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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 AR BGCLO 19AAA+ (sf)N/A36.53122.45133.551.09120253.772.1108/11/21
BGCLO 19A BR BGCLO 19AAA+ (sf)N/A25.12122.45133.551.09120253.772.1108/11/21
BGCLO 19A CR BGCLO 19AA+ (sf)N/A20.41116.61125.641.08115229.94208/11/21
BGCLO 19A DR BGCLO 19ABBB+ (sf)N/A14.46109.94116.91.06110199.161.8108/11/21
BGCLO 19A E BGCLO 19ABB (sf)BB-9.25105.29110.21.05105166.031.5808/11/21
BATLN 2020-15A CLO A1 BATLN 2020-15AAA+ (sf)AAA38.22121.58132.051.09120305.432.5508/11/21
BATLN 2020-15A CLO A2 BATLN 2020-15AAA+ (sf)N/A35.73121.58132.051.09120305.432.5508/11/21
BATLN 2020-15A CLO B BATLN 2020-15AAA+ (sf)AA24.27121.58132.051.09120305.432.5508/11/21
BLUEM 2018-23A CLO A1 BLUEM 2018-23AAA+ (sf)AAA41.77121.6130.541.07120316.382.6408/11/21
BLUEM 2018-23A CLO A2 BLUEM 2018-23AAA+ (sf)AAA35.96121.6130.541.07120316.382.6408/11/21
BLUEM 2018-23A CLO B BLUEM 2018-23AAA+ (sf)N/A23.96121.6130.541.07120316.382.6408/11/21
BLUEM 2018-23A CLO C BLUEM 2018-23AA (sf)N/A18.2114.3121.361.06115281.942.4508/11/21
BLUEM 2018-23A CLO D BLUEM 2018-23ABB+ (sf)N/A12107.7112.81.05110244.092.2208/11/21
BLUEM 2018-23A CLO E BLUEM 2018-23ABB- (sf)N/A8.6105.5108.611.03   08/11/21
ALLEG 2016-1A CLO BR2 ALLEG 2016-1AAA+ (sf)N/A22.82122.3128.351.05120527.574.408/11/21
CGMS 2017-1A CLO BR CGMS 2017-1AA+ (sf)N/A16.58114.6119.881.05115267.872.3308/11/21
AIMCO 2015-AA CLO BR AIMCO 2015-AAAA+ (sf)AAA31.78114.8127.51.11112.5338.643.0108/11/21
APID 2016-25A CLO B1R APID 2016-25AA+ (sf)A16.94115.8120.251.04115266.42.3208/11/21
APID 2016-25A CLO B2R APID 2016-25AA+ (sf)A16.94115.8120.251.04115266.42.3208/11/21
BLUEM 2013-1A CLO A1R2 BLUEM 2013-1AAA+ (sf)AAA50.29113.7122.041.07115250.992.1808/11/21
BLUEM 2013-1A CLO A2R2 BLUEM 2013-1AAA+ (sf)N/A32.78113.7122.041.07115250.992.1808/11/21
BLUEM 2013-1A CLO BR BLUEM 2013-1AAA+ (sf)N/A21.77113.7122.041.07115250.992.1808/11/21
BLUEM 2013-1A CLO CR BLUEM 2013-1ABBB- (sf)N/A14.43108.4112.81.04110207.441.8908/11/21
BLUEM 2013-1A CLO DR BLUEM 2013-1ABB- (sf)N/A7.76104.6105.391.01105161.381.5408/11/21
BABSN 2018-4A CLO A1 BABSN 2018-4AAA+ (sf)AAA38.5122.9131.821.07120326.42.7208/11/21
BABSN 2018-4A CLO A2 BABSN 2018-4AAA+ (sf)N/A34.47122.9131.821.07120326.42.7208/11/21
BABSN 2018-4A CLO B BABSN 2018-4AAA+ (sf)AA24.14122.9131.821.07120326.42.7208/11/21
BABSN 2018-4A CLO C BABSN 2018-4AA+ (sf)A19.1116.6123.61.06115292.62.5408/11/21
BABSN 2018-4A CLO D BABSN 2018-4ABBB- (sf)BBB-12.79109.6114.671.05110251.22.2808/11/21
BABSN 2018-4A CLO E BABSN 2018-4ABB- (sf)BB-7.25104.45107.821.03105201.821.9208/11/21
ANNSA 2016-2A CLO BR ANNSA 2016-2AAA+ (sf)AA22.98120.72129.71.07120352.772.9408/11/21
AGL 2020-3A CLO B1 AGL 2020-3AAA+ (sf)AA24.66122.45132.731.08120313.462.6108/11/21
AGL 2020-3A CLO B2 AGL 2020-3AAA+ (sf)AA24.66122.45132.731.08120313.462.6108/11/21
ANCHF 2016-4A CLO BR ANCHF 2016-4AAA+ (sf)N/A38.21148.4161.291.09110588.295.3508/11/21
CANYC 2016-2A CLO BR CANYC 2016-2AAA+ (sf)AA22.84122.35129.611.06120268.492.2408/11/21
ARES 2017-46A CLO B1 ARES 2017-46AAA+ (sf)AA24.42124.2132.21.06120378.743.1608/11/21
ARES 2017-46A CLO B2 ARES 2017-46AAA+ (sf)AA24.42124.2132.21.06120378.743.1608/11/21
ANCHC 2016-9A CLO BR ANCHC 2016-9AAA+ (sf)N/A25.09125.25132.711.06120326.242.7208/11/21
CBAM 2019-10A CLO A1R CBAM 2019-10AAA+ (sf)N/A37.6125.6134.091.07120339.862.8308/11/21
CBAM 2019-10A CLO A2R CBAM 2019-10AAA+ (sf)N/A35.71125.6134.091.07120339.862.8308/11/21
CBAM 2019-10A CLO BR CBAM 2019-10AAA+ (sf)N/A25.78125.6134.091.07120339.862.8308/11/21
CBAM 2019-10A CLO CR CBAM 2019-10AAA+ (sf)N/A20.62118.8125.381.06115302.462.6308/11/21
CBAM 2019-10A CLO DR CBAM 2019-10ABBB+ (sf)N/A14.14111.2115.921.04110251.032.2808/11/21
CBAM 2019-10A CLO E CBAM 2019-10ABB (sf)BB-7.72104.6107.861.03   08/11/21
AMMC 2014-14A CLO B1LR AMMC 2014-14ABBB+ (sf)BBB-11.04      08/11/21
AMMC 2014-14A CLO B2L1R AMMC 2014-14ABB- (sf)BB-5.34      08/11/21
AMMC 2014-14A CLO B2L2R AMMC 2014-14ABB- (sf)BB-5.34      08/11/21
CBAM 2017-1A CLO A1 CBAM 2017-1AAA+ (sf)AAA39.55121.6130.521.07120292.072.4308/11/21
CBAM 2017-1A CLO A2R CBAM 2017-1AAA+ (sf)AAA32.5121.6130.521.07120292.072.4308/11/21
CBAM 2017-1A CLO B CBAM 2017-1AAA+ (sf)AA23.43121.6130.521.07120292.072.4308/11/21