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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
CGMS 2016-2A CLO B CGMS 2016-2AAAA (sf)N/A14.4113.71191.05115276.62.4111/04/22
CGMS 2017-3A CLO A1BR CGMS 2017-3AAAA (sf)N/A27.22114.2118.51.04115162.31.4111/04/22
BABSN 2013-IA CLO ER BABSN 2013-IABBB+ (sf)N/A2.63104.7107.11.02   11/04/22
AIGIM 2021-3A CLO B AIGIM 2021-3AAAA (sf)AA19.51121.6131.61.08120172.21.4311/04/22
CGMS 2016-4A CLO BR CGMS 2016-4AAAA (sf)A+10.97113.1118.61.05115141.11.2311/04/22
CGMS 2021-9A CLO B CGMS 2021-9AAAA (sf)AA18.19121.6131.91.08120186.41.5511/04/22
ATCLO 2021-16A B1 ATCLO 2021-16AAAA (sf)N/A20.15121.6131.81.08120172.71.4411/04/22
OCP 2019-16A CLO BR OCP 2019-16AAAA (sf)N/A18.01122.1131.91.08120196.61.6411/04/22
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A18.36121.6131.91.08120181.71.5111/04/22
AIMCO 2018-BA CLO AR AIMCO 2018-BAAAA (sf)AAA30.76123.2132.81.08120173.91.4511/04/22
BLUEM 2014-2A CLO ER2 BLUEM 2014-2ABB- (sf)N/A-1.68105106.41.011051301.2411/04/22
AIGIM 2019-2A CLO BR AIGIM 2019-2AAAA (sf)N/A19.41121.6131.61.081201561.311/04/22
BLUEM 2014-2A CLO CR2 BLUEM 2014-2AA+ (sf)N/A9.12113.9119.11.05115156.71.3611/04/22
FCBSL 2017-2A CLO E FCBSL 2017-2ABB+ (sf)N/A4.31104.7110.81.06105148.71.4211/04/22
BLUEM 2014-2A CLO A2R2 BLUEM 2014-2AAAA (sf)AAA28.56121.5128.51.06120172.21.4311/04/22
CATLK 2021-6A CLO B CATLK 2021-6AAAA (sf)N/A17.07121.6131.41.08120159.31.3311/04/22
CATSK 2017-1A CLO A1B CATSK 2017-1AAAA (sf)AAA28.98114.8119.41.04115158.11.3711/04/22
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)N/A31.96115.1123.91.08115162.41.4111/04/22
FCBSL 2017-2A CLO B2R FCBSL 2017-2AAAA (sf)N/A20.87121.6132.91.09120199.31.6611/04/22
CATSK 2017-1A CLO B CATSK 2017-1AAA- (sf)A10.79114.8119.41.04115158.11.3711/04/22
CEDF 2021-14A CLO B CEDF 2021-14AAAA (sf)N/A18.31121.61321.09120181.11.5111/04/22
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA33.93121.6129.41.06120171.71.4311/04/22
CBAM 2017-1A CLO D CBAM 2017-1ABBB+ (sf)BBB-3.33108112.21.04110139.61.2711/04/22
CBAM 2017-2A CLO AR CBAM 2017-2AAAA (sf)AAA28.98121.6130.41.07120158.11.3211/04/22
CBAM 2017-3A CLO XR CBAM 2017-3AAAA (sf)AAA 121.6130.51.07120158.81.3211/04/22
CBAM 2017-3A CLO AR CBAM 2017-3AAAA (sf)AAA28.94121.6130.51.07120158.81.3211/04/22
CBAM 2017-3A CLO DR CBAM 2017-3ABB+ (sf)BBB-3.4108.91141.05105132.81.2611/04/22
CBAM 2018-5A CLO B1 CBAM 2018-5AAAA (sf)AA15.14121.6130.31.07120178.11.4811/04/22
APEXC 2018-1A CLO B APEXC 2018-1AAAA (sf)AA15.42121.61291.06120177.91.4811/04/22
VIBR 2017-7A CLO A1R VIBR 2017-7AAAA (sf)AAA28.91115.8120.41.04115154.71.3511/04/22
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A18.57121.6131.91.08120178.41.4911/04/22
CBAM 2018-6A CLO A1R CBAM 2018-6AAAA (sf)AAA28.27121.2129.91.07120166.41.3911/04/22
CBAM 2018-6A CLO A2R CBAM 2018-6AAAA (sf)AAA28.27121.2129.91.07120166.41.3911/04/22
BCC 2020-3A CLO A2R BCC 2020-3AAAA (sf)AAA30.88121.5131.91.09120177.11.4811/04/22
CBAM 2018-6A CLO B1R CBAM 2018-6AAAA (sf)AA14.54121.2129.91.07120166.41.3911/04/22
CBAM 2018-6A CLO B2R CBAM 2018-6AAAA (sf)AA14.54121.2129.91.07120166.41.3911/04/22
CBAM 2018-6A CLO CR CBAM 2018-6AA+ (sf)A9.5115.8122.71.06115154.41.3411/04/22
CBAM 2018-6A CLO DR CBAM 2018-6ABB+ (sf)BBB-2.66109.11141.04110138.11.2611/04/22
CBAM 2018-6A CLO ER CBAM 2018-6ABB- (sf)BB--3.11104.2107.71.03   11/04/22
ARES 2014-31RA CLO B ARES 2014-31RAAAA (sf)N/A15.92121.6129.21.06120171.21.4311/04/22
GUGG4 2016-1A CLO A2RB4R GUGG4 2016-1AAAA (sf)AA-18.42116.1121.21.04110158.51.4411/04/22
ABBSL 2021-3A CLO D ABBSL 2021-3ABBB+ (sf)N/A5.47107.61141.06110143.81.3111/04/22
CBAM 2018-7A CLO A CBAM 2018-7AAAA (sf)AAA28.09123.1130.51.06120179.11.4911/04/22
CBAM 2018-7A CLO C CBAM 2018-7AA+ (sf)A9.77116.5122.11.05115165.61.4411/04/22
CBAM 2018-7A CLO E CBAM 2018-7ABB- (sf)BB--3.38103.7106.61.03   11/04/22
CBAM 2018-8A CLO B1 CBAM 2018-8AAAA (sf)AAA20.12122.5135.31.1120179.21.4911/04/22
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AA17.99125.6133.91.07120183.81.5311/04/22
CBAM 2019-10A CLO DR CBAM 2019-10ABBB+ (sf)BBB-5.14111.2115.71.04110149.81.3611/04/22
CBAM 2019-9A CLO B2 CBAM 2019-9AAAA (sf)AA+17.91123.3132.61.08120171.81.4311/04/22
CBAM 2019-9A CLO E CBAM 2019-9ABB (sf)BB--1.79103.9107.21.03   11/04/22