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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
CEDF 2019-10A CLO B CEDF 2019-10AAAA (sf)N/A23.97121.6131.531.08120275.352.2910/01/21
CARVL 2019-1A CLO BR CARVL 2019-1AAAA (sf)AA25.7124.07134.591.08120352.32.9410/01/21
CATLK 2016-4A CLO BR CATLK 2016-4AAA+ (sf)N/A22.63122.01128.441.05120257.052.1410/01/21
AIMCO 2018-AA CLO B AIMCO 2018-AAAAA (sf)AA+24.3122.5131.571.07120359.46310/01/21
BABSN 2018-1A CLO A1 BABSN 2018-1AAAA (sf)AAA33.83113.95119.81.05110342.713.1210/01/21
BABSN 2018-1A CLO A2 BABSN 2018-1AAAA (sf)AA22.63113.95119.81.05110342.713.1210/01/21
BABSN 2018-1A CLO B BABSN 2018-1AA+ (sf)A16.53113.95119.81.05110342.713.1210/01/21
BABSN 2018-1A CLO C BABSN 2018-1ABB+ (sf)BBB-10.42107.64111.631.04105293.452.7910/01/21
BABSN 2018-1A CLO D BABSN 2018-1ABB- (sf)BB-6.35103.7106.781.03   10/01/21
BKPRK 2019-1A CLO A1 BKPRK 2019-1AAAA (sf)N/A42.25122.45132.211.08120256.432.1410/01/21
BKPRK 2019-1A CLO A2 BKPRK 2019-1AAAA (sf)N/A34.88122.45132.211.08120256.432.1410/01/21
BKPRK 2019-1A CLO B1 BKPRK 2019-1AAAA (sf)N/A24.36122.45132.211.08120256.432.1410/01/21
BKPRK 2019-1A CLO B2 BKPRK 2019-1AAAA (sf)N/A24.36122.45132.211.08120256.432.1410/01/21
BKPRK 2019-1A CLO C BKPRK 2019-1AA+ (sf)N/A18.6115.08122.861.07115229.11.9910/01/21
BKPRK 2019-1A CLO D BKPRK 2019-1ABB+ (sf)N/A12.59108.61114.411.05110197.521.810/01/21
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA36.93121.6130.961.08120316.12.6310/01/21
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AA+23.92121.6130.961.08120316.12.6310/01/21
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AA+23.92121.6130.961.08120316.12.6310/01/21
BKPRK 2019-1A CLO E BKPRK 2019-1ABB- (sf)N/A9.09105.69109.991.04105173.321.6510/01/21
BSP 2016-9A CLO AR BSP 2016-9AAAA (sf)AAA38.19120.281281.06120327.442.7310/01/21
BSP 2016-9A CLO BR BSP 2016-9AAAA (sf)N/A21.9120.281281.06120327.442.7310/01/21
BSP 2016-9A CLO CR BSP 2016-9AA- (sf)N/A16.19113.9119.281.05110294.842.6810/01/21
BSP 2016-9A CLO DR BSP 2016-9ABB+ (sf)N/A10.48107.66111.671.04105256.972.4510/01/21
BSP 2016-9A CLO ER BSP 2016-9ABB- (sf)N/A6.78104.15107.241.03   10/01/21
ALLEG 2019-2A CLO A1B ALLEG 2019-2AAAA (sf)AAA38.94121.6130.991.08120255.382.1310/01/21
ALLEG 2019-2A CLO A2B ALLEG 2019-2AAAA (sf)AAA35.43121.6130.991.08120255.382.1310/01/21
ALLEG 2019-2A CLO B ALLEG 2019-2AAAA (sf)N/A23.92121.6130.991.08120255.382.1310/01/21
BCC 2018-1A CLO A1 BCC 2018-1AAAA (sf)AAA41.88120.5127.291.06120385.663.2110/01/21
BCC 2018-1A CLO A2 BCC 2018-1AAAA (sf)AAA34.62120.5127.291.06120385.663.2110/01/21
BCC 2018-1A CLO B BCC 2018-1AAAA (sf)N/A21.75120.5127.291.06120385.663.2110/01/21
BCC 2018-1A CLO C BCC 2018-1AA+ (sf)N/A15.93113.5118.471.04115345.26310/01/21
BCC 2018-1A CLO D BCC 2018-1ABB+ (sf)N/A10.11107.6110.81.03110298.542.7110/01/21
BCC 2018-1A CLO E BCC 2018-1ABB- (sf)N/A6.02104.7105.981.01105252.452.410/01/21
BSP 2014-IVA CLO X BSP 2014-IVAAAA (sf)AAA 114122.051.07110278.542.5310/01/21
BSP 2014-IVA CLO A1RRR BSP 2014-IVAAAA (sf)N/A38.13114122.051.07110278.542.5310/01/21
BSP 2014-IVA CLO A2ARRR BSP 2014-IVAAAA (sf)N/A24.16114122.051.07110278.542.5310/01/21
BSP 2014-IVA CLO A2BRRR BSP 2014-IVAAAA (sf)N/A24.16114122.051.07110278.542.5310/01/21
BSP 2014-IVA CLO BRRR BSP 2014-IVAA+ (sf)N/A18.17114122.051.07110278.542.5310/01/21
BSP 2014-IVA CLO CRRR BSP 2014-IVABB+ (sf)N/A12.18107.6113.721.06105235.432.2410/01/21
BSP 2014-IVA CLO DRR BSP 2014-IVABB- (sf)N/A8.69104.3109.371.05   10/01/21
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AA23.22122.28129.441.06120308.142.5710/01/21
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAAA (sf)AA23.22122.28129.441.06120308.142.5710/01/21
ALLEG 2017-2A CLO B ALLEG 2017-2AAAA (sf)AA22.99121.8129.691.061203432.8610/01/21
BLUEM 2017-2A CLO A1A BLUEM 2017-2AAAA (sf)AAA38.94113.4119.51.05115277.232.4110/01/21
BLUEM 2017-2A CLO A1B BLUEM 2017-2AAAA (sf)AAA32.78113.4119.51.05115277.232.4110/01/21
BLUEM 2017-2A CLO A2 BLUEM 2017-2AAAA (sf)N/A23.3113.4119.51.05115277.232.4110/01/21
BSP 2017-12A CLO A1 BSP 2017-12AAAA (sf)AAA34.35115.7120.541.04110278.892.5410/01/21
BSP 2017-12A CLO A2 BSP 2017-12AAAA (sf)AA+22.65115.7120.541.04110278.892.5410/01/21
BSP 2017-12A CLO B BSP 2017-12AA+ (sf)A17.05115.7120.541.04110278.892.5410/01/21
BSP 2017-12A CLO C BSP 2017-12ABB+ (sf)BB+10.94108.29112.271.04105241.012.310/01/21