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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
CBAM 2017-1A CLO C CBAM 2017-1AA+ (sf)A17.69114.4121.421.06115260.432.2608/11/21
CBAM 2017-1A CLO D CBAM 2017-1ABB+ (sf)BBB-11.65108113.111.05110221.912.0208/11/21
CBAM 2017-1A CLO E CBAM 2017-1ABB- (sf)BB-7.31104.7107.821.03   08/11/21
BDRVR 2020-1A CLO AR BDRVR 2020-1AAA+ (sf)N/A38.67122.2132.531.08120702.145.8508/11/21
BDRVR 2020-1A CLO BR BDRVR 2020-1AAA+ (sf)N/A24.71122.2132.531.08120702.145.8508/11/21
BDRVR 2020-1A CLO CR BDRVR 2020-1AA+ (sf)N/A18.73114.4122.771.07115625.415.4408/11/21
BDRVR 2020-1A CLO DR BDRVR 2020-1ABBB- (sf)N/A12.94108.3114.611.06110538.364.8908/11/21
BDRVR 2020-1A CLO ER BDRVR 2020-1ABB+ (sf)N/A9.75105.8110.571.05105464.694.4308/11/21
BSP 2013-IIA CLO XR2 BSP 2013-IIANRN/A 114.1117.821.03115322.442.808/11/21
BSP 2013-IIA CLO A1R2 BSP 2013-IIAAA+ (sf)N/A36.34114.1117.821.03115322.442.808/11/21
BSP 2013-IIA CLO A2R2 BSP 2013-IIAAA+ (sf)N/A23.52114.1117.821.03115322.442.808/11/21
BSP 2013-IIA CLO BR2 BSP 2013-IIAA+ (sf)N/A15.23114.1117.821.03115322.442.808/11/21
BSP 2013-IIA CLO CR BSP 2013-IIABB+ (sf)N/A9.41108.3110.251.02110265.452.4108/11/21
BSP 2013-IIA CLO DR BSP 2013-IIAB+ (sf)N/A4.75103.5104.861.01105213.152.0308/11/21
APID 2018-18A CLO B APID 2018-18AAA+ (sf)AA22.52122.01128.751.06120324.832.7108/11/21
BLUEM 2016-2A CLO X BLUEM 2016-2AAA+ (sf)AAA 114120.221.05115242.442.1108/11/21
BLUEM 2016-2A CLO A1R BLUEM 2016-2AAA+ (sf)AAA35.53114120.221.05115242.442.1108/11/21
BLUEM 2016-2A CLO A2R BLUEM 2016-2AAA+ (sf)AA23.45114120.221.05115242.442.1108/11/21
BLUEM 2016-2A CLO BR BLUEM 2016-2ABBB+ (sf)A17.4114120.221.05115242.442.1108/11/21
BLUEM 2016-2A CLO C1R BLUEM 2016-2ABB+ (sf)BBB+13.88107.6112.031.04110206.231.8708/11/21
ALLEG 2015-1A CLO B1R ALLEG 2015-1AAA+ (sf)N/A60.34123.8192.281.55120486.574.0508/11/21
ALLEG 2015-1A CLO B2R ALLEG 2015-1AAA+ (sf)N/A60.34123.8192.281.55120486.574.0508/11/21
BABSN 2013-IA CLO AR BABSN 2013-IAAA+ (sf)AAA35.82123.3133.051.08120356.612.9708/11/21
BABSN 2013-IA CLO BR BABSN 2013-IAAA+ (sf)N/A25.53123.3133.051.08120356.612.9708/11/21
BABSN 2013-IA CLO CR BABSN 2013-IAAA+ (sf)N/A18.31114.9121.651.06110309.832.8208/11/21
BABSN 2013-IA CLO DR BABSN 2013-IABBB+ (sf)N/A10.78107.6111.671.04105253.572.4108/11/21
BABSN 2013-IA CLO ER BABSN 2013-IABB (sf)N/A6.24104.7106.41.02   08/11/21
BABSN 2013-IA CLO FR BABSN 2013-IAB+ (sf)N/A4.63      08/11/21
ATCLO 2013-1A BR ATCLO 2013-1AAA+ (sf)N/A29.47121.8140.231.15120430.913.5908/11/21
APRES 2019-1A CLO BR APRES 2019-1AAA+ (sf)N/A20.26112.8122.631.09115283.372.4608/11/21
APEXC 2019-1A CLO B APEXC 2019-1AA+ (sf)A18.6115.46122.221.06110248.232.2608/11/21
BLACK 2016-1A CLO A1AR BLACK 2016-1AAA+ (sf)AAA36.34113.5118.51.04110296.392.6908/11/21
BLACK 2016-1A CLO A1BR2 BLACK 2016-1AAA+ (sf)N/A36.34113.5118.51.04110296.392.6908/11/21
BLACK 2016-1A CLO A2AR BLACK 2016-1AAA+ (sf)N/A22.58113.5118.51.04110296.392.6908/11/21
BLACK 2016-1A CLO A2BR2 BLACK 2016-1AAA+ (sf)N/A22.58113.5118.51.04110296.392.6908/11/21
BLACK 2016-1A CLO BR BLACK 2016-1ABBB+ (sf)N/A15.61113.5118.51.04110296.392.6908/11/21
BLACK 2016-1A CLO CR BLACK 2016-1ABB+ (sf)N/A10.8108112.11.04102264.432.5908/11/21
BLACK 2016-1A CLO DR BLACK 2016-1ABB- (sf)N/A6.18103.7106.591.03101222.622.208/11/21
BCC 2019-1A CLO X BCC 2019-1AAA+ (sf)N/A 123.33133.151.08120326.52.7208/11/21
BCC 2019-1A CLO AR BCC 2019-1AAA+ (sf)N/A38.1123.33133.151.08120326.52.7208/11/21
BCC 2019-1A CLO BR BCC 2019-1AAA+ (sf)N/A25.12123.33133.151.08120326.52.7208/11/21
BCC 2019-1A CLO CR BCC 2019-1AA+ (sf)N/A19.13115.46123.291.07110287.822.6208/11/21
BCC 2019-1A CLO DR BCC 2019-1ABB+ (sf)N/A13.14108.94114.781.05105243.022.3108/11/21
BCC 2019-1A CLO ER BCC 2019-1ABB- (sf)N/A8.15103.7108.551.05   08/11/21
BLUEM 2016-2A CLO C2R BLUEM 2016-2ABB (sf)BBB-11.36107.6112.031.04110206.231.8708/11/21
BLUEM 2016-2A CLO DR BLUEM 2016-2ABB- (sf)B+7.33103.7107.161.03105174.271.6608/11/21
CGMS 2014-1A CLO BR2 CGMS 2014-1AAA+ (sf)AA22.67122.5129.151.05120381.243.1808/11/21
BALLY 2018-1A CLO A1 BALLY 2018-1AAA+ (sf)AAA34.37115.6121.121.05115363.13.1608/11/21
BALLY 2018-1A CLO A2 BALLY 2018-1AAA+ (sf)AA22.67115.6121.121.05115363.13.1608/11/21
BALLY 2018-1A CLO B BALLY 2018-1AAA (sf)A17.69115.6121.121.05115363.13.1608/11/21