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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 2017-1A CLO B1 BABSN 2017-1AAAA (sf)AA+26.15126.1135.411.07120320.062.6712/07/21
BABSN 2017-1A CLO B2 BABSN 2017-1AAAA (sf)AA+26.15126.1135.411.07120320.062.6712/07/21
BABSN 2017-1A CLO C BABSN 2017-1AAA+ (sf)A18.62116122.881.06115270.142.3512/07/21
BABSN 2017-1A CLO D BABSN 2017-1ABBB+ (sf)BBB-12.94109.4114.861.05110230.222.0912/07/21
BABSN 2017-1A CLO E BABSN 2017-1ABB (sf)BB-7.56104.7108.181.03105187.151.7812/07/21
BABSN 2017-1A CLO F BABSN 2017-1ACCC+ (sf)B-5.55      12/07/21
AMMC 2017-21A CLO B AMMC 2017-21AAAA (sf)N/A22.42122.6128.181.05120298.122.4812/07/21
ALM 2020-1A CLO A1B ALM 2020-1AAAA (sf)AAA30.57113.7120.291.06110280.792.5512/07/21
ALM 2020-1A CLO B ALM 2020-1AA- (sf)N/A16.9113.7120.291.06110280.792.5512/07/21
BATPK 2019-1A CLO X BATPK 2019-1AAAA (sf)N/A 113.7121.311.07110231.672.1112/07/21
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AA22.44123.3128.851.05120313.432.6112/07/21
AIGIM 2019-2A CLO BR AIGIM 2019-2AAAA (sf)N/A23.99121.6131.331.08120289.912.4212/07/21
BDRVR 2020-1A CLO AR BDRVR 2020-1AAAA (sf)N/A38.6122.2132.531.08120296.52.4712/07/21
BDRVR 2020-1A CLO BR BDRVR 2020-1AAAA (sf)N/A24.63122.2132.531.08120296.52.4712/07/21
BDRVR 2020-1A CLO CR BDRVR 2020-1AAA- (sf)N/A18.64114.4122.771.07115264.52.312/07/21
BDRVR 2020-1A CLO DR BDRVR 2020-1ABBB+ (sf)N/A12.84108.3114.611.06110228.342.0812/07/21
BDRVR 2020-1A CLO ER BDRVR 2020-1ABB+ (sf)N/A9.65105.8110.561.04105197.81.8812/07/21
CANYC 2012-1RA CLO B CANYC 2012-1RAAAA (sf)AA+23.67122.94131.041.07120317.432.6512/07/21
BLUEM 2017-2A CLO A1A BLUEM 2017-2AAAA (sf)AAA39.08113.4120.021.06115275.432.412/07/21
BLUEM 2017-2A CLO A1B BLUEM 2017-2AAAA (sf)AAA32.94113.4120.021.06115275.432.412/07/21
BLUEM 2017-2A CLO A2 BLUEM 2017-2AAAA (sf)N/A23.47113.4120.021.06115275.432.412/07/21
BLUEM 2017-2A CLO B BLUEM 2017-2AA+ (sf)N/A17.03113.4120.021.06115275.432.412/07/21
BLUEM 2017-2A CLO C BLUEM 2017-2ABB+ (sf)N/A10.99107.1111.871.04110238.272.1712/07/21
BLUEM 2017-2A CLO D BLUEM 2017-2ABB- (sf)N/A7.36104.7107.491.03105204.991.9512/07/21
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AA29.86122.45138.651.13120374.613.1212/07/21
BLUEM 2019-25A CLO AR BLUEM 2019-25AAAA (sf)AAA36.07121.58131.721.08120319.912.6712/07/21
BLUEM 2019-25A CLO BR BLUEM 2019-25AAAA (sf)N/A24.08121.58131.721.08120319.912.6712/07/21
BLUEM 2019-25A CLO CR BLUEM 2019-25AA+ (sf)N/A18.09113.95122.081.07110282.212.5712/07/21
BLUEM 2019-25A CLO D1R BLUEM 2019-25ABBB (sf)N/A13.34107.64113.761.06105239.412.2812/07/21
BLUEM 2019-25A CLO D2R BLUEM 2019-25ABB+ (sf)N/A12.1107.64113.761.06105239.412.2812/07/21
BLUEM 2019-25A CLO ER BLUEM 2019-25ABB (sf)BB-8.1103.2108.811.05   12/07/21
MORGN 2019-4A CLO BR MORGN 2019-4AAAA (sf)AA23.12121.58129.471.06120339.372.8312/07/21
KKR 26 CLO BR KKR 26AAA (sf)N/A24.44122.14132.351.08120311.282.5912/07/21
AWPT 2013-1A CLO BR2 AWPT 2013-1AA+ (sf)N/A17.52115121.241.05115168.951.4712/07/21
ANCHC 2016-8A CLO BR ANCHC 2016-8AAAA (sf)AAA30.73126.1144.371.14120424.093.5312/07/21
CGMS 2013-4A CLO BRR CGMS 2013-4AAAA (sf)N/A21.44120.3127.171.06120326.552.7212/07/21
GCBSL 2019-41A CLO AR GCBSL 2019-41AAAA (sf)N/A39.37121.58131.571.08120280.932.3412/07/21
GCBSL 2019-41A CLO B1R GCBSL 2019-41AAAA (sf)N/A23.99121.58131.571.08120280.932.3412/07/21
GCBSL 2019-41A CLO B2R GCBSL 2019-41AAAA (sf)N/A23.99121.58131.571.08120280.932.3412/07/21
GCBSL 2019-41A CLO CR GCBSL 2019-41AA+ (sf)N/A18.49114.7122.691.07110251.842.2912/07/21
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A12.49108.29114.281.06105216.732.0612/07/21
DEN10 2013-1A CLO B1LR DEN10 2013-1ABBB+ (sf)N/A14.44      12/07/21
DEN10 2013-1A CLO B2LR DEN10 2013-1ABB- (sf)N/A8.43      12/07/21
DEN10 2013-1A CLO B3LR DEN10 2013-1ACCC- (sf)N/A6.42      12/07/21
ATCLO 2019-14A B1 ATCLO 2019-14AAAA (sf)AA22.06121.58128.11.05120239.89212/07/21
ATCLO 2019-14A B2 ATCLO 2019-14AAAA (sf)AA22.06121.58128.11.05120239.89212/07/21
CEDF 2014-4A CLO BRR CEDF 2014-4AAAA (sf)AA24.23121.9131.971.08120322.812.6912/07/21
CBAM 2017-3A CLO XR CBAM 2017-3AAAA (sf)AAA 121.58130.871.08120300.992.5112/07/21
CBAM 2017-3A CLO AR CBAM 2017-3AAAA (sf)AAA35.67121.58130.871.08120300.992.5112/07/21
CBAM 2017-3A CLO BR CBAM 2017-3AAAA (sf)AA23.61121.58130.871.08120300.992.5112/07/21