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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 2018-22A CLO D BLUEM 2018-22ABB+ (sf)N/A12.01108.27112.791.04110259.42.3612/07/21
BLUEM 2018-22A CLO E BLUEM 2018-22ABB- (sf)N/A7.74103.98107.571.03105221.072.1112/07/21
CRMN 2013-1A CLO BR CRMN 2013-1AAAA (sf)AAA39.24121.26163.381.35120471.73.9312/07/21
CGMS 2017-1A CLO BR CGMS 2017-1AA+ (sf)A16.67114.6119.991.05115305.032.6512/07/21
AMMC 2014-14A CLO B1LR AMMC 2014-14ABBB+ (sf)BBB-11.05      12/07/21
AMMC 2014-14A CLO B2L1R AMMC 2014-14ABB- (sf)BB-5.34      12/07/21
AMMC 2014-14A CLO B2L2R AMMC 2014-14ABB- (sf)BB-5.34      12/07/21
BABSN 2018-4A CLO A1 BABSN 2018-4AAAA (sf)AAA38.55122.9131.921.07120309.612.5812/07/21
BABSN 2018-4A CLO A2 BABSN 2018-4AAAA (sf)AAA34.52122.9131.921.07120309.612.5812/07/21
BABSN 2018-4A CLO B BABSN 2018-4AAAA (sf)AA24.2122.9131.921.07120309.612.5812/07/21
BABSN 2018-4A CLO C BABSN 2018-4AAA+ (sf)A19.16116.6123.71.06115277.542.4112/07/21
APEXC 2019-2A CLO B APEXC 2019-2AAAA (sf)N/A23.75120.72131.161.09120282.232.3512/07/21
CIFC 2019-5A CLO B CIFC 2019-5AA+ (sf)A19.45115.46124.151.08115261.862.2812/07/21
BABSN 2018-2A CLO X BABSN 2018-2ANRN/A 116.3123.561.06115324.192.8212/07/21
BABSN 2018-2A CLO A1A BABSN 2018-2AAAA (sf)AAA43.16116.3123.561.06115324.192.8212/07/21
BABSN 2018-2A CLO A1B BABSN 2018-2AAAA (sf)AAA35.62116.3123.561.06115324.192.8212/07/21
BABSN 2018-2A CLO A2 BABSN 2018-2AAAA (sf)AA+27.42116.3123.561.06115324.192.8212/07/21
BABSN 2018-2A CLO B BABSN 2018-2AAA+ (sf)A19.07116.3123.561.06115324.192.8212/07/21
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA37.13114122.21.07115276.622.4112/07/21
BABSN 2019-2A CLO A2R BABSN 2019-2AAAA (sf)N/A24.17114122.21.07115276.622.4112/07/21
BABSN 2019-2A CLO BR BABSN 2019-2AA+ (sf)N/A18.17114122.21.07115276.622.4112/07/21
BABSN 2019-2A CLO CR BABSN 2019-2ABB+ (sf)N/A12.17107.66113.851.06110234.682.1312/07/21
BABSN 2019-2A CLO DR BABSN 2019-2ABB (sf)N/A8.44103.53109.221.05   12/07/21
BLUEM 2019-24A CLO AR BLUEM 2019-24AAAA (sf)N/A36.11121.58131.81.08120350.422.9212/07/21
BLUEM 2019-24A CLO BR BLUEM 2019-24AAAA (sf)N/A24.13121.58131.81.08120350.422.9212/07/21
BLUEM 2019-24A CLO CR BLUEM 2019-24AA+ (sf)N/A18.14113.95122.151.07110311.372.8312/07/21
BLUEM 2019-24A CLO D1R BLUEM 2019-24ABBB- (sf)N/A13.14107.64113.821.06105258.282.4612/07/21
BLUEM 2019-24A CLO D2R BLUEM 2019-24ABB+ (sf)N/A12.14107.64113.821.06105258.282.4612/07/21
BLUEM 2019-24A CLO ER BLUEM 2019-24ABB (sf)N/A8.4103.49109.171.05   12/07/21
CBAM 2017-2A CLO X CBAM 2017-2AAAA (sf)AAA 121.58130.841.08120273.472.2812/07/21
CBAM 2017-2A CLO AR CBAM 2017-2AAAA (sf)AAA35.69121.58130.841.08120273.472.2812/07/21
CBAM 2017-2A CLO BR CBAM 2017-2AAAA (sf)AA23.64121.58130.841.08120273.472.2812/07/21
CBAM 2017-2A CLO CR CBAM 2017-2AAA+ (sf)A18.51115.31122.611.06110248.592.2612/07/21
CBAM 2017-2A CLO DR CBAM 2017-2ABBB+ (sf)BBB-12.49108.82114.171.05105215.52.0512/07/21
CBAM 2017-2A CLO ER CBAM 2017-2ABB+ (sf)BB-7.56103.7108.081.04   12/07/21
CFIP 2014-1A CLO BR CFIP 2014-1AAAA (sf)N/A25.47124134.21.08120263.612.212/07/21
CARVL 2018-1A CLO B CARVL 2018-1AAAA (sf)AA24.86123.42133.081.08120324.852.7112/07/21
ARES 2019-53A CLO B ARES 2019-53AAA+ (sf)N/A25124.21133.21.07120320.952.6712/07/21
ANCHF 2020-10A CLO B ANCHF 2020-10AAAA (sf)AA-38.28148.4161.141.09110177.551.6112/07/21
CANYC 2017-1A CLO BR CANYC 2017-1AAAA (sf)AA+23.47122.32130.681.07120347.192.8912/07/21
WELF 2015-1A CLO BR4 WELF 2015-1AAAA (sf)N/A24.77123.69131.511.06120336.522.812/07/21
REGT8 2017-1A CLO B REGT8 2017-1AAAA (sf)AA23.63121.58130.651.07120319.912.6712/07/21
VOYA 2017-2A CLO A2BR VOYA 2017-2AAAA (sf)N/A22.61113.21118.831.05115287.642.512/07/21
VOYA 2017-2A CLO BR VOYA 2017-2AA+ (sf)N/A15.99113.21118.831.05115287.642.512/07/21
VOYA 2016-2A CLO BR VOYA 2016-2AA+ (sf)A-15.11113117.881.04115265.482.3112/07/21
VOYA 2018-1A CLO B VOYA 2018-1AA+ (sf)N/A17.04114.62120.381.05115318.32.7712/07/21
VERDE 2019-1A CLO BR VERDE 2019-1AAAA (sf)AA23.94121.6131.331.08120334.312.7912/07/21
RGTII 2013-2A CLO BR3 RGTII 2013-2AA+ (sf)N/A16.77111.2119.81.08112.5323.372.8712/07/21
VOYA 2019-3A CLO B1 VOYA 2019-3AAAA (sf)N/A23.88121.6131.371.08115276.452.412/07/21
VOYA 2019-3A CLO B2 VOYA 2019-3AAAA (sf)N/A23.88121.6131.371.08115276.452.412/07/21