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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
PIPK 2019-4A CLO BR PIPK 2019-4AAAA (sf)N/A24.67122.45132.741.08120409.593.4108/31/21
ANCHF 2019-9A CLO BA ANCHF 2019-9AAAA (sf)AA-40.02151.4166.281.1110191.831.7408/31/21
ANCHF 2019-9A CLO BB ANCHF 2019-9AAAA (sf)N/A40.02151.4166.281.1110191.831.7408/31/21
ANCHF 2019-9A CLO CB ANCHF 2019-9AAAA (sf)N/A34.59144.2152.471.06105170.351.6208/31/21
ANCHF 2019-9A CLO EB ANCHF 2019-9AA+ (sf)N/A24.71127.9132.481.04   08/31/21
BCC 2019-3A CLO A BCC 2019-3AAAA (sf)AAA35.96121.6131.11.08120306.412.5508/31/21
BCC 2019-3A CLO B1 BCC 2019-3AAAA (sf)AA23.95121.6131.11.08120306.412.5508/31/21
BCC 2019-3A CLO B2 BCC 2019-3AAAA (sf)AA23.95121.6131.11.08120306.412.5508/31/21
BCC 2019-3A CLO C BCC 2019-3ABBB+ (sf)A-18.75114.7122.711.07115270.92.3608/31/21
BCC 2019-3A CLO D BCC 2019-3ABB+ (sf)BBB-13.74110115.591.05110235.052.1408/31/21
BCC 2019-3A CLO E BCC 2019-3ABB- (sf)BB-8.24104.1108.661.04   08/31/21
CRMN 2013-1A CLO BR CRMN 2013-1AAAA (sf)AAA39.31121.26163.261.35120483.814.0308/31/21
BURNH 2016-1A CLO AR BURNH 2016-1AAAA (sf)AAA35.22122.5130.851.07120340.542.8408/31/21
BURNH 2016-1A CLO BR BURNH 2016-1AAAA (sf)AA23.58122.5130.851.07120340.542.8408/31/21
BURNH 2016-1A CLO CR BURNH 2016-1AA- (sf)A16.39113.6119.61.05110293.422.6708/31/21
BURNH 2016-1A CLO DR BURNH 2016-1ABB+ (sf)BBB-10.83107.5112.131.04105257.372.4508/31/21
BURNH 2016-1A CLO ER BURNH 2016-1AB+ (sf)BB-6.88103.7107.381.04   08/31/21
ANCHF 2015-2A CLO BR ANCHF 2015-2AAAA (sf)AA-40.07150166.421.11110197.731.808/31/21
BABSN 2018-2A CLO A2 BABSN 2018-2AAAA (sf)AA+27.37116.3123.471.06115330.982.8808/31/21
BABSN 2018-2A CLO B BABSN 2018-2AAA+ (sf)A19.01116.3123.471.06115330.982.8808/31/21
BABSN 2018-2A CLO C BABSN 2018-2ABBB+ (sf)BBB-12.87109.54114.771.05110282.412.5708/31/21
BABSN 2018-2A CLO D BABSN 2018-2ABB (sf)BB-7.38104.7107.971.03105223.552.1308/31/21
CGMS 2015-4A CLO BR CGMS 2015-4AA+ (sf)A17.94117.3121.871.04115268.572.3408/31/21
BABSN 2019-4A CLO A1 BABSN 2019-4AAAA (sf)AAA36.34121.93132.631.09120275.472.308/31/21
BABSN 2019-4A CLO A2 BABSN 2019-4AAAA (sf)AAA36.34121.93132.631.09120275.472.308/31/21
BABSN 2019-4A CLO B1 BABSN 2019-4AAAA (sf)N/A24.6121.93132.631.09120275.472.308/31/21
BABSN 2019-4A CLO B2 BABSN 2019-4AAAA (sf)N/A24.6121.93132.631.09120275.472.308/31/21
BABSN 2019-4A CLO C BABSN 2019-4AA+ (sf)N/A18.64114.25122.91.08115242.652.1108/31/21
BABSN 2019-4A CLO D BABSN 2019-4ABB+ (sf)N/A12.67107.9114.51.06110204.881.8608/31/21
BABSN 2019-4A CLO E BABSN 2019-4ABB- (sf)BB-8.49104.2109.281.05105173.491.6508/31/21
ALLPK 2019-1A CLO B1 ALLPK 2019-1AAAA (sf)N/A24.14121.6131.821.08120285.932.3808/31/21
ALLPK 2019-1A CLO B2 ALLPK 2019-1AAAA (sf)N/A24.14121.6131.821.08120285.932.3808/31/21
BLUEM 2017-3A CLO A1 BLUEM 2017-3AAAA (sf)AAA39.75123.33132.171.07120351.182.9308/31/21
BLUEM 2017-3A CLO A2 BLUEM 2017-3AAAA (sf)AAA32.72123.33132.171.07120351.182.9308/31/21
BLUEM 2017-3A CLO B BLUEM 2017-3AAAA (sf)N/A24.68123.33132.171.07120351.182.9308/31/21
BLUEM 2017-3A CLO C BLUEM 2017-3AA+ (sf)N/A17.15113.21120.161.06115305.982.6608/31/21
BLUEM 2017-3A CLO D BLUEM 2017-3ABB+ (sf)N/A11.63107.64112.641.05110270.642.4608/31/21
BLUEM 2017-3A CLO E BLUEM 2017-3ABB (sf)N/A7.61104.7107.751.03105229.922.1908/31/21
CIFC 2015-4A CLO A1B2 CIFC 2015-4AAAA (sf)AAA38.16114.7122.671.07110333.993.0408/31/21
CIFC 2015-4A CLO BR2 CIFC 2015-4AA (sf)N/A18.7114.7122.671.07110333.993.0408/31/21
BARDT 2019-2A CLO A1 BARDT 2019-2AAAA (sf)AAA38.12120.7130.841.08120305.472.5508/31/21
BARDT 2019-2A CLO A2 BARDT 2019-2AAAA (sf)AAA35.63120.7130.841.08120305.472.5508/31/21
BARDT 2019-2A CLO B BARDT 2019-2AAAA (sf)AA23.65120.7130.841.08120305.472.5508/31/21
BARDT 2019-2A CLO C BARDT 2019-2AA+ (sf)A19.06115.3123.421.07115275.022.3908/31/21
BARDT 2019-2A CLO D BARDT 2019-2ABB+ (sf)BBB-13.17108.9115.051.06110234.192.1308/31/21
BARDT 2019-2A CLO E BARDT 2019-2ABB (sf)BB-8.58105.2109.271.04105193.811.8508/31/21
BSP 2018-14A CLO A1 BSP 2018-14AAAA (sf)AAA38.29123.8131.971.07120379.573.1608/31/21
BSP 2018-14A CLO A2 BSP 2018-14AAAA (sf)AAA32.23123.8131.971.07120379.573.1608/31/21
BSP 2018-14A CLO B BSP 2018-14AAAA (sf)N/A24.39123.8131.971.07120379.573.1608/31/21
BSP 2018-14A CLO C BSP 2018-14AA+ (sf)N/A17.05114.5120.31.05115329.152.8608/31/21