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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 A1 BABSN 2017-1AAAA (sf)AAA39.69126.1135.361.07120323.472.710/01/21
BABSN 2017-1A CLO A2 BABSN 2017-1AAAA (sf)AAA33.66126.1135.361.07120323.472.710/01/21
BABSN 2017-1A CLO B1 BABSN 2017-1AAAA (sf)AA+26.12126.1135.361.07120323.472.710/01/21
BABSN 2017-1A CLO B2 BABSN 2017-1AAAA (sf)AA+26.12126.1135.361.07120323.472.710/01/21
BABSN 2017-1A CLO C BABSN 2017-1AAA+ (sf)A18.58116122.831.06115273.192.3810/01/21
BABSN 2017-1A CLO D BABSN 2017-1ABBB+ (sf)BBB-12.91109.4114.821.05110232.992.1210/01/21
BABSN 2017-1A CLO E BABSN 2017-1ABB (sf)BB-7.53104.7108.141.03105189.591.8110/01/21
BABSN 2017-1A CLO F BABSN 2017-1ACCC (sf)B-5.52      10/01/21
MORGN 2018-2A CLO B1 MORGN 2018-2AAAA (sf)AA23.6122.4130.331.06120363.413.0310/01/21
MORGN 2018-2A CLO B2 MORGN 2018-2AAAA (sf)AA23.6122.4130.331.06120363.413.0310/01/21
CGMS 2013-1A CLO BRR CGMS 2013-1AA+ (sf)A16.97115.2120.441.05115536.434.6610/01/21
BLUEM 2017-1A CLO CR BLUEM 2017-1AA+ (sf)N/A17.38113.95119.681.05115324.472.8210/01/21
BLUEM 2017-1A CLO D BLUEM 2017-1ABB+ (sf)N/A11.93108.42112.291.04110273.362.4910/01/21
BLUEM 2017-1A CLO E BLUEM 2017-1ABB- (sf)BB7.3104.7106.671.02105223.452.1310/01/21
APID 2015-22A CLO BR APID 2015-22AA+ (sf)A17.05114.6120.381.05115269.112.3410/01/21
CGMS 2015-3A CLO BR CGMS 2015-3AAA+ (sf)A+18.56116.81122.781.05105382.263.6410/01/21
BABSN 2016-2A CLO AR BABSN 2016-2AAAA (sf)AAA42.34123.3138.961.13120312.442.610/01/21
BABSN 2016-2A CLO BR BABSN 2016-2AAAA (sf)AA+28.07123.3138.961.13120312.442.610/01/21
BABSN 2016-2A CLO CR BABSN 2016-2AAAA (sf)A+21.38117127.141.09115269.082.3410/01/21
BABSN 2016-2A CLO DR BABSN 2016-2ABBB+ (sf)BBB14.39109.6116.761.07110222.362.0210/01/21
BABSN 2016-2A CLO ER BABSN 2016-2ABB (sf)BB-7.85104.7108.481.04105168.621.6110/01/21
BATLN 2019-16A CLO A BATLN 2019-16AAAA (sf)AAA37.17121.6131.931.08120292.212.4410/01/21
BATLN 2019-16A CLO AF BATLN 2019-16AAAA (sf)AAA37.17121.6131.931.08120292.212.4410/01/21
BSP 2013-IIIA CLO X BSP 2013-IIIANRN/A 113.8118.351.04115281.042.4410/01/21
BSP 2013-IIIA CLO A1R2 BSP 2013-IIIAAAA (sf)N/A37.3113.8118.351.04115281.042.4410/01/21
BSP 2013-IIIA CLO A2R2 BSP 2013-IIIAAAA (sf)N/A22.9113.8118.351.04115281.042.4410/01/21
BSP 2013-IIIA CLO BR2 BSP 2013-IIIAA+ (sf)N/A15.64113.8118.351.04115281.042.4410/01/21
BSP 2013-IIIA CLO CR BSP 2013-IIIABB+ (sf)N/A9.67107.8110.531.03110232.472.1110/01/21
BSP 2013-IIIA CLO DR BSP 2013-IIIAB+ (sf)N/A4.94103.46105.031.02105189.181.810/01/21
BATLN 2019-16A CLO B BATLN 2019-16AAAA (sf)N/A24.2121.6131.931.08120292.212.4410/01/21
BATLN 2019-16A CLO C BATLN 2019-16AAA+ (sf)N/A19.22115.5123.791.07115248.822.1610/01/21
BATLN 2019-16A CLO D BATLN 2019-16ABBB+ (sf)N/A13.23108.9115.251.06110211.231.9210/01/21
BATLN 2019-16A CLO E BATLN 2019-16ABB+ (sf)N/A9.24105.9110.191.04   10/01/21
AGL 2019-2A CLO B AGL 2019-2AAAA (sf)AA+33.89143151.261.06120348.312.910/01/21
CGMS 2017-5A CLO A1B CGMS 2017-5AAAA (sf)AAA32.33113.5119.031.05115307.462.6710/01/21
CGMS 2017-5A CLO B CGMS 2017-5AA+ (sf)N/A16113.5119.031.05115307.462.6710/01/21
ANCHF 2018-5A CLO BR2 ANCHF 2018-5AAAA (sf)N/A40.31149.6165.821.11110204.041.8510/01/21
AIMCO 2017-AA CLO BR AIMCO 2017-AAAAA (sf)N/A24121.3131.081.08120342.942.8610/01/21
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA38.95122.45130.041.06120260.292.1710/01/21
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA32.85122.45130.041.06120260.292.1710/01/21
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA23.18122.45130.041.06120260.292.1710/01/21
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA23.18122.45130.041.06120260.292.1710/01/21
ATCLO 2018-11A B ATCLO 2018-11AAAA (sf)AA23.68124.05130.831.05120309.152.5810/01/21
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA37.07114122.091.07115292.212.5410/01/21
BABSN 2019-2A CLO A2R BABSN 2019-2AAAA (sf)N/A24.1114122.091.07115292.212.5410/01/21
BABSN 2019-2A CLO BR BABSN 2019-2AA+ (sf)N/A18.1114122.091.07115292.212.5410/01/21
BABSN 2019-2A CLO CR BABSN 2019-2ABB+ (sf)N/A12.09107.66113.751.06110247.952.2510/01/21
BABSN 2019-2A CLO DR BABSN 2019-2ABB (sf)N/A8.36103.53109.121.05   10/01/21
ALM 2020-1A CLO A1B ALM 2020-1AAAA (sf)AAA30.75113.7120.631.06110311.692.8310/01/21
ALM 2020-1A CLO B ALM 2020-1AA (sf)N/A17.11113.7120.631.06110311.692.8310/01/21