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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
BARDT 2019-2A CLO A1 BARDT 2019-2AAA+ (sf)AAA38.09120.7130.791.08120306.082.5508/11/21
BARDT 2019-2A CLO A2 BARDT 2019-2AAA+ (sf)N/A35.6120.7130.791.08120306.082.5508/11/21
BARDT 2019-2A CLO B BARDT 2019-2AAA+ (sf)AA23.61120.7130.791.08120306.082.5508/11/21
BARDT 2019-2A CLO C BARDT 2019-2AA+ (sf)A19.02115.3123.371.07115275.922.408/11/21
BARDT 2019-2A CLO D BARDT 2019-2ABB+ (sf)BBB-13.13108.9115.011.06110235.52.1408/11/21
BARDT 2019-2A CLO E BARDT 2019-2ABB- (sf)BB-8.54105.2109.231.04105195.521.8608/11/21
APID 2017-28A CLO A1B APID 2017-28AAA+ (sf)AAA33.62115.2119.981.04115305.612.6608/11/21
CIFC 2015-4A CLO A1B2 CIFC 2015-4AAA+ (sf)N/A38.13114.7122.631.07110330.32308/11/21
CIFC 2015-4A CLO BR2 CIFC 2015-4ABBB+ (sf)N/A18.67114.7122.631.07110330.32308/11/21
BLUEM 2019-26A CLO A1 BLUEM 2019-26AAA+ (sf)AAA38.25121.58132.121.09120293.332.4408/11/21
BLUEM 2019-26A CLO A2 BLUEM 2019-26AAA+ (sf)N/A35.27121.58132.121.09120293.332.4408/11/21
BLUEM 2019-26A CLO B BLUEM 2019-26AAA+ (sf)N/A24.31121.58132.121.09120293.332.4408/11/21
BLUEM 2019-26A CLO C BLUEM 2019-26AA+ (sf)N/A18.34113.95122.451.07115255.062.2208/11/21
BLUEM 2019-26A CLO D1 BLUEM 2019-26ABB+ (sf)N/A12.36107.64114.11.06110210.571.9108/11/21
BLUEM 2019-26A CLO D2 BLUEM 2019-26ABB+ (sf)N/A12.36107.64114.11.06110210.571.9108/11/21
BLUEM 2019-26A CLO E BLUEM 2019-26ABB- (sf)N/A8.87104.29109.741.05105181.451.7308/11/21
CATSK 2017-1A CLO A1B CATSK 2017-1AAA+ (sf)AAA95.23114.82120.621.05115292.912.5508/11/21
CATSK 2017-1A CLO B CATSK 2017-1AA+ (sf)A17.09114.82120.621.05115292.912.5508/11/21
BATLN 2019-14A CLO A1 BATLN 2019-14AAA+ (sf)AAA39.16127137.341.08120263.012.1908/11/21
BATLN 2019-14A CLO A2 BATLN 2019-14AAA+ (sf)N/A35.66127137.341.08120263.012.1908/11/21
BATLN 2019-14A CLO B1 BATLN 2019-14AAA+ (sf)AA27.19127137.341.08120263.012.1908/11/21
BATLN 2019-14A CLO B2 BATLN 2019-14AAA+ (sf)AA27.19127137.341.08120263.012.1908/11/21
APID 2017-28A CLO B APID 2017-28AA+ (sf)N/A17.08115.2119.981.04115305.612.6608/11/21
BATLN 2019-14A CLO C1 BATLN 2019-14AAA+ (sf)A22.15120.1128.451.07112.5233.342.0708/11/21
BATLN 2019-14A CLO C2 BATLN 2019-14AAA+ (sf)A22.15120.1128.451.07112.5233.342.0708/11/21
BATLN 2019-14A CLO D BATLN 2019-14ABBB+ (sf)BBB-16.06112.8119.141.06107.5201.81.8808/11/21
BATLN 2019-14A CLO E BATLN 2019-14ABB+ (sf)BB-10.18106111.331.05   08/11/21
APID 2019-31A CLO BR APID 2019-31AAA+ (sf)N/A23.73122.9131.021.07120414.463.4508/11/21
CGMS 2019-1A CLO A1B CGMS 2019-1AAA+ (sf)AAA34.6116.4123.591.06115269.912.3508/11/21
CGMS 2019-1A CLO B CGMS 2019-1AA+ (sf)A19.09116.4123.591.06115269.912.3508/11/21
ANCHC 2019-13A CLO B1R ANCHC 2019-13AAA+ (sf)N/A26.47125.2135.11.08120296.572.4708/11/21
ANCHC 2019-13A CLO B2R ANCHC 2019-13AAA+ (sf)N/A26.47125.2135.11.08120296.572.4708/11/21
BSP 2018-14A CLO A1 BSP 2018-14AAA+ (sf)AAA38.15123.8131.831.06120371.983.108/11/21
BSP 2018-14A CLO A2 BSP 2018-14AAA+ (sf)AAA32.06123.8131.831.06120371.983.108/11/21
BSP 2018-14A CLO B BSP 2018-14AAA+ (sf)N/A24.2123.8131.831.06120371.983.108/11/21
BSP 2018-14A CLO C BSP 2018-14AA+ (sf)N/A16.85114.5120.171.05115323.252.8108/11/21
BSP 2018-14A CLO D BSP 2018-14ABB+ (sf)N/A10.77107.6111.981.04110279.632.5408/11/21
BSP 2018-14A CLO E BSP 2018-14ABB- (sf)N/A6.91103.9107.341.03105239.062.2808/11/21
APEXC 2018-2A CLO BR APEXC 2018-2AAA+ (sf)N/A22.57120.72128.411.06120908.047.5708/11/21
MKS 2017-1A CLO BR MKS 2017-1AAA+ (sf)N/A21.37120127.181.06120328.682.7408/11/21
SIX10 2018-3A CLO B SIX10 2018-3AAA+ (sf)AA31.22121.6138.861.14120318.212.6508/11/21
CIFC 2017-4A CLO BR CIFC 2017-4AA+ (sf)N/A17.71114.59121.521.06115533.384.6408/11/21
BCC 2019-4A CLO A1 BCC 2019-4AAA+ (sf)AAA40.03121.58131.571.08120289.822.4208/11/21
BCC 2019-4A CLO A2 BCC 2019-4AAA+ (sf)AAA35.04121.58131.571.08120289.822.4208/11/21
BCC 2019-4A CLO B BCC 2019-4AAA+ (sf)N/A24.04121.58131.571.08120289.822.4208/11/21
BCC 2019-4A CLO C BCC 2019-4AA+ (sf)N/A18.54114.7122.691.07115255.562.2208/11/21
BCC 2019-4A CLO D BCC 2019-4ABB+ (sf)N/A13.05108.94114.931.05110218.391.9908/11/21
BCC 2019-4A CLO E BCC 2019-4ABB- (sf)N/A8.05104.2108.691.04   08/11/21
ANCHF 2016-3A CLO BR ANCHF 2016-3AAA+ (sf)N/A38.21148.4161.291.09110576.285.2408/11/21
CIFC 2013-1A CLO BR CIFC 2013-1ABBB+ (sf)N/A16.65114.11119.481.05115249.292.1708/11/21