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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 2018-23A CLO B BLUEM 2018-23AAAA (sf)N/A23.96121.6130.561.07120324.232.710/01/21
BLUEM 2018-23A CLO C BLUEM 2018-23AA+ (sf)N/A18.21114.3121.371.06115288.472.5110/01/21
BLUEM 2018-23A CLO D BLUEM 2018-23ABB+ (sf)N/A12.01107.7112.821.05110249.112.2610/01/21
BLUEM 2018-23A CLO E BLUEM 2018-23ABB (sf)N/A8.61105.5108.621.03   10/01/21
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA37.47125.6134.441.07120351.692.9310/01/21
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA35.58125.6134.441.07120351.692.9310/01/21
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AA25.62125.6134.441.07120351.692.9310/01/21
CBAM 2019-10A CLO CR CBAM 2019-10AAAA (sf)A20.45118.8125.71.06115312.392.7210/01/21
CBAM 2019-10A CLO DR CBAM 2019-10AA+ (sf)BBB-13.96111.2116.221.05110258.262.3510/01/21
CBAM 2019-10A CLO E CBAM 2019-10ABB+ (sf)BB-7.53104.6108.141.03   10/01/21
APID 2016-25A CLO B1R APID 2016-25AA+ (sf)A17.04115.8120.531.04115306.022.6610/01/21
APID 2016-25A CLO B2R APID 2016-25AA+ (sf)A17.04115.8120.531.04115306.022.6610/01/21
ANNSA 2016-2A CLO BR ANNSA 2016-2AAAA (sf)AA22.98120.72129.671.07120338.572.8210/01/21
AIMCO 2015-AA CLO BR AIMCO 2015-AAAAA (sf)AAA31.78114.8131.941.15112.5364.863.2410/01/21
AMMC 2014-14A CLO B1LR AMMC 2014-14ABBB+ (sf)BBB-11.05      10/01/21
AMMC 2014-14A CLO B2L1R AMMC 2014-14ABB- (sf)BB-5.34      10/01/21
AMMC 2014-14A CLO B2L2R AMMC 2014-14ABB- (sf)BB-5.34      10/01/21
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA39.54121.6130.511.07120297.762.4810/01/21
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA32.49121.6130.511.07120297.762.4810/01/21
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA23.42121.6130.511.07120297.762.4810/01/21
CBAM 2017-1A CLO C CBAM 2017-1AAA+ (sf)A17.68114.4121.41.06115265.172.3110/01/21
CBAM 2017-1A CLO D CBAM 2017-1ABBB+ (sf)BBB-11.63108113.11.05110225.362.0510/01/21
CBAM 2017-1A CLO E CBAM 2017-1ABB (sf)BB-7.3104.7107.811.03   10/01/21
APEXC 2019-1A CLO B APEXC 2019-1AAA- (sf)A18.61115.46122.161.06110257.272.3410/01/21
BLACK 2016-1A CLO A1AR BLACK 2016-1AAAA (sf)AAA36.34113.5118.51.04110296.392.6910/01/21
BLACK 2016-1A CLO A1BR2 BLACK 2016-1AAAA (sf)N/A36.34113.5118.51.04110296.392.6910/01/21
BLACK 2016-1A CLO A2AR BLACK 2016-1AAAA (sf)N/A22.58113.5118.51.04110296.392.6910/01/21
BLACK 2016-1A CLO A2BR2 BLACK 2016-1AAAA (sf)N/A22.58113.5118.51.04110296.392.6910/01/21
BLACK 2016-1A CLO BR BLACK 2016-1AA+ (sf)N/A15.61113.5118.51.04110296.392.6910/01/21
BLACK 2016-1A CLO CR BLACK 2016-1ABB+ (sf)N/A10.8108112.11.04102264.432.5910/01/21
BLACK 2016-1A CLO DR BLACK 2016-1ABB- (sf)N/A6.18103.7106.591.03101222.622.210/01/21
BLUEM 2016-2A CLO X BLUEM 2016-2AAAA (sf)N/A 114120.331.06115245.012.1310/01/21
BLUEM 2016-2A CLO A1R BLUEM 2016-2AAAA (sf)AAA35.54114120.331.06115245.012.1310/01/21
BLUEM 2016-2A CLO A2R BLUEM 2016-2AAAA (sf)N/A23.46114120.331.06115245.012.1310/01/21
BLUEM 2016-2A CLO BR BLUEM 2016-2AA (sf)N/A17.42114120.331.06115245.012.1310/01/21
BLUEM 2016-2A CLO C1R BLUEM 2016-2ABB+ (sf)N/A13.89107.6112.131.04110208.421.8910/01/21
BLUEM 2016-2A CLO C2R BLUEM 2016-2ABB (sf)N/A11.37107.6112.131.04110208.421.8910/01/21
BLUEM 2016-2A CLO DR BLUEM 2016-2ABB- (sf)N/A7.34103.7107.251.03105176.121.6810/01/21
BSP 2018-16A CLO A1R BSP 2018-16AAAA (sf)AAA35.65124.35133.621.07120404.933.3710/01/21
BSP 2018-16A CLO A2R BSP 2018-16AAAA (sf)AAA33.14124.35133.621.07120404.933.3710/01/21
BSP 2018-16A CLO BR BSP 2018-16AAAA (sf)AA+25.16124.35133.621.07120404.933.3710/01/21
BSP 2018-16A CLO CR BSP 2018-16AAA- (sf)A20.06117.77125.091.06115362.113.1510/01/21
BSP 2018-16A CLO DR BSP 2018-16ABBB+ (sf)BBB-14.02110.95116.311.05110305.992.7810/01/21
BSP 2018-16A CLO E BSP 2018-16ABB (sf)BB-8.12104.43108.841.04   10/01/21
BCC 2019-1A CLO X BCC 2019-1AAAA (sf)AAA 123.33133.21.08120363.993.0310/01/21
BCC 2019-1A CLO AR BCC 2019-1AAAA (sf)AAA38.13123.33133.21.08120363.993.0310/01/21
BALLY 2018-1A CLO A1 BALLY 2018-1AAAA (sf)AAA34.37115.6121.121.05115363.13.1610/01/21
BALLY 2018-1A CLO A2 BALLY 2018-1AAAA (sf)AA22.67115.6121.121.05115363.13.1610/01/21
BALLY 2018-1A CLO B BALLY 2018-1AAA+ (sf)A17.69115.6121.121.05115363.13.1610/01/21
BALLY 2018-1A CLO C BALLY 2018-1ABBB+ (sf)BBB-10.87108.2111.851.03110300.542.7310/01/21