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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
BLUEM 2015-4A CLO X BLUEM 2015-4ANRN/A 123.33131.241.06120356.092.9712/07/21
BLUEM 2015-4A CLO A1R BLUEM 2015-4AAAA (sf)AAA39.44123.33131.241.06120356.092.9712/07/21
BLUEM 2015-4A CLO A2R BLUEM 2015-4AAAA (sf)AAA35.38123.33131.241.06120356.092.9712/07/21
BLUEM 2015-4A CLO BR BLUEM 2015-4AAAA (sf)N/A24.21123.33131.241.06120356.092.9712/07/21
BLUEM 2015-4A CLO CR BLUEM 2015-4AA+ (sf)N/A17.11113.95119.981.05115308.792.6912/07/21
BLUEM 2015-4A CLO DR BLUEM 2015-4ABB+ (sf)N/A11.02107.64111.771.04110263.312.3912/07/21
BLUEM 2015-4A CLO ER BLUEM 2015-4ABB (sf)N/A6.96104.7106.891.02105220.572.112/07/21
BLUEM 2015-4A CLO FR BLUEM 2015-4ACCC+ (sf)N/A4.93      12/07/21
APEXC 2018-1A CLO A1B APEXC 2018-1AAAA (sf)AAA34.18121.58128.491.06120398.143.3212/07/21
APEXC 2018-1A CLO B APEXC 2018-1AAAA (sf)AA23.04121.58128.491.06120398.143.3212/07/21
AMMC 2017-20A CLO BR AMMC 2017-20AAAA (sf)N/A24.54121.71131.871.08120328.932.7412/07/21
MORGN 2017-1A A CLO BR MORGN 2017-1A AAAA (sf)N/A24.47121.6129.511.07120322.762.6912/07/21
BATPK 2019-1A CLO AL BATPK 2019-1AAAA (sf)N/A25.06113.7121.311.07110231.672.1112/07/21
CBAM 2017-3A CLO CR CBAM 2017-3AAA+ (sf)A18.49115.3122.641.06110268.542.4412/07/21
CBAM 2017-3A CLO DR CBAM 2017-3ABBB+ (sf)BBB-12.56108.94114.321.05105228.422.1812/07/21
CBAM 2017-3A CLO ER CBAM 2017-3ABB+ (sf)BB-7.53103.7108.111.04   12/07/21
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A22.99120.9129.851.07120339.772.8312/07/21
GCBSL 2019-40A CLO AR GCBSL 2019-40AAAA (sf)N/A36.74128.6139.111.08120339.912.8312/07/21
GCBSL 2019-40A CLO BR GCBSL 2019-40AAAA (sf)N/A28.12128.6139.111.08120339.912.8312/07/21
GCBSL 2019-40A CLO CR GCBSL 2019-40AAA+ (sf)N/A22.95121.8129.791.07110302.392.7512/07/21
GCBSL 2019-40A CLO DR GCBSL 2019-40AA- (sf)N/A16.73113.6120.091.06105252.212.412/07/21
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB-10.41107.2111.621.04   12/07/21
BABSN 2016-2A CLO AR BABSN 2016-2AAAA (sf)AAA47.34123.3145.661.18120315.312.6312/07/21
BABSN 2016-2A CLO BR BABSN 2016-2AAAA (sf)AA+31.38123.3145.661.18120315.312.6312/07/21
BABSN 2016-2A CLO CR BABSN 2016-2AAAA (sf)A+23.9117131.341.12115265.872.3112/07/21
BABSN 2016-2A CLO DR BABSN 2016-2AA+ (sf)BBB16.08109.6119.11.09110214.841.9512/07/21
BABSN 2016-2A CLO ER BABSN 2016-2ABB+ (sf)BB-8.76104.7109.551.05105158.861.5112/07/21
ANCHF 2015-2A CLO BR ANCHF 2015-2AAAA (sf)AA-39.07150163.371.09110199.761.8212/07/21
CIFC 2015-4A CLO A1B2 CIFC 2015-4AAAA (sf)AAA38.16114.7122.671.07110333.993.0412/07/21
CIFC 2015-4A CLO BR2 CIFC 2015-4AA+ (sf)N/A18.7114.7122.671.07110333.993.0412/07/21
ALLPK 2019-1A CLO B1 ALLPK 2019-1AAAA (sf)N/A24.15121.6131.841.08120286.442.3912/07/21
ALLPK 2019-1A CLO B2 ALLPK 2019-1AAAA (sf)N/A24.15121.6131.841.08120286.442.3912/07/21
CGMS 2015-3A CLO BR CGMS 2015-3AAA+ (sf)A+18.56116.81122.781.05105382.263.6412/07/21
CFIP 2018-1A CLO B CFIP 2018-1AAAA (sf)N/A25.34121.6133.631.1120312.872.6112/07/21
CATSK 2017-1A CLO A1B CATSK 2017-1AAAA (sf)AAA33.11114.82120.611.05115301.22.6212/07/21
CATSK 2017-1A CLO B CATSK 2017-1AA+ (sf)A17.09114.82120.611.05115301.22.6212/07/21
CGMS 2012-3A CLO A1BR2 CGMS 2012-3AAAA (sf)AAA33.49113.8118.771.04115237.162.0612/07/21
CGMS 2012-3A CLO A2BR2 CGMS 2012-3AAAA (sf)N/A22.19113.8118.771.04115237.162.0612/07/21
CGMS 2012-3A CLO BR2 CGMS 2012-3AA+ (sf)N/A15.95113.8118.771.04115237.162.0612/07/21
ATCLO 2018-9A B ATCLO 2018-9AAAA (sf)N/A31.73119.9144.51.21115398.983.4712/07/21
BATPK 2019-1A CLO B1 BATPK 2019-1AA+ (sf)N/A17.57113.7121.311.07110231.672.1112/07/21
BATPK 2019-1A CLO B2 BATPK 2019-1AA+ (sf)N/A17.57113.7121.311.07110231.672.1112/07/21
BATPK 2019-1A CLO C BATPK 2019-1ABB+ (sf)N/A12.57108.3114.381.06105204.511.9512/07/21
BATPK 2019-1A CLO D BATPK 2019-1ABB (sf)N/A8.83105.1109.681.04   12/07/21
JFIN 2017-2A CLO BR JFIN 2017-2AAAA (sf)N/A24.08122.45131.371.07120314.262.6212/07/21
ALLEG 2018-2A CLO B1 ALLEG 2018-2AAAA (sf)AA23.79122.98131.051.07120332.572.7712/07/21
ALLEG 2018-2A CLO B2 ALLEG 2018-2AAAA (sf)AA23.79122.98131.051.07120332.572.7712/07/21
BLUEM 2017-1A CLO A1R BLUEM 2017-1AAAA (sf)N/A37.73123.69132.091.07120384.643.2112/07/21
BLUEM 2017-1A CLO A2 BLUEM 2017-1AAAA (sf)AAA32.71123.69132.091.07120384.643.2112/07/21
BLUEM 2017-1A CLO BR BLUEM 2017-1AAAA (sf)N/A24.88123.69132.091.07120384.643.2112/07/21