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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
WINDR 2019-1A CLO E NRN/A       10/05/22
York CLO-3 AR NRN/A       10/05/22
York CLO-3 BR NRN/A       10/05/22
York CLO-3 CR NRN/A       10/05/22
York CLO-3 DR NRN/A       10/05/22
York CLO-3 ER NRN/A       10/05/22
York CLO-3 F NRN/A       10/05/22
York CLO-5 A NRN/A       10/05/22
York CLO-5 B NRN/A       10/05/22
York CLO-5 C1 NRN/A       10/05/22
York CLO-5 C2 NRN/A       10/05/22
York CLO-5 D NRN/A       10/05/22
York CLO-5 E NRN/A       10/05/22
York CLO-5 F NRN/A       10/05/22
Zais CLO 14 A1A NRN/A       10/05/22
Zais CLO 14 A1B NRN/A       10/05/22
Zais CLO 14 A2 NRN/A       10/05/22
Zais CLO 14 B NRN/A       10/05/22
Zais CLO 14 C NRN/A       10/05/22
Zais CLO 14 D NRN/A       10/05/22
Zais CLO 2 A2R NRN/A       10/05/22
Zais CLO 2 BR NRN/A       10/05/22
Zais CLO 2 CR NRN/A       10/05/22
Zais CLO 2 D NRN/A       10/05/22
Zais CLO 2 E NRN/A       10/05/22
Zais CLO 5 A1 NRN/A       10/05/22
Zais CLO 6 A1 NRN/A       10/05/22
Zais CLO 6 B NRN/A       10/05/22
Zais CLO 6 C NRN/A       10/05/22
AGL 2021-15A CLO A1L AGL 2021-15AAAA (sf)N/A32.39132140.41.06120274.42.2908/08/22
AIGIM 2020-1A CLO AL AIGIM 2020-1AAAA (sf)N/A32.1121.6131.41.08120234.61.9508/08/22
APID 2019-31A CLO X APID 2019-31ANRN/A 122.9131.61.07120240.92.0108/08/22
BATLN 2021-21A CLO AL BATLN 2021-21AAAA (sf)N/A32.19121.6131.81.08120239.6208/08/22
CIFC 2013-1A CLO XR CIFC 2013-1ANRN/A 114.1119.31.05115195.11.708/08/22
HLA 2015-3A CLO A1R HLA 2015-3ANRAAA 117.1176.81.51115276.22.408/08/22
JFIN 2015-2A CLO A1R JFIN 2015-2ANRAAA 122.6216.91.77120423.63.5308/08/22
KVK 2013-1A CLO AR KVK 2013-1ANRAAA 122241.61.98117.5422.83.608/08/22
MAGNE 2016-17A CLO XR MAGNE 2016-17ANRAAA 123.7132.51.07120217.11.8108/08/22
NEUB 2018-30A CLO AL NEUB 2018-30AAAA (sf)N/A32.86121.6131.21.08120254.82.1208/08/22
NEUB 2018-30A CLO BL NEUB 2018-30AAAA (sf)N/A17.48121.6131.21.08120254.82.1208/08/22
OZLM 2018-20A CLO X OZLM 2018-20ANRAAA 116.4121.81.05115205.71.7908/08/22
TELOS 2014-5A CLO A1R TELOS 2014-5ANRN/A 122.71881.53120324.72.7108/08/22
AWPT 2013-1A CLO X AWPT 2013-1ANRN/A 115120.91.05115156.41.3606/17/22
BNPIP 2014-2A CLO CR BNPIP 2014-2AAAA (sf)N/A82.23113.5498.64.39115937.38.1506/17/22
BNPIP 2014-2A CLO DR BNPIP 2014-2AAAA (sf)N/A36.01108.3150.91.391102212.0106/17/22
BNPIP 2014-2A CLO E BNPIP 2014-2AB- (sf)N/A-8.44104.490.30.86105106.51.0106/17/22
CANYC 2014-2A CLO AS CANYC 2014-2AAAA (sf)N/A33.51122.3130.11.06120311.62.606/17/22
CANYC 2014-2A CLO AJ CANYC 2014-2AAAA (sf)N/A31.4122.3130.11.06120311.62.606/17/22
CANYC 2014-2A CLO BR CANYC 2014-2AAAA (sf)N/A20.84122.3130.11.06120311.62.606/17/22
CANYC 2014-2A CLO CR CANYC 2014-2AA+ (sf)N/A13.19113.1118.61.05115266.22.3106/17/22