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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
CANYC 2014-2A CLO BR CANYC 2014-2AAA+ (sf)N/A23.48122.33130.091.06120311.612.607/09/21
ARES 2019-53A CLO B ARES 2019-53AAA+ (sf)N/A25.01124.21133.341.07120301.992.5207/09/21
BLACK 2019-2A CLO A1A BLACK 2019-2AAA+ (sf)AAA37.96114.5122.631.07110246.762.2407/09/21
BLACK 2019-2A CLO A1B BLACK 2019-2AAA+ (sf)AAA34.96114.5122.631.07110246.762.2407/09/21
BLACK 2019-2A CLO A2 BLACK 2019-2AAA+ (sf)N/A24.71114.5122.631.07110246.762.2407/09/21
BLACK 2019-2A CLO B BLACK 2019-2AA+ (sf)N/A18.45114.5122.631.07110246.762.2407/09/21
BLACK 2019-2A CLO C BLACK 2019-2ABB+ (sf)N/A12.95108.5114.881.06105213.842.0407/09/21
BLACK 2019-2A CLO D BLACK 2019-2ABB- (sf)N/A8.45104.8109.231.04105180.341.7207/09/21
AMMC 2016-18A CLO BR AMMC 2016-18AAA+ (sf)AA22.78122.55128.981.05120317.472.6507/09/21
BCC 2019-2A CLO A BCC 2019-2AAA+ (sf)AAA35.86121.6131.231.08120304.132.5307/09/21
BCC 2019-2A CLO B BCC 2019-2AAA+ (sf)N/A23.83121.6131.231.08120304.132.5307/09/21
BCC 2019-2A CLO C BCC 2019-2AA+ (sf)N/A17.81114121.631.07115265.562.3107/09/21
BCC 2019-2A CLO D BCC 2019-2ABB+ (sf)N/A12.3107.8113.991.06110228.582.0807/09/21
BCC 2019-2A CLO E BCC 2019-2ABB- (sf)N/A7.79103.7108.411.05   07/09/21
BATLN 2014-7A CLO XRR BATLN 2014-7AAA+ (sf)AAA 116.34135.731.17115317.882.7607/09/21
BATLN 2014-7A CLO A1RR BATLN 2014-7AAA+ (sf)AAA50.11116.34135.731.17115317.882.7607/09/21
BATLN 2014-7A CLO A2RR BATLN 2014-7AAA+ (sf)AAA34.52116.34135.731.17115317.882.7607/09/21
BATLN 2014-7A CLO BRR BATLN 2014-7AAA+ (sf)AA-27.79116.34135.731.17115317.882.7607/09/21
BATLN 2014-7A CLO CRR BATLN 2014-7AAA+ (sf)BBB19.29109.27121.431.11110256.42.3307/09/21
BATLN 2014-7A CLO DRR BATLN 2014-7ABB+ (sf)BB-11.85103.7111.181.07105189.561.8107/09/21
BATLN 2014-7A CLO ERR BATLN 2014-7ABB (sf)B-10.43      07/09/21
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAA+ (sf)AA22.27122.1127.861.05120393.13.2807/09/21
BALLY 2019-1A CLO A1 BALLY 2019-1AAA+ (sf)AAA35.88115.46123.231.07115276.432.407/09/21
BALLY 2019-1A CLO A2 BALLY 2019-1AAA+ (sf)AA24.36115.46123.231.07115276.432.407/09/21
BALLY 2019-1A CLO B BALLY 2019-1AAA+ (sf)A18.85115.46123.231.07115276.432.407/09/21
BALLY 2019-1A CLO C BALLY 2019-1ABBB+ (sf)BBB-12.84108.94114.731.05110236.312.1507/09/21
BALLY 2019-1A CLO D BALLY 2019-1ABB (sf)BB-8.08104.99108.791.04   07/09/21
CANYC 2017-1A CLO B CANYC 2017-1AAA+ (sf)AA23.4122.32130.541.07120287.172.3907/09/21
AMMC 2012-11A CLO A3BRR AMMC 2012-11AAA+ (sf)N/A33.91122.51129.961.06120331.142.7607/09/21
AMMC 2012-11A CLO BRR AMMC 2012-11AAA+ (sf)N/A23.2122.51129.961.06120331.142.7607/09/21
CBAM 2017-2A CLO X CBAM 2017-2AAA+ (sf)N/A 122.45130.931.07120306.072.5507/09/21
CBAM 2017-2A CLO AR CBAM 2017-2AAA+ (sf)N/A35.98122.45130.931.07120306.072.5507/09/21
CBAM 2017-2A CLO BR CBAM 2017-2AAA+ (sf)N/A23.98122.45130.931.07120306.072.5507/09/21
CBAM 2017-2A CLO CR CBAM 2017-2AAA+ (sf)N/A18.88114.95120.551.05115266.632.3207/09/21
CBAM 2017-2A CLO DR CBAM 2017-2ABBB+ (sf)N/A12.88108.03112.721.04110228.82.0807/09/21
CBAM 2017-2A CLO ER CBAM 2017-2ABB (sf)N/A7.97104.7107.451.03   07/09/21
APID XXXA CLO A1B APID XXXAAA+ (sf)N/A34.93114119.891.05115288.012.507/09/21
APID XXXA CLO B APID XXXAA (sf)A16.62114119.891.05115288.012.507/09/21
CBAM 2018-5A CLO X CBAM 2018-5ANRN/A 121.6129.841.07120360.51307/09/21
CBAM 2018-5A CLO A CBAM 2018-5AAA+ (sf)AAA35.29121.6129.841.07120360.51307/09/21
CBAM 2018-5A CLO B1 CBAM 2018-5AAA+ (sf)AA23.16121.6129.841.07120360.51307/09/21
CBAM 2018-5A CLO B2 CBAM 2018-5AAA+ (sf)AA23.16121.6129.841.07120360.51307/09/21
CBAM 2018-5A CLO C CBAM 2018-5AA+ (sf)A17.85115.1121.451.06115326.12.8407/09/21
CBAM 2018-5A CLO D CBAM 2018-5ABBB (sf)BBB-11.53108.3112.781.04110281.712.5607/09/21
CBAM 2018-5A CLO E CBAM 2018-5ABB (sf)BB-6.98103.7107.261.03   07/09/21
ANCHC 2015-7A CLO BRR ANCHC 2015-7AAA+ (sf)N/A24.14123.3131.561.07120358.252.9907/09/21
ARES 2017-43A CLO BR ARES 2017-43AAA+ (sf)N/A24.1121.58128.91.06120273.382.2807/09/21
ALLEG 2017-1A CLO BR ALLEG 2017-1AAA+ (sf)N/A22.44122.6128.931.05120378.383.1507/09/21
ALM 2020-1A CLO A1B ALM 2020-1AAA+ (sf)N/A30.71113.7120.561.06110293.182.6707/09/21
ALM 2020-1A CLO B ALM 2020-1ABBB+ (sf)A17.06113.7120.561.06110293.182.6707/09/21