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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
AMMC 2012-11A CLO A3BRR AMMC 2012-11AAA+ (sf)N/A33.89122.51129.911.06120331.692.7608/11/21
AMMC 2012-11A CLO BRR AMMC 2012-11AAA+ (sf)N/A23.19122.51129.911.06120331.692.7608/11/21
ATRM 15A CLO B ATRM 15AAA+ (sf)AA24.51122.08131.851.08120334.182.7808/11/21
BABSN 2019-2A CLO A1R BABSN 2019-2AAA+ (sf)N/A37.06114122.081.07115334.072.908/11/21
BABSN 2019-2A CLO A2R BABSN 2019-2AAA+ (sf)N/A24.09114122.081.07115334.072.908/11/21
BABSN 2019-2A CLO BR BABSN 2019-2AA+ (sf)N/A18.09114122.081.07115334.072.908/11/21
APID 2017-26A CLO A1BR APID 2017-26AAA+ (sf)N/A34.68114118.921.04115250.332.1808/11/21
APID 2017-26A CLO BR APID 2017-26AA+ (sf)N/A16.31114118.921.04115250.332.1808/11/21
BABSN 2019-2A CLO CR BABSN 2019-2ABB+ (sf)N/A12.08107.66113.741.06110283.972.5808/11/21
BABSN 2019-2A CLO DR BABSN 2019-2ABB- (sf)N/A8.35103.53109.111.05   08/11/21
CGMS 2017-2A CLO B CGMS 2017-2AA+ (sf)A16.18114.4119.291.04115292.762.5508/11/21
ANCHC 2018-1RA CLO B ANCHC 2018-1RAAA+ (sf)AA31.26136.78144.541.06120472.543.9408/11/21
APEXC 2017-2A CLO B APEXC 2017-2AAA+ (sf)AA24.09122.45130.071.06120341.732.8508/11/21
ANCHF 2020-10A CLO B ANCHF 2020-10AAA+ (sf)AA-38.16148.4161.291.09110345.693.1408/11/21
BATLN 2014-7A CLO XRR BATLN 2014-7AAA+ (sf)AAA 116.34135.711.17115319.822.7808/11/21
BATLN 2014-7A CLO A1RR BATLN 2014-7AAA+ (sf)AAA59.5116.34135.711.17115319.822.7808/11/21
BATLN 2014-7A CLO A2RR BATLN 2014-7AAA+ (sf)AAA40.99116.34135.711.17115319.822.7808/11/21
BATLN 2014-7A CLO BRR BATLN 2014-7AAA+ (sf)AA-33116.34135.711.17115319.822.7808/11/21
BATLN 2014-7A CLO CRR BATLN 2014-7AAA+ (sf)BBB22.9109.27121.411.11110257.962.3508/11/21
BATLN 2014-7A CLO DRR BATLN 2014-7ABBB+ (sf)BB-14.06103.7111.171.07105190.721.8208/11/21
BATLN 2014-7A CLO ERR BATLN 2014-7ABB (sf)B-12.38      08/11/21
BLUEM 2019-24A CLO AR BLUEM 2019-24AAA+ (sf)N/A36.03121.58131.641.08120356.212.9708/11/21
BLUEM 2019-24A CLO BR BLUEM 2019-24AAA+ (sf)N/A24.04121.58131.641.08120356.212.9708/11/21
BLUEM 2019-24A CLO CR BLUEM 2019-24AA- (sf)N/A18.04113.95122.011.07110316.82.8808/11/21
BLUEM 2019-24A CLO D1R BLUEM 2019-24ABB+ (sf)N/A13.04107.64113.691.06105263.372.5108/11/21
BLUEM 2019-24A CLO D2R BLUEM 2019-24ABB+ (sf)N/A12.04107.64113.691.06105263.372.5108/11/21
BLUEM 2019-24A CLO ER BLUEM 2019-24ABB- (sf)N/A8.3103.49109.051.05   08/11/21
BLACK 2019-2A CLO A1A BLACK 2019-2AAA+ (sf)AAA37.97114.5122.651.07110250.712.2808/11/21
BLACK 2019-2A CLO A1B BLACK 2019-2AAA+ (sf)AAA34.97114.5122.651.07110250.712.2808/11/21
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAA+ (sf)AAA38.93122.451301.06120258.722.1608/11/21
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAA+ (sf)AAA32.83122.451301.06120258.722.1608/11/21
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAA+ (sf)AA23.16122.451301.06120258.722.1608/11/21
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAA+ (sf)AA23.16122.451301.06120258.722.1608/11/21
ATCLO 2018-11A B ATCLO 2018-11AAA+ (sf)AA23.84124.05131.11.06120294.992.4608/11/21
CANYC 2014-2A CLO BR CANYC 2014-2AAA+ (sf)N/A23.48122.33130.091.06120311.612.608/11/21
BATLN 2017-11A CLO AR BATLN 2017-11AAA+ (sf)N/A37.92122.44132.311.08120302.982.5208/11/21
BATLN 2017-11A CLO BR BATLN 2017-11AAA+ (sf)N/A24.42122.44132.311.08120302.982.5208/11/21
BATLN 2017-11A CLO CR BATLN 2017-11AAA- (sf)N/A19.46116.28124.151.07110270.872.4608/11/21
BATLN 2017-11A CLO DR BATLN 2017-11ABBB+ (sf)N/A13.17109.28115.171.05105225.862.1508/11/21
BATLN 2017-11A CLO ER BATLN 2017-11ABB+ (sf)N/A9.13104.66110.051.05   08/11/21
APEXC 2019-2A CLO B APEXC 2019-2AAA+ (sf)N/A23.73120.72131.121.09120291.232.4308/11/21
CBAM 2017-2A CLO X CBAM 2017-2AAA+ (sf)N/A 121.58131.531.08120783.456.5308/11/21
CBAM 2017-2A CLO AR CBAM 2017-2AAA+ (sf)N/A36.01121.58131.531.08120783.456.5308/11/21
CBAM 2017-2A CLO BR CBAM 2017-2AAA+ (sf)N/A24.01121.58131.531.08120783.456.5308/11/21
CBAM 2017-2A CLO CR CBAM 2017-2AAA+ (sf)N/A18.91115.31123.261.07110702.166.3808/11/21
CBAM 2017-2A CLO DR CBAM 2017-2ABBB+ (sf)N/A12.91108.82114.771.05105597.165.6908/11/21
CBAM 2017-2A CLO ER CBAM 2017-2ABB (sf)N/A8.01103.7108.651.05   08/11/21
CGMS 2016-2A CLO B CGMS 2016-2ABBB+ (sf)N/A16.51113.7118.951.05115276.652.4108/11/21
BLACK 2019-2A CLO A2 BLACK 2019-2AAA+ (sf)N/A24.72114.5122.651.07110250.712.2808/11/21
BLACK 2019-2A CLO B BLACK 2019-2AA+ (sf)N/A18.47114.5122.651.07110250.712.2808/11/21