA (sf)AAA 121.6129.031.06120282.322.3508/31/21
BCRK 2015-1A CLO AR BCRK 2015-1AAAA (sf)AAA33.24121.6129.031.06120282.322.3508/31/21
BCRK 2015-1A CLO BR BCRK 2015-1AAAA (sf)AA22.54121.6129.031.06120282.322.3508/31/21
BCRK 2015-1A CLO CR BCRK 2015-1AA+ (sf)A16.42114119.591.05115255.612.2208/31/21
BCRK 2015-1A CLO DR BCRK 2015-1ABB+ (sf)BBB-10.56108111.751.03110226.52.0608/31/21
BCRK 2015-1A CLO ER BCRK 2015-1ABB- (sf)BB-6.23104.2106.591.02105193.311.8408/31/21
AMMC 2017-20A CLO BR AMMC 2017-20AAAA (sf)N/A23.12121.71129.021.06120273.92.2808/31/21
AUBRN 2017-1A CLO A1 AUBRN 2017-1AAAA (sf)AAA34.72116.46121.041.04115288.182.5108/31/21
AUBRN 2017-1A CLO A2A AUBRN 2017-1AAAA (sf)AA23.5116.46121.041.04115288.182.5108/31/21
AUBRN 2017-1A CLO A2B AUBRN 2017-1AAAA (sf)AA23.5116.46121.041.04115288.182.5108/31/21
AUBRN 2017-1A CLO B AUBRN 2017-1AA+ (sf)A17.38116.46121.041.04115288.182.5108/31/21
AUBRN 2017-1A CLO C AUBRN 2017-1ABB+ (sf)BBB-10.24107.64111.411.04105243.352.3208/31/21
AUBRN 2017-1A CLO D AUBRN 2017-1ABB- (sf)BB-6.16104.7106.571.02   08/31/21
AUBRN 2017-1A CLO E AUBRN 2017-1ACCC+ (sf)B-5.14      08/31/21
ARES 2020-55A CLO BR ARES 2020-55AAAA (sf)N/A24.03121.58131.631.08120405.543.3808/31/21
ANCHC 2019-13A CLO B1R ANCHC 2019-13AAAA (sf)N/A26.49125.2135.131.08120312.982.6108/31/21
ANCHC 2019-13A CLO B2R ANCHC 2019-13AAAA (sf)N/A26.49125.2135.131.08120312.982.6108/31/21
CIFC 2018-3A CLO B CIFC 2018-3AAAA (sf)AA24.44122.9132.331.08120351.92.9308/31/21
CIFC 2013-1A CLO BR CIFC 2013-1ABBB+ (sf)N/A16.68114.11119.531.05115249.472.1708/31/21
ARES 2018-49A CLO B ARES 2018-49AAA+ (sf)N/A23.04121.57129.941.07120358.942.9908/31/21
CBAM 2018-6A CLO A1R CBAM 2018-6AAAA (sf)AAA35.26121.15129.341.07120281.82.3508/31/21
CBAM 2018-6A CLO A2R CBAM 2018-6AAAA (sf)AAA35.26121.15129.341.07120281.82.3508/31/21
CBAM 2018-6A CLO B1R CBAM 2018-6AAAA (sf)AA22.86121.15129.341.07120281.82.3508/31/21
CBAM 2018-6A CLO B2R CBAM 2018-6AAAA (sf)AA22.86121.15129.341.07120281.82.3508/31/21
CBAM 2018-6A CLO CR CBAM 2018-6AA+ (sf)A18.31115.84122.131.05115255.812.2208/31/21
CBAM 2018-6A CLO DR CBAM 2018-6ABBB (sf)BBB-12.14109.14113.551.04110217.631.9808/31/21
CBAM 2018-6A CLO ER CBAM 2018-6ABB- (sf)BB-6.93104.2107.21.03   08/31/21
BCC 2019-4A CLO A1 BCC 2019-4AAAA (sf)AAA40.03121.58131.571.08120289.822.4208/31/21
BCC 2019-4A CLO A2 BCC 2019-4AAAA (sf)AAA35.04121.58131.571.08120289.822.4208/31/21
BCC 2019-4A CLO B BCC 2019-4AAAA (sf)N/A24.04121.58131.571.08120289.822.4208/31/21
BCC 2019-4A CLO C BCC 2019-4AA+ (sf)N/A18.54114.7122.691.07115255.562.2208/31/21
BCC 2019-4A CLO D BCC 2019-4ABB+ (sf)N/A13.05108.94114.931.05110218.391.9908/31/21
BCC 2019-4A CLO E BCC 2019-4ABB- (sf)N/A8.05104.2108.691.04   08/31/21
APID 2017-28A CLO A1B APID 2017-28AAAA (sf)AAA33.71115.2120.341.04115328.72.8608/31/21
APID 2017-28A CLO B APID 2017-28AA+ (sf)N/A17.18115.2120.341.04115328.72.8608/31/21
CANYC 2019-1A CLO BR CANYC 2019-1AAAA (sf)AA23.48121.58130.681.07120348.512.908/31/21
BATLN 2020-15A CLO A1 BATLN 2020-15AAAA (sf)AAA38.25121.58132.111.09120332.272.7708/31/21
CANYC 2014-1A CLO A1BR CANYC 2014-1AAAA (sf)AAA32.43114119.141.05115312.072.7108/31/21
APEXC 2017-2A CLO B APEXC 2017-2AAAA (sf)N/A24.09122.45130.071.06120341.732.8508/31/21
CANYC 2014-2A CLO BR CANYC 2014-2AA+ (sf)N/A23.48122.33130.091.06120311.612.608/31/21
BATLN 2014-7A CLO XRR BATLN 2014-7AAAA (sf)N/A 116.34146.211.26115360.273.1308/31/21
BATLN 2014-7A CLO A1RR BATLN 2014-7AAAA (sf)N/A59.26116.34146.211.26115360.273.1308/31/21
BATLN 2014-7A CLO A2RR BATLN 2014-7AAAA (sf)N/A40.64116.34146.211.26115360.273.1308/31/21
BATLN 2014-7A CLO BRR BATLN 2014-7AAAA (sf)N/A32.6116.34146.211.26115360.273.1308/31/21
BATLN 2014-7A CLO CRR BATLN 2014-7AAAA (sf)A-22.44109.27127.061.16110278.022.5308/31/21
BATLN 2014-7A CLO DRR BATLN 2014-7ABBB+ (sf)BB13.55103.7113.991.1105195.771.8608/31/21
BATLN 2014-7A CLO ERR BATLN 2014-7ABB (sf)B+11.86      08/31/21
ARES 2017-43A CLO BR ARES 2017-43AAA+ (sf)N/A24.1121.58131.661.08120366.63.0608/31/21
BATLN 2020-15A CLO A2 BATLN 2020-15AAAA (sf)AAA35.76121.58132.111.09120332.272.7708/31/21
BATLN 2020-15A CLO B BATLN 2020-15AAAA (sf)N/A24.3121.58132.111.09120332.272.7708/31/21