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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
BLACK 2019-2A CLO C BLACK 2019-2ABB+ (sf)N/A12.96108.5114.891.06105217.262.0708/11/21
BLACK 2019-2A CLO D BLACK 2019-2ABB- (sf)N/A8.46104.8109.241.04105183.221.7408/11/21
ALLEG 2017-1A CLO BR ALLEG 2017-1AAA+ (sf)N/A22.36122.6128.621.05120390.943.2608/11/21
ARES 2019-53A CLO B ARES 2019-53AAA+ (sf)N/A25124.21133.21.07120320.952.6708/11/21
BCC 2019-2A CLO A BCC 2019-2AAA+ (sf)AAA35.86121.6131.231.08120304.132.5308/11/21
BCC 2019-2A CLO B BCC 2019-2AAA+ (sf)N/A23.83121.6131.231.08120304.132.5308/11/21
BCC 2019-2A CLO C BCC 2019-2AA+ (sf)N/A17.81114121.631.07115265.562.3108/11/21
BCC 2019-2A CLO D BCC 2019-2ABB+ (sf)N/A12.3107.8113.991.06110228.582.0808/11/21
BCC 2019-2A CLO E BCC 2019-2ABB- (sf)N/A7.79103.7108.411.05   08/11/21
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAA+ (sf)AA23.32122.1128.41.05120395.693.308/11/21
AMMC 2016-18A CLO BR AMMC 2016-18AAA+ (sf)AA22.49122.55128.821.05120337.672.8108/11/21
BALLY 2019-1A CLO A1R BALLY 2019-1AAA+ (sf)N/A35.89115.46123.251.07115335.242.9208/11/21
BALLY 2019-1A CLO A2R BALLY 2019-1AAA+ (sf)N/A24.38115.46123.251.07115335.242.9208/11/21
BALLY 2019-1A CLO BR BALLY 2019-1AAA+ (sf)N/A18.87115.46123.251.07115335.242.9208/11/21
BALLY 2019-1A CLO CR BALLY 2019-1ABBB+ (sf)N/A12.86108.94114.751.05110283.52.5808/11/21
BALLY 2019-1A CLO DR BALLY 2019-1ABB+ (sf)N/A8.1104.99108.811.04   08/11/21
ANCHC 2015-7A CLO BRR ANCHC 2015-7AAA+ (sf)N/A24.36123.3131.951.07120392.893.2708/11/21
CANYC 2017-1A CLO B CANYC 2017-1AAA+ (sf)AA23.42122.32130.581.07120301.082.5108/11/21
APID XXXA CLO A1B APID XXXAAA+ (sf)N/A34.87114119.581.05115291.282.5308/11/21
APID XXXA CLO B APID XXXAA (sf)A16.55114119.581.05115291.282.5308/11/21
CBAM 2018-5A CLO X CBAM 2018-5ANRN/A 121.6129.591.07120359.052.9908/11/21
CBAM 2018-5A CLO A CBAM 2018-5AAA+ (sf)AAA35.27121.6129.591.07120359.052.9908/11/21
CBAM 2018-5A CLO B1 CBAM 2018-5AAA+ (sf)AA23.13121.6129.591.07120359.052.9908/11/21
CBAM 2018-5A CLO B2 CBAM 2018-5AAA+ (sf)AA23.13121.6129.591.07120359.052.9908/11/21
CBAM 2018-5A CLO C CBAM 2018-5AA+ (sf)A17.82115.1121.221.05115324.782.8208/11/21
CBAM 2018-5A CLO D CBAM 2018-5ABBB- (sf)BBB-11.5108.3112.561.04110280.572.5508/11/21
CBAM 2018-5A CLO E CBAM 2018-5ABB (sf)BB-6.94103.7107.051.03   08/11/21
ARES 2017-43A CLO BR ARES 2017-43AAA+ (sf)N/A24.1121.58131.661.08120552.164.608/11/21
AGL 2020-4A CLO B1R AGL 2020-4AAA+ (sf)N/A31.51137.45146.011.06120367.683.0608/11/21
AGL 2020-4A CLO B2R AGL 2020-4AAA+ (sf)N/A31.51137.45146.011.06120367.683.0608/11/21
BLUEM 2018-1A CLO X BLUEM 2018-1ANRAAA 121.62128.221.05120328.272.7408/11/21
BLUEM 2018-1A CLO A1 BLUEM 2018-1AAA+ (sf)AAA38.05121.62128.221.05120328.272.7408/11/21
BLUEM 2018-1A CLO A2 BLUEM 2018-1AAA+ (sf)N/A34.7121.62128.221.05120328.272.7408/11/21
BLUEM 2018-1A CLO B BLUEM 2018-1AAA+ (sf)AA22.65121.62128.221.05120328.272.7408/11/21
BLUEM 2018-1A CLO C BLUEM 2018-1AA (sf)A16.51114.02118.791.04115291.212.5308/11/21
BLUEM 2018-1A CLO D BLUEM 2018-1ABB+ (sf)BBB-10.25107.58110.521.03110249.672.2708/11/21
BLUEM 2018-1A CLO E BLUEM 2018-1ABB- (sf)B+6.24104.75105.781.01105212.692.0308/11/21
BLUEM 2018-1A CLO F BLUEM 2018-1ACCC- (sf)CCC+4.12      08/11/21
ALM 2020-1A CLO A1B ALM 2020-1AAA+ (sf)N/A30.73113.7120.591.06110292.652.6608/11/21
ALM 2020-1A CLO B ALM 2020-1ABBB+ (sf)A17.08113.7120.591.06110292.652.6608/11/21
CARVL 2018-1A CLO B CARVL 2018-1AAA+ (sf)AA24.82123.42133.011.08120320.522.6708/11/21
CGMS 2013-2A CLO BR CGMS 2013-2AAA+ (sf)N/A26.12120.3134.511.12120400.093.3308/11/21
CRMN 2016-1A CLO BR CRMN 2016-1AAA+ (sf)N/A17.96114120.651.06115261.582.2708/11/21
MORGN 2018-3A CLO BR MORGN 2018-3AAA+ (sf)N/A24.53123.861321.07120975.928.1308/11/21
AIMCO 2018-AA CLO B AIMCO 2018-AAAA+ (sf)AA+24.29122.5131.541.07120346.562.8908/11/21
AMMC 2016-19A CLO BR AMMC 2016-19AAA+ (sf)N/A28.78122.01135.21.11120306.252.5508/11/21
ARES 2014-31RA CLO B ARES 2014-31RAAA+ (sf)N/A21.97121.58128.051.05120382.233.1908/11/21
BSP 2019-17A CLO A1 BSP 2019-17AAA+ (sf)AAA37.95124.8134.661.08120289.562.4108/11/21
BSP 2019-17A CLO A2 BSP 2019-17AAA+ (sf)AAA35.95124.8134.661.08120289.562.4108/11/21
BSP 2019-17A CLO B BSP 2019-17AAA+ (sf)N/A25.74124.8134.661.08120289.562.4108/11/21