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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
BLUEM 2017-1A CLO A1R BLUEM 2017-1AAA+ (sf)N/A37.63123.69131.491.06120368.813.0707/09/21
BLUEM 2017-1A CLO A2 BLUEM 2017-1AAA+ (sf)AAA32.6123.69131.491.06120368.813.0707/09/21
BLUEM 2017-1A CLO BR BLUEM 2017-1AAA+ (sf)N/A24.75123.69131.491.06120368.813.0707/09/21
BLUEM 2017-1A CLO CR BLUEM 2017-1AA+ (sf)N/A17.51113.95119.941.05115310.42.707/09/21
BLUEM 2017-1A CLO D BLUEM 2017-1ABB+ (sf)N/A12.08108.42112.531.04110262.582.3907/09/21
BLUEM 2017-1A CLO E BLUEM 2017-1ABB- (sf)BB7.45104.7106.91.02105215.722.0507/09/21
MORGN 2018-2A CLO B1 MORGN 2018-2AAA+ (sf)AA23.63122.4130.481.07120353.792.9507/09/21
MORGN 2018-2A CLO B2 MORGN 2018-2AAA+ (sf)AA23.63122.4130.481.07120353.792.9507/09/21
APID 2015-22A CLO BR APID 2015-22AA+ (sf)A17.07114.6120.511.05115267.512.3307/09/21
AIMCO 2017-AA CLO BR AIMCO 2017-AAAA+ (sf)N/A24.09121.3131.61.08120336.832.8107/09/21
ATRM 15A CLO B ATRM 15AAA+ (sf)AA24.51122.08131.851.08120334.182.7807/09/21
BABSN 2019-2A CLO A1R BABSN 2019-2AAA+ (sf)N/A37.04114122.031.07115327.282.8507/09/21
BABSN 2019-2A CLO A2R BABSN 2019-2AAA+ (sf)N/A24.06114122.031.07115327.282.8507/09/21
BABSN 2019-2A CLO BR BABSN 2019-2AA+ (sf)N/A18.05114122.031.07115327.282.8507/09/21
BABSN 2019-2A CLO CR BABSN 2019-2ABB+ (sf)N/A12.04107.66113.691.06110278.192.5307/09/21
BABSN 2019-2A CLO DR BABSN 2019-2ABB- (sf)N/A8.31103.53109.061.05   07/09/21
APID 2017-26A CLO A1B APID 2017-26AAA+ (sf)AAA34.79114119.651.05115244.942.1307/09/21
APID 2017-26A CLO B APID 2017-26AA+ (sf)A16.45114119.651.05115244.942.1307/09/21
ALLEG 2018-2A CLO B1 ALLEG 2018-2AAA+ (sf)AA23.79122.98131.211.07120347.872.907/09/21
ALLEG 2018-2A CLO B2 ALLEG 2018-2AAA+ (sf)AA23.79122.98131.211.07120347.872.907/09/21
ANCHC 2018-1RA CLO B ANCHC 2018-1RAAA+ (sf)AA31.12136.78144.951.06120470.763.9207/09/21
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAA+ (sf)AAA38.92122.45129.971.06120262.752.1907/09/21
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAA+ (sf)AAA32.81122.45129.971.06120262.752.1907/09/21
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAA+ (sf)AA23.14122.45129.971.06120262.752.1907/09/21
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAA+ (sf)AA23.14122.45129.971.06120262.752.1907/09/21
APEXC 2019-2A CLO B APEXC 2019-2AAA+ (sf)N/A23.73120.72131.121.09120291.232.4307/09/21
ANCHF 2018-5A CLO BR ANCHF 2018-5AAA+ (sf)N/A38.91149.6163.471.09110203.891.8507/09/21
CGMS 2017-2A CLO B CGMS 2017-2AA+ (sf)A16.18114.4119.291.04115292.762.5507/09/21
BSP 2013-IIIA CLO X BSP 2013-IIIANRN/A 113.8118.241.04115291.052.5307/09/21
BSP 2013-IIIA CLO A1R2 BSP 2013-IIIAAA+ (sf)N/A37.15113.8118.241.04115291.052.5307/09/21
BSP 2013-IIIA CLO A2R2 BSP 2013-IIIAAA+ (sf)N/A22.71113.8118.241.04115291.052.5307/09/21
BSP 2013-IIIA CLO BR2 BSP 2013-IIIAA+ (sf)N/A15.42113.8118.241.04115291.052.5307/09/21
BSP 2013-IIIA CLO CR BSP 2013-IIIABB+ (sf)N/A9.44107.8110.431.02110242.372.207/09/21
BSP 2013-IIIA CLO DR BSP 2013-IIIAB+ (sf)N/A4.7103.46104.931.01105198.631.8907/09/21
ATCLO 2018-11A B ATCLO 2018-11AAA+ (sf)AA23.84124.05131.11.06120294.992.4607/09/21
BATLN 2017-11A CLO AR BATLN 2017-11AAA+ (sf)N/A37.89122.44132.231.08120298.12.4807/09/21
BATLN 2017-11A CLO BR BATLN 2017-11AAA+ (sf)N/A24.38122.44132.231.08120298.12.4807/09/21
BATLN 2017-11A CLO CR BATLN 2017-11AAA (sf)N/A19.41116.28124.081.07110266.512.4207/09/21
BATLN 2017-11A CLO DR BATLN 2017-11ABBB+ (sf)N/A13.12109.28115.11.05105222.232.1207/09/21
BATLN 2017-11A CLO ER BATLN 2017-11ABB+ (sf)N/A9.08104.66109.991.05   07/09/21
APEXC 2017-2A CLO B APEXC 2017-2AAA+ (sf)AA24.16122.45130.221.06120327.112.7307/09/21
BLUEM 2019-24A CLO AR BLUEM 2019-24AAA+ (sf)N/A36.08121.58131.751.08120319.572.6607/09/21
BLUEM 2019-24A CLO BR BLUEM 2019-24AAA+ (sf)N/A24.1121.58131.751.08120319.572.6607/09/21
BLUEM 2019-24A CLO CR BLUEM 2019-24AA (sf)N/A18.11113.95122.111.07110284.212.5807/09/21
BLUEM 2019-24A CLO D1R BLUEM 2019-24ABB+ (sf)N/A13.11107.64113.791.06105236.282.2507/09/21
BLUEM 2019-24A CLO D2R BLUEM 2019-24ABB+ (sf)N/A12.12107.64113.791.06105236.282.2507/09/21
BLUEM 2019-24A CLO ER BLUEM 2019-24ABB- (sf)N/A8.37103.49109.141.05   07/09/21
CGMS 2016-2A CLO B CGMS 2016-2ABBB+ (sf)N/A16.51113.7118.951.05115276.652.4107/09/21
ANCHF 2020-10A CLO B ANCHF 2020-10AAA+ (sf)AA-38.23148.4161.721.09110172.561.5707/09/21
AGL 2019-2A CLO B AGL 2019-2AAA+ (sf)AA+33.86143151.191.06120349.082.9107/09/21