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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
CBAM 2018-5A CLO C CBAM 2018-5AAA+ (sf)A17.69115.1121.51.06115345.39310/01/21
CBAM 2018-5A CLO D CBAM 2018-5ABBB+ (sf)BBB-11.36108.3112.821.04110297.452.710/01/21
CBAM 2018-5A CLO E CBAM 2018-5ABB (sf)BB-6.81103.7107.31.03   10/01/21
CBAM 2017-2A CLO X CBAM 2017-2AAAA (sf)AAA 121.58131.371.08120321.242.6810/01/21
CBAM 2017-2A CLO AR CBAM 2017-2AAAA (sf)AAA35.93121.58131.371.08120321.242.6810/01/21
CBAM 2017-2A CLO BR CBAM 2017-2AAAA (sf)AA23.91121.58131.371.08120321.242.6810/01/21
CBAM 2017-2A CLO CR CBAM 2017-2AAA+ (sf)A18.81115.31123.111.07110288.292.6210/01/21
CBAM 2017-2A CLO DR CBAM 2017-2ABBB+ (sf)BBB-12.81108.82114.631.05105245.812.3410/01/21
CBAM 2017-2A CLO ER CBAM 2017-2ABB+ (sf)BB-7.9103.7108.521.05   10/01/21
CANYC 2017-1A CLO BR CANYC 2017-1AAAA (sf)AA+23.42122.32130.581.07120301.082.5110/01/21
APID XXXA CLO A1B APID XXXAAAA (sf)AAA34.97114119.971.05115291.532.5410/01/21
APID XXXA CLO B APID XXXAA+ (sf)N/A16.68114119.971.05115291.532.5410/01/21
AMMC 2016-18A CLO BR AMMC 2016-18AAAA (sf)AA22.56122.55129.051.05120331.742.7610/01/21
BLUEM 2014-2A CLO X BLUEM 2014-2ANRN/A 121.5128.061.05120320.082.6710/01/21
BLUEM 2014-2A CLO A1R2 BLUEM 2014-2AAAA (sf)AAA37.88121.5128.061.05120320.082.6710/01/21
BLUEM 2014-2A CLO A2R2 BLUEM 2014-2AAAA (sf)AAA34.08121.5128.061.05120320.082.6710/01/21
BLUEM 2014-2A CLO BR2 BLUEM 2014-2AAAA (sf)N/A22.31121.5128.061.05120320.082.6710/01/21
BLUEM 2014-2A CLO CR2 BLUEM 2014-2AA+ (sf)N/A16.14113.9118.641.04115281.972.4510/01/21
BLUEM 2014-2A CLO DR2 BLUEM 2014-2ABB+ (sf)N/A10.06107.7110.631.03110242.572.2110/01/21
BLUEM 2014-2A CLO ER2 BLUEM 2014-2ABB- (sf)N/A6.17105106.041.01105207.361.9710/01/21
BLUEM 2014-2A CLO FR2 BLUEM 2014-2AB- (sf)N/A4.45      10/01/21
ANCHC 2016-8A CLO BR ANCHC 2016-8AAAA (sf)AAA30.73126.1144.371.14120424.093.5310/01/21
AGL 2020-4A CLO B1R AGL 2020-4AAAA (sf)AAA31.53137.45146.061.06120415.253.4610/01/21
AGL 2020-4A CLO B2R AGL 2020-4AAAA (sf)AAA31.53137.45146.061.06120415.253.4610/01/21
AMMC 2018-22A CLO B AMMC 2018-22AAAA (sf)N/A23.52121.6130.281.07120346.152.8810/01/21
AMMC 2018-22A CLO E1B AMMC 2018-22ABB (sf)N/A8.09104.5108.411.04105228.322.1710/01/21
BLUEM 2018-1A CLO X BLUEM 2018-1ANRN/A 121.62128.361.06120339.612.8310/01/21
BLUEM 2018-1A CLO A1 BLUEM 2018-1AAAA (sf)AAA38121.62128.361.06120339.612.8310/01/21
BLUEM 2018-1A CLO A2 BLUEM 2018-1AAAA (sf)AAA34.64121.62128.361.06120339.612.8310/01/21
BLUEM 2018-1A CLO B BLUEM 2018-1AAAA (sf)N/A22.58121.62128.361.06120339.612.8310/01/21
BLUEM 2018-1A CLO C BLUEM 2018-1AA+ (sf)N/A16.43114.02118.921.04115300.732.6210/01/21
BLUEM 2018-1A CLO D BLUEM 2018-1ABB+ (sf)N/A10.18107.58110.641.03110257.012.3410/01/21
BLUEM 2018-1A CLO E BLUEM 2018-1ABB- (sf)N/A6.15104.75105.91.01105218.042.0810/01/21
BLUEM 2018-1A CLO F BLUEM 2018-1ACCC (sf)N/A4.03      10/01/21
CGMS 2013-2A CLO BR CGMS 2013-2AAAA (sf)N/A26.12120.3134.511.12120400.093.3310/01/21
CBAM 2019-11A CLO A1 CBAM 2019-11AAAA (sf)AAA35.97122.5132.41.08120282.342.3510/01/21
CBAM 2019-11A CLO A2 CBAM 2019-11AAAA (sf)AAA35.97122.5132.41.08120282.342.3510/01/21
CBAM 2019-11A CLO B1 CBAM 2019-11AAAA (sf)AA24.47122.5132.41.08120282.342.3510/01/21
CBAM 2019-11A CLO B2 CBAM 2019-11AAAA (sf)AA24.47122.5132.41.08120282.342.3510/01/21
CBAM 2019-11A CLO C CBAM 2019-11AAA+ (sf)A19.87116.8124.791.07115256.252.2310/01/21
CBAM 2019-11A CLO D CBAM 2019-11ABBB+ (sf)BBB-13.47109.6115.561.05110216.621.9710/01/21
CBAM 2019-11A CLO E CBAM 2019-11ABB (sf)BB-7.96104.2108.651.04   10/01/21
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA40.27121.6130.961.08120316.12.6310/01/21
ARES 2014-31RA CLO B ARES 2014-31RAAA+ (sf)N/A21.99121.58128.071.05120394.553.2910/01/21
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA42.17125.1134.961.08120375.813.1310/01/21
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA35.92125.1134.961.08120375.813.1310/01/21
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A25.9125.1134.961.08120375.813.1310/01/21
BABSN 2019-3A CLO CR BABSN 2019-3AA+ (sf)N/A18.39114.7122.541.07115324.212.8210/01/21
BABSN 2019-3A CLO DR BABSN 2019-3ABB+ (sf)N/A12.63108.6114.461.05110281.472.5610/01/21
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)BB-8.19104.6108.921.04105227.552.1710/01/21