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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
WINDR 2016-2A CLO BR WINDR 2016-2AAAA (sf)AA23.5121.9130.161.07120325.62.7108/31/21
WINDR 2017-4A CLO B WINDR 2017-4AAAA (sf)AA24.77123.3132.71.08120339.762.8308/31/21
VENTR 2014-18A CLO BR VENTR 2014-18AAAA (sf)AA+24.73127.4132.761.04120343.712.8608/31/21
BATLN 2016-10A CLO A1R2 BATLN 2016-10AAA+ (sf)N/A37.43115122.791.07110284.922.5908/11/21
BATLN 2016-10A CLO A2R2 BATLN 2016-10AAA+ (sf)N/A24.52115122.791.07110284.922.5908/11/21
BATLN 2016-10A CLO BR2 BATLN 2016-10AA+ (sf)N/A18.56115122.791.07110284.922.5908/11/21
BATLN 2016-10A CLO CR2 BATLN 2016-10ABBB+ (sf)N/A12.6108.11114.421.06105241.372.308/11/21
AIMCO 2018-BA CLO AR AIMCO 2018-BAAA+ (sf)N/A35.18123.25132.511.08120321.392.6808/11/21
AIMCO 2018-BA CLO BR AIMCO 2018-BAAA+ (sf)N/A24.58123.25132.511.08120321.392.6808/11/21
AIMCO 2018-BA CLO CR AIMCO 2018-BAA+ (sf)N/A19.72116.95124.491.06110290.082.6408/11/21
AIMCO 2018-BA CLO D AIMCO 2018-BABB+ (sf)BBB-13.37109.35115.351.05105246.332.3508/11/21
AIMCO 2018-BA CLO E AIMCO 2018-BABB- (sf)BB-8.26104.2108.921.05   08/11/21
ARCHS 2016-2A CLO BR2 ARCHS 2016-2AAA+ (sf)N/A29.98121.6134.691.11120415.273.4608/11/21
ALLEG 2018-1A CLO B ALLEG 2018-1AAA+ (sf)AA22.78122.6129.361.06120348.172.908/11/21
BATLN 2020-15A CLO C BATLN 2020-15AA+ (sf)A19.29115.46123.91.07115277.62.4108/11/21
BATLN 2020-15A CLO D BATLN 2020-15ABBB+ (sf)BBB12.81108.29114.691.06110237.872.1608/11/21
BATLN 2020-15A CLO E BATLN 2020-15ABB+ (sf)BB-9.32104.89110.281.05   08/11/21
ARES 2019-52A CLO BR ARES 2019-52AAA+ (sf)N/A23.57122.52130.81.07120314.812.6208/11/21
ARES 2013-3X CLO B ARES 2013-3XAA+ (sf)AA23.45124.23130.611.05120367.683.0608/11/21
BNPIP 2014-2A CLO AR BNPIP 2014-2ANRN/A 123.08432.253.511201187.469.908/11/21
BNPIP 2014-2A CLO BR BNPIP 2014-2ANRAAA 123.08432.253.511201187.469.908/11/21
BNPIP 2014-2A CLO CR BNPIP 2014-2AAA+ (sf)N/A65.24113.53179.21.581153903.3908/11/21
BNPIP 2014-2A CLO DR BNPIP 2014-2AAA+ (sf)N/A35.22108.29125.551.16110229.572.0908/11/21
BNPIP 2014-2A CLO E BNPIP 2014-2ACCC+ (sf)N/A8.08104.4497.490.93105145.011.3808/11/21
ATCLO 2018-9A B ATCLO 2018-9AAA+ (sf)AA29.02119.9137.521.15115396.193.4508/11/21
CANYC 2019-1A CLO BR CANYC 2019-1AAA+ (sf)N/A23.47121.58130.661.07120702.465.8508/11/21
CANYC 2012-1RA CLO B CANYC 2012-1RAAA+ (sf)AA23.63122.94130.851.06120334.112.7808/11/21
CANYC 2016-1A CLO BR CANYC 2016-1AAA+ (sf)AA24123.5131.591.07120264.722.2108/11/21
ZAIS 2018-11A CLO B ZAIS 2018-11AAA+ (sf)AA22.52121.58128.851.06120301.062.5108/11/21
MP8 2015-2A CLO BRR MP8 2015-2AAA+ (sf)N/A25.08123.33133.471.08115321.382.7908/11/21
BATLN 2016-10A CLO DR2 BATLN 2016-10ABB+ (sf)N/A9.13104.73110.041.05   08/11/21
ATRM 14A CLO A2BR ATRM 14AAA+ (sf)N/A36.21122.7131.381.07120347.832.908/11/21
ATRM 14A CLO B ATRM 14AAA+ (sf)AA24.33122.7131.381.07120347.832.908/11/21
ALM 2016-18A CLO BR ALM 2016-18AAA+ (sf)N/A21.85114.55126.421.1115287.162.508/11/21
MP3 2013-1A CLO BR MP3 2013-1AAA+ (sf)AA22.39123.3128.771.04120307.652.5608/11/21
BLUEM 2012-2A CLO ARR BLUEM 2012-2AAA+ (sf)AAA40.77123.24136.541.11120385.943.2208/11/21
BLUEM 2012-2A CLO BRR BLUEM 2012-2AAA+ (sf)N/A27.64123.24136.541.11120385.943.2208/11/21
BLUEM 2012-2A CLO CRR BLUEM 2012-2AA+ (sf)N/A18.21112.49120.81.07115316.422.7508/11/21
BLUEM 2012-2A CLO DRR BLUEM 2012-2ABB+ (sf)N/A12.41107.16112.81.05107.5273.442.5408/11/21
BLUEM 2012-2A CLO ERR BLUEM 2012-2ABB- (sf)N/A7.54103.5106.861.03102.5224.092.1908/11/21
AIGIM 2019-2A CLO B1 AIGIM 2019-2AAA+ (sf)AA23.85121.6131.311.08120279.52.3308/11/21
AIGIM 2019-2A CLO B2 AIGIM 2019-2AAA+ (sf)AA23.85121.6131.311.08120279.52.3308/11/21
ARES 2017-42A CLO BR ARES 2017-42AAA+ (sf)N/A21.54120.51127.221.06120412.893.4408/11/21
ANCHC 2013-1A CLO BR ANCHC 2013-1AA+ (sf)A21.92120.78127.871.06110331.93.0208/11/21
ATCLO 2018-10A B ATCLO 2018-10AAA+ (sf)AA23.18123.53130.071.05120336.382.808/11/21
ANCHC 2014-5RA CLO B ANCHC 2014-5RAAA+ (sf)AA29.82131.91139.331.06120473.943.9508/11/21
ALM 2013-7R2A CLO A1B2 ALM 2013-7R2AAA+ (sf)AAA34.76113.13118.21.04115259.632.2608/11/21
ALM 2013-7R2A CLO BR2 ALM 2013-7R2AA+ (sf)N/A15.4113.13118.21.04115259.632.2608/11/21
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAA+ (sf)N/A22.24122.6128.021.04120359.78308/11/21
MORGN 2017-1A A CLO B MORGN 2017-1A AAA+ (sf)AA23.04121.6129.471.06120309.432.5808/11/21