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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
ARES 2020-55A CLO CR ARES 2020-55ANRN/A       11/11/24
ARES 2020-55A CLO DR ARES 2020-55ANRN/A       11/11/24
ARES 2020-55A CLO A1R ARES 2020-55ANRN/A       11/11/24
ARES 2020-55A CLO A2R ARES 2020-55ANRN/A       11/11/24
ARES 2020-55A CLO ER ARES 2020-55ANRN/A       11/11/24
MORGN 2017-1A A CLO AR MORGN 2017-1A AAAA (sf)AAA32.52121.91291.06120156.71.3111/11/24
MORGN 2017-1A A CLO BR MORGN 2017-1A AAAA (sf)AA20.4121.91291.06120156.71.3111/11/24
MORGN 2017-1A A CLO CR MORGN 2017-1A AA+ (sf)A15.23115.9121.11.041101461.3311/11/24
MORGN 2017-1A A CLO DR MORGN 2017-1A ABB+ (sf)BBB-8.7109112.51.03105132.81.2611/11/24
MORGN 2017-1A A CLO ER MORGN 2017-1A AB+ (sf)BB-3103.3105.81.02   11/11/24
MORGN 2018-2A CLO A MORGN 2018-2AAAA (sf)AAA59.92122.4151.31.24120207.71.7311/11/24
MORGN 2018-2A CLO B1 MORGN 2018-2AAAA (sf)AA+36.46122.4151.31.24120207.71.7311/11/24
MORGN 2018-2A CLO B2 MORGN 2018-2AAAA (sf)AA+36.46122.4151.31.24120207.71.7311/11/24
MORGN 2018-2A CLO C MORGN 2018-2AAAA (sf)A+25.77116132.61.14110178.31.6211/11/24
MORGN 2018-2A CLO D MORGN 2018-2AAA+ (sf)BBB-13.69108.7116.31.07105150.81.4411/11/24
MORGN 2018-2A CLO E MORGN 2018-2ABB+ (sf)BB-4.26104.2106.11.02   11/11/24
MORGN 2018-3A CLO AR MORGN 2018-3AAAA (sf)AAA46.48123.9142.61.15120182.31.5211/11/24
MORGN 2018-3A CLO BR MORGN 2018-3AAAA (sf)AAA30.54123.9142.61.15120182.31.5211/11/24
MORGN 2018-3A CLO CR MORGN 2018-3AAAA (sf)AA-22.57117.8129.31.1115163.21.4211/11/24
MORGN 2018-3A CLO DR MORGN 2018-3AA+ (sf)BBB12.34109.8115.51.05107.5141.61.3211/11/24
MORGN 2018-3A CLO E MORGN 2018-3ABB (sf)BB-3.56104.2105.71.01   11/11/24
MORGN 2019-4A CLO AR MORGN 2019-4AAAA (sf)AAA94.52121.61991.64120260.52.1711/11/24
MORGN 2019-4A CLO BR MORGN 2019-4AAAA (sf)AAA57.3121.61991.64120260.52.1711/11/24
MORGN 2019-4A CLO CR MORGN 2019-4AAAA (sf)AA+39.26115153.31.33110194.31.7711/11/24
MORGN 2019-4A CLO DR MORGN 2019-4AAAA (sf)A-21.86108.9125.61.15107.5151.41.4111/11/24
MORGN 2019-4A CLO E MORGN 2019-4ABB+ (sf)BB-5.75104.2107.51.03   11/11/24
ATCLO 2018-10A A ATCLO 2018-10AAAA (sf)AAA63.63123.5154.31.25120204.31.711/11/24
ATCLO 2018-10A B ATCLO 2018-10AAAA (sf)N/A35.57123.5154.31.25120204.31.711/11/24
ATCLO 2018-10A C ATCLO 2018-10AAAA (sf)N/A21.73114.3129.11.13110168.51.5311/11/24
ATCLO 2018-10A D ATCLO 2018-10ABBB+ (sf)N/A9.88108113.31.05105144.31.3711/11/24
ATCLO 2018-10A E ATCLO 2018-10ABB- (sf)N/A2.6105105.31   11/11/24
ATCLO 2018-10A F ATCLO 2018-10ACCC- (sf)N/A-0.39      11/11/24
ATCLO 2018-11A A1L ATCLO 2018-11AAAA (sf)AAA48.02124140.81.141202011.6811/11/24
ATCLO 2018-11A A1FR ATCLO 2018-11AAAA (sf)AAA48.02124140.81.141202011.6811/11/24
ATCLO 2018-11A A2F ATCLO 2018-11AAAA (sf)AAA40.72124140.81.141202011.6811/11/24
ATCLO 2018-11A B ATCLO 2018-11AAAA (sf)AAA26.69124140.81.141202011.6811/11/24
ATCLO 2018-11A C ATCLO 2018-11AAAA (sf)A+17.34115.5124.91.08110173.91.5811/11/24
ATCLO 2018-11A D ATCLO 2018-11AA- (sf)BBB-8.28108.7112.61.04105151.21.4411/11/24
ATCLO 2018-11A E ATCLO 2018-11ABB (sf)BB-1.27104.2104.61   11/11/24
ATCLO 2019-13A A1L ATCLO 2019-13AAAA (sf)N/A47.04122.5141.21.15120209.71.7511/11/24
ATCLO 2019-13A A1NR ATCLO 2019-13AAAA (sf)AAA47.04122.5141.21.15120209.71.7511/11/24
ATCLO 2019-13A A1FR ATCLO 2019-13AAAA (sf)AAA47.04122.5141.21.15120209.71.7511/11/24
ATCLO 2019-13A BNR ATCLO 2019-13AAAA (sf)N/A29.39122.5141.21.15120209.71.7511/11/24
ATCLO 2019-13A BFR ATCLO 2019-13AAAA (sf)N/A29.39122.5141.21.15120209.71.7511/11/24
ATCLO 2019-13A CR ATCLO 2019-13AAAA (sf)N/A18.46114124.11.09110176.71.6111/11/24
ATCLO 2019-13A D ATCLO 2019-13AA (sf)N/A10.05108.9113.51.04105154.61.4711/11/24
ATCLO 2019-13A E ATCLO 2019-13ABB- (sf)N/A1.65104.2104.51   11/11/24
ATCLO 2019-14A AR ATCLO 2019-14AAAA (sf)AAA33.04121.6126.31.04120163.11.3611/11/24
ATCLO 2019-14A BR ATCLO 2019-14AAAA (sf)AA19.43121.6126.31.04120163.11.3611/11/24
ATCLO 2019-14A C ATCLO 2019-14AAA- (sf)A14.5116.5119.41.02115152.21.3211/11/24