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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
BSP 2019-17A CLO C BSP 2019-17AA+ (sf)N/A17.93114121.851.07110247.622.2508/11/21
BSP 2019-17A CLO D BSP 2019-17ABB+ (sf)N/A11.92107.6113.541.06105213.442.0308/11/21
BSP 2019-17A CLO E BSP 2019-17ABB- (sf)N/A8.67104.6109.51.05   08/11/21
CBAM 2019-11A CLO A1 CBAM 2019-11AAA+ (sf)AAA35.98122.5132.41.08120268.952.2408/11/21
CBAM 2019-11A CLO A2 CBAM 2019-11AAA+ (sf)AAA35.98122.5132.41.08120268.952.2408/11/21
CBAM 2019-11A CLO B1 CBAM 2019-11AAA+ (sf)AA24.47122.5132.41.08120268.952.2408/11/21
CBAM 2019-11A CLO B2 CBAM 2019-11AAA+ (sf)AA24.47122.5132.41.08120268.952.2408/11/21
CBAM 2019-11A CLO C CBAM 2019-11AA+ (sf)A19.87116.8124.81.07115244.362.1208/11/21
CBAM 2019-11A CLO D CBAM 2019-11ABBB+ (sf)BBB-13.47109.6115.571.05110207.071.8808/11/21
CBAM 2019-11A CLO E CBAM 2019-11ABB (sf)BB-7.97104.2108.661.04   08/11/21
ANCHC 2016-8A CLO BR ANCHC 2016-8AAA+ (sf)AAA30.73126.1140.341.11120410.373.4208/11/21
BLUEM 2014-2A CLO X BLUEM 2014-2ANRAAA 121.5127.881.05120314.72.6208/11/21
BLUEM 2014-2A CLO A1R2 BLUEM 2014-2AAA+ (sf)AAA37.85121.5127.881.05120314.72.6208/11/21
BLUEM 2014-2A CLO A2R2 BLUEM 2014-2AAA+ (sf)N/A34.06121.5127.881.05120314.72.6208/11/21
BLUEM 2014-2A CLO BR2 BLUEM 2014-2AAA+ (sf)AA22.28121.5127.881.05120314.72.6208/11/21
BLUEM 2014-2A CLO CR2 BLUEM 2014-2AA (sf)A16.11113.9118.471.04115277.742.4208/11/21
BLUEM 2014-2A CLO DR2 BLUEM 2014-2ABB+ (sf)BBB-10.03107.7110.471.03110239.62.1808/11/21
BLUEM 2014-2A CLO ER2 BLUEM 2014-2ABB- (sf)B+6.14105105.881.01105205.561.9608/11/21
BLUEM 2014-2A CLO FR2 BLUEM 2014-2ACCC (sf)CCC+4.41      08/11/21
BABSN 2019-3A CLO A1R BABSN 2019-3AAA+ (sf)N/A42.16125.1134.921.08120344.322.8708/11/21
BABSN 2019-3A CLO A2R BABSN 2019-3AAA+ (sf)N/A35.9125.1134.921.08120344.322.8708/11/21
BABSN 2019-3A CLO BR BABSN 2019-3AAA+ (sf)N/A25.88125.1134.921.08120344.322.8708/11/21
BABSN 2019-3A CLO CR BABSN 2019-3AA+ (sf)N/A18.37114.7122.51.07115296.92.5808/11/21
BABSN 2019-3A CLO DR BABSN 2019-3ABB+ (sf)N/A12.61108.6114.431.05110257.592.3408/11/21
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)N/A8.16104.6108.891.04105207.981.9808/11/21
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAA+ (sf)N/A40.44121.6131.551.08120380.283.1708/11/21
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAA+ (sf)N/A37.11121.6131.551.08120380.283.1708/11/21
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAA+ (sf)N/A24.13121.6131.551.08120380.283.1708/11/21
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAA+ (sf)N/A24.13121.6131.551.08120380.283.1708/11/21
BABSN 2018-1A CLO A1 BABSN 2018-1AAA+ (sf)AAA33.82113.95119.71.05110332.753.0208/11/21
BABSN 2018-1A CLO A2 BABSN 2018-1AAA+ (sf)AA22.62113.95119.71.05110332.753.0208/11/21
BABSN 2018-1A CLO B BABSN 2018-1AA+ (sf)A16.51113.95119.71.05110332.753.0208/11/21
BABSN 2018-1A CLO C BABSN 2018-1ABB+ (sf)BBB-10.41107.64111.531.041052862.7208/11/21
BABSN 2018-1A CLO D BABSN 2018-1ABB- (sf)BB-6.33103.7106.691.03   08/11/21
CATLK 2016-4A CLO BR CATLK 2016-4AAA+ (sf)AA22.63122.01128.441.05120257.052.1408/11/21
BKPRK 2019-1A CLO A1 BKPRK 2019-1AAA+ (sf)AAA42.25122.45132.211.08120256.432.1408/11/21
BKPRK 2019-1A CLO A2 BKPRK 2019-1AAA+ (sf)N/A34.88122.45132.211.08120256.432.1408/11/21
BKPRK 2019-1A CLO B1 BKPRK 2019-1AAA+ (sf)AA24.36122.45132.211.08120256.432.1408/11/21
BKPRK 2019-1A CLO B2 BKPRK 2019-1AAA+ (sf)AA24.36122.45132.211.08120256.432.1408/11/21
BKPRK 2019-1A CLO C BKPRK 2019-1AA (sf)A18.6115.08122.861.07115229.11.9908/11/21
BKPRK 2019-1A CLO D BKPRK 2019-1ABB+ (sf)BBB-12.59108.61114.411.05110197.521.808/11/21
BKPRK 2019-1A CLO E BKPRK 2019-1ABB- (sf)BB-9.09105.69109.991.04105173.321.6508/11/21
ATRM 9A CLO BR2 ATRM 9AAA+ (sf)N/A24.2123130.941.06120394.43.2908/11/21
ALLEG 2019-2A CLO A1B ALLEG 2019-2AAA+ (sf)AAA38.94121.6130.991.08120262.292.1908/11/21
ALLEG 2019-2A CLO A2B ALLEG 2019-2AAA+ (sf)N/A35.43121.6130.991.08120262.292.1908/11/21
ALLEG 2019-2A CLO B ALLEG 2019-2AAA+ (sf)AA23.92121.6130.991.08120262.292.1908/11/21
BCC 2018-1A CLO A1 BCC 2018-1AAA+ (sf)AAA41.88120.5127.291.06120385.663.2108/11/21
BCC 2018-1A CLO A2 BCC 2018-1AAA+ (sf)N/A34.62120.5127.291.06120385.663.2108/11/21
BCC 2018-1A CLO B BCC 2018-1AAA+ (sf)AA21.75120.5127.291.06120385.663.2108/11/21
BCC 2018-1A CLO C BCC 2018-1ABBB+ (sf)A15.93113.5118.471.04115345.26308/11/21