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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
BGCLO 19A DR BGCLO 19ABBB+ (sf)BBB-14.46109.94116.91.06110199.161.8108/31/21
BGCLO 19A E BGCLO 19ABB+ (sf)BB-9.25105.29110.21.05105166.031.5808/31/21
MORGN 2017-1A A CLO B MORGN 2017-1A AAAA (sf)AA22.96121.6129.241.06120312.52.608/31/21
ALM 2016-19A CLO A1BR2 ALM 2016-19AAAA (sf)AAA31.59112.7120.151.07110324.382.9508/31/21
ALM 2016-19A CLO A2BR2 ALM 2016-19AAA+ (sf)N/A24.07112.7120.151.07110324.382.9508/31/21
ALM 2016-19A CLO BR2 ALM 2016-19AA (sf)N/A16.77112.7120.151.07110324.382.9508/31/21
BSP 2013-IIA CLO XR2 BSP 2013-IIANRAAA 114.1117.621.03115324.712.8208/31/21
BSP 2013-IIA CLO A1R2 BSP 2013-IIAAAA (sf)AAA36.33114.1117.621.03115324.712.8208/31/21
BSP 2013-IIA CLO A2R2 BSP 2013-IIAAAA (sf)N/A23.5114.1117.621.03115324.712.8208/31/21
BSP 2013-IIA CLO BR2 BSP 2013-IIAA+ (sf)N/A15.22114.1117.621.03115324.712.8208/31/21
BSP 2013-IIA CLO CR BSP 2013-IIABB+ (sf)N/A9.4108.3110.061.02110265.772.4208/31/21
BSP 2013-IIA CLO DR BSP 2013-IIAB+ (sf)N/A4.73103.5104.681.011052122.0208/31/21
AMMC 2014-14A CLO B1LR AMMC 2014-14ABBB+ (sf)BBB-11.05      08/31/21
AMMC 2014-14A CLO B2L1R AMMC 2014-14ABB- (sf)BB-5.34      08/31/21
AMMC 2014-14A CLO B2L2R AMMC 2014-14ABB- (sf)BB-5.34      08/31/21
APID 2016-25A CLO B1R APID 2016-25AA+ (sf)A17.04115.8120.531.04115306.022.6608/31/21
APID 2016-25A CLO B2R APID 2016-25AA+ (sf)A17.04115.8120.531.04115306.022.6608/31/21
ANNSA 2016-2A CLO BR ANNSA 2016-2AAAA (sf)AA22.98120.72129.671.07120338.572.8208/31/21
APEXC 2019-1A CLO B APEXC 2019-1AA+ (sf)A18.61115.46122.161.06110257.272.3408/31/21
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA39.54121.6130.51.07120294.212.4508/31/21
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA32.49121.6130.51.07120294.212.4508/31/21
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA23.42121.6130.51.07120294.212.4508/31/21
CBAM 2017-1A CLO C CBAM 2017-1AAA (sf)A17.68114.4121.41.061152622.2808/31/21
CBAM 2017-1A CLO D CBAM 2017-1ABBB+ (sf)BBB-11.63108113.091.05110222.672.0208/31/21
CBAM 2017-1A CLO E CBAM 2017-1ABB (sf)BB-7.3104.7107.81.03   08/31/21
BDF 2018-1A CLO A BDF 2018-1AAAA (sf)AAA52.66150.8165.851.1110235.442.1408/31/21
BDF 2018-1A CLO BR BDF 2018-1AAAA (sf)AA+39.84150.8165.851.1110235.442.1408/31/21
BDF 2018-1A CLO CR BDF 2018-1AAAA (sf)A+34.9145.5153.281.05105218.992.0908/31/21
BDF 2018-1A CLO DR BDF 2018-1AAAA (sf)BBB+28.49134.5139.541.04   08/31/21
BSP 2016-10A CLO X BSP 2016-10AAAA (sf)AAA 114122.341.07110280.382.5508/31/21
BSP 2016-10A CLO A1RR BSP 2016-10AAAA (sf)N/A39.29114122.341.07110280.382.5508/31/21
BSP 2016-10A CLO A2ARR BSP 2016-10AAAA (sf)N/A24.36114122.341.07110280.382.5508/31/21
BSP 2016-10A CLO A2BRR BSP 2016-10AAAA (sf)N/A24.36114122.341.07110280.382.5508/31/21
BSP 2016-10A CLO BRR BSP 2016-10AA+ (sf)N/A18.39114122.341.07110280.382.5508/31/21
BSP 2016-10A CLO CRR BSP 2016-10ABB+ (sf)N/A12.42107.61141.06105238.612.2708/31/21
BSP 2016-10A CLO DRR BSP 2016-10ABB (sf)N/A9.19104.6109.941.05   08/31/21
BSP 2015-8A CLO A1AR BSP 2015-8AAAA (sf)AAA36.71114.5119.581.04115316.392.7508/31/21
BSP 2015-8A CLO A1BR BSP 2015-8AAAA (sf)AAA31.75114.5119.581.04115316.392.7508/31/21
BSP 2015-8A CLO A2R BSP 2015-8AAAA (sf)N/A24.09114.5119.581.04115316.392.7508/31/21
BSP 2015-8A CLO BR BSP 2015-8AA+ (sf)N/A16.47114.5119.581.04115316.392.7508/31/21
BSP 2015-8A CLO CR BSP 2015-8ABB+ (sf)N/A10.42107.7111.491.04110273.682.4908/31/21
BSP 2015-8A CLO DR BSP 2015-8ABB- (sf)N/A6.28104.2106.571.02105231.292.208/31/21
ARES 2015-35RA CLO B ARES 2015-35RAAA+ (sf)AA24.04124.2130.411.05120396.473.308/31/21
ALLEG 2018-2A CLO B2 ALLEG 2018-2AAAA (sf)AA23.69122.98130.761.06120340.992.8408/31/21
ALM 2020-1A CLO A1B ALM 2020-1AAAA (sf)AAA30.75113.7120.631.06110311.692.8308/31/21
ALM 2020-1A CLO B ALM 2020-1AA- (sf)N/A17.11113.7120.631.06110311.692.8308/31/21
APID 2015-22A CLO BR APID 2015-22AA+ (sf)A17.05114.6120.381.05115269.112.3408/31/21
AGL 2019-2A CLO B AGL 2019-2AAAA (sf)AA+33.89143151.261.06120348.312.908/31/21
BATLN 2017-11A CLO AR BATLN 2017-11AAAA (sf)N/A37.95122.44132.381.08120358.712.9908/31/21
BATLN 2017-11A CLO BR BATLN 2017-11AAAA (sf)N/A24.46122.44132.381.08120358.712.9908/31/21