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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
BABSN 2019-4A CLO A2 BABSN 2019-4AAAA (sf)AAA35.79121.9132.81.09120268.32.2402/28/22
BABSN 2019-4A CLO B1 BABSN 2019-4AAAA (sf)N/A23.95121.9132.81.09120268.32.2402/28/22
BABSN 2019-4A CLO B2 BABSN 2019-4AAAA (sf)N/A23.95121.9132.81.09120268.32.2402/28/22
BABSN 2019-4A CLO C BABSN 2019-4AA+ (sf)N/A17.93114.21231.08115237.22.0602/28/22
BABSN 2019-4A CLO D BABSN 2019-4ABB+ (sf)N/A11.91107.9114.61.06110201.51.8302/28/22
BABSN 2019-4A CLO E BABSN 2019-4ABB- (sf)BB-7.7104.2109.41.05105171.81.6402/28/22
BATLN 2016-10A CLO A1R2 BATLN 2016-10AAAA (sf)N/A36.65115123.21.071103222.9302/28/22
BATLN 2016-10A CLO A2R2 BATLN 2016-10AAAA (sf)N/A23.58115123.21.071103222.9302/28/22
BATLN 2016-10A CLO BR2 BATLN 2016-10AAA+ (sf)N/A17.55115123.21.071103222.9302/28/22
BATLN 2016-10A CLO CR2 BATLN 2016-10ABBB+ (sf)N/A11.52108.1114.81.06105271.92.5902/28/22
BATLN 2016-10A CLO DR2 BATLN 2016-10ABB+ (sf)N/A8104.7110.41.05   02/28/22
BATLN 2017-11A CLO AR BATLN 2017-11AAAA (sf)AAA37.12122.4132.51.08120350.62.9202/28/22
BATLN 2017-11A CLO BR BATLN 2017-11AAAA (sf)AA23.44122.4132.71.08120364.73.0402/28/22
BATLN 2017-11A CLO CR BATLN 2017-11AAA+ (sf)A18.41116.3124.51.07110325.52.9602/28/22
BATLN 2017-11A CLO DR BATLN 2017-11ABBB+ (sf)BBB-12.04109.3115.51.06105270.42.5802/28/22
BATLN 2017-11A CLO ER BATLN 2017-11ABB+ (sf)BB-7.96104.7110.31.05   02/28/22
BATLN 2018-12A CLO A1 BATLN 2018-12AAAA (sf)AAA35.13123.8133.31.08120397.53.3102/28/22
BATLN 2018-12A CLO A2R BATLN 2018-12AAAA (sf)AAA35.13123.8133.31.08120397.53.3102/28/22
BATLN 2018-12A CLO B1 BATLN 2018-12AAAA (sf)AA24.23123.8133.31.08120397.53.3102/28/22
BATLN 2018-12A CLO B2R BATLN 2018-12AAAA (sf)AA24.23123.8133.31.08120397.53.3102/28/22
BATLN 2018-12A CLO C1 BATLN 2018-12AAA+ (sf)A19.12117.3124.91.06112.5357.73.1802/28/22
BATLN 2018-12A CLO C2R BATLN 2018-12AAA+ (sf)A19.12117.3124.91.06112.5357.73.1802/28/22
BATLN 2018-12A CLO D BATLN 2018-12ABBB+ (sf)BBB-12.78110.2115.81.05107.5307.52.8602/28/22
BATLN 2018-12A CLO E BATLN 2018-12ABB (sf)BB-6.74103.7108.31.04   02/28/22
BATLN 2019-14A CLO AR BATLN 2019-14AAAA (sf)AAA36.26127137.11.08120369.63.0802/28/22
BATLN 2019-14A CLO BR BATLN 2019-14AAAA (sf)AA24.12123.3133.51.08120383.73.202/28/22
BLUEM 2019-24A CLO D2R BLUEM 2019-24ABB+ (sf)N/A11.55107.6113.61.06105240.72.2902/28/22
BLUEM 2019-24A CLO ER BLUEM 2019-24ABB (sf)N/A7.78103.51091.05   02/28/22
BLUEM 2019-25A CLO AR BLUEM 2019-25AAAA (sf)AAA35.18121.6131.71.08120319.92.6702/28/22
BLUEM 2019-25A CLO BR BLUEM 2019-25AAAA (sf)N/A23.03121.6131.41.08120316.52.6402/28/22
BLUEM 2019-25A CLO CR BLUEM 2019-25AA+ (sf)N/A16.95114121.81.07110280.32.5502/28/22
BLUEM 2019-25A CLO D1R BLUEM 2019-25ABBB- (sf)N/A12.14107.6113.51.05105239.32.2802/28/22
BLUEM 2019-25A CLO D2R BLUEM 2019-25ABB+ (sf)N/A10.88107.6113.51.05105239.32.2802/28/22
BLUEM 2019-25A CLO ER BLUEM 2019-25ABB- (sf)BB-6.83103.2108.51.05   02/28/22
BLUEM 2019-26A CLO AR BLUEM 2019-26AAAA (sf)N/A35.52121.6131.71.08120302.72.5202/28/22
BLUEM 2019-26A CLO BR BLUEM 2019-26AAAA (sf)N/A23.43121.6131.71.08120302.72.5202/28/22
BLUEM 2019-26A CLO CR BLUEM 2019-26AA+ (sf)N/A17.381141221.07115269.22.3402/28/22
BLUEM 2019-26A CLO D1R BLUEM 2019-26ABBB- (sf)N/A12.35107.6113.71.06110228.82.0802/28/22
BLUEM 2019-26A CLO D2R BLUEM 2019-26ABB+ (sf)N/A11.34107.6113.71.06110228.82.0802/28/22
BLUEM 2019-26A CLO ER BLUEM 2019-26ABB (sf)N/A7.31103.2108.81.05   02/28/22
BNPIP 2014-2A CLO AR BNPIP 2014-2ANRN/A 113.5285.32.51115432.83.7602/28/22
BNPIP 2014-2A CLO BR BNPIP 2014-2ANRAAA 113.5285.32.51115432.83.7602/28/22
BNPIP 2014-2A CLO CR BNPIP 2014-2AAAA (sf)N/A81.35113.5285.62.52115450.93.9202/28/22
BNPIP 2014-2A CLO DR BNPIP 2014-2AAAA (sf)N/A38.41108.3139.51.29110180.11.6402/28/22
BNPIP 2014-2A CLO E BNPIP 2014-2ACCC (sf)N/A-2.91104.493.50.910597.10.9202/28/22
BDRVR 2020-1A CLO AR BDRVR 2020-1AAAA (sf)N/A38.11122.2132.61.09120299.72.502/28/22
BDRVR 2020-1A CLO BR BDRVR 2020-1AAAA (sf)N/A24.02122.2132.61.09120299.72.502/28/22
BDRVR 2020-1A CLO CR BDRVR 2020-1AA+ (sf)N/A17.99114.4122.81.07115268.22.3302/28/22
BDRVR 2020-1A CLO DR BDRVR 2020-1ABB+ (sf)N/A12.14108.3114.61.06110232.92.1202/28/22
BDRVR 2020-1A CLO ER BDRVR 2020-1ABB (sf)N/A8.93105.8110.61.05105203.21.9402/28/22