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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
BATLN 2020-15A CLO C BATLN 2020-15AAA- (sf)N/A19.32115.46123.951.07115301.652.6208/31/21
BATLN 2020-15A CLO D BATLN 2020-15ABBB+ (sf)N/A12.85108.29114.741.06110257.812.3408/31/21
BATLN 2020-15A CLO E BATLN 2020-15ABB+ (sf)N/A9.36104.89110.331.05   08/31/21
ALLEG 2016-1A CLO BR2 ALLEG 2016-1AAAA (sf)AA+22.82122.3129.371.06120375.253.1308/31/21
ARES 2013-3A CLO B ARES 2013-3AAA+ (sf)N/A23.46124.23130.631.05120376.413.1408/31/21
BATLN 2016-10A CLO A1R2 BATLN 2016-10AAAA (sf)N/A37.49115122.921.07110312.612.8408/31/21
BATLN 2016-10A CLO A2R2 BATLN 2016-10AAAA (sf)N/A24.6115122.921.07110312.612.8408/31/21
BATLN 2016-10A CLO BR2 BATLN 2016-10AA+ (sf)N/A18.64115122.921.07110312.612.8408/31/21
BATLN 2016-10A CLO CR2 BATLN 2016-10ABBB+ (sf)N/A12.69108.11114.541.06105263.982.5108/31/21
BATLN 2016-10A CLO DR2 BATLN 2016-10ABB+ (sf)N/A9.22104.73110.151.05   08/31/21
ARES 2019-52A CLO BR ARES 2019-52AAA+ (sf)N/A23.59122.52130.841.07120393.433.2808/31/21
BLUEM 2013-1A CLO A1R2 BLUEM 2013-1AAAA (sf)AAA50.28113.7125.291.1115225.421.9608/31/21
AMMC 2012-11A CLO A3BRR AMMC 2012-11AAAA (sf)N/A33.89122.51129.911.06120331.692.7608/31/21
AMMC 2012-11A CLO BRR AMMC 2012-11AAAA (sf)N/A23.19122.51129.911.06120331.692.7608/31/21
BLACK 2016-1A CLO A1AR BLACK 2016-1AAAA (sf)AAA36.34113.5118.51.04110296.392.6908/31/21
BLACK 2016-1A CLO A1BR2 BLACK 2016-1AAAA (sf)N/A36.34113.5118.51.04110296.392.6908/31/21
BLACK 2016-1A CLO A2AR BLACK 2016-1AAAA (sf)N/A22.58113.5118.51.04110296.392.6908/31/21
BLACK 2016-1A CLO A2BR2 BLACK 2016-1AAAA (sf)N/A22.58113.5118.51.04110296.392.6908/31/21
BLACK 2016-1A CLO BR BLACK 2016-1AA+ (sf)N/A15.61113.5118.51.04110296.392.6908/31/21
BLACK 2016-1A CLO CR BLACK 2016-1ABB+ (sf)N/A10.8108112.11.04102264.432.5908/31/21
BLACK 2016-1A CLO DR BLACK 2016-1ABB- (sf)N/A6.18103.7106.591.03101222.622.208/31/21
BALLY 2018-1A CLO A1 BALLY 2018-1AAAA (sf)AAA34.37115.6121.121.05115363.13.1608/31/21
BALLY 2018-1A CLO A2 BALLY 2018-1AAAA (sf)AA22.67115.6121.121.05115363.13.1608/31/21
BALLY 2018-1A CLO B BALLY 2018-1AAA+ (sf)A17.69115.6121.121.05115363.13.1608/31/21
BALLY 2018-1A CLO C BALLY 2018-1ABBB+ (sf)BBB-10.87108.2111.851.03110300.542.7308/31/21
BALLY 2018-1A CLO D BALLY 2018-1ABB (sf)BB-6.39104.7106.51.02105249.832.3808/31/21
BALLY 2018-1A CLO E BALLY 2018-1AB+ (sf)B-4.36      08/31/21
BLUEM 2016-2A CLO X BLUEM 2016-2AAAA (sf)N/A 114120.331.06115245.012.1308/31/21
BLUEM 2016-2A CLO A1R BLUEM 2016-2AAAA (sf)AAA35.54114120.331.06115245.012.1308/31/21
BLUEM 2016-2A CLO A2R BLUEM 2016-2AAAA (sf)N/A23.46114120.331.06115245.012.1308/31/21
BLUEM 2016-2A CLO BR BLUEM 2016-2AA- (sf)N/A17.42114120.331.06115245.012.1308/31/21
BLUEM 2016-2A CLO C1R BLUEM 2016-2ABB+ (sf)N/A13.89107.6112.131.04110208.421.8908/31/21
BLUEM 2016-2A CLO C2R BLUEM 2016-2ABB (sf)N/A11.37107.6112.131.04110208.421.8908/31/21
BLUEM 2016-2A CLO DR BLUEM 2016-2ABB- (sf)N/A7.34103.7107.251.03105176.121.6808/31/21
BCC 2019-1A CLO X BCC 2019-1AAAA (sf)AAA 123.33133.21.08120363.993.0308/31/21
BCC 2019-1A CLO AR BCC 2019-1AAAA (sf)AAA38.13123.33133.21.08120363.993.0308/31/21
CANYC 2014-1A CLO BR CANYC 2014-1AA- (sf)A16.05114119.141.05115312.072.7108/31/21
CANYC 2016-2A CLO BR CANYC 2016-2AAAA (sf)AA22.86122.35129.611.06120265.632.2108/31/21
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AA+22.38122.6128.541.05120334.832.7908/31/21
ANCHC 2015-6A CLO B1R ANCHC 2015-6AAAA (sf)AA+24.99125.07133.131.06120385.373.2108/31/21
ANCHC 2015-6A CLO B2RR ANCHC 2015-6AAAA (sf)AA+24.99125.07133.131.06120385.373.2108/31/21
ARES 2017-46A CLO B1 ARES 2017-46AAA+ (sf)AA24.47124.2132.271.06120382.63.1908/31/21
ARES 2017-46A CLO B2 ARES 2017-46AAA+ (sf)AA24.47124.2132.271.06120382.63.1908/31/21
UPLND 2016-1A CLO A1BRR UPLND 2016-1AAAA (sf)AAA34.98114.7121.521.06115291.012.5308/31/21
UPLND 2016-1A CLO BR UPLND 2016-1AA+ (sf)A17.84114.7121.521.06115291.012.5308/31/21
OCT32 2017-1A CLO BRR OCT32 2017-1AAAA (sf)AA23.89123.3130.691.06120390.953.2608/31/21
STCR 2018-2A CLO B STCR 2018-2AAAA (sf)AA23.35122.45130.461.07120305.792.5508/31/21
OCT42 2019-3A CLO BR OCT42 2019-3AAAA (sf)AA24.25121.6130.511.07120266.952.2208/31/21
WINDR 2016-1A CLO BR WINDR 2016-1AAAA (sf)AAA32.98122.6148.091.21120388.373.2408/31/21
OCT33 2017-1A CLO B OCT33 2017-1AA+ (sf)N/A17.36114.1120.681.06115317.352.7608/31/21