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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
BCC 2018-1A CLO D BCC 2018-1ABB+ (sf)BBB-10.11107.6110.81.03110298.542.7108/11/21
BCC 2018-1A CLO E BCC 2018-1ABB- (sf)B+6.02104.7105.981.01105252.452.408/11/21
ANCHC 2014-3RA CLO B ANCHC 2014-3RAAA+ (sf)AA27.21129.01136.471.06120439.963.6708/11/21
CANYC 2018-1A CLO B CANYC 2018-1AAA+ (sf)AA23.31122.45130.41.06120343.922.8708/11/21
BSP 2016-9A CLO AR BSP 2016-9AAA+ (sf)AAA38.01120.28127.661.06120309.082.5808/11/21
BSP 2016-9A CLO BR BSP 2016-9AAA+ (sf)N/A21.67120.28127.661.06120309.082.5808/11/21
BSP 2016-9A CLO CR BSP 2016-9ABBB+ (sf)N/A15.94113.9118.971.04110278.662.5308/11/21
BSP 2016-9A CLO DR BSP 2016-9ABB+ (sf)N/A10.22107.66111.381.03105243.492.3208/11/21
BSP 2016-9A CLO ER BSP 2016-9ABB- (sf)N/A6.5104.15106.951.03   08/11/21
BSP 2017-12A CLO A1 BSP 2017-12AAA+ (sf)AAA34.19115.7120.261.04110272.922.4808/11/21
BSP 2017-12A CLO A2 BSP 2017-12AAA+ (sf)AA22.46115.7120.261.04110272.922.4808/11/21
BSP 2017-12A CLO B BSP 2017-12AA (sf)A-16.85115.7120.261.04110272.922.4808/11/21
BSP 2017-12A CLO C BSP 2017-12ABB+ (sf)BB+10.73108.29112.021.03105236.482.2508/11/21
BSP 2017-12A CLO D BSP 2017-12AB+ (sf)B+6.14103.7106.541.03   08/11/21
BRIST 2016-1A CLO AR BRIST 2016-1AAA+ (sf)AAA34.28121.58130.141.07120361.933.0208/11/21
BRIST 2016-1A CLO BR BRIST 2016-1AAA+ (sf)AA23.16121.58130.141.07120361.933.0208/11/21
BRIST 2016-1A CLO CR BRIST 2016-1ABBB+ (sf)A17.09113.95120.621.06110318.662.908/11/21
BRIST 2016-1A CLO DR BRIST 2016-1ABB+ (sf)BBB-11.3107.64112.741.05105272.912.608/11/21
BRIST 2016-1A CLO ER BRIST 2016-1ABB- (sf)BB-6.73103.4107.211.04   08/11/21
CGMS 2018-4A CLO A1B CGMS 2018-4AAA+ (sf)AAA34.82115.2122.861.07115291.222.5308/11/21
CGMS 2018-4A CLO B CGMS 2018-4AA+ (sf)A18.6115.2122.861.07115291.222.5308/11/21
ALLEG 2017-2A CLO B ALLEG 2017-2AAA+ (sf)AA22.99121.8129.691.061203432.8608/11/21
AMMC 2018-22A CLO B AMMC 2018-22AAA+ (sf)N/A23.52121.6130.281.07120346.152.8808/11/21
AMMC 2018-22A CLO E1B AMMC 2018-22ABB (sf)N/A8.09104.5108.411.04105228.322.1708/11/21
CFIP 2014-1A CLO BR CFIP 2014-1AAA+ (sf)N/A23.4124130.561.05120272.642.2708/11/21
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAA+ (sf)AA23.18122.28129.471.06120311.152.5908/11/21
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAA+ (sf)AA23.18122.28129.471.06120311.152.5908/11/21
APID 2013-12A CLO BR APID 2013-12AAA+ (sf)AA22.74123.05129.371.05120327.062.7308/11/21
BLUEM 2017-2A CLO A1A BLUEM 2017-2AAA+ (sf)AAA38.97113.4119.41.05115271.292.3608/11/21
BLUEM 2017-2A CLO A1B BLUEM 2017-2AAA+ (sf)AAA32.82113.4119.41.05115271.292.3608/11/21
BLUEM 2017-2A CLO A2 BLUEM 2017-2AAA+ (sf)N/A23.34113.4119.41.05115271.292.3608/11/21
BLUEM 2017-2A CLO B BLUEM 2017-2AA- (sf)N/A16.88113.4119.41.05115271.292.3608/11/21
BLUEM 2017-2A CLO C BLUEM 2017-2ABB+ (sf)N/A10.83107.1111.31.04110235.322.1408/11/21
BLUEM 2017-2A CLO D BLUEM 2017-2ABB- (sf)N/A7.2104.7106.941.02105203.181.9408/11/21
BLUEM 2019-25A CLO AR BLUEM 2019-25AAA+ (sf)N/A36123.51134.061.09120295.432.4608/11/21
BLUEM 2019-25A CLO BR BLUEM 2019-25AAA+ (sf)N/A24123.51134.061.09120295.432.4608/11/21
BLUEM 2019-25A CLO CR BLUEM 2019-25AA (sf)N/A18113.95122.451.07115255.742.2208/11/21
BLUEM 2019-25A CLO D1R BLUEM 2019-25ABB+ (sf)N/A13.25108.61115.091.06110224.172.0408/11/21
BLUEM 2019-25A CLO D2R BLUEM 2019-25ABB (sf)N/A12108.61115.091.06110224.172.0408/11/21
BLUEM 2019-25A CLO ER BLUEM 2019-25ABB- (sf)N/A8104.97109.921.05105190.341.8108/11/21
ALLEG 2018-3A CLO B1 ALLEG 2018-3AAA+ (sf)AA23.91123.5131.21.06120340.622.8408/11/21
ALLEG 2018-3A CLO B2 ALLEG 2018-3AAA+ (sf)AA23.91123.5131.21.06120340.622.8408/11/21
BATLN 2018-12A CLO A1 BATLN 2018-12AAA+ (sf)AAA35.92123.8133.611.08120372.443.108/11/21
BATLN 2018-12A CLO A2R BATLN 2018-12AAA+ (sf)N/A35.92123.8133.611.08120372.443.108/11/21
BATLN 2018-12A CLO B1 BATLN 2018-12AAA+ (sf)AA25.16123.8133.611.08120372.443.108/11/21
BATLN 2018-12A CLO B2R BATLN 2018-12AAA+ (sf)N/A25.16123.8133.611.08120372.443.108/11/21
BATLN 2015-9A CLO AR BATLN 2015-9AAA+ (sf)AAA35.26124.4134.681.08120377.693.1508/11/21
BATLN 2015-9A CLO BR BATLN 2015-9AAA+ (sf)AA25.9124.4134.681.08120377.693.1508/11/21
BATLN 2015-9A CLO CR BATLN 2015-9AAA (sf)A20.42117.2125.411.07110339.093.0808/11/21
BATLN 2015-9A CLO DR BATLN 2015-9ABBB+ (sf)BBB-13.95109.7115.971.06105282.812.6908/11/21