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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 2017-11A CLO CR BATLN 2017-11AAA (sf)N/A19.49116.28124.221.07110320.142.9108/31/21
BATLN 2017-11A CLO DR BATLN 2017-11ABBB+ (sf)N/A13.21109.28115.221.05105266.012.5308/31/21
BATLN 2017-11A CLO ER BATLN 2017-11ABB+ (sf)N/A9.18104.66110.111.05   08/31/21
APID XXXA CLO A1B APID XXXAAAA (sf)AAA34.97114119.971.05115291.532.5408/31/21
APID XXXA CLO B APID XXXAA+ (sf)N/A16.68114119.971.05115291.532.5408/31/21
AMMC 2016-18A CLO BR AMMC 2016-18AAAA (sf)AA22.52122.55128.971.05120334.342.7908/31/21
BLUEM 2018-1A CLO X BLUEM 2018-1ANRN/A 121.62128.281.05120332.042.7708/31/21
BLUEM 2018-1A CLO A1 BLUEM 2018-1AAAA (sf)AAA38.06121.62128.281.05120332.042.7708/31/21
BLUEM 2018-1A CLO A2 BLUEM 2018-1AAAA (sf)AAA34.71121.62128.281.05120332.042.7708/31/21
BLUEM 2018-1A CLO B BLUEM 2018-1AAAA (sf)N/A22.66121.62128.281.05120332.042.7708/31/21
BLUEM 2018-1A CLO C BLUEM 2018-1AA+ (sf)N/A16.52114.02118.851.04115294.022.5608/31/21
BLUEM 2018-1A CLO D BLUEM 2018-1ABB+ (sf)N/A10.27107.58110.571.03110251.282.2808/31/21
BLUEM 2018-1A CLO E BLUEM 2018-1ABB- (sf)N/A6.25104.75105.831.01105213.182.0308/31/21
BLUEM 2018-1A CLO F BLUEM 2018-1ACCC+ (sf)N/A4.13      08/31/21
BSP 2019-17A CLO AR BSP 2019-17AAAA (sf)N/A37.27124.8134.661.08120289.562.4108/31/21
BSP 2019-17A CLO BR BSP 2019-17AAAA (sf)N/A27.27124.8134.661.08120289.562.4108/31/21
BSP 2019-17A CLO CR BSP 2019-17AAA- (sf)N/A19.63114121.851.07110247.622.2508/31/21
BSP 2019-17A CLO DR BSP 2019-17ABBB (sf)N/A13.75107.6113.541.06105213.442.0308/31/21
BSP 2019-17A CLO ER BSP 2019-17ABB (sf)N/A10.17104.6109.51.05   08/31/21
AGL 2020-4A CLO B1R AGL 2020-4AAAA (sf)AAA31.53137.45146.061.06120415.253.4608/31/21
AGL 2020-4A CLO B2R AGL 2020-4AAAA (sf)AAA31.53137.45146.061.06120415.253.4608/31/21
BCC 2018-1A CLO B BCC 2018-1AAAA (sf)N/A21.75120.5127.291.06120385.663.2108/31/21
BCC 2018-1A CLO C BCC 2018-1AA (sf)N/A15.93113.5118.471.04115345.26308/31/21
BCC 2018-1A CLO D BCC 2018-1ABB+ (sf)N/A10.11107.6110.81.03110298.542.7108/31/21
BCC 2018-1A CLO E BCC 2018-1ABB- (sf)N/A6.02104.7105.981.01105252.452.408/31/21
BSP 2017-12A CLO A1 BSP 2017-12AAAA (sf)AAA34.35115.7120.541.04110278.892.5408/31/21
BSP 2017-12A CLO A2 BSP 2017-12AAAA (sf)AA+22.65115.7120.541.04110278.892.5408/31/21
BSP 2017-12A CLO B BSP 2017-12AA+ (sf)A17.05115.7120.541.04110278.892.5408/31/21
BSP 2017-12A CLO C BSP 2017-12ABB+ (sf)BB+10.94108.29112.271.04105241.012.308/31/21
BSP 2017-12A CLO D BSP 2017-12AB+ (sf)B+6.36103.7106.781.03   08/31/21
BRIST 2016-1A CLO AR BRIST 2016-1AAAA (sf)AAA34.28121.58130.141.07120361.933.0208/31/21
BRIST 2016-1A CLO BR BRIST 2016-1AAAA (sf)AA23.16121.58130.141.07120361.933.0208/31/21
BRIST 2016-1A CLO CR BRIST 2016-1AA (sf)A17.09113.95120.621.06110318.662.908/31/21
BRIST 2016-1A CLO DR BRIST 2016-1ABB+ (sf)BBB-11.3107.64112.741.05105272.912.608/31/21
BRIST 2016-1A CLO ER BRIST 2016-1ABB- (sf)BB-6.73103.4107.211.04   08/31/21
AMMC 2016-19A CLO BR AMMC 2016-19AAAA (sf)N/A28.8122.01140.011.15120326.322.7208/31/21
CFIP 2014-1A CLO BR CFIP 2014-1AAAA (sf)N/A23.4124130.561.05120269.012.2408/31/21
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AA23.22122.28129.441.06120308.142.5708/31/21
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAAA (sf)AA23.22122.28129.441.06120308.142.5708/31/21
CBAM 2017-3A CLO ER CBAM 2017-3ABB (sf)BB-7.94103.7108.621.05   08/31/21
MORGN 2019-4A CLO BR MORGN 2019-4AAAA (sf)AA22.97121.58129.271.06120348.682.9108/31/21
CFIP 2017-1A CLO B CFIP 2017-1AAAA (sf)N/A24.91123.3133.171.08120343.842.8708/31/21
DEN10 2013-1A CLO B1LR DEN10 2013-1ABBB+ (sf)N/A14.44      08/31/21
DEN10 2013-1A CLO B2LR DEN10 2013-1ABB- (sf)N/A8.43      08/31/21
DEN10 2013-1A CLO B3LR DEN10 2013-1ACCC- (sf)N/A6.42      08/31/21
CATLK 2018-5A CLO B CATLK 2018-5AAAA (sf)N/A22.62121.58127.591.05120284.922.3708/31/21
ATCLO 2019-14A B1 ATCLO 2019-14AAAA (sf)AA21.95121.58128.061.05120246.812.0608/31/21
CEDF 2017-8A CLO B CEDF 2017-8AAAA (sf)N/A22.98121.5129.841.07120297.312.4808/31/21
AIGIM 2018-1A CLO BR AIGIM 2018-1AAAA (sf)N/A24.03121.6131.631.08120242.812.0208/31/21
CGMS 2016-4A CLO BR CGMS 2016-4AA+ (sf)A15.52113.1118.221.05115286.692.4908/31/21