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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 2014-IVA CLO DRR BSP 2014-IVABB- (sf)N/A8.69104.3109.371.05   08/11/21
CGMS 2018-1A CLO B CGMS 2018-1AA+ (sf)A18.2116.4122.241.05115329.142.8608/11/21
CFIP 2017-1A CLO B CFIP 2017-1AAA+ (sf)N/A24.9123.3133.161.08120314.492.6208/11/21
BLUEM 2018-22A CLO A1 BLUEM 2018-22AAA+ (sf)AAA37.03127.79135.361.06120360.753.0108/11/21
BLUEM 2018-22A CLO A2 BLUEM 2018-22AAA+ (sf)N/A34.51127.79135.361.06120360.753.0108/11/21
BLUEM 2018-22A CLO B BLUEM 2018-22AAA+ (sf)AA26.88127.79135.361.06120360.753.0108/11/21
BLUEM 2018-22A CLO C BLUEM 2018-22AA (sf)A16.87113.19119.061.05115295.322.5708/11/21
BLUEM 2018-22A CLO D BLUEM 2018-22ABB+ (sf)BBB-11.83108.27112.261.04110261.42.3808/11/21
BLUEM 2018-22A CLO E BLUEM 2018-22ABB- (sf)BB-7.55103.98107.061.03105223.722.1308/11/21
CATLK 2018-5A CLO B CATLK 2018-5AAA+ (sf)AA22.81121.58128.041.05120287.72.408/11/21
MORGN 2019-4A CLO BR MORGN 2019-4AAA+ (sf)N/A23.03121.58129.471.06120348.172.908/11/21
ANCHC 2019-11A CLO BR ANCHC 2019-11AAA+ (sf)N/A25.86126.1134.041.06120322.292.6908/11/21
DEN10 2013-1A CLO B1LR DEN10 2013-1ABBB+ (sf)N/A12.78      08/11/21
DEN10 2013-1A CLO B2LR DEN10 2013-1ABB- (sf)N/A7.56      08/11/21
DEN10 2013-1A CLO B3LR DEN10 2013-1ACCC- (sf)N/A5.82      08/11/21
BURNH 2016-1A CLO AR BURNH 2016-1AAA+ (sf)AAA35.19122.5130.731.07120317.752.6508/11/21
BURNH 2016-1A CLO BR BURNH 2016-1AAA+ (sf)AA23.54122.5130.731.07120317.752.6508/11/21
BURNH 2016-1A CLO CR BURNH 2016-1AA (sf)A16.35113.6119.491.05110274.392.4908/11/21
BURNH 2016-1A CLO DR BURNH 2016-1ABB+ (sf)BBB-10.78107.5112.031.04105241.262.308/11/21
BURNH 2016-1A CLO ER BURNH 2016-1AB+ (sf)BB-6.83103.7107.281.03   08/11/21
CEDF 2017-8A CLO B CEDF 2017-8AAA+ (sf)N/A22.96121.5129.81.07120290.282.4208/11/21
CTWTR 2015-1A CLO BR CTWTR 2015-1AAA+ (sf)AA27.67122.45132.111.08120377.193.1408/11/21
AMMC 2017-20A CLO BR AMMC 2017-20AAA+ (sf)N/A23.12121.71129.021.06120273.92.2808/11/21
BLUEM 2015-4A CLO X BLUEM 2015-4ANRN/A 123.33130.211.06120331.872.7708/11/21
BLUEM 2015-4A CLO A1R BLUEM 2015-4AAA+ (sf)AAA39.22123.33130.211.06120331.872.7708/11/21
BLUEM 2015-4A CLO A2R BLUEM 2015-4AAA+ (sf)AAA35.14123.33130.211.06120331.872.7708/11/21
BLUEM 2015-4A CLO BR BLUEM 2015-4AAA+ (sf)N/A23.94123.33130.211.06120331.872.7708/11/21
BLUEM 2015-4A CLO CR BLUEM 2015-4AA+ (sf)N/A16.8113.95119.051.04115288.432.5108/11/21
BLUEM 2015-4A CLO DR BLUEM 2015-4ABB+ (sf)N/A10.69107.64110.91.03110246.822.2408/11/21
BLUEM 2015-4A CLO ER BLUEM 2015-4ABB- (sf)N/A6.62104.7106.061.01105207.741.9808/11/21
BLUEM 2015-4A CLO FR BLUEM 2015-4ACCC- (sf)N/A4.58      08/11/21
BABSN 2019-4A CLO A1 BABSN 2019-4AAA+ (sf)AAA36.31121.93132.571.09120265.622.2108/11/21
BABSN 2019-4A CLO A2 BABSN 2019-4AAA+ (sf)AAA36.31121.93132.571.09120265.622.2108/11/21
BABSN 2019-4A CLO B1 BABSN 2019-4AAA+ (sf)N/A24.57121.93132.571.09120265.622.2108/11/21
BABSN 2019-4A CLO B2 BABSN 2019-4AAA+ (sf)N/A24.57121.93132.571.09120265.622.2108/11/21
BABSN 2019-4A CLO C BABSN 2019-4AA+ (sf)N/A18.6114.25122.851.08115234.292.0408/11/21
BABSN 2019-4A CLO D BABSN 2019-4ABB+ (sf)N/A12.63107.9114.451.06110198.361.808/11/21
BABSN 2019-4A CLO E BABSN 2019-4ABB- (sf)BB-8.45104.2109.231.05105168.481.608/11/21
AUBRN 2017-1A CLO A1 AUBRN 2017-1AAA+ (sf)AAA34.7116.46120.991.04115278.82.4208/11/21
AUBRN 2017-1A CLO A2A AUBRN 2017-1AAA+ (sf)AA23.47116.46120.991.04115278.82.4208/11/21
AUBRN 2017-1A CLO A2B AUBRN 2017-1AAA+ (sf)AA23.47116.46120.991.04115278.82.4208/11/21
AUBRN 2017-1A CLO B AUBRN 2017-1AA+ (sf)A17.35116.46120.991.04115278.82.4208/11/21
AUBRN 2017-1A CLO C AUBRN 2017-1ABB+ (sf)BBB-10.21107.64111.371.03105236.112.2508/11/21
AUBRN 2017-1A CLO D AUBRN 2017-1ABB- (sf)BB-6.13104.7106.531.02   08/11/21
AUBRN 2017-1A CLO E AUBRN 2017-1ACCC+ (sf)B-5.11      08/11/21
BSP 2019-18A CLO A BSP 2019-18AAA+ (sf)AAA37.14122.45132.751.08120279.832.3308/11/21
BSP 2019-18A CLO B BSP 2019-18AAA+ (sf)AA24.67122.45132.751.08120279.832.3308/11/21
BSP 2019-18A CLO C BSP 2019-18AA+ (sf)A18.68114.7122.971.07110245.242.2308/11/21
BSP 2019-18A CLO D BSP 2019-18ABB+ (sf)BBB-12.69108.29114.541.06105208.71.9908/11/21
BSP 2019-18A CLO E BSP 2019-18ABB- (sf)BB-8.8104.41109.651.05   08/11/21