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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
GOCAP 2015-26A CLO BR GOCAP 2015-26AAAA (sf)AA25.5      08/31/21
FCBSL 2017-1A CLO E FCBSL 2017-1ABB+ (sf)N/A9.14105.9109.121.03105212.762.0308/31/21
APID 2019-32A CLO B1 APID 2019-32AAAA (sf)AAA24.06121.58131.671.08120282.862.3608/31/21
MDPK 2016-20A CLO BR MDPK 2016-20AAAA (sf)N/A23.31121.2129.481.07120392.213.2708/31/21
MDPK 2015-19A CLO B1R2 MDPK 2015-19AAA (sf)A+20.37115.5123.711.071153733.2408/31/21
MDPK 2015-19A CLO B2R2 MDPK 2015-19AAA (sf)A+20.37115.5123.711.071153733.2408/31/21
ATRM 14A CLO A2BR ATRM 14AAAA (sf)AAA36.24122.7131.341.07120346.732.8908/31/21
ATRM 14A CLO B ATRM 14AAAA (sf)N/A24.36122.7131.341.07120346.732.8908/31/21
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA37.54125.6134.011.07120350.262.9208/31/21
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA35.66125.6134.011.07120350.262.9208/31/21
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AA25.71125.6134.011.07120350.262.9208/31/21
CBAM 2019-10A CLO CR CBAM 2019-10AAA+ (sf)A20.55118.8125.311.05115311.112.7108/31/21
CBAM 2019-10A CLO DR CBAM 2019-10ABBB+ (sf)BBB-14.06111.2115.851.04110257.212.3408/31/21
CBAM 2019-10A CLO E CBAM 2019-10ABB (sf)BB-7.64104.6107.81.03   08/31/21
BABSN 2018-4A CLO A1 BABSN 2018-4AAAA (sf)AAA38.5122.9131.821.07120326.42.7208/31/21
BABSN 2018-4A CLO A2 BABSN 2018-4AAAA (sf)AAA34.47122.9131.821.07120326.42.7208/31/21
BABSN 2018-4A CLO B BABSN 2018-4AAAA (sf)AA24.14122.9131.821.07120326.42.7208/31/21
BABSN 2018-4A CLO C BABSN 2018-4AAA (sf)A19.1116.6123.61.06115292.62.5408/31/21
BABSN 2018-4A CLO D BABSN 2018-4ABBB+ (sf)BBB-12.79109.6114.671.05110251.22.2808/31/21
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB-7.25104.45107.821.03105201.821.9208/31/21
APID 2018-18A CLO B APID 2018-18AAAA (sf)AA22.65122.01129.221.06120337.272.8108/31/21
BCC 2019-1A CLO BR BCC 2019-1AAAA (sf)N/A25.16123.33133.21.08120363.993.0308/31/21
BCC 2019-1A CLO CR BCC 2019-1AA+ (sf)N/A19.17115.46123.331.07110320.222.9108/31/21
GLGU 2018-1A CLO BR GLGU 2018-1AAA+ (sf)A17.9116.5121.811.05115307.92.6808/31/21
ICG 2017-2A CLO B ICG 2017-2ABBB+ (sf)N/A18.58115.5121.351.05115269.732.3508/31/21
MP16 2019-2A CLO B MP16 2019-2AAAA (sf)AA24.95122.5133.241.09115294.882.5608/31/21
MP16 2019-2A CLO E2B MP16 2019-2ABB- (sf)BB-8.51103.95109.311.05   08/31/21
BABSN 2016-1A CLO B2R BABSN 2016-1AAAA (sf)AA24.67125.6132.581.06120301.972.5208/31/21
BABSN 2016-1A CLO CR BABSN 2016-1AA+ (sf)A17.46116.8120.991.04115263.872.2908/31/21
BABSN 2016-1A CLO DR BABSN 2016-1ABB+ (sf)BBB-11.53109.6112.881.03110229.922.0908/31/21
BABSN 2016-1A CLO ER BABSN 2016-1ABB- (sf)BB-5.86104.7106.081.01105185.881.7708/31/21
AGL 2020-3A CLO B1 AGL 2020-3AAAA (sf)N/A24.67122.45132.751.08120305.192.5408/31/21
AGL 2020-3A CLO B2 AGL 2020-3AAAA (sf)N/A24.67122.45132.751.08120305.192.5408/31/21
ANCHC 2018-10A CLO A1B1 ANCHC 2018-10AAAA (sf)AAA47.6128.7136.951.06120342.792.8608/31/21
ANCHC 2018-10A CLO A1B2 ANCHC 2018-10AAAA (sf)AAA42.96128.7136.951.06120342.792.8608/31/21
ANCHC 2018-10A CLO B ANCHC 2018-10AAAA (sf)N/A27.44128.7136.951.06120342.792.8608/31/21
CANYC 2019-2A CLO B CANYC 2019-2AAAA (sf)N/A23.93121.58131.451.08120289.922.4208/31/21
AIMCO 2019-10A CLO BR AIMCO 2019-10AAAA (sf)N/A24.02121.58131.151.08120272.222.2708/31/21
BSP 2013-IIIA CLO X BSP 2013-IIIANRN/A 113.8118.351.04115281.042.4408/31/21
BSP 2013-IIIA CLO A1R2 BSP 2013-IIIAAAA (sf)N/A37.3113.8118.351.04115281.042.4408/31/21
BSP 2013-IIIA CLO A2R2 BSP 2013-IIIAAAA (sf)N/A22.9113.8118.351.04115281.042.4408/31/21
BSP 2013-IIIA CLO BR2 BSP 2013-IIIAA+ (sf)N/A15.64113.8118.351.04115281.042.4408/31/21
BSP 2013-IIIA CLO CR BSP 2013-IIIABB+ (sf)N/A9.67107.8110.531.03110232.472.1108/31/21
BSP 2013-IIIA CLO DR BSP 2013-IIIAB+ (sf)N/A4.94103.46105.031.02105189.181.808/31/21
BLUEM 2017-1A CLO A1R BLUEM 2017-1AAAA (sf)N/A37.53123.69131.21.06120386.883.2208/31/21
BLUEM 2017-1A CLO A2 BLUEM 2017-1AAAA (sf)AAA32.49123.69131.21.06120386.883.2208/31/21
BLUEM 2017-1A CLO BR BLUEM 2017-1AAAA (sf)N/A24.63123.69131.21.06120386.883.2208/31/21
BLUEM 2017-1A CLO CR BLUEM 2017-1AA+ (sf)N/A17.38113.95119.681.05115324.472.8208/31/21
BLUEM 2017-1A CLO D BLUEM 2017-1ABB+ (sf)N/A11.93108.42112.291.04110273.362.4908/31/21
BLUEM 2017-1A CLO E BLUEM 2017-1ABB- (sf)BB7.3104.7106.671.02105223.452.1308/31/21