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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
BSP 2016-10A CLO BRR BSP 2016-10AA- (sf)N/A18.2114122.251.07110268.832.4407/09/21
BSP 2016-10A CLO CRR BSP 2016-10ABB+ (sf)N/A12.22107.6113.921.06105229.442.1907/09/21
BSP 2016-10A CLO DRR BSP 2016-10ABB- (sf)N/A8.98104.6109.861.05   07/09/21
CANYC 2016-2A CLO BR CANYC 2016-2AAA+ (sf)AA22.84122.35129.581.06120258.692.1607/09/21
ARES 2015-35RA CLO B ARES 2015-35RAAA+ (sf)AA24.02124.2131.621.06120383.263.1907/09/21
BABSN 2017-1A CLO A1 BABSN 2017-1AAA+ (sf)AAA39.66126.1135.31.07120329.322.7407/09/21
BABSN 2017-1A CLO A2 BABSN 2017-1AAA+ (sf)AAA33.63126.1135.31.07120329.322.7407/09/21
BABSN 2017-1A CLO B1 BABSN 2017-1AAA+ (sf)AA+26.09126.1135.31.07120329.322.7407/09/21
BABSN 2017-1A CLO B2 BABSN 2017-1AAA+ (sf)AA+26.09126.1135.31.07120329.322.7407/09/21
BABSN 2017-1A CLO C BABSN 2017-1AAA (sf)A18.55116122.771.06115278.852.4207/09/21
BABSN 2017-1A CLO D BABSN 2017-1ABBB (sf)BBB-12.86109.4114.761.05110238.552.1707/09/21
BABSN 2017-1A CLO E BABSN 2017-1ABB- (sf)BB-7.48104.7108.091.03105194.971.8607/09/21
BABSN 2017-1A CLO F BABSN 2017-1ACCC- (sf)B-5.47      07/09/21
BLUEM 2016-2A CLO X BLUEM 2016-2AAA+ (sf)AAA 114120.091.05115241.342.107/09/21
BLUEM 2016-2A CLO A1R BLUEM 2016-2AAA+ (sf)AAA35.54114120.091.05115241.342.107/09/21
BLUEM 2016-2A CLO A2R BLUEM 2016-2AAA+ (sf)AA23.45114120.091.05115241.342.107/09/21
BLUEM 2016-2A CLO BR BLUEM 2016-2ABBB+ (sf)A17.4114120.091.05115241.342.107/09/21
BLUEM 2016-2A CLO C1R BLUEM 2016-2ABB+ (sf)BBB+13.88107.6111.91.04110205.31.8707/09/21
BLUEM 2016-2A CLO C2R BLUEM 2016-2ABB (sf)BBB-11.36107.6111.91.04110205.31.8707/09/21
BLUEM 2016-2A CLO DR BLUEM 2016-2AB+ (sf)B+7.33103.7107.031.03105173.481.6507/09/21
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAA+ (sf)AA22.22122.6128.191.05120306.392.5507/09/21
CANYC 2014-1A CLO A1BR CANYC 2014-1AAA+ (sf)AAA32.39114119.071.04115273.262.3807/09/21
CANYC 2014-1A CLO BR CANYC 2014-1ABBB+ (sf)A16114119.071.04115273.262.3807/09/21
ARES 2017-46A CLO B1 ARES 2017-46AAA+ (sf)AA24.42124.2132.311.07120372.153.107/09/21
ARES 2017-46A CLO B2 ARES 2017-46AAA+ (sf)AA24.42124.2132.311.07120372.153.107/09/21
BATPK 2019-1A CLO X BATPK 2019-1AAA+ (sf)AAA 113.7121.241.07110233.682.1207/09/21
BATPK 2019-1A CLO AL BATPK 2019-1AAA+ (sf)N/A25.02113.7121.241.07110233.682.1207/09/21
BATPK 2019-1A CLO B1 BATPK 2019-1AA+ (sf)A17.52113.7121.241.07110233.682.1207/09/21
BATPK 2019-1A CLO B2 BATPK 2019-1AA+ (sf)A17.52113.7121.241.07110233.682.1207/09/21
BATPK 2019-1A CLO C BATPK 2019-1ABB+ (sf)BBB-12.52108.3114.311.06105206.691.9707/09/21
BATPK 2019-1A CLO D BATPK 2019-1ABB- (sf)BB-8.77105.1109.611.04   07/09/21
AMMC 2017-21A CLO B AMMC 2017-21AAA+ (sf)N/A22.35122.6128.311.05120291.462.4307/09/21
ANCHC 2015-6A CLO B1R ANCHC 2015-6AAA+ (sf)AA+24.73125.07132.691.06120388.833.2407/09/21
ANCHC 2015-6A CLO B2RR ANCHC 2015-6AAA+ (sf)N/A24.73125.07132.691.06120388.833.2407/09/21
CGMS 2017-5A CLO A1B CGMS 2017-5AAA+ (sf)AAA32.38113.5119.131.05115297.312.5907/09/21
CGMS 2017-5A CLO B CGMS 2017-5AA+ (sf)N/A16.06113.5119.131.05115297.312.5907/09/21
CGMS 2013-1A CLO BRR CGMS 2013-1AA+ (sf)N/A16.93115.2120.361.04115276.192.407/09/21
CGMS 2015-3A CLO BR CGMS 2015-3AAA (sf)A+18.49116.81122.681.05105312.362.9707/09/21
AWPT 2013-1A CLO BR2 AWPT 2013-1AA+ (sf)A17.44115121.091.05115175.851.5307/09/21
BATLN 2019-16A CLO A BATLN 2019-16AAA+ (sf)AAA37.09121.6131.771.08120278.762.3207/09/21
BATLN 2019-16A CLO AF BATLN 2019-16AAA+ (sf)AAA37.09121.6131.771.08120278.762.3207/09/21
BATLN 2019-16A CLO B BATLN 2019-16AAA+ (sf)N/A24.11121.6131.771.08120278.762.3207/09/21
BATLN 2019-16A CLO C BATLN 2019-16AAA+ (sf)N/A19.12115.5123.641.07115238.432.0707/09/21
BATLN 2019-16A CLO D BATLN 2019-16ABBB+ (sf)N/A13.13108.9115.111.06110202.841.8407/09/21
BATLN 2019-16A CLO E BATLN 2019-16ABB+ (sf)N/A9.13105.9110.051.04   07/09/21
BABSN 2016-2A CLO AR BABSN 2016-2AAA+ (sf)AAA42.12123.3138.691.12120341.72.8507/09/21
BABSN 2016-2A CLO BR BABSN 2016-2AAA+ (sf)AA+27.92123.3138.691.12120341.72.8507/09/21
BABSN 2016-2A CLO CR BABSN 2016-2AAA+ (sf)A+21.27117126.971.09115295.22.5707/09/21
BABSN 2016-2A CLO DR BABSN 2016-2ABBB+ (sf)BBB14.32109.6116.671.06110245.062.2307/09/21
BABSN 2016-2A CLO ER BABSN 2016-2ABB- (sf)BB-7.81104.7108.431.04105187.171.7807/09/21