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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
BATLN 2018-12A CLO E BATLN 2018-12ABB (sf)BB-7.91103.7108.591.05   08/31/21
ARES 2017-44A CLO BR ARES 2017-44ABBB+ (sf)N/A18.62114.5122.741.07115340.212.9608/31/21
ATRM 9A CLO BR2 ATRM 9AAAA (sf)N/A24.21123130.561.06120394.973.2908/31/21
ARES 2019-54A CLO B ARES 2019-54AAA (sf)N/A23.76121.58131.171.08120306.62.5608/31/21
CBAM 2017-3A CLO XR CBAM 2017-3AAAA (sf)AAA 121.58131.491.08120309.512.5808/31/21
CBAM 2017-3A CLO AR CBAM 2017-3AAAA (sf)AAA35.96121.58131.491.08120309.512.5808/31/21
CBAM 2017-3A CLO BR CBAM 2017-3AAAA (sf)AA23.95121.58131.491.08120309.512.5808/31/21
CBAM 2017-3A CLO CR CBAM 2017-3AAA+ (sf)A18.85115.3123.221.07110276.252.5108/31/21
BNPIP 2014-2A CLO AR BNPIP 2014-2ANRN/A 123.08432.253.511201187.469.908/31/21
BNPIP 2014-2A CLO BR BNPIP 2014-2ANRAAA 123.08432.253.511201187.469.908/31/21
BNPIP 2014-2A CLO CR BNPIP 2014-2AAAA (sf)N/A65.24113.53179.21.581153903.3908/31/21
BNPIP 2014-2A CLO DR BNPIP 2014-2AAAA (sf)N/A35.22108.29125.551.16110229.572.0908/31/21
BNPIP 2014-2A CLO E BNPIP 2014-2ACCC+ (sf)N/A8.08104.4497.490.93105145.011.3808/31/21
ALLEG 2015-1A CLO B1R ALLEG 2015-1AAAA (sf)N/A60.34123.8192.281.55120486.574.0508/31/21
ALLEG 2015-1A CLO B2R ALLEG 2015-1AAAA (sf)N/A60.34123.8192.281.55120486.574.0508/31/21
BABSN 2013-IA CLO AR BABSN 2013-IAAAA (sf)AAA35.81123.3134.251.09120377.623.1508/31/21
BABSN 2013-IA CLO BR BABSN 2013-IAAAA (sf)N/A25.51123.3134.251.09120377.623.1508/31/21
BABSN 2013-IA CLO CR BABSN 2013-IAAAA (sf)N/A18.29114.9122.391.07110325.82.9608/31/21
BABSN 2013-IA CLO DR BABSN 2013-IAA+ (sf)N/A10.76107.6112.061.04105263.812.5108/31/21
BABSN 2013-IA CLO ER BABSN 2013-IABB+ (sf)N/A6.22104.7106.631.02   08/31/21
BABSN 2013-IA CLO FR BABSN 2013-IAB+ (sf)N/A4.61      08/31/21
ATCLO 2013-1A BR ATCLO 2013-1AAAA (sf)N/A30.12121.8140.311.15120415.243.4608/31/21
APRES 2019-1A CLO BR APRES 2019-1AAAA (sf)A+20.27112.8125.331.11115292.772.5508/31/21
BDRVR 2020-1A CLO CR BDRVR 2020-1AA+ (sf)N/A18.78114.4122.851.07115264.182.308/31/21
ANCHF 2016-4A CLO BR ANCHF 2016-4AAAA (sf)AA-38.37148.4161.611.09110327.982.9808/31/21
ALLEG 2018-2A CLO B1 ALLEG 2018-2AAAA (sf)AA23.69122.98130.761.06120340.992.8408/31/21
BCC 2018-1A CLO A2 BCC 2018-1AAAA (sf)AAA34.62120.5127.291.06120385.663.2108/31/21
CBAM 2017-3A CLO DR CBAM 2017-3ABBB+ (sf)BBB-12.94108.94114.861.05105235.142.2408/31/21
FLAT 2019-1A CLO B FLAT 2019-1AAAA (sf)N/A24.24121.6131.991.09120293.852.4508/31/21
CIFC 2019-FAL CLO B CIFC 2019-FALAA+ (sf)N/A23.13119.87130.131.09120414.683.4608/31/21
BSP 2019-19A CLO A BSP 2019-19AAAA (sf)AAA36.23121.58131.891.08120282.752.3608/31/21
BSP 2019-19A CLO B BSP 2019-19AAAA (sf)N/A24.27121.58131.891.08120282.752.3608/31/21
BSP 2019-19A CLO C BSP 2019-19AA+ (sf)N/A18.29113.95122.241.07115248.832.1608/31/21
BSP 2019-19A CLO D BSP 2019-19ABB+ (sf)N/A12.31106.64113.91.07110212.171.9308/31/21
BSP 2019-19A CLO E BSP 2019-19ABB- (sf)N/A8.33103.7108.951.05   08/31/21
CGMS 2013-4A CLO BRR CGMS 2013-4AAAA (sf)N/A21.36120.3126.831.05120364.43.0408/31/21
BDRVR 2020-1A CLO DR BDRVR 2020-1ABBB (sf)N/A13108.3114.681.06110228.12.0708/31/21
BDRVR 2020-1A CLO ER BDRVR 2020-1ABB+ (sf)N/A9.81105.8110.641.05105197.631.8808/31/21
AIMCO 2018-BA CLO AR AIMCO 2018-BAAAA (sf)AAA35.19123.25132.531.08120339.922.8308/31/21
AIMCO 2018-BA CLO BR AIMCO 2018-BAAAA (sf)AA24.6123.25132.531.08120339.922.8308/31/21
AIMCO 2018-BA CLO CR AIMCO 2018-BAA+ (sf)A19.73116.95124.51.06110306.212.7808/31/21
AIMCO 2018-BA CLO D AIMCO 2018-BABB+ (sf)BBB-13.38109.35115.371.06105259.032.4708/31/21
AIMCO 2018-BA CLO E AIMCO 2018-BABB- (sf)BB-8.27104.2108.941.05   08/31/21
ANCHC 2014-5RA CLO B ANCHC 2014-5RAAAA (sf)N/A29.81131.91141.521.07120430.53.5908/31/21
ANCHC 2013-1A CLO BR ANCHC 2013-1AA+ (sf)A21.95120.78127.921.06110311.962.8408/31/21
ATCLO 2018-10A B ATCLO 2018-10AAAA (sf)N/A23.19123.53130.091.05120355.282.9608/31/21
CANYC 2016-1A CLO BR CANYC 2016-1AAAA (sf)AA23.77123.5131.161.06120269.612.2508/31/21
BGCLO 19A AR BGCLO 19AAAA (sf)AAA36.53122.45133.551.09120253.772.1108/31/21
BGCLO 19A BR BGCLO 19AAAA (sf)AA25.12122.45133.551.09120253.772.1108/31/21
BGCLO 19A CR BGCLO 19AAA (sf)A20.41116.61125.641.08115229.94208/31/21